The multiplier for a futures contract on a stock index is $$250.$ The maturity of the contract is one year, the current level of the index is $1425,$ and the risk$-$free rate is $0\mathrm{.}5\%$ per month. The dividend yield on the index is $0\mathrm{.}2\%$ per month. Suppose that after one month, the stock index is at $1440.$ What is the cash flow from the mark to market proceeds on the contract? Assume the parity condition always holds exactly, and treat the interest rates as effective monthly rates, not continuously compounded rates.