Reporte diario del Subprograma de Coberturas para Maíz
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 / Bushel) |
(USD / Ton) |
(US cts / Bushel) |
(USD / Ton) |
(USD) |
(Mx Ps) |
Depósito cuenta ASERCA |
| DICIEMBRE 8 |
| 540 |
212.59 |
34.3060 |
13.51 |
1,715.30 |
17,951.99 |
8,975.99 |
| 550 |
216.53 |
39.6360 |
15.60 |
1,981.80 |
20,741.12 |
10,370.56 |
| 560 |
220.46 |
45.7460 |
18.01 |
2,287.30 |
23,938.42 |
13,567.86 |
| MARZO 9 |
| 560 |
220.46 |
51.3360 |
20.21 |
2,566.80 |
26,863.62 |
13,431.81 |
| 570 |
224.40 |
57.0560 |
22.46 |
2,852.80 |
29,856.83 |
14,928.42 |
| 580 |
228.34 |
63.1660 |
24.87 |
3,158.30 |
33,054.14 |
18,125.72 |
| MAYO 9 |
| 570 |
224.40 |
59.6560 |
23.49 |
2,982.80 |
31,217.39 |
15,608.69 |
| 580 |
228.34 |
65.6360 |
25.84 |
3,281.80 |
34,346.66 |
17,173.33 |
| 590 |
232.27 |
71.8760 |
28.30 |
3,593.80 |
37,611.99 |
20,438.66 |
| JULIO 9 |
| 580 |
228.34 |
69.2760 |
27.27 |
3,463.80 |
36,251.44 |
18,125.72 |
| 590 |
232.27 |
75.3860 |
29.68 |
3,769.30 |
39,448.74 |
19,724.37 |
| 600 |
236.21 |
81.6260 |
32.13 |
4,081.30 |
42,714.07 |
22,989.70 |
| SEPTIEMBRE 9 |
| 580 |
228.34 |
75.7760 |
29.83 |
3,788.80 |
39,652.82 |
19,826.41 |
| 590 |
232.27 |
81.8860 |
32.24 |
4,094.30 |
42,850.13 |
21,425.06 |
| 600 |
236.21 |
87.9960 |
34.64 |
4,399.80 |
46,047.43 |
24,622.37 |
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 / Bushel) |
(USD / Ton) |
(US cts / Bushel) |
(USD / Ton) |
(USD) |
(Mx Ps) |
Depósito cuenta ASERCA |
| DICIEMBRE 8 |
| 540 |
212.59 |
43.1460 |
16.99 |
2,157.30 |
22,577.87 |
12,615.48 |
| 550 |
216.53 |
38.0760 |
14.99 |
1,903.80 |
19,924.79 |
9,962.40 |
| 560 |
220.46 |
33.7860 |
13.30 |
1,689.30 |
17,679.88 |
8,839.94 |
| MARZO 9 |
| 560 |
220.46 |
58.7460 |
23.13 |
2,937.30 |
30,741.20 |
16,561.08 |
| 570 |
224.40 |
54.1960 |
21.34 |
2,709.80 |
28,360.22 |
14,180.11 |
| 580 |
228.34 |
50.0360 |
19.70 |
2,501.80 |
26,183.34 |
13,091.67 |
| MAYO 9 |
| 570 |
224.40 |
69.1460 |
27.22 |
3,457.30 |
36,183.41 |
19,214.16 |
| 580 |
228.34 |
64.8560 |
25.53 |
3,242.80 |
33,938.50 |
16,969.25 |
| 590 |
232.27 |
60.8260 |
23.95 |
3,041.30 |
31,829.64 |
15,914.82 |
| JULIO 9 |
| 580 |
228.34 |
78.5060 |
30.91 |
3,925.30 |
41,081.41 |
21,629.15 |
| 590 |
232.27 |
74.3460 |
29.27 |
3,717.30 |
38,904.52 |
19,452.26 |
| 600 |
236.21 |
70.3160 |
27.68 |
3,515.80 |
36,795.66 |
18,397.83 |
| SEPTIEMBRE 9 |
| 580 |
228.34 |
83.9660 |
33.06 |
4,198.30 |
43,938.57 |
23,057.73 |
| 590 |
232.27 |
79.8060 |
31.42 |
3,990.30 |
41,761.68 |
20,880.84 |
| 600 |
236.21 |
75.7760 |
29.83 |
3,788.80 |
39,652.82 |
19,826.41 |
|
Bushel |
Tonelada |
| 1 Contrato |
5,000 |
127.0058994 |
| 1 Tonelada |
39.36825 |
|
|
| Precio de los Futuros |
9/5/2008 |
| Vencimiento |
US cts / Bushel |
Variación |
USD / Ton |
| DICIEMBRE 8 |
548.50 |
-16.000 |
215.93 |
| MARZO 9 |
567.25 |
-16.000 |
223.32 |
| MAYO 9 |
579.25 |
-16.000 |
228.04 |
| JULIO 9 |
589.00 |
-16.000 |
231.88 |
| SEPTIEMBRE 9 |
588.00 |
-15.500 |
231.49 |
|
Análisis de sensibilidad para el vencimiento más cercano
| Opción |
Precio de ejercicio |
Variación* |
| US cts / Bushel |
US cts / Bushel |
% |
| "PUT" |
550 |
-38.14 |
-6.95 |
| "CALL" |
550 |
39.58 |
7.22 |
|
Tipo de Cambio FIX (Dólar Americano) publicado por
el Banco de México = 10.4658 Peso/Dólar
Precio sugerido por ASERCA:
Precio determinado por ASERCA.
|
