Reporte diario del Programa de Coberturas para Café
Cotización vigente para el día: 9-Noviembre-2009
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 |
| MARZO 0 | ||||||
| 135.0 | 136.91 | 6.6392 | 6.73 | 2,489.70 | 33,301.73 | 16,650.87 |
| 140.0 | 141.98 | 9.3120 | 9.44 | 3,492.00 | 46,708.29 | 23,354.15 |
| 145.0 | 147.05 | 12.4632 | 12.64 | 4,673.70 | 62,514.48 | 39,160.33 |
| MAYO 0 | ||||||
| 140.0 | 141.98 | 10.9136 | 11.07 | 4,092.60 | 54,741.80 | 27,370.90 |
| 145.0 | 147.05 | 13.8048 | 14.00 | 5,176.80 | 69,243.84 | 34,621.92 |
| 150.0 | 152.12 | 17.0184 | 17.26 | 6,381.90 | 85,363.02 | 50,741.10 |
| JULIO 0 | ||||||
| 140.0 | 141.98 | 11.9952 | 12.16 | 4,498.20 | 60,167.02 | 30,083.51 |
| 145.0 | 147.05 | 15.0944 | 15.31 | 5,660.40 | 75,712.38 | 37,856.19 |
| 150.0 | 152.12 | 18.3184 | 18.58 | 6,869.40 | 91,883.72 | 54,027.53 |
| SEPTIEMBRE 0 | ||||||
| 140.0 | 141.98 | 14.1688 | 14.37 | 5,313.30 | 71,069.64 | 35,534.82 |
| 145.0 | 147.05 | 17.1432 | 17.39 | 6,428.70 | 85,989.01 | 42,994.50 |
| 150.0 | 152.12 | 20.3152 | 20.60 | 7,618.20 | 101,899.50 | 58,905.02 |
| DICIEMBRE 0 | ||||||
| 145.0 | 147.05 | 17.2680 | 17.51 | 6,475.50 | 86,614.99 | 43,307.50 |
| 150.0 | 152.12 | 20.2840 | 20.57 | 7,606.50 | 101,743.00 | 50,871.51 |
| 155.0 | 157.19 | 23.5392 | 23.87 | 8,827.20 | 118,070.90 | 67,199.35 |
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 |
| MARZO 0 | ||||||
| 135.0 | 136.91 | 13.8464 | 14.04 | 5,192.40 | 69,452.51 | 41,038.29 |
| 140.0 | 141.98 | 11.3296 | 11.49 | 4,248.60 | 56,828.43 | 28,414.21 |
| 145.0 | 147.05 | 9.3120 | 9.44 | 3,492.00 | 46,708.29 | 23,354.15 |
| MAYO 0 | ||||||
| 140.0 | 141.98 | 15.0008 | 15.21 | 5,625.30 | 75,242.89 | 43,359.66 |
| 145.0 | 147.05 | 12.7128 | 12.89 | 4,767.30 | 63,766.45 | 31,883.23 |
| 150.0 | 152.12 | 10.7680 | 10.92 | 4,038.00 | 54,011.48 | 27,005.74 |
| JULIO 0 | ||||||
| 140.0 | 141.98 | 17.6112 | 17.86 | 6,604.20 | 88,336.46 | 49,306.54 |
| 145.0 | 147.05 | 15.5624 | 15.78 | 5,835.90 | 78,059.83 | 39,029.91 |
| 150.0 | 152.12 | 13.6280 | 13.82 | 5,110.50 | 68,357.02 | 34,178.51 |
| SEPTIEMBRE 0 | ||||||
| 140.0 | 141.98 | 21.4176 | 21.72 | 8,031.60 | 107,429.10 | 59,139.76 |
| 145.0 | 147.05 | 19.2544 | 19.53 | 7,220.40 | 96,578.63 | 48,289.31 |
| 150.0 | 152.12 | 17.2888 | 17.53 | 6,483.30 | 86,719.32 | 43,359.66 |
| DICIEMBRE 0 | ||||||
| 145.0 | 147.05 | 21.7192 | 22.03 | 8,144.70 | 108,941.90 | 59,739.67 |
| 150.0 | 152.12 | 19.6184 | 19.90 | 7,356.90 | 98,404.42 | 49,202.21 |
| 155.0 | 157.19 | 17.7568 | 18.01 | 6,658.80 | 89,066.77 | 44,533.39 |
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Tipo de Cambio FIX (Dólar Americano) publicado por el Banco de México = 13.3758 Peso/Dólar
Precio sugerido por ASERCA:
Precio determinado por ASERCA.
Responsable: Dirección General de Operaciones Financieras
Fecha de última actualización: Viernes, 06 de Noviembre de 2009, 00:00