CICC's five-year treasury bond futures contract chooses C, 1, and the face value of treasury bonds is 1 10,000 yuan, while the quotation of treasury bond futures contracts is based on 100 yuan, and bond transactions are generally counted as 1 according to the face value of 100 yuan, that is, 1 futures.

As the settlement price on the second day of purchase is lower than that on the same day, it is necessary to reserve a margin account to settle the loss, and the loss amount =(92.82-92.52) yuan/sheet * 10000 sheets * 100 lots = 300000 yuan. At this time, the balance of the margin account is 350,000-300,000 yuan.

As RMB 3.2 million is greater than the required margin ratio (92.52 yuan/sheet * 1 10,000 sheets * 100 sheets = 2,775,600 yuan), there is no need to recover the margin.