Additional margin is designed to cover the additional potential close-out costs of an open position. Such potential losses would arise if the least favorable expected price Developments were to materialize within the next exchange trading day (a worst-case loss), starting from the current price for futures contracts held within the respective account. It is used for short options and non-spread (outright) futures positions.
Bloss, Michael; Ernst, Dietmar; Häcker, Joachim: Derivatives, 283 Seiten, 2008
[Dieser Titel bei Oldenbourg]