Simulation of the mechanics of corn futures

Contract value
5000.00
Initial margin
1688.00
Maintenance margin
1250.00
http://www.ccstrade.com/futures/corn-futures-c/margin/

Date
Feb 22nd
Feb 25th
Feb 26th
Feb 27th
Feb 28th
March 1
March 4
March 5
March 6
March 7
March 8
March 11
March 12
March 13
March 14
March 15

Total Profit/Loss

Price
Position
690.25
1
693.50
1
705.00
1
709.50
1
719.50
1
724.25
1
723.00
1
732.00
1
708.00
1
711.50
1
725.25
1
734.50
1
741.00
1
741.25
1
732.75
1
730.50
1

Futures Contracts
Profit
Margin Account
1,688
163
1,851
575
2,426
225
2,651
500
3,151
238
3,388
-63
3,326
450
3,776
-1,200
2,576
175
2,751
688
3,438
463
3,901
325
4,226
13
4,238
-425
3,813
-113
3,701

2,013

Interest rate

Margin Call

0.25

Forward Contract
Spot Price
690

Forward price
690.36

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

2,007

Simulation of the mechanics of corn futures

Contract value
5000.00
Initial margin
1688.00
Maintenance margin
1250.00
http://www.ccstrade.com/futures/corn-futures-c/margin/

Date
Feb 22nd
Feb 25th
Feb 26th
Feb 27th
Feb 28th
March 1
March 4
March 5
March 6
March 7
March 8
March 11
March 12
March 13
March 14
March 15

Total Profit/Loss

Price
Position
690.25
1
670.63
1
703.73
1
731.55
1
751.65
1
760.44
1
764.36
1
761.65
1
764.36
1
792.43
1
776.09
1
792.54
1
776.81
1
786.15
1
789.95
1
807.36
1

Futures Contracts
Profit
Margin Account
1,688
-981
1,688
1,655
3,343
1,391
4,734
1,005
5,739
440
6,178
196
6,374
-136
6,239
135
6,374
1,404
7,778
-817
6,961
822
7,783
-787
6,997
467
7,464
190
7,654
870
8,524

5,855

Interest rate
volatility

Margin Call

0.25
15.7334486445

Forward Contract
Spot Price
690

Forward price
690.36

981
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5,850