Over one time step, both the long and the short margin accounts of a futures contract will gain interest, but they will also be adjusted by the exchange (or a broker). Say there has been a large increase in the value of the underlying asset of a futures contract. Which of the following is true? Large increases in the underlying asset imply that the short side of the contract is in-the-money, so the exchange will shift funds from the long to the short margin account. Large increases in the underlying asset imply that the long side of the contract is in-the-money, so the exchange will shift funds from the long to the short margin account. Large increases in the underlying asset imply that the short side of the contract is in-the-money, so the exchange will shift funds from the short to the long margin account. Large increases in the underlying asset imply that the long side of the contract is in-the-money, so the exchange will shift funds from the short to the long margin account