One orange juice futures contract is on 15 000 pounds of frozen concentrate. The current price is 1.1505 $/pound and the risk-free continuously compounded interest rate is 2% per year. You know that the storage cost amounts to 1.5% per year and the convenience yield is 2.4% per year (both cont. comp.). You enter into a short position on 100 contracts for delivery in 1.5 years. The initial margin is set at $40 000 so you deposit this amount into your account. One year later, you get your first margin call because the value of your account has dropped below $15 000. What change in the spot price of orange juice concentrate caused this margin call? (using formula F0=S0-K)e^((r-q-y)T), where r=rate, q= storage cost, y=convenience yield, T= time to maturity, s0= spot price, k=new f0, f0= future value of contract