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CME futures contracts Australian British dollar Pound Canadian Euro dollar Mexican Japanese Swiss peso yen franc Contract size 100,000 62,500 100,000 125,000 500,000 12,500,000

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CME futures contracts Australian British dollar Pound Canadian Euro dollar Mexican Japanese Swiss peso yen franc Contract size 100,000 62,500 100,000 125,000 500,000 12,500,000 125,000 Symbol AD BP CD EC MP JY SF Initial $1,148 $1,485 $608 $2,850 $1,755 $4,590 $2,565 margin Maintenance $850 $1,100 $450 $1,800 $1,300 $1,300 margin $1,900 If Daniel starts the day with $2,000 in his account. After his Swiss franc futures contract is marked to market, he has a loss of $1,500. The large loss triggers a margin call. Calculate his variation margin. $1,625 $2,350 $1,500 $2,065

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