Extreme loss margin:

Clearing members are subject to extreme loss margins in addition to initial margins. The applicable extreme loss margin on the mark to market value of the gross open positions is as follows or as may be specified by the relevant authority from time to time.
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Futures: 1% of the value of gross open position
Options: 1.5% of the value of gross open position (For short option positions)
0.3% of the value of gross open position0.5% of the value of gross open position0.7% of the value of gross open position