NCC | Risk parameters change for cocoa futures on Deriv

CCP NCC changes the following risk parameters for cocoa futures on the Derivatives market starting from 7 p.m. of March, 13th 2025:

Underlying	Current concentration limits, pcs		Concentration limits from 7 p.m. of March, 13th 2025
Underlying	LK1	LK2	LK1	LK2
COCOA	19 890	69 450	110 000	550 000

2. Introduction into intermonth spread with risk rule "Halfnetting" for for initial margin estimation:

Underlying	Num	Current value "Introduction into intermonth spread"	Value "Introduction into intermonth spread" from 19:00 13.03.2025
COCOA	1	No	Yes
COCOA	2	No	Yes
COCOA	3	No	Yes
COCOA	4	No	Yes

Risk parameters will be available on the NCC website from March, 14th 2025.- https://www.nationalclearingcentre.com/catalog/530902