Departamento de Valorización de Inve

CONTRATOS FORWARDS AL 20/01/2023

AFP: PRIMA FECHA: 1/20/2023

M NOCIONAL: DOLARES AMERICANOS M CONTRAPARTE: NUEVOS SOLES

FONDO 1
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE NOCIONAL(USD)
GQL V Santander USA 3/1/2022 3/1/2023 40 3.9407000 1,000,000.00
GS2 V CITIBANK N.A. 3/15/2022 3/15/2023 54 3.8785000 1,000,000.00
GSC V NATIXIS 3/17/2022 3/17/2023 56 3.8735000 1,000,000.00
GYS V NovaScotia 6/6/2022 3/6/2023 45 3.8354000 1,000,000.00
GYX V CITIBANK N.A. 6/9/2022 3/9/2023 48 3.8670000 1,000,000.00
HA6 V SCOTIABANK 7/7/2022 7/7/2023 168 4.0030000 1,000,000.00
HAF V CREDITO 7/12/2022 4/12/2023 82 4.0740000 1,000,000.00
HAL V CREDITO 7/13/2022 7/13/2023 174 4.0777000 1,000,000.00
HAP V CITIBANK 7/14/2022 7/14/2023 175 4.0728000 1,000,000.00
HAQ V CITIBANK 7/15/2022 4/17/2023 87 3.9777000 1,000,000.00
HIB V CITIBANK 11/11/2022 2/13/2023 24 3.8920000 1,000,000.00
HKR V SANTANDER PERÚ 12/27/2022 1/26/2023 6 3.8345000 1,000,000.00
HKY V SANTANDER PERÚ 12/29/2022 2/1/2023 12 3.8260000 1,000,000.00
HL0 V BBVA US 1/5/2023 2/7/2023 18 3.8381100 1,000,000.00
HL1 V SANTANDER PERÚ 1/5/2023 2/7/2023 18 3.8375000 1,000,000.00
HL3 V CITIBANK N.A. 1/5/2023 4/4/2023 74 3.8596000 1,000,000.00
HL8 V CREDITO 1/9/2023 4/5/2023 75 3.8218000 1,000,000.00
HLA V NATIXIS 1/9/2023 7/7/2023 168 3.8405000 1,000,000.00
HLB V CONTINENTAL 1/9/2023 2/9/2023 20 3.8036000 1,000,000.00
HLD V Santander USA 1/10/2023 7/10/2023 171 3.8590000 1,000,000.00
HLG V NATIXIS 1/10/2023 7/10/2023 171 3.8525000 1,000,000.00
HLH V NATIXIS 1/10/2023 7/10/2023 171 3.8563000 1,000,000.00
HLM V BANK OF AMERICA 1/11/2023 4/11/2023 81 3.8051000 1,000,000.00
HLO V CITIBANK N.A. 1/11/2023 4/11/2023 81 3.8080000 1,000,000.00
HLS V CITIBANK N.A. 1/12/2023 3/15/2023 54 3.8065000 1,000,000.00
HLU V SANTANDER PERÚ 1/12/2023 4/13/2023 83 3.8128000 1,000,000.00
HLW V SANTANDER PERÚ 1/12/2023 4/13/2023 83 3.8104000 1,000,000.00
HLX V CITIBANK N.A. 1/12/2023 2/15/2023 26 3.7913000 1,000,000.00
HLY V NovaScotia 1/12/2023 4/13/2023 83 3.8069000 1,000,000.00
HLZ V Santander USA 1/12/2023 4/13/2023 83 3.8085000 1,000,000.00
HM0 V CITIBANK N.A. 1/12/2023 4/13/2023 83 3.8060000 1,000,000.00
HM1 V CREDITO 1/13/2023 4/14/2023 84 3.8368000 1,000,000.00
HM2 V CITIBANK N.A. 1/17/2023 3/16/2023 55 3.8603000 1,000,000.00
HM3 V INTERAMERICANO 1/17/2023 3/16/2023 55 3.8572000 1,000,000.00
HM4 V CITIBANK N.A. 1/17/2023 3/16/2023 55 3.8540000 1,000,000.00
HM6 V BBVA US 1/18/2023 3/16/2023 55 3.8441000 1,000,000.00
HM8 V MORGAN STANLEY 1/19/2023 3/21/2023 60 3.8830000 1,000,000.00
37,000,000.00

FONDO 2
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE NOCIONAL(USD)
GS1 V CITIBANK N.A. 3/15/2022 3/15/2023 54 3.8785000 1,000,000.00
GSB V NATIXIS 3/17/2022 3/17/2023 56 3.8735000 1,000,000.00
GSQ V NATIXIS 3/18/2022 3/20/2023 59 3.8800000 1,000,000.00
GUN V NATIXIS 4/7/2022 4/5/2023 75 3.8425000 1,000,000.00
GVD V CONTINENTAL 4/13/2022 4/17/2024 453 4.0055000 1,000,000.00
GVF V BBVA US 4/13/2022 4/17/2024 453 4.0050000 1,000,000.00
GVG V Santander USA 4/19/2022 4/18/2024 454 3.9869000 1,000,000.00
GVJ V CONTINENTAL 4/19/2022 4/18/2024 454 3.9909000 1,000,000.00
GVO V CONTINENTAL 4/20/2022 4/18/2024 454 3.9640000 1,000,000.00
GW6 V CITIBANK N.A. 4/22/2022 1/24/2023 4 3.8740000 1,000,000.00
GWL V CONTINENTAL 4/27/2022 4/26/2024 462 4.1015000 1,000,000.00
GZ2 V Standard CB 6/13/2022 3/13/2023 52 3.8945000 1,000,000.00
HA5 V SCOTIABANK 7/7/2022 7/7/2023 168 4.0030000 1,000,000.00
HAB V Credit Agricole 7/11/2022 7/11/2023 172 4.0615000 1,000,000.00
HAE V CREDITO 7/12/2022 4/12/2023 82 4.0740000 1,000,000.00
HAK V CREDITO 7/13/2022 7/13/2023 174 4.0777000 1,000,000.00
HAO V CITIBANK 7/14/2022 7/14/2023 175 4.0728000 1,000,000.00
HB9 V CITIBANK N.A. 7/22/2022 7/24/2023 185 4.0310000 1,000,000.00
HCP C CONTINENTAL 8/31/2022 4/26/2024 462 4.0220000 1,000,000.00
HCQ C Santander USA 8/31/2022 4/26/2024 462 4.0190000 1,000,000.00
HCW C CONTINENTAL 9/1/2022 9/4/2024 593 4.0781000 1,000,000.00
HFU C Santander USA 9/28/2022 6/27/2023 158 4.0460000 1,000,000.00
HKQ V SANTANDER PERÚ 12/23/2022 1/26/2023 6 3.8295000 1,000,000.00
HKS V NovaScotia 12/27/2022 1/26/2023 6 3.8326000 1,000,000.00
HKT V BANK OF AMERICA 12/27/2022 1/26/2023 6 3.8289000 1,000,000.00
HKW V SCOTIABANK 12/29/2022 2/1/2023 12 3.8230000 1,000,000.00
HL2 V CITIBANK N.A. 1/5/2023 4/4/2023 74 3.8596000 1,000,000.00
HL6 V NATIXIS 1/6/2023 2/8/2023 19 3.8110000 1,000,000.00
HL7 V CITIBANK N.A. 1/6/2023 2/8/2023 19 3.8060000 1,000,000.00
HL9 V BBVA US 1/9/2023 1/9/2025 720 3.9460000 1,000,000.00
HLC V CITIBANK N.A. 1/9/2023 1/8/2026 1084 4.0560000 1,000,000.00
HLL V BANK OF AMERICA 1/11/2023 4/11/2023 81 3.8051000 1,000,000.00
HLN V CITIBANK N.A. 1/11/2023 4/11/2023 81 3.8080000 1,000,000.00
HLT V SANTANDER PERÚ 1/12/2023 4/13/2023 83 3.8128000 1,000,000.00
HLV V SANTANDER PERÚ 1/12/2023 4/13/2023 83 3.8104000 1,000,000.00
35,000,000.00

FONDO 3
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE NOCIONAL(USD)
GQQ V Santander USA 3/3/2022 3/3/2023 42 3.8891000 1,000,000.00
GVC V NovaScotia 4/13/2022 4/17/2023 87 3.8800000 1,000,000.00
GYW V CITIBANK N.A. 6/9/2022 3/9/2023 48 3.8670000 1,000,000.00
HA7 V Standard CB 7/7/2022 4/5/2023 75 3.9725000 1,000,000.00
HAD V NovaScotia 7/12/2022 4/12/2023 82 4.0525000 1,000,000.00
HB6 V NovaScotia 7/21/2022 4/21/2023 91 4.0090000 1,000,000.00
HBM V CITIBANK N.A. 8/3/2022 5/3/2023 103 4.0095000 1,000,000.00
HBS V NATIXIS 8/4/2022 8/4/2023 196 4.0200000 1,000,000.00
HIF V CITIBANK 11/11/2022 2/13/2023 24 3.8920000 1,000,000.00
HKX V CITIBANK 12/29/2022 2/1/2023 12 3.8267000 1,000,000.00
HKZ C CREDITO 1/4/2023 1/25/2023 5 3.8329000 1,000,000.00
HLE V CREDITO 1/10/2023 7/10/2023 171 3.8491000 1,000,000.00
HLF V NATIXIS 1/10/2023 7/10/2023 171 3.8525000 1,000,000.00
HLI C SANTANDER PERÚ 1/11/2023 1/27/2023 7 3.7806000 1,000,000.00
HLJ C CITIBANK N.A. 1/11/2023 1/25/2023 5 3.7790000 1,000,000.00
HLK V BANK OF AMERICA 1/11/2023 4/11/2023 81 3.8051000 1,000,000.00
HLQ V CITIBANK 1/12/2023 3/15/2023 54 3.8025000 1,000,000.00
HLR V CITIBANK N.A. 1/12/2023 3/15/2023 54 3.8065000 1,000,000.00
HM5 V BBVA US 1/18/2023 3/16/2023 55 3.8441000 1,000,000.00
HM7 V MORGAN STANLEY 1/19/2023 3/21/2023 60 3.8830000 1,000,000.00
HM9 V SANTANDER PERÚ 1/20/2023 3/22/2023 61 3.8755000 1,000,000.00
HMA V G Sachs Bank 1/20/2023 3/22/2023 61 3.8712043 1,000,000.00
22,000,000.00

TOTAL DE MONEDA PEN/USD 94,000,000.00

M NOCIONAL: EUROS M CONTRAPARTE: DOLARES AMERICANOS

FONDO 1
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE NOCIONAL(EUR)
HKO V BNP Paribas 12/22/2022 1/25/2023 5 1.0622567 1,000,000.00
1,000,000.00

FONDO 2
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE NOCIONAL(EUR)
HKN V BNP Paribas 12/22/2022 1/25/2023 5 1.0622567 1,000,000.00
HL5 C BNP Paribas 1/5/2023 1/25/2023 5 1.0560159 1,000,000.00
2,000,000.00
FONDO 3
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE NOCIONAL(EUR)
HKM V BNP Paribas 12/22/2022 1/25/2023 5 1.0622567 1,000,000.00
HL4 C BNP Paribas 1/5/2023 1/25/2023 5 1.0560159 1,000,000.00
HLP V BNP Paribas 1/11/2023 1/25/2023 5 1.0750353 1,000,000.00
3,000,000.00

TOTAL DE MONEDA USD/EUR 6,000,000.00

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

FONDO 2
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE NOCIONAL(HKD)
HKV V NATIXIS 12/29/2022 2/3/2023 14 7.7900050 1,000,000.00
1,000,000.00

FONDO 3
REF OP. EMISOR F. OPERACIÓN F. VENCIMIENTO REMANENTE STRIKE NOCIONAL(HKD)
HKU V NATIXIS 12/29/2022 2/3/2023 14 7.7900050 1,000,000.00
1,000,000.00

TOTAL DE MONEDA HKD/USD 2,000,000.00

lorización de Inversiones

20/01/2023

05:34:51 p.m.

SPOT: 3.859 PEN/USD

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

3.8707354 17,989.90 69,423.01 1.0179899 3,910,192.61 -3,840,769.60
3.8749904 900.00 3,473.12 1.0009000 3,838,125.38 -3,834,652.26
3.8755983 -537.86 -2,075.61 0.9994621 3,831,707.66 -3,833,783.27
3.8722550 -9,467.34 -36,534.47 0.9905327 3,802,043.52 -3,838,577.99
3.8731668 -1,583.21 -6,109.59 0.9984168 3,831,157.05 -3,837,266.64
3.9011000 25,577.51 98,703.61 1.0255775 3,877,434.16 -3,778,730.55
3.8817110 49,069.13 189,357.77 1.0490691 4,011,896.34 -3,822,538.58
3.9024523 43,934.06 169,541.54 1.0439341 3,944,927.93 -3,775,386.39
3.9026777 42,640.36 164,549.13 1.0426404 3,939,376.06 -3,774,826.92
3.8828416 24,186.69 93,336.45 1.0241867 3,913,880.23 -3,820,543.77
3.8659678 6,715.01 25,913.22 1.0067150 3,874,203.81 -3,848,290.59
3.8607419 -6,792.85 -26,213.60 0.9932072 3,830,364.80 -3,856,578.40
3.8624839 -9,433.44 -36,403.63 0.9905666 3,817,582.28 -3,853,985.91
3.8642258 -6,744.73 -26,027.92 0.9932553 3,825,195.10 -3,851,223.02
3.8642258 -6,902.27 -26,635.87 0.9930977 3,824,587.15 -3,851,223.02
3.8799019 -5,187.62 -20,019.04 0.9948124 3,805,825.92 -3,825,844.96
3.8801281 -14,901.73 -57,505.76 0.9850983 3,767,918.23 -3,825,423.99
3.9011000 -15,210.96 -58,699.10 0.9847890 3,720,031.45 -3,778,730.55
3.8648065 -15,801.02 -60,976.15 0.9841990 3,789,288.20 -3,850,264.35
3.9017762 -10,730.47 -41,408.87 0.9892695 3,735,652.33 -3,777,061.20
3.9017762 -12,361.00 -47,701.11 0.9876390 3,729,360.09 -3,777,061.20
3.9017762 -11,407.77 -44,022.57 0.9885922 3,733,038.63 -3,777,061.20
3.8814848 -19,495.40 -75,232.76 0.9805046 3,747,711.32 -3,822,944.08
3.8814848 -18,755.25 -72,376.50 0.9812448 3,750,567.58 -3,822,944.08
3.8749904 -17,563.46 -67,777.38 0.9824365 3,766,874.89 -3,834,652.26
3.8819371 -17,639.81 -68,072.03 0.9823602 3,754,063.15 -3,822,135.18
3.8819371 -18,252.15 -70,435.06 0.9817478 3,751,700.12 -3,822,135.18
3.8665484 -19,402.26 -74,873.32 0.9805977 3,772,402.23 -3,847,275.56
 3.8819371 -19,145.15 -73,881.14 0.9808548 3,748,254.04 -3,822,135.18
3.8819371 -18,736.92 -72,305.79 0.9812631 3,749,829.39 -3,822,135.18
3.8819371 -19,374.78 -74,767.28 0.9806252 3,747,367.90 -3,822,135.18
3.8821632 -11,572.19 -44,657.08 0.9884278 3,777,076.91 -3,821,733.99
3.8752943 -3,844.34 -14,835.32 0.9961557 3,819,382.25 -3,834,217.56
3.8752943 -4,639.14 -17,902.46 0.9953609 3,816,315.11 -3,834,217.56
3.8752943 -5,459.59 -21,068.54 0.9945404 3,813,149.02 -3,834,217.56
3.8752943 -7,997.82 -30,863.60 0.9920022 3,803,353.96 -3,834,217.56
3.8767361 1,604.81 6,192.95 1.0016048 3,839,016.66 -3,832,823.71
-116,323.08 -448,890.75 141,010,853.43 -141,459,744.18

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

3.8749904 900.00 3,473.12 1.0009000 3,838,125.38 -3,834,652.26
3.8755983 -537.86 -2,075.61 0.9994621 3,831,707.66 -3,833,783.27
3.8765100 894.11 3,450.36 1.0008941 3,835,932.32 -3,832,481.96
3.8801281 -9,613.27 -37,097.60 0.9903867 3,788,326.39 -3,825,423.99
3.9652239 9,585.33 36,989.78 1.0095853 3,678,672.39 -3,641,682.61
3.9652239 9,466.33 36,530.58 1.0094663 3,678,213.19 -3,641,682.61
3.9655036 5,091.19 19,646.92 1.0050912 3,660,902.12 -3,641,255.20
3.9655036 6,042.98 23,319.85 1.0060430 3,664,575.05 -3,641,255.20
3.9655036 -357.76 -1,380.61 0.9996422 3,639,874.59 -3,641,255.20
3.8601613 3,583.52 13,828.82 1.0035835 3,871,233.48 -3,857,404.67
3.9677403 31,779.76 122,638.10 1.0317798 3,760,474.74 -3,637,836.64
3.8743825 5,160.85 19,915.72 1.0051609 3,855,438.24 -3,835,522.52
3.9011000 25,577.51 98,703.61 1.0255775 3,877,434.16 -3,778,730.55
3.9020015 40,002.24 154,368.63 1.0400022 3,930,872.14 -3,776,503.50
3.8817110 49,069.13 189,357.77 1.0490691 4,011,896.34 -3,822,538.58
3.9024523 43,934.06 169,541.54 1.0439341 3,944,927.93 -3,775,386.39
3.9026777 42,640.36 164,549.13 1.0426404 3,939,376.06 -3,774,826.92
3.9047926 31,571.59 121,834.77 1.0315716 3,891,340.57 -3,769,505.80
3.9677403 -12,891.49 -49,748.24 0.9871085 3,637,836.64 -3,687,584.89
3.9677403 -12,178.72 -46,997.68 0.9878213 3,637,836.64 -3,684,834.33
4.0043666 -17,092.28 -65,959.09 0.9829077 3,582,151.48 -3,648,110.57
3.8988462 -37,011.88 -142,828.86 0.9629881 3,784,255.48 -3,927,084.34
3.8607419 -8,087.12 -31,208.21 0.9919129 3,825,370.19 -3,856,578.40
3.8607419 -7,284.67 -28,111.55 0.9927153 3,828,466.85 -3,856,578.40
3.8607419 -8,242.44 -31,807.56 0.9917576 3,824,770.84 -3,856,578.40
3.8624839 -10,209.13 -39,397.03 0.9897909 3,814,588.88 -3,853,985.91
3.8799019 -5,187.62 -20,019.04 0.9948124 3,805,825.92 -3,825,844.96
3.8645161 -13,818.45 -53,325.41 0.9861815 3,797,420.60 -3,850,746.01
3.8645161 -15,109.51 -58,307.59 0.9848905 3,792,438.42 -3,850,746.01
4.0398745 -21,248.07 -81,996.31 0.9787519 3,446,702.29 -3,528,698.60
4.1753876 -25,236.43 -97,387.38 0.9747636 3,308,579.51 -3,405,966.89
3.8814848 -19,495.40 -75,232.76 0.9805046 3,747,711.32 -3,822,944.08
 3.8814848 -18,755.25 -72,376.50 0.9812448 3,750,567.58 -3,822,944.08
3.8819371 -17,639.81 -68,072.03 0.9823602 3,754,063.15 -3,822,135.18
3.8819371 -18,252.15 -70,435.06 0.9817478 3,751,700.12 -3,822,135.18
27,049.64 104,384.57 131,789,608.65 -131,685,224.08

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

3.8713433 4,564.00 17,612.49 1.0045640 3,857,504.57 -3,839,892.08
3.8828416 -724.54 -2,796.01 0.9992755 3,817,747.76 -3,820,543.77
3.8731668 -1,583.21 -6,109.59 0.9984168 3,831,157.05 -3,837,266.64
3.8801281 23,599.27 91,069.59 1.0235993 3,916,493.58 -3,825,423.99
3.8817110 43,582.67 168,185.51 1.0435827 3,990,724.08 -3,822,538.58
3.8837454 31,915.66 123,162.55 1.0319157 3,942,040.14 -3,818,877.59
3.8864500 31,283.17 120,721.73 1.0312832 3,933,635.07 -3,812,913.33
3.9068898 28,238.22 108,971.29 1.0282382 3,872,900.73 -3,763,929.44
3.8659678 6,715.01 25,913.22 1.0067150 3,874,203.81 -3,848,290.59
3.8624839 -9,252.44 -35,705.17 0.9907476 3,818,280.74 -3,853,985.91
3.8604516 7,133.18 27,526.92 1.0071332 3,856,993.91 -3,829,466.99
3.9017762 -13,213.90 -50,992.43 0.9867861 3,726,068.77 -3,777,061.20
3.9017762 -12,361.00 -47,701.11 0.9876390 3,729,360.09 -3,777,061.20
3.8610323 20,816.46 80,330.71 1.0208165 3,856,158.19 -3,775,827.48
3.8604516 21,088.01 81,378.65 1.0210880 3,856,993.91 -3,775,615.26
3.8814848 -19,495.40 -75,232.76 0.9805046 3,747,711.32 -3,822,944.08
3.8749904 -18,589.20 -71,735.74 0.9814108 3,762,916.53 -3,834,652.26
3.8749904 -17,563.46 -67,777.38 0.9824365 3,766,874.89 -3,834,652.26
3.8752943 -7,997.82 -30,863.60 0.9920022 3,803,353.96 -3,834,217.56
3.8767361 1,604.81 6,192.95 1.0016048 3,839,016.66 -3,832,823.71
3.8769623 -374.49 -1,445.16 0.9996255 3,830,074.76 -3,831,519.92
3.8769623 -1,474.61 -5,690.51 0.9985254 3,825,829.41 -3,831,519.92
117,910.38 455,016.17 84,456,039.92 -84,001,023.76

28,636.95 110,509.99 357,256,502.00 -357,145,992.02

SPOT: 1.08555 USD/EUR

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

1.0859161 -21,781.47 -23,644.87 0.9782185 1,061,606.76 -1,085,251.64
-21,781.47 -23,644.87 1,061,606.76 -1,085,251.64

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

1.0859161 -21,781.47 -23,644.87 0.9782185 1,061,606.76 -1,085,251.64
1.0859161 27,526.93 29,881.86 1.0275269 1,085,251.64 -1,055,369.78
5,745.46 6,236.98 2,146,858.40 -2,140,621.42
P. FWD T MTM (EUR) MTM (USD) P. VECTOR INVERSIÓN DESINVERSIÓN
1.0859161 -21,781.47 -23,644.87 0.9782185 1,061,606.76 -1,085,251.64
1.0859161 27,526.93 29,881.86 1.0275269 1,085,251.64 -1,055,369.78
1.0859161 -10,017.13 -10,874.09 0.9899829 1,074,377.55 -1,085,251.64
-4,271.67 -4,637.11 3,221,235.95 -3,225,873.06

-20,307.68 -22,045.00 6,429,701.11 -6,451,746.12

SPOT: 7.82605 HKD/USD

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

7.8203585 3,892.21 497.34 1.0038922 128,136.20 -127,638.86
3,892.21 497.34 128,136.20 -127,638.86

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

7.8203585 3,892.21 497.34 1.0038922 128,136.20 -127,638.86
3,892.21 497.34 128,136.20 -127,638.86

7,784.43 994.68 256,272.39 -255,277.71

 Departamento de Valorización de Inversiones

CONTRATOS FUTUROS AL 20/01/2023

AFP: PRIMA FECHA: 1/20/2023

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 111.3203

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 111.3203

TOTAL DE TIPO DE SUBYACENTE

n de Inversiones

05:34:57 p.m.

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

US912810PX00 -1.2812500 -4.9443438 130.4687500 130.4687500 -131.7500000 1.0071531
-1.2812500 -4.9443438 130.4687500 -131.7500000

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

US912810PX00 -1.2812500 -4.9443438 130.4687500 130.4687500 -131.7500000 1.0071531
-1.2812500 -4.9443438 130.4687500 -131.7500000

-2.5625000 -9.8886876 260.9375000 -263.5000000