You are planning to sell a kilogram $(1000$ grams$)$ of unobtanium in the spot market in five months, and you would like to hedge the price risk using the six$-$month unobtanium futures contract. Each contract is for delivery of $100$ grams of the material. What trades will accomplish your hedge? Provide the time of each trade, whether you are going long or short, and the number of contracts. Moreover, assuming the six$-$month futures price of a gram of unobtanium increases by $$1000$ after one day and then falls by $$2000$ at the end of the second day, what will be your resulting futures cash flow over the two days?

Create a table for the answer.