At the end of each trading day, every futures-trading account is incremented or reduced by the corresponding increase or decrease in the value of all open interest positions. This daily adjustment procedure is applied to the margin deposit and is called marking to market. For example, if an investor is long on a yen futures contract and by the end of the day its market value has fallen $1,000, he or she would be asked to add an additional $1,000 to the margin account. Why? Because the investor is responsible for its initial value. For example, if a futures contract is executed at $10,000 with an initial margin of $1,000 and the value of the position goes down $1,000, to $9,000, the buyer would be required to put in an additional margin of $1,000 because the investor is responsible for paying $10,000 for the contract. If the investor is unable to comply or refuses to do so, the clearing member firm that he or she trades through would automatically close out the position. On the other hand, if the contract’s value was up $1,000 for the day, the investor might immediately withdraw the profit if he or she so desired. The procedure of marking to market implies that all potential profits and losses are realized immediately.