Suppose an investor holds a long commodity A futures position. He enters the position at a unit price of $993.60 and each contract controls 100 units of commodity A. Assume that the initial and maintenance margins are $2,500 and $1,500 per contract respectively, and the futures price drops to $991.00 at the end of the first day, and further down to $985.00 at the end of the second day, compute the amount in the margin account at the end of each day, and indicate if any additional margin deposit is required.