You recently went long one Eurodollar futures contract at a price of 96. Not long after your purchase, the Federal Reserve (USA) announced an increase in the cash rate from 4.0% to 4.5% causing your Eurodollar futures contract price to fall to 95.54. If the value of a Eurodollar futures contract is $25 per basis point, the gain/(loss) on your contract is: O a loss of $1,150 a loss of $1,075 O a gain of $1,150 a gain of $1,075