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Suppose an investor purchases a $100,000 Treasury bond futures contract when it is priced at 9510. The initial margin requirement is $2,530 and the maintenance
Suppose an investor purchases a $100,000 Treasury bond futures contract when it is priced at 9510. The initial margin requirement is $2,530 and the maintenance margin requirement is $2,300. If on the next day, the futures contracts value drops to 9400, what will the investors margin account balance be? Will the investor get a margin call and if so, how much does he need to add to his margin account?
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