CAN YOU EXPLAIN IN DETAIL HOW TO FILL THE TABLE ( HOW TO COMPUTE THE SETTLEMENT PTICE THE DAILY PRICE AND SO ON

An investor takes a long position in two December gold futures contracts on June 5 (Day 1) Contract size is 100 oz. futures price is US $1,250 Initial margin requirement is US $6,000 per contract (US $12,000 in total) Maintenance margin is US $4,500 per contract (US $9,000 in total) The contract is entered into on Day 1 at $1,250 and closed out on Day 16 at $1226.90. Trade price ($) 1.250.00 Margin call ($) Dav 1 1 2 3 4 5 6 7 8 9 10 Settlement Daily Cumulative Margin account price ($) gain ($) gain ($) balance ($) 12,000 1.241.00 -1.800 -1.800 10.200 1.238.30 -540 -2.340 9,660 1.244.60 1.260 - 1,080 10,920 1,241.30 -660 -1.740 10,260 1,240.10 -240 -1,980 10,020 1.236.20 -780 -2.760 9,240 1.229.90 -1.260 -4.020 7.980 1.230.80 180 -3.840 12.180 1,225.40 -1.080 -4.920 11.100 1.228.10 540 -4,380 11.640 1,211.00 -3,420 -7,800 8.220 1,211.00 0 -7,800 12,000 1,214.30 660 -7.140 12,660 1,216.10 360 -6,780 13.020 1.223.00 1.380 -5,400 14,400 780 -4.620 15.180 4,020 3,780 12 13 14 15 16 1,226.90