Soybean market in Paraná, hedging using futures and options contracts in bolsa balcão - B³
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abstract
In this study, it is analyzed the importance and the possible utility of futures contracts and option
contracts with financial settlement for hedging purpose, in soybean commodity, for region of
Paraná, Brazil. We collected historical data regarding the applications of those two financial
instruments in different commodities markets, the historical variability of the soybean price and
its social-economic and importance for the region under analysis. The historical data about the
use of these financial instruments, in different types of agricultural commodities, has proven the
efficiency of those tools to mitigate the impacts of the unpredictability on price levels. Our
findings suggest that both the futures contracts, in their different forms, and the option contracts
are a possible alternative for efficient risk management for the soybean market in the Paraná
region.
