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Special topics in financial engineering
(1) In the futures exchange, after the margin is lower than the maintenance margin, the margin shall be restored to the initial margin. According to the settlement price of the day, if the loss exceeds 1500 yuan, it will be recovered, that is:

15000×1.6-15000× settlement price = 1500.

Settlement price = 1.5 When the settlement price is lower than 1.5, the deposit will be recovered.

(2) After the settlement, some dealers who are larger than the initial deposit can take it away, and 2000 yuan will be taken away, that is, there are

15000×2× settlement price-15000× 2×1.6 = 2000.

Settlement price = 1.6667 When the settlement price is greater than or equal to 1.6667, 2000 yuan can be taken away.