Today$$s settlement price on a Chicago Mercantile Exchange $($CME$)$ Yen futures contract is $$0\mathrm{.}8011/100.$ Your margin account currently has a balance of $$7,000.$ The next three days$$ settlement prices are $$0\mathrm{.}8057/100,$ $$0\mathrm{.}7996/100,$ and $$0\mathrm{.}7985/100.($The contractual size of one CME Yen contract is $12,500,000).$ If you have a short position in two futures contract, what is the balance in your margin account at the end of first, second and third day? If the maintenance margin is $$1000$ per contract, at what price will you get a demand for additional funds to be posted?