SPX denotes the S&P500 index. SPH2 denotes the Mar-2022 S&P 500 futures contract on the CME. (The valuation date for SPH2 is March 18, 2022) Consider a trader with the following position: > Long $ 10 million (notional) SPX 4500-strike calls (March 18, 2022 expiration) Short $ 10 million (notional) SPX 4500-strike puts (March 18, 2022 expiration) Short $ 10 million (notional) SPH2 (The options are European-style.) Describe the cash flows for the trader at option expiration date