Departamento de Valorización de In

CONTRATOS FORWARDS AL 24/01/2023

AFP: PRIMA FECHA:

M NOCIONAL: DOLARES AMERICANOS M CONTRAPARTE: NUEVOS SOLES

FONDO 1
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE
GQL V Santander USA 3/1/2022 3/1/2023 36 3.9407000
GS2 V CITIBANK N.A. 3/15/2022 3/15/2023 50 3.8785000
GSC V NATIXIS 3/17/2022 3/17/2023 52 3.8735000
GYS V NovaScotia 6/6/2022 3/6/2023 41 3.8354000
GYX V CITIBANK N.A. 6/9/2022 3/9/2023 44 3.8670000
HA6 V SCOTIABANK 7/7/2022 7/7/2023 164 4.0030000
HAF V CREDITO 7/12/2022 4/12/2023 78 4.0740000
HAL V CREDITO 7/13/2022 7/13/2023 170 4.0777000
HAP V CITIBANK 7/14/2022 7/14/2023 171 4.0728000
HAQ V CITIBANK 7/15/2022 4/17/2023 83 3.9777000
HIB V CITIBANK 11/11/2022 2/13/2023 20 3.8920000
HKR V SANTANDER PERÚ 12/27/2022 1/26/2023 2 3.8345000
HKY V SANTANDER PERÚ 12/29/2022 2/1/2023 8 3.8260000
HL0 V BBVA US 1/5/2023 2/7/2023 14 3.8381100
HL1 V SANTANDER PERÚ 1/5/2023 2/7/2023 14 3.8375000
HL3 V CITIBANK N.A. 1/5/2023 4/4/2023 70 3.8596000
HL8 V CREDITO 1/9/2023 4/5/2023 71 3.8218000
HLA V NATIXIS 1/9/2023 7/7/2023 164 3.8405000
HLB V CONTINENTAL 1/9/2023 2/9/2023 16 3.8036000
HLD V Santander USA 1/10/2023 7/10/2023 167 3.8590000
HLG V NATIXIS 1/10/2023 7/10/2023 167 3.8525000
HLH V NATIXIS 1/10/2023 7/10/2023 167 3.8563000
HLM V BANK OF AMERICA 1/11/2023 4/11/2023 77 3.8051000
HLO V CITIBANK N.A. 1/11/2023 4/11/2023 77 3.8080000
HLS V CITIBANK N.A. 1/12/2023 3/15/2023 50 3.8065000
HLU V SANTANDER PERÚ 1/12/2023 4/13/2023 79 3.8128000
HLW V SANTANDER PERÚ 1/12/2023 4/13/2023 79 3.8104000
HLX V CITIBANK N.A. 1/12/2023 2/15/2023 22 3.7913000
HLY V NovaScotia 1/12/2023 4/13/2023 79 3.8069000
HLZ V Santander USA 1/12/2023 4/13/2023 79 3.8085000
HM0 V CITIBANK N.A. 1/12/2023 4/13/2023 79 3.8060000
HM1 V CREDITO 1/13/2023 4/14/2023 80 3.8368000
HM2 V CITIBANK N.A. 1/17/2023 3/16/2023 51 3.8603000
HM3 V INTERAMERICANO 1/17/2023 3/16/2023 51 3.8572000
HM4 V CITIBANK N.A. 1/17/2023 3/16/2023 51 3.8540000
HM6 V BBVA US 1/18/2023 3/16/2023 51 3.8441000
HM8 V MORGAN STANLEY 1/19/2023 3/21/2023 56 3.8830000
HMC V INTERAMERICANO 1/23/2023 3/23/2023 58 3.8925000
HMF V BANK OF AMERICA 1/23/2023 3/23/2023 58 3.8945000
HMH V CITIBANK N.A. 1/24/2023 3/23/2023 58 3.9095000

FONDO 2
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE
GS1 V CITIBANK N.A. 3/15/2022 3/15/2023 50 3.8785000
GSB V NATIXIS 3/17/2022 3/17/2023 52 3.8735000
GSQ V NATIXIS 3/18/2022 3/20/2023 55 3.8800000
GUN V NATIXIS 4/7/2022 4/5/2023 71 3.8425000
GVD V CONTINENTAL 4/13/2022 4/17/2024 449 4.0055000
GVF V BBVA US 4/13/2022 4/17/2024 449 4.0050000
GVG V Santander USA 4/19/2022 4/18/2024 450 3.9869000
GVJ V CONTINENTAL 4/19/2022 4/18/2024 450 3.9909000
GVO V CONTINENTAL 4/20/2022 4/18/2024 450 3.9640000
GWL V CONTINENTAL 4/27/2022 4/26/2024 458 4.1015000
GZ2 V Standard CB 6/13/2022 3/13/2023 48 3.8945000
HA5 V SCOTIABANK 7/7/2022 7/7/2023 164 4.0030000
HAB V Credit Agricole 7/11/2022 7/11/2023 168 4.0615000
HAE V CREDITO 7/12/2022 4/12/2023 78 4.0740000
HAK V CREDITO 7/13/2022 7/13/2023 170 4.0777000
HAO V CITIBANK 7/14/2022 7/14/2023 171 4.0728000
HB9 V CITIBANK N.A. 7/22/2022 7/24/2023 181 4.0310000
HCP C CONTINENTAL 8/31/2022 4/26/2024 458 4.0220000
HCQ C Santander USA 8/31/2022 4/26/2024 458 4.0190000
HCW C CONTINENTAL 9/1/2022 9/4/2024 589 4.0781000
HFU C Santander USA 9/28/2022 6/27/2023 154 4.0460000
HKQ V SANTANDER PERÚ 12/23/2022 1/26/2023 2 3.8295000
HKS V NovaScotia 12/27/2022 1/26/2023 2 3.8326000
HKT V BANK OF AMERICA 12/27/2022 1/26/2023 2 3.8289000
HKW V SCOTIABANK 12/29/2022 2/1/2023 8 3.8230000
HL2 V CITIBANK N.A. 1/5/2023 4/4/2023 70 3.8596000
HL6 V NATIXIS 1/6/2023 2/8/2023 15 3.8110000
HL7 V CITIBANK N.A. 1/6/2023 2/8/2023 15 3.8060000
HL9 V BBVA US 1/9/2023 1/9/2025 716 3.9460000
HLC V CITIBANK N.A. 1/9/2023 1/8/2026 1080 4.0560000
HLL V BANK OF AMERICA 1/11/2023 4/11/2023 77 3.8051000
HLN V CITIBANK N.A. 1/11/2023 4/11/2023 77 3.8080000
HLT V SANTANDER PERÚ 1/12/2023 4/13/2023 79 3.8128000
HLV V SANTANDER PERÚ 1/12/2023 4/13/2023 79 3.8104000
HMB V INTERAMERICANO 1/23/2023 3/23/2023 58 3.8925000
HME V BANK OF AMERICA 1/23/2023 3/23/2023 58 3.8945000
HMI V CITIBANK N.A. 1/24/2023 7/24/2023 181 3.9307000

FONDO 3
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE
GQQ V Santander USA 3/3/2022 3/3/2023 38 3.8891000
GVC V NovaScotia 4/13/2022 4/17/2023 83 3.8800000
GYW V CITIBANK N.A. 6/9/2022 3/9/2023 44 3.8670000
HA7 V Standard CB 7/7/2022 4/5/2023 71 3.9725000
HAD V NovaScotia 7/12/2022 4/12/2023 78 4.0525000
HB6 V NovaScotia 7/21/2022 4/21/2023 87 4.0090000
HBM V CITIBANK N.A. 8/3/2022 5/3/2023 99 4.0095000
HBS V NATIXIS 8/4/2022 8/4/2023 192 4.0200000
HIF V CITIBANK 11/11/2022 2/13/2023 20 3.8920000
HKX V CITIBANK 12/29/2022 2/1/2023 8 3.8267000
HKZ C CREDITO 1/4/2023 1/25/2023 1 3.8329000
HLE V CREDITO 1/10/2023 7/10/2023 167 3.8491000
HLF V NATIXIS 1/10/2023 7/10/2023 167 3.8525000
HLI C SANTANDER PERÚ 1/11/2023 1/27/2023 3 3.7806000
HLJ C CITIBANK N.A. 1/11/2023 1/25/2023 1 3.7790000
HLK V BANK OF AMERICA 1/11/2023 4/11/2023 77 3.8051000
HLQ V CITIBANK 1/12/2023 3/15/2023 50 3.8025000
HLR V CITIBANK N.A. 1/12/2023 3/15/2023 50 3.8065000
HM5 V BBVA US 1/18/2023 3/16/2023 51 3.8441000
HM7 V MORGAN STANLEY 1/19/2023 3/21/2023 56 3.8830000
HM9 V SANTANDER PERÚ 1/20/2023 3/22/2023 57 3.8755000
HMA V G Sachs Bank 1/20/2023 3/22/2023 57 3.8712043
HMD V BANK OF AMERICA 1/23/2023 3/23/2023 58 3.8945000
HMG V CITIBANK N.A. 1/24/2023 3/23/2023 58 3.9095000

TOTAL DE MONEDA PEN/USD

M NOCIONAL: EUROS M CONTRAPARTE: DOLARES AMERICANOS

FONDO 1
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE
HKO V BNP Paribas 12/22/2022 1/25/2023 1 1.0622567

FONDO 2
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE
HKN V BNP Paribas 12/22/2022 1/25/2023 1 1.0622567
HL5 C BNP Paribas 1/5/2023 1/25/2023 1 1.0560159

FONDO 3
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE
HKM V BNP Paribas 12/22/2022 1/25/2023 1 1.0622567
HL4 C BNP Paribas 1/5/2023 1/25/2023 1 1.0560159
HLP V BNP Paribas 1/11/2023 1/25/2023 1 1.0750353

TOTAL DE MONEDA USD/EUR

M NOCIONAL: DÓLAR DE HONG KONG M CONTRAPARTE: DOLARES AMERICANOS

FONDO 2
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE
HKV V NATIXIS 12/29/2022 2/3/2023 10 7.7900050

FONDO 3
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE
HKU V NATIXIS 12/29/2022 2/3/2023 10 7.7900050

TOTAL DE MONEDA HKD/USD

mento de Valorización de Inversiones

WARDS AL 24/01/2023

1/24/2023 05:27:20 p. m.

OLES SPOT: 3.89545 PEN/USD

NOCIONAL(USD) P. FWD T MTM (USD) MTM (PEN) P. VECTOR INVERSIÓN

1,000,000.00 3.9065229 8,711.24 33,934.19 1.0087112 3,912,686.05
1,000,000.00 3.9102779 -8,078.68 -31,470.09 0.9919213 3,840,937.18
1,000,000.00 3.9108143 -9,482.72 -36,939.45 0.9905173 3,834,593.30
1,000,000.00 3.9078639 -18,452.61 -71,881.22 0.9815474 3,804,559.82
1,000,000.00 3.9086686 -10,604.81 -41,310.51 0.9893952 3,833,768.05
1,000,000.00 3.9390637 15,900.45 61,939.41 1.0159005 3,877,973.23
1,000,000.00 3.9171660 39,675.51 154,553.98 1.0396755 4,014,773.08
1,000,000.00 3.9406118 34,048.77 132,635.28 1.0340488 3,945,247.60
1,000,000.00 3.9408698 32,760.61 127,617.32 1.0327606 3,939,656.20
1,000,000.00 3.9183344 15,005.61 58,453.60 1.0150056 3,916,589.64
1,000,000.00 3.9017000 -2,480.43 -9,662.39 0.9975196 3,876,909.13
1,000,000.00 3.8960751 -15,801.09 -61,552.34 0.9841989 3,833,085.87
1,000,000.00 3.8979500 -18,442.55 -71,842.04 0.9815574 3,820,259.01
1,000,000.00 3.8998251 -15,800.55 -61,550.26 0.9841994 3,827,861.76
1,000,000.00 3.8998251 -15,956.73 -62,158.63 0.9840433 3,827,253.39
1,000,000.00 3.9152967 -14,109.28 -54,961.98 0.9858907 3,808,689.51
1,000,000.00 3.9155304 -23,740.01 -92,478.04 0.9762600 3,770,737.73
1,000,000.00 3.9390637 -24,511.98 -95,485.19 0.9754880 3,720,548.64
1,000,000.00 3.9004500 -24,786.05 -96,552.83 0.9752139 3,791,929.12
1,000,000.00 3.9398377 -20,090.74 -78,262.47 0.9799093 3,736,064.59
1,000,000.00 3.9398377 -21,706.20 -84,555.40 0.9782938 3,729,771.66
1,000,000.00 3.9398377 -20,761.77 -80,876.46 0.9792382 3,733,450.61
1,000,000.00 3.9169324 -28,295.88 -110,225.19 0.9717041 3,750,416.28
1,000,000.00 3.9169324 -27,562.12 -107,366.87 0.9724379 3,753,274.60
1,000,000.00 3.9102779 -26,382.77 -102,772.77 0.9736172 3,769,634.50
1,000,000.00 3.9173997 -26,456.92 -103,061.63 0.9735431 3,756,737.01
1,000,000.00 3.9173997 -27,063.97 -105,426.34 0.9729360 3,754,372.30
1,000,000.00 3.9023251 -28,378.99 -110,548.96 0.9716210 3,775,042.27
1,000,000.00 3.9173997 -27,949.24 -108,874.88 0.9720508 3,750,923.77
1,000,000.00 3.9173997 -27,544.55 -107,298.40 0.9724555 3,752,500.24
1,000,000.00 3.9173997 -28,176.88 -109,761.64 0.9718231 3,750,037.00
1,000,000.00 3.9176334 -20,442.16 -79,631.40 0.9795578 3,779,748.75
 1,000,000.00 3.9105461 -12,771.42 -49,750.43 0.9872286 3,822,218.64
1,000,000.00 3.9105461 -13,559.37 -52,819.85 0.9864406 3,819,149.22
1,000,000.00 3.9105461 -14,372.74 -55,988.28 0.9856273 3,815,980.79
1,000,000.00 3.9105461 -16,889.09 -65,790.62 0.9831109 3,806,178.45
1,000,000.00 3.9118872 -7,335.84 -28,576.42 0.9926642 3,841,231.30
1,000,000.00 3.9124236 -5,057.76 -19,702.25 0.9949422 3,849,254.88
1,000,000.00 3.9124236 -4,550.04 -17,724.47 0.9954500 3,851,232.66
1,000,000.00 3.9124236 -742.18 -2,891.12 0.9992578 3,866,066.01
40,000,000.00 -462,235.94 -1,800,617.01 152,661,343.85

NOCIONAL(USD) P. FWD T MTM (USD) MTM (PEN) P. VECTOR INVERSIÓN

1,000,000.00 3.9102779 -8,078.68 -31,470.09 0.9919213 3,840,937.18
1,000,000.00 3.9108143 -9,482.72 -36,939.45 0.9905173 3,834,593.30
1,000,000.00 3.9116189 -8,031.01 -31,284.39 0.9919690 3,838,951.58
1,000,000.00 3.9155304 -18,497.12 -72,054.61 0.9815029 3,791,161.16
1,000,000.00 4.0051846 74.31 289.47 1.0000743 3,676,195.48
1,000,000.00 4.0051846 -43.49 -169.42 0.9999565 3,675,736.59
1,000,000.00 4.0054858 -4,378.06 -17,054.50 0.9956219 3,658,425.57
1,000,000.00 4.0054858 -3,435.82 -13,384.05 0.9965642 3,662,096.02
1,000,000.00 4.0054858 -9,772.38 -38,067.80 0.9902276 3,637,412.26
1,000,000.00 4.0078953 22,015.84 85,761.61 1.0220158 3,757,835.41
1,000,000.00 3.9097414 -3,876.14 -15,099.30 0.9961239 3,858,190.40
1,000,000.00 3.9390637 15,900.45 61,939.41 1.0159005 3,877,973.23
1,000,000.00 3.9400957 30,166.34 117,511.47 1.0301663 3,931,267.81
1,000,000.00 3.9171660 39,675.51 154,553.98 1.0396755 4,014,773.08
1,000,000.00 3.9406118 34,048.77 132,635.28 1.0340488 3,945,247.60
1,000,000.00 3.9408698 32,760.61 127,617.32 1.0327606 3,939,656.20
1,000,000.00 3.9434500 21,693.76 84,506.98 1.0216938 3,890,892.32
1,000,000.00 4.0078953 -3,317.44 -12,922.91 0.9966826 3,672,073.80
1,000,000.00 4.0078953 -2,611.84 -10,174.28 0.9973882 3,672,073.80
1,000,000.00 4.0473505 -7,053.51 -27,476.58 0.9929465 3,616,558.05
1,000,000.00 3.9364834 -27,293.96 -106,322.24 0.9727060 3,821,664.74
1,000,000.00 3.8960751 -17,084.16 -66,550.50 0.9829158 3,828,087.72
1,000,000.00 3.8960751 -16,288.65 -63,451.64 0.9837113 3,831,186.57
1,000,000.00 3.8960751 -17,238.13 -67,150.28 0.9827619 3,827,487.94
1,000,000.00 3.8979500 -19,211.53 -74,837.54 0.9807885 3,817,263.51
1,000,000.00 3.9152967 -14,109.28 -54,961.98 0.9858907 3,808,689.51
1,000,000.00 3.9001375 -22,816.82 -88,881.79 0.9771832 3,800,067.27
1,000,000.00 3.9001375 -24,096.69 -93,867.44 0.9759033 3,795,081.61
1,000,000.00 4.0856011 -31,254.83 -121,751.64 0.9687452 3,441,463.85
1,000,000.00 4.2233771 -34,955.83 -136,168.68 0.9650442 3,299,736.50
1,000,000.00 3.9169324 -28,295.88 -110,225.19 0.9717041 3,750,416.28
1,000,000.00 3.9169324 -27,562.12 -107,366.87 0.9724379 3,753,274.60
1,000,000.00 3.9173997 -26,456.92 -103,061.63 0.9735431 3,756,737.01
1,000,000.00 3.9173997 -27,063.97 -105,426.34 0.9729360 3,754,372.30
1,000,000.00 3.9124236 -5,057.76 -19,702.25 0.9949422 3,849,254.88
1,000,000.00 3.9124236 -4,550.04 -17,724.47 0.9954500 3,851,232.66
 1,000,000.00 3.9434500 -3,159.29 -12,306.84 0.9968407 3,794,078.50
37,000,000.00 -228,738.45 -891,039.18 139,572,146.31

NOCIONAL(USD) P. FWD T MTM (USD) MTM (PEN) P. VECTOR INVERSIÓN

1,000,000.00 3.9070593 -4,575.81 -17,824.86 0.9954242 3,859,996.67
1,000,000.00 3.9183344 -9,689.61 -37,745.41 0.9903104 3,820,390.63
1,000,000.00 3.9086686 -10,604.81 -41,310.51 0.9893952 3,833,768.05
1,000,000.00 3.9155304 14,429.27 56,208.49 1.0144293 3,919,424.26
1,000,000.00 3.9171660 34,236.49 133,366.54 1.0342365 3,993,585.64
1,000,000.00 3.9192690 22,665.93 88,294.01 1.0226659 3,944,797.97
1,000,000.00 3.9222922 21,979.03 85,618.22 1.0219790 3,936,416.98
1,000,000.00 3.9453930 18,449.34 71,868.48 1.0184493 3,872,439.72
1,000,000.00 3.9017000 -2,480.43 -9,662.39 0.9975196 3,876,909.13
1,000,000.00 3.8979500 -18,263.12 -71,143.09 0.9817369 3,820,957.96
1,000,000.00 3.8957625 16,134.45 62,850.94 1.0161344 3,895,046.20
1,000,000.00 3.9398377 -22,551.20 -87,847.09 0.9774488 3,726,479.98
1,000,000.00 3.9398377 -21,706.20 -84,555.40 0.9782938 3,729,771.66
1,000,000.00 3.8963875 29,707.29 115,723.26 1.0297073 3,894,225.89
1,000,000.00 3.8957625 29,968.56 116,741.03 1.0299686 3,895,046.20
1,000,000.00 3.9169324 -28,295.88 -110,225.19 0.9717041 3,750,416.28
1,000,000.00 3.9102779 -27,399.67 -106,734.03 0.9726003 3,765,673.24
1,000,000.00 3.9102779 -26,382.77 -102,772.77 0.9736172 3,769,634.50
1,000,000.00 3.9105461 -16,889.09 -65,790.62 0.9831109 3,806,178.45
1,000,000.00 3.9118872 -7,335.84 -28,576.42 0.9926642 3,841,231.30
1,000,000.00 3.9121554 -9,306.90 -36,254.58 0.9906931 3,833,126.83
1,000,000.00 3.9121554 -10,397.59 -40,503.31 0.9896024 3,828,878.10
1,000,000.00 3.9124236 -4,550.04 -17,724.47 0.9954500 3,851,232.66
1,000,000.00 3.9124236 -742.18 -2,891.12 0.9992578 3,866,066.01
24,000,000.00 -33,600.81 -130,890.26 92,331,694.31

101,000,000.00 -724,575.20 -2,822,546.45 384,565,184.47

AMERICANOS SPOT: 1.08765 USD/EUR

NOCIONAL(EUR) P. FWD T MTM (EUR) MTM (USD) P. VECTOR INVERSIÓN

1,000,000.00 1.0877240 -23,412.11 -25,464.18 0.9765879 1,062,126.63
1,000,000.00 -23,412.11 -25,464.18 1,062,126.63

NOCIONAL(EUR) P. FWD T MTM (EUR) MTM (USD) P. VECTOR INVERSIÓN

1,000,000.00 1.0877240 -23,412.11 -25,464.18 0.9765879 1,062,126.63
1,000,000.00 1.0877240 29,149.28 31,704.22 1.0291493 1,087,590.81
2,000,000.00 5,737.17 6,240.04 2,149,717.44

NOCIONAL(EUR) P. FWD T MTM (EUR) MTM (USD) P. VECTOR INVERSIÓN

1,000,000.00 1.0877240 -23,412.11 -25,464.18 0.9765879 1,062,126.63
 1,000,000.00 1.0877240 29,149.28 31,704.22 1.0291493 1,087,590.81
1,000,000.00 1.0877240 -11,664.73 -12,687.15 0.9883353 1,074,903.66
3,000,000.00 -5,927.56 -6,447.11 3,224,621.10

6,000,000.00 -23,602.50 -25,671.26 6,436,465.16

AMERICANOS SPOT: 7.8306 HKD/USD

NOCIONAL(HKD) P. FWD T MTM (HKD) MTM (USD) P. VECTOR INVERSIÓN

1,000,000.00 7.8264329 4,672.63 596.71 1.0046726 128,202.68
1,000,000.00 4,672.63 596.71 128,202.68

NOCIONAL(HKD) P. FWD T MTM (HKD) MTM (USD) P. VECTOR INVERSIÓN

1,000,000.00 7.8264329 4,672.63 596.71 1.0046726 128,202.68
1,000,000.00 4,672.63 596.71 128,202.68

2,000,000.00 9,345.27 1,193.43 256,405.36

DESINVERSIÓN
-3,878,751.87
-3,872,407.27
-3,871,532.76
-3,876,441.04
-3,875,078.56
-3,816,033.82
-3,860,219.10
-3,812,612.32
-3,812,038.87
-3,858,136.04
-3,886,571.52
-3,894,638.21
-3,892,101.05
-3,889,412.02
-3,889,412.02
-3,863,651.48
-3,863,215.77
-3,816,033.82
-3,888,481.95
-3,814,327.06
-3,814,327.06
-3,814,327.06
-3,860,641.47
-3,860,641.47
-3,872,407.27
-3,859,798.64
-3,859,798.64
-3,885,591.22
-3,859,798.64
-3,859,798.64
-3,859,798.64
-3,859,380.15
 -3,871,969.07
-3,871,969.07
-3,871,969.07
-3,871,969.07
-3,869,807.72
-3,868,957.13
-3,868,957.13
-3,868,957.13
-154,461,960.86

DESINVERSIÓN
-3,872,407.27
-3,871,532.76
-3,870,235.97
-3,863,215.77
-3,675,906.01
-3,675,906.01
-3,675,480.07
-3,675,480.07
-3,675,480.07
-3,672,073.80
-3,873,289.70
-3,816,033.82
-3,813,756.34
-3,860,219.10
-3,812,612.32
-3,812,038.87
-3,806,385.34
-3,684,996.72
-3,682,248.09
-3,644,034.63
-3,927,986.98
-3,894,638.21
-3,894,638.21
-3,894,638.21
-3,892,101.05
-3,863,651.48
-3,888,949.06
-3,888,949.06
-3,563,215.49
-3,435,905.18
-3,860,641.47
-3,860,641.47
-3,859,798.64
-3,859,798.64
-3,868,957.13
-3,868,957.13
 -3,806,385.34
-140,463,185.49

DESINVERSIÓN
-3,877,821.53
-3,858,136.04
-3,875,078.56
-3,863,215.77
-3,860,219.10
-3,856,503.96
-3,850,798.76
-3,800,571.24
-3,886,571.52
-3,892,101.05
-3,832,195.26
-3,814,327.06
-3,814,327.06
-3,778,502.62
-3,778,305.17
-3,860,641.47
-3,872,407.27
-3,872,407.27
-3,871,969.07
-3,869,807.72
-3,869,381.41
-3,869,381.41
-3,868,957.13
-3,868,957.13
-92,462,584.58

-387,387,730.92

DESINVERSIÓN
-1,087,590.81
-1,087,590.81

DESINVERSIÓN
-1,087,590.81
-1,055,886.59
-2,143,477.40

DESINVERSIÓN
-1,087,590.81
 -1,055,886.59
-1,087,590.81
-3,231,068.21

-6,462,136.42

DESINVERSIÓN
-127,605.96
-127,605.96

DESINVERSIÓN
-127,605.96
-127,605.96

-255,211.93
 Departamento de Valorización de Inversiones

CONTRATOS FUTUROS AL 24/01/2023

AFP: PRIMA FECHA: 24/01/2023

Tipo de Subyacente: Financiero

FONDO 1
REF OP. EMISOR F.OPERACION F.VENCIMIENTO MONEDA DE CONTRATO P. Operación P. DLV
FR103 C CME 1/5/2023 3/22/2023 USD 127.1250000 111.76565

FONDO 2
REF OP. EMISOR F.OPERACION F.VENCIMIENTO MONEDA DE CONTRATO P. Operación P. DLV
FR102 C CME 12/20/2022 3/22/2023 USD 128.2185000 111.76565

TOTAL DE TIPO DE SUBYACENTE

n de Inversiones

05:27:28 p. m.

Subyacente MTM (USD) MTM (PEN) P. VECTOR INVERSION DESINVERSION DELTA

US912810PX00 1.0000000 3.8954500 130.8437500 130.8437500 -129.8437500 1.0057886
1.0000000 3.8954500 130.8437500 -129.8437500

Subyacente MTM (USD) MTM (PEN) P. VECTOR INVERSION DESINVERSION DELTA

US912810PX00 1.0000000 3.8954500 130.8437500 130.8437500 -129.8437500 1.0057886
1.0000000 3.8954500 130.8437500 -129.8437500

2.0000000 7.7909000 261.6875000 -259.6875000