On day 1 the settlement price on a Chicago Mercantile Exchange (CME) yen futures contract is $0.8011/100. An investor has a short position in one futures contract for 12,500,000. The balance in the investors margin is $2,000. On day 2 the settlement price is $0.8057/100. On day 3 the settlement price is $0.7996/100. On day 4 the settlement price is $0.7959/100. The investors margin account is marked to market on a daily basis. What is the balance in the investors margin account at the end of day 4?