Does a Significant Deviation between the Index Price and the Contract Price Always Trigger a Liquidation?

No, a deviation between the Index Price and the contract's Last Traded Price does not directly trigger liquidation. Liquidation is triggered when the Mark Price, which is based on the Index Price, causes the position's equity to fall below the maintenance margin.

A large deviation will, however, lead to a high funding rate, which incentivizes arbitrage and pushes the contract price back towards the Index Price.

What Is a ‘Margin Call’ and How Is It Triggered by Marking-to-Market?
Can a Series of Negative Funding Rate Payments Lead to a Forced Liquidation?
How Do Accounting Standards Differentiate between ‘Mark-to-Market’ and ‘Mark-to-Model’ for Valuing Assets?
What Happens If an Exchange’s Mark Price Deviates Significantly from the Index Price?
How Does a ‘Mark Price’ Calculation Differ from the ‘Index Price’ Calculation?
What Is a ‘Margin Call’ and How Is It Triggered by the Mark-to-Market Process?
What Is the Difference between Mark Price and Index Price in Derivatives Trading?
Does ADL Affect the Mark Price or the Index Price?

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