Ah, now in the EU coconuts aren't considered a nut! Here are the list of common allergens which have to be labelled:
Cereals containing gluten and products thereof
Crustaceans and products thereof
Eggs and products thereof
Fish and products thereof
Peanuts and products thereof
Soybeans and products thereof
Milk and products thereof (including lactose)
Nuts i.e. almond, hazelnut, walnut, cashew, pecan nut, brazil nut, pistachio nut, macademia nut and queensland nut and products thereof
Celery and products thereof
Mustard and products thereof
Sesame seeds and products thereof
Sulphur dioxide and sulphites at concentrations of more than 10mg/kg or 10 mg/litre expressed as SO2
Lupin and products thereof
Molluscs and products thereof
But any food with protein in can cause an allergic response, these are just the common ones in the EU.