The multiplier for a futures contract on a stock market index is $$120.$ The maturity of the contract is $1$ year, the current level of the index is $1,940,$ and the risk$-$free interest rate is $0\mathrm{.}8\%$ per month. The dividend yield on the index is $0\mathrm{.}4\%$ per month. Suppose that after $1$ month, the stock index is at $1,960,$ and to simplify matters that the interest rate yield and dividend yield curve are both flat.

a$.$ Find the cash flow from the mark$-$to$-$market proceeds on a long contract. Assume that the parity condition always holds exactly. $($Do not round intermediate calculations. Round your answer to $2$ decimal places.$)$

$\backslash$table$[[$Cash flow,$$,2,300\mathrm{.}00$