13.03.2025 12:06
Risk parameters change for cocoa futures on Derivatives market
CCP NCC changes the following risk parameters for cocoa futures on the Derivatives market starting from 7 p.m. of March, 13th 2025:
- Сoncentration limits:
| Underlying | Current concentration limits, pcs | Concentration limits from 7 p.m. of March, 13th 2025 | ||
|---|---|---|---|---|
| LK1 | LK2 | LK1 | LK2 | |
| COCOA | 19 890 | 69 450 | 110 000 | 550 000 |
- 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