问题
单项选择题
The following information relates to an investor's positioning the futures market:
A．Initial futures price per contract on Day 0
B．$100
C．Initial margin requirement per contract
D．$5
E．Maintemance rnmargin requirement
F．$3
G．Number of contracts held by the investor
H．$10
I．Position taken by the investor
J．Long
K．Settlement price per contract on Day 1
L．$97
答案
参考答案：C
解析：The initial margin required was $4.5 × 10 contracts or $45. A loss of $2.5 per contract on Day 1 would deplete the margin to $20 is below the required maintenance margin of $25, the investor must deposit enough to bring the balance back to $45. The investor must deposit $25 on Day 2.