The FTSE 100 index has the following values at the close of market on the dates shown:

Date

FTSE100

1 June

5980

1 July

6025

1 August

5975

1 September

6110

On the 1st June you have taken 100 long futures contracts on the FTSE 100 which use a cash conversion factor of 10 per point and which mature on 1st September. For these contracts the mark to market process only takes place on the 1st of each month. Assuming you have a cash account that you use to supply your margin account and that both these accounts receive interest at the annual continuous rate of 7% what is your final net cash position at maturity time?