NCC | Risk parameters changes on Derivatives market

News

CCP NCC changes the following risk parameters on Derivatives market starting from 23:50 August, 7th 2026:

1. Market risk rates:

BC	Current market risk rates			Market risk rates from 23:50 August, 7th 2026
BC	MR1	MR2	MR3	MR1	MR2	MR3
COCOA	15%	23%	32%	17%	25%	34%

2. Concentration limits:

BC	Current concentration limits		Concentration limits from 23:50 August, 7th 2026
BC	LK1	LK2	LK1	LK2
COCOA	986 853	4 934 261	3 161 599	15 807 995