Had an interesting question come up in a mock S&T interview and wasn't exactly sure how to answer, can anyone help?
A company has 59,000 futures contracts for $8 each and another position shorting 78,000 futures contracts (later maturity date) at a price of $8.20 each. initial margin $5400 per contract, maintenance margin $2700 per contract. what is the cumulative cash required by the strategy?
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