383655dd_s_Relating_to_Security_Futures__Description_of_Offset
[0] 19 Individual stock and narrow-based security index [Initial Margin Requirement] The greater of: (1) 3% of the current market value of the long security future(s); or (2) 3% of the current market value of the short security future(s). The greater of: (1) 3% of the current market value of the long security future(s); or (2) 3% of the current market value of the short security future(s). [Description of Offset] 
Long (short) a security future and short (long) an identical security future traded on a different market.6
Final Rule: Customer Margin Rules Relating to Security Futures