383655dd_s_Relating_to_Security_Futures__Description_of_Offset
[0] 10 Individual stock or narrow-based security index [Initial Margin Requirement] The greater of: 5% of the current market value of the long security future; or (2) 5% of the current market value of the short security future. The greater of: 5% of the current market value of the long security future; or (2) 5% of the current market value of the short security future. [Description of Offset] 
Long security future and short security future on the same underlying security (or index)
Final Rule: Customer Margin Rules Relating to Security Futures