Reporte diario del Programa de Coberturas para Ganado Bovino en pie
Cotización vigente para el día: 28-Agosto-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 / Ton.) |
(US cts / Libra) |
(USD / Ton.) |
(USD) |
(Mx Ps) |
Depósito cuenta ASERCA |
| OCTUBRE 8 |
| 98 |
2,160.53 |
0.515 |
11.35 |
206.00 |
2,095.64 |
1,047.82 |
| 100 |
2,204.62 |
0.853 |
18.81 |
341.20 |
3,471.03 |
1,735.51 |
| 102 |
2,248.71 |
1.451 |
31.99 |
580.40 |
5,904.41 |
2,952.21 |
| 104 |
2,292.81 |
2.413 |
53.20 |
965.20 |
9,818.98 |
4,909.49 |
| 106 |
2,336.90 |
3.765 |
83.00 |
1,506.00 |
15,320.54 |
10,411.05 |
| DICIEMBRE 8 |
| 100 |
2,204.62 |
1.711 |
37.72 |
684.40 |
6,962.40 |
3,481.20 |
| 102 |
2,248.71 |
2.439 |
53.77 |
975.60 |
9,924.78 |
4,962.39 |
| 104 |
2,292.81 |
3.271 |
72.11 |
1,308.40 |
13,310.35 |
6,655.18 |
| 106 |
2,336.90 |
4.181 |
92.18 |
1,672.40 |
17,013.33 |
8,506.66 |
| 108 |
2,380.99 |
5.403 |
119.12 |
2,161.20 |
21,985.89 |
13,479.22 |
| FEBRERO 9 |
| 100 |
2,204.62 |
2.465 |
54.34 |
986.00 |
10,030.58 |
5,015.29 |
| 102 |
2,248.71 |
3.167 |
69.82 |
1,266.80 |
12,887.16 |
6,443.58 |
| 104 |
2,292.81 |
4.077 |
89.88 |
1,630.80 |
16,590.13 |
8,295.06 |
| 106 |
2,336.90 |
5.117 |
112.81 |
2,046.80 |
20,822.10 |
10,411.05 |
| 108 |
2,380.99 |
6.313 |
139.18 |
2,525.20 |
25,688.86 |
15,277.81 |
| ABRIL 9 |
| 100 |
2,204.62 |
2.959 |
65.23 |
1,183.60 |
12,040.76 |
6,020.38 |
| 102 |
2,248.71 |
3.739 |
82.43 |
1,495.60 |
15,214.74 |
7,607.37 |
| 104 |
2,292.81 |
4.623 |
101.92 |
1,849.20 |
18,811.91 |
9,405.96 |
| 106 |
2,336.90 |
5.559 |
122.55 |
2,223.60 |
22,620.68 |
11,310.34 |
| 108 |
2,380.99 |
6.443 |
142.04 |
2,577.20 |
26,217.86 |
14,907.51 |
| JUNIO 9 |
| 98 |
2,160.53 |
3.401 |
74.98 |
1,360.40 |
13,839.35 |
6,919.68 |
| 100 |
2,204.62 |
4.181 |
92.18 |
1,672.40 |
17,013.33 |
8,506.66 |
| 102 |
2,248.71 |
5.117 |
112.81 |
2,046.80 |
20,822.10 |
10,411.05 |
| 104 |
2,292.81 |
6.157 |
135.74 |
2,462.80 |
25,054.06 |
12,527.03 |
| 106 |
2,336.90 |
7.301 |
160.96 |
2,920.40 |
29,709.23 |
17,182.20 |
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 / Ton.) |
(US cts / Libra) |
(USD / Ton.) |
(USD) |
(Mx Ps) |
Depósito cuenta ASERCA |
| OCTUBRE 8 |
| 98 |
2,160.53 |
6.495 |
143.19 |
2,598.00 |
26,429.45 |
21,996.06 |
| 100 |
2,204.62 |
4.779 |
105.36 |
1,911.60 |
19,446.71 |
15,013.31 |
| 102 |
2,248.71 |
3.297 |
72.69 |
1,318.80 |
13,416.15 |
8,982.76 |
| 104 |
2,292.81 |
2.179 |
48.04 |
871.60 |
8,866.79 |
4,433.39 |
| 106 |
2,336.90 |
1.451 |
31.99 |
580.40 |
5,904.41 |
2,952.21 |
| DICIEMBRE 8 |
| 100 |
2,204.62 |
7.119 |
156.95 |
2,847.60 |
28,968.63 |
22,101.86 |
| 102 |
2,248.71 |
5.767 |
127.14 |
2,306.80 |
23,467.08 |
16,600.30 |
| 104 |
2,292.81 |
4.545 |
100.20 |
1,818.00 |
18,494.51 |
11,627.74 |
| 106 |
2,336.90 |
3.375 |
74.41 |
1,350.00 |
13,733.55 |
6,866.78 |
| 108 |
2,380.99 |
2.543 |
56.06 |
1,017.20 |
10,347.98 |
5,173.99 |
| FEBRERO 9 |
| 100 |
2,204.62 |
8.367 |
184.46 |
3,346.80 |
34,047.00 |
24,217.84 |
| 102 |
2,248.71 |
6.989 |
154.08 |
2,795.60 |
28,439.64 |
18,610.49 |
| 104 |
2,292.81 |
5.845 |
128.86 |
2,338.00 |
23,784.47 |
13,955.32 |
| 106 |
2,336.90 |
4.831 |
106.51 |
1,932.40 |
19,658.30 |
9,829.15 |
| 108 |
2,380.99 |
3.973 |
87.59 |
1,589.20 |
16,166.93 |
8,083.47 |
| ABRIL 9 |
| 100 |
2,204.62 |
N.C. |
N.C. |
N.C. |
N.C. |
N.C. |
| 102 |
2,248.71 |
N.C. |
N.C. |
N.C. |
N.C. |
N.C. |
| 104 |
2,292.81 |
7.509 |
165.54 |
3,003.60 |
30,555.62 |
17,499.59 |
| 106 |
2,336.90 |
6.417 |
141.47 |
2,566.80 |
26,112.06 |
13,056.03 |
| 108 |
2,380.99 |
5.247 |
115.68 |
2,098.80 |
21,351.09 |
10,675.55 |
| JUNIO 9 |
| 98 |
2,160.53 |
N.C. |
N.C. |
N.C. |
N.C. |
N.C. |
| 100 |
2,204.62 |
N.C. |
N.C. |
N.C. |
N.C. |
N.C. |
| 102 |
2,248.71 |
N.C. |
N.C. |
N.C. |
N.C. |
N.C. |
| 104 |
2,292.81 |
N.C. |
N.C. |
N.C. |
N.C. |
N.C. |
| 106 |
2,336.90 |
5.247 |
115.68 |
2,098.80 |
21,351.09 |
10,675.55 |
|
Libra |
Tonelada |
| 1 Contrato |
40,000 |
18.14371638 |
| 1 Tonelada |
2,204.62 |
|
|
| Precio de los Futuros |
8/27/2008 |
| Vencimiento |
US cts / Libra |
Variación |
USD / Ton |
| OCTUBRE 8 |
103.78 |
-1.975 |
2,287.84 |
| DICIEMBRE 8 |
105.23 |
-2.000 |
2,319.81 |
| FEBRERO 9 |
105.73 |
-1.575 |
2,330.83 |
| ABRIL 9 |
106.83 |
-1.650 |
2,355.09 |
| JUNIO 9 |
104.00 |
-1.875 |
2,292.81 |
|
Análisis de sensibilidad para el vencimiento más cercano
| Opción |
Precio de ejercicio |
Variación* |
| US cts / Libra |
US cts / Libra |
% |
| "PUT" |
104 |
-2.19 |
-2.11 |
| "CALL" |
104 |
2.40 |
2.32 |
|
Tipo de Cambio FIX (Dólar Americano) publicado por
el Banco de México = 10.1730 Peso/Dólar
Precio sugerido por ASERCA:
Precio determinado por ASERCA.
|
