Suppose current settlement price on a CME DM futures contract is $0.6080/DM. You contain a long position in futures contract. Presently your margin account contain a balance of $1,700. The next three days' settlement prices are $0.6066, $0.6073, & $0.5989. Estimate the changes in the margin account from daily marking-to-market and the balance of the margin account later than the third day.
$1,700 + [($0.6066 - $0.6080) + ($0.6073 - $0.6066) + ($0.5989 - $0.6073)] x DM125,000 = $562.50,
Here DM125,000 is the contractual size of one DM contract.
With just $562.50 in your margin account, you would experience margin call requesting that added cash be added to the margin account to bring it back up to the initial margin level.