Suppose you buy a stock index futures contract at the opening price of 330.56 on January 1. The multiplier on the contract is 500, so the price is $500(330.56)- $165,280. You hold the position until selling it on January 16 at the opening price of $333.12. The initial margin requirement is $6,611, and the maintenance margin requirement is $4,958. 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. The daily prices on the intervening days are as follows: Day Settlement Price 332.43 325.65 326.33 328.98 335.70 325.41 319.89 345.78 342.62 340.17 333.12 10/1 14/1 15/1 16/1