Suppose you take a long position in ONE S&P 500 index futures contract at the open on day 1 and close out your position at the open on day 4. The initial margin is $10,000 per contract and the maintenance margin is $5,000 per contract. The dollar multiple of the S&P 500 contract or the contract size is $250. Add/Withdraw Mark- To/From to- Margin End-of-Day March Gold Futures Settlement Prices ($/troy ounce) Market Account Balance Date ($) ($) ($) Day 1 open 1338.56 Nothing needs to be entered here (1) Day 2 settle 1335.98 (2) (3) Day 3 settle 1305.11 (4) Day 4 Close 1315.05 (5) (6) 0 Please round the number solution to 2 decimal places. What the correct amount in (1) of the table? Your answer is What the correct amount in (2) of the table? Your answer is What the correct amount in (3) of the table? Your answer is What the correct amount in (4) of the table? Your answer is What the correct amount in (1) of the table? Your answer is What the correct amount in (2) of the table? Your answer is What the correct amount in (3) of the table? Your answer is What the correct amount in (4) of the table? Your answer is What the correct amount in (5) of the table? Your answer is What the correct amount in (6) of the table? Your answer is What the variation margin amount in this question? Your answer is What is the total gain/loss on the futures trading from Day 1 through Day 4? Ignore commission charges. You answer is