Reporte diario del Programa de Coberturas para Café
Cotización vigente para el día: 8-Septiembre-2008
Tabla de precios de primas de opciones 'PUT'
Precio de
Ejercicio |
Costo de la
Prima |
Costo por
Contrato |
Pago del Productor
(Pesos)
Cobertura Simple |
| (US cts / Libra) |
(USD / Quintal) |
(US cts / Libra) |
(USD / Quintal) |
(USD) |
(Mx Ps) |
Depósito cuenta ASERCA |
| DICIEMBRE 8 |
| 140.0 |
141.98 |
6.4510 |
6.54 |
2,419.13 |
25,318.08 |
12,659.04 |
| 145.0 |
147.05 |
9.5814 |
9.72 |
3,593.03 |
37,603.88 |
18,801.94 |
| 150.0 |
152.12 |
13.0862 |
13.27 |
4,907.33 |
51,359.08 |
32,557.14 |
| MARZO 9 |
| 140.0 |
141.98 |
8.1982 |
8.31 |
3,074.33 |
32,175.27 |
16,087.64 |
| 145.0 |
147.05 |
11.0374 |
11.19 |
4,139.03 |
43,318.21 |
21,659.10 |
| 150.0 |
152.12 |
14.3446 |
14.55 |
5,379.23 |
56,297.89 |
34,638.79 |
| MAYO 9 |
| 145.0 |
147.05 |
11.3910 |
11.55 |
4,271.63 |
44,705.97 |
22,352.99 |
| 150.0 |
152.12 |
14.5110 |
14.72 |
5,441.63 |
56,950.96 |
28,475.48 |
| 155.0 |
157.19 |
17.9430 |
18.20 |
6,728.63 |
70,420.45 |
41,944.96 |
| JULIO 9 |
| 145.0 |
147.05 |
11.2558 |
11.41 |
4,220.93 |
44,175.36 |
22,087.68 |
| 150.0 |
152.12 |
14.2822 |
14.48 |
5,355.83 |
56,052.99 |
28,026.50 |
| 155.0 |
157.19 |
17.6206 |
17.87 |
6,607.73 |
69,155.13 |
41,128.63 |
| SEPTIEMBRE 9 |
| 150.0 |
152.12 |
16.3102 |
16.54 |
6,116.33 |
64,012.23 |
32,006.12 |
| 155.0 |
157.19 |
19.4926 |
19.77 |
7,309.73 |
76,502.12 |
38,251.06 |
| 160.0 |
162.26 |
23.0598 |
23.39 |
8,647.43 |
90,502.22 |
52,251.16 |
Tabla de precios de primas de opciones 'CALL'
Precio de
Ejercicio |
Costo de la
Prima |
Costo por
Contrato |
Pago del Productor
(Pesos)
Cobertura Simple |
| (US cts / Libra) |
(USD / Quintal) |
(US cts / Libra) |
(USD / Quintal) |
(USD) |
(Mx Ps) |
Depósito cuenta ASERCA |
| DICIEMBRE 8 |
| 140.0 |
141.98 |
9.1862 |
9.32 |
3,444.83 |
36,052.85 |
22,006.04 |
| 145.0 |
147.05 |
7.1582 |
7.26 |
2,684.33 |
28,093.61 |
14,046.80 |
| 150.0 |
152.12 |
5.4942 |
5.57 |
2,060.33 |
21,562.95 |
10,781.47 |
| MARZO 9 |
| 140.0 |
141.98 |
14.7606 |
14.97 |
5,535.23 |
57,930.56 |
33,455.11 |
| 145.0 |
147.05 |
12.4726 |
12.65 |
4,677.23 |
48,950.90 |
24,475.45 |
| 150.0 |
152.12 |
10.6630 |
10.81 |
3,998.63 |
41,848.81 |
20,924.40 |
| MAYO 9 |
| 145.0 |
147.05 |
15.3118 |
15.53 |
5,741.93 |
60,093.84 |
33,904.09 |
| 150.0 |
152.12 |
13.3462 |
13.53 |
5,004.83 |
52,379.50 |
26,189.75 |
| 155.0 |
157.19 |
11.6822 |
11.85 |
4,380.83 |
45,848.84 |
22,924.42 |
| JULIO 9 |
| 145.0 |
147.05 |
17.4854 |
17.73 |
6,557.03 |
68,624.52 |
38,312.29 |
| 150.0 |
152.12 |
15.4470 |
15.67 |
5,792.63 |
60,624.45 |
30,312.23 |
| 155.0 |
157.19 |
13.7206 |
13.91 |
5,145.23 |
53,848.89 |
26,924.45 |
| SEPTIEMBRE 9 |
| 150.0 |
152.12 |
19.7318 |
20.01 |
7,399.43 |
77,440.90 |
42,353.13 |
| 155.0 |
157.19 |
17.8806 |
18.13 |
6,705.23 |
70,175.55 |
35,087.77 |
| 160.0 |
162.26 |
16.4142 |
16.65 |
6,155.33 |
64,420.40 |
32,210.20 |
|
Libra |
Quintal |
| 1 Contrato |
37,500 |
369.7768283 |
| 1 Quintal |
101.41252 |
|
|
| Precio de los Futuros |
9/5/2008 |
| Vencimiento |
US cts / Libra |
Variación |
USD / Quintal |
| DICIEMBRE 8 |
142.65 |
-4.100 |
144.67 |
| MARZO 9 |
146.40 |
-4.050 |
148.47 |
| MAYO 9 |
148.85 |
-3.950 |
150.95 |
| JULIO 9 |
151.15 |
-4.000 |
153.29 |
| SEPTIEMBRE 9 |
153.40 |
-4.050 |
155.57 |
|
Análisis de sensibilidad para el vencimiento más cercano
| Opción |
Precio de ejercicio |
Variación* |
| US cts / Libra |
US cts / Libra |
% |
| "PUT" |
145 |
-7.23 |
-5.07 |
| "CALL" |
145 |
9.51 |
6.67 |
|
Tipo de Cambio FIX (Dólar Americano) publicado por
el Banco de México = 10.4658 Peso/Dólar
Precio sugerido por ASERCA:
Precio determinado por ASERCA.
|
