Suppose that you shorted five futures contracts on the euro, receiving a price of $1\mathrm{.}2166($day $1).$ Your broker requires initial margins of $$\frac{1500}{?}$ contract and maintenance margins of $$\frac{1100}{?}$ contract. Recall that the contract size on sterling futures is $125,000.$ Suppose the closing prices over the next few days are:

$\backslash$table$[[$Day$,$Price$],[1,1\mathrm{.}2166],[2,1\mathrm{.}2188],[3,1\mathrm{.}2182],[4,1\mathrm{.}2202],[5,1\mathrm{.}2175],[6,1\mathrm{.}2163]]$

What is your account balance each day? What is your total profit$/$loss$?$