Renta Fija Mensual Actualizado al 30 de septiembre de 2021 Renta Fija Fixed Income Valores Negociados: SEPTIEMBRE 2021 Securities Traded: SEPTEMBER 2021 VALORES Monto Monto Efectivo N° de Cotizaciones Nominal S/ US$ Operaciones Apertura % Cierre % Máxima % Mínima % Promedio % Mercado Continuo Negociación con Títulos en Moneda Nacional BONOS CORPORATIVOS ALICO3BC2A 16,389,000 16,410,770 3,999,102 5 100.5430 100.0635 100.5430 98.6482 100.1328 ALICO3BC4A 100,000 107,650 26,301 1 107.6501 107.6501 107.6501 107.6501 107.6501 ALIC1DBC1A 16,831,000 17,498,041 4,266,423 5 105.1307 102.9170 105.1307 102.0849 103.9632 BBVA7BC1D 300,000 300,687 73,124 1 100.2289 100.2289 100.2289 100.2289 100.2289 BBVA7BC1F 9,000,000 9,100,530 2,206,724 1 101.1170 101.1170 101.1170 101.1170 101.1170 BBVA7BC2B 150,000 153,350 37,466 1 102.2336 102.2336 102.2336 102.2336 102.2336 BBVA7BC2C 30,000 29,661 7,247 1 0.0000 0.0000 0.0000 0.0000 98.8685 BRIPL4BC3B 6,500,000 6,533,638 1,590,273 1 100.5175 100.5175 100.5175 100.5175 100.5175 CALID1BC2U 10,000 9,518 2,315 1 0.0000 0.0000 0.0000 0.0000 95.1842 CREDI5BC3C 18,000,000 18,250,371 4,440,215 2 101.4649 101.3170 101.4649 101.3170 101.3910 CRED4BC10A 8,000,000 8,123,384 1,989,319 1 101.5423 101.5423 101.5423 101.5423 101.5423 EDP4BC12A 300,000 247,681 60,256 1 82.5602 82.5602 82.5602 82.5602 82.5602 EDP4BC15A 1,200,000 1,166,142 283,940 1 97.1785 97.1785 97.1785 97.1785 97.1785 EDP4BC9A 12,625,000 12,984,573 3,181,324 1 102.8481 102.8481 102.8481 102.8481 102.8481 EDP5BC10A 40,000 41,786 10,209 1 104.4650 104.4650 104.4650 104.4650 104.4650 EDP5BC19A 4,345,000 4,634,109 1,134,322 2 106.9150 103.1325 106.9150 103.1325 106.6538 EDP5BC2A 3,000,000 3,114,870 761,675 1 103.8290 103.8290 103.8290 103.8290 103.8290 EDP6BC1A 9,965,000 10,096,668 2,465,609 1 101.3213 101.3213 101.3213 101.3213 101.3213 EDP6BC2A 9,750,000 9,550,837 2,330,894 1 97.9573 97.9573 97.9573 97.9573 97.9573 EDP6BC4A 9,040,000 8,384,582 2,033,119 1 92.7498 92.7498 92.7498 92.7498 92.7498 EDP6BC5A 7,000,000 6,059,435 1,477,324 2 86.5889 86.4995 86.5889 86.4995 86.5634 ENGIE3BC1A 24,200,000 25,361,144 6,187,564 4 104.7779 104.7863 104.8100 104.7779 104.7981 ENGIE3BC2A 1,100,000 1,137,232 276,958 2 101.6305 103.5602 103.5602 101.6305 103.3848 ENGIE3BC3A 100,000 97,872 23,886 1 97.8716 97.8716 97.8716 97.8716 97.8716 ENGIE3BC3B 500,000 492,932 119,891 2 98.5865 98.5865 98.5865 98.5865 98.5865 FALAB2BC2A 820,000 698,288 170,418 1 85.1571 85.1571 85.1571 85.1571 85.1571 FINOH1BC3A 1,750,000 1,786,552 432,946 1 102.0887 102.0887 102.0887 102.0887 102.0887 FMV0BC1U 655,000 686,758 167,591 2 105.7995 104.7162 105.7995 104.7162 104.8485 FMV1BC5A 10,000,000 9,636,070 2,359,758 1 96.3607 96.3607 96.3607 96.3607 96.3607 LUSUR2BC6U 2,200,000 2,270,600 553,771 2 103.2119 103.2082 103.2119 103.2082 103.2091 LUSUR3BC1A 15,075,000 15,758,690 3,837,665 3 105.2463 103.5177 105.2463 103.5096 104.5353 LUSUR3BC2A 9,600,000 10,657,603 2,601,001 2 111.2295 110.7854 111.2295 110.7854 111.0167 LUSUR3BC4A 8,075,000 8,463,511 2,073,559 2 104.8077 105.1122 105.1122 104.8077 104.8113 LUSUR3BC5A 15,000,000 15,620,160 3,785,329 1 104.1344 104.1344 104.1344 104.1344 104.1344 LUSUR3BC7A 4,700,000 4,729,272 1,150,115 1 100.6228 100.6228 100.6228 100.6228 100.6228 LUSUR3BC8A 5,000,000 4,999,460 1,219,827 1 99.9892 99.9892 99.9892 99.9892 99.9892 PRIMX1BC2A 407,000 402,824 98,283 2 98.9738 98.9748 98.9748 98.9738 98.9740 REP3BC1A 1,400,000 1,400,579 341,284 4 100.5300 98.2697 100.5300 98.2697 100.0414 SAN1BC2U 6,150,000 5,437,867 1,325,576 2 88.7604 88.4121 88.7604 88.4121 88.4206 TDP6BC13A 140,210,000 141,892,520 34,623,362 4 101.2000 101.2000 101.2000 101.2000 101.2000 TDP6BC16A 11,500,000 10,795,728 2,627,657 1 93.8759 93.8759 93.8759 93.8759 93.8759 YURA4BC1A 690,000 702,443 170,882 2 102.5359 99.8754 102.5359 99.8754 101.8033 Total 395,826,387 96,524,502 73 BONOS SECTOR PUBLICO - BONOS DEL TESORO SB12AGO31 464,000 484,036 117,770 1 104.3181 104.3181 104.3181 104.3181 104.3181 Total 484,036 117,770 1 BONOS SUBORDINADOS BIF3BS2A 300,000 288,000 70,562 1 96.0000 96.0000 96.0000 96.0000 96.0000 BN1BS1A 380,000 365,018 89,334 3 95.0205 98.3036 98.3036 95.0205 96.0575 INTER1BS8A 47,000 47,134 11,420 1 100.2853 100.2853 100.2853 100.2853 100.2853 INTER2BS2A 25,000 26,006 6,354 1 0.0000 0.0000 0.0000 0.0000 104.0223 Total 726,158 177,670 6 CERTIFICADOS DE DEPÓSITO CMAQ1CD1A 19,000,000 18,574,343 4,517,107 1 97.7597 97.7597 97.7597 97.7597 97.7597 Total 18,574,343 4,517,107 1 Negociación con Títulos en Moneda Extranjera BONOS ARRENDAMIENTO FINANCIERO STOTA5BA9A 100,000 414,000 101,037 1 101.0366 101.0366 101.0366 101.0366 101.0366 Total 414,000 101,037 1 BONOS CORPORATIVOS ENGIE1BC6A 40,000 162,716 39,562 2 96.0000 101.8093 101.8093 96.0000 98.9047 JPLAZ1BC1A 500,000 2,451,315 597,299 1 119.4598 119.4598 119.4598 119.4598 119.4598 Total 2,614,031 636,861 3 BONOS DE TITULIZACION SCO1TRYT1A 2,011,620 8,945,809 2,186,583 2 108.3572 109.3785 109.3785 108.3572 108.6976 Total 8,945,809 2,186,583 2 BONOS SUBORDINADOS BBVA1BS2A 40,000 155,610 38,000 1 95.0000 95.0000 95.0000 95.0000 95.0000 BBVA2BS3A 35,000 138,973 33,983 1 97.0941 97.0941 97.0941 97.0941 97.0941 BBVA3BS1U 120,000 490,937 119,858 2 100.0441 99.8000 100.0441 99.8000 99.8814 BIF2BS2A 100,000 377,759 92,373 1 92.3730 92.3730 92.3730 92.3730 92.3730 INTER2BS3A 155,000 633,746 154,642 3 99.7597 99.7597 99.7597 99.7597 99.7690 INTSE3BS1U 212,000 772,950 188,872 2 90.6011 89.0000 90.6011 89.0000 89.0906 INTSE3BS2U 30,000 103,920 25,177 1 83.9248 83.9248 83.9248 83.9248 83.9248 PACIF2BS2A 230,000 900,484 219,764 1 95.5497 95.5497 95.5497 95.5497 95.5497 Total 3,574,380 872,669 12 INSTRUMENTOS DE CORTO PLAZO BAM2CP2A 1,757,000 6,978,054 1,697,617 1 96.6202 96.6202 96.6202 96.6202 96.6202 Total 6,978,054 1,697,617 1 Total Mercado Continuo 438,137,198 106,831,816 100 Valores Monto Monto Efectivo Nro de Precios Nominal S/ US$ Operaciones Apertura % Cierre % Máxima % Mínima % Promedio % MERCADO DE DINERO Negociación con Títulos en Moneda Nacional BONOS CORPORATIVOS ALICO3BC4A 11,300,000 12,039,890 2,924,377 3 106.5477 106.5477 106.5477 106.5477 106.5477 BBVA7BC1F 7,500,000 7,626,765 1,861,322 1 101.6902 101.6902 101.6902 101.6902 101.6902 CREDI5BC3C 7,200,000 7,349,260 1,795,351 2 102.0899 102.0562 102.0899 102.0562 102.0731 FINOH1BC2A 22,000 22,138 5,382 1 100.6272 100.6272 100.6272 100.6272 100.6272 FMV1BC6A 125,000 116,543 28,332 1 93.2344 93.2344 93.2344 93.2344 93.2344 LUSUR3BC4A 35,000 33,600 8,174 1 96.0000 96.0000 96.0000 96.0000 96.0000 LUSUR3BC8A 75,000 73,500 17,877 1 98.0000 98.0000 98.0000 98.0000 98.0000 LUSU2BC10U 250,000 254,374 62,080 1 101.7495 101.7495 101.7495 101.7495 101.7495 TDP6BC11B 40,000 38,400 9,335 1 96.0000 96.0000 96.0000 96.0000 96.0000 TDP6BC15A 260,000 237,670 57,848 1 91.4114 91.4114 91.4114 91.4114 91.4114 Total 27,792,139 6,770,078 13 BONOS SUBORDINADOS BIF3BS2A 710,000 684,447 166,339 6 96.5772 99.0000 99.0000 92.3660 96.4010 BN1BS1A 407,000 400,483 97,623 3 98.3077 100.0000 100.0000 96.2983 98.3987 INTER2BS2A 27,000 26,493 6,447 2 98.6615 98.0000 98.6615 98.0000 98.1225 Total 1,111,423 270,410 11 PAPELES COMERCIALES PORTA2PC4C 4,000,000 3,931,588 957,290 1 98.2897 98.2897 98.2897 98.2897 98.2897 Total 3,931,588 957,290 1 Negociación con Títulos en Moneda Extranjera BONOS CORPORATIVOS ENGIE1BC6A 20,000 81,870 20,002 1 100.0125 100.0125 100.0125 100.0125 100.0125 FTOTA1BC2A 20,000 81,722 19,920 1 99.6000 99.6000 99.6000 99.6000 99.6000 JPLAZ1BC1A 218,000 847,703 206,883 2 94.8999 94.9017 94.9017 94.8999 94.9005 Total 1,011,295 246,806 4 BONOS SECTOR PUBLICO - BONOS DEL TESORO PERU27 1,050,000 4,854,693 1,183,350 1 112.7000 112.7000 112.7000 112.7000 112.7000 Total 4,854,693 1,183,350 1 BONOS SUBORDINADOS BBVA1BS2A 255,000 1,034,548 252,176 3 99.2255 99.3728 99.3728 95.0000 98.8927 BBVA3BS1U 150,000 617,762 150,070 3 100.0482 100.0505 100.0505 100.0406 100.0464 INTER2BS3A 129,000 533,537 129,917 5 100.6622 100.7500 101.2619 100.4994 100.7106 INTSE3BS1U 190,000 701,174 170,400 3 89.2103 91.2581 91.7664 89.2103 89.6842 INTSE3BS2U 70,000 242,468 58,744 1 83.9206 83.9206 83.9206 83.9206 83.9206 PACIF1BS1A 157,000 643,259 157,295 1 100.1880 100.1880 100.1880 100.1880 100.1880 Total 3,772,747 918,602 16 INSTRUMENTOS DE CORTO PLAZO BAM2CP2A 400,000 1,583,266 385,927 1 96.4818 96.4818 96.4818 96.4818 96.4818 ECOAC1CP6B 16,000 63,868 15,568 1 97.3000 97.3000 97.3000 97.3000 97.3000 Total 1,647,134 401,495 2 Total Mercado de Dinero 44,121,019 10,748,030 48 Total Mcdo Continuo y Dinero 482,258,217 117,579,846 148 Mercado de Instrumentos de Emisión No Masiva Fixed Income Valores Negociados: Septiembre 2021 Securities Traded: Valores Monto Monto Efectivo Nro de Tasa rendimiento esperada nominal S/ US$ operaciones Apertura % Cierre % Máxima % Mínima % Promedio % Total MIENM 0 0 0