Suppose that you buy a stock index futures contract at the opening price of 452.25 on August 1. The multiplier on the contract is 700, so the price is 700*(452.25) = $316,575. You hold the position open until selling it on July 8 at the opening price of $452.25. The initial margin requirement is $10,000, and the maintenance margin requirement is $3,000. Assume that you deposit the initial margin and do not withdraw the excess on any given day. Construct a table showing the charges and credits to the margin account. On which day would you get a margin call if the daily prices on the intervening days are as follows? Show your work (calculation) in each step.

day	settlement price $	500*settlement price	mark to market	other entries	account balance
opening	452.25	316.575
8 august	453.95
9 August	454.50
15 august	452.00
16 august	443.55
19 august	441.65
20 august	422.85
21august	444.15

fill in the blanks.