In reply to So.

In general, bootstrapping an extreme quantile is not recommended for small data sets because, for many bootstrap samples, the estimated 99th pctl will be the maximum value or second-to-maximum value in the sample. For large data sets, the asymptotic CI are probably sufficient, which you can get by using the CIPCTLDF option on the PROC UNIVARIATE statement. But if your sample is not large, I don't have a good suggestion.