# Notes to the financial statements - Schedule of derivative instruments
Forward foreign exchange contracts
As at December 31, 2020, the following forward foreign exchange contracts were outstanding:
Candriam L Defensive Asset Allocation
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| GBP | 14,000 | USD | 18,702 | 14/01/2021 | 357 | Barclays Bank Ireland Plc |
| EUR | 7,756 | CAD | 12,000 | 14/01/2021 | 60 | BNP Paribas Paris |
| EUR | 36,503 | SEK | 380,000 | 14/01/2021 | (1,310) | BNP Paribas Paris |
| EUR | 104,050 | GBP | 94,000 | 14/01/2021 | (949) | BNP Paribas Paris |
| EUR | 131,552 | USD | 156,535 | 14/01/2021 | 3,651 | BNP Paribas Paris |
| JPY | 24,077,000 | EUR | 197,344 | 14/01/2021 | (6,774) | BNP Paribas Paris |
| EUR | 38,000 | GBP | 34,530 | 14/01/2021 | (570) | CACEIS Bank, Lux. Branch |
| EUR | 411,000 | USD | 481,237 | 14/01/2021 | 17,794 | CACEIS Bank, Lux. Branch |
| EUR | 407,214 | USD | 482,488 | 14/01/2021 | 12,985 | Nomura Financial Products Europe |
| JPY | 3,867,000 | EUR | 30,615 | 14/01/2021 | (8) | Nomura Financial Products Europe |
| JPY | 2,404,600 | USD | 22,947 | 14/01/2021 | 283 | Nomura Financial Products Europe |
| NOK | 83,000 | JPY | 908,493 | 14/01/2021 | 730 | Nomura Financial Products Europe |
| USD | 122,719 | EUR | 102,991 | 14/01/2021 | (2,720) | Nomura Financial Products Europe |
| CHF | 13,756 | USD | 15,000 | 14/01/2021 | 464 | Société Générale |
| EUR | 826,151 | USD | 946,445 | 14/01/2021 | 52,841 | Société Générale |
| EUR | 5,510 | AUD | 9,000 | 14/01/2021 | (165) | Société Générale |
| EUR | 7,000 | NOK | 73,911 | 14/01/2021 | (53) | Société Générale |
| EUR | 98,267 | CHF | 105,000 | 14/01/2021 | 1,177 | Société Générale |
| GBP | 7,000 | USD | 9,264 | 14/01/2021 | 250 | Société Générale |
| GBP | 139,059 | EUR | 156,567 | 14/01/2021 | (1,238) | Société Générale |
| JPY | 1,374,845 | GBP | 10,000 | 14/01/2021 | (288) | Société Générale |
| JPY | 1,482,000 | USD | 14,193 | 14/01/2021 | 133 | Société Générale |
| JPY | 3,223,000 | EUR | 25,536 | 14/01/2021 | (26) | Société Générale |
| NOK | 2,667,000 | EUR | 249,496 | 14/01/2021 | 5,021 | Société Générale |
| NOK | 70,000 | USD | 8,072 | 14/01/2021 | 85 | Société Générale |
| USD | 68,581 | JPY | 7,141,715 | 14/01/2021 | (491) | Société Générale |
| USD | 240,068 | EUR | 203,000 | 14/01/2021 | (6,844) | Société Générale |
| USD | 4,823 | SEK | 40,000 | 14/01/2021 | (39) | Société Générale |
| USD | 8,065 | GBP | 6,000 | 14/01/2021 | (112) | Société Générale |
| EUR | 8,660 | JPY | 1,061,000 | 14/01/2021 | 262 | UBS Europe SE |
| JPY | 2,795,246 | CHF | 24,187 | 14/01/2021 | (240) | UBS Europe SE |
|  |  |  |  |  | 74,266 |  |

Candriam L Conservative Asset Allocation
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| GBP | 222,000 | USD | 296,568 | 14/01/2021 | 5,655 | Barclays Bank Ireland Plc |
| JPY | 12,768,000 | USD | 123,824 | 14/01/2021 | (115) | Barclays Bank Ireland Plc |
| EUR | 487,476 | CAD | 755,000 | 14/01/2021 | 3,230 | BNP Paribas Paris |
| EUR | 579,478 | GBP | 523,000 | 14/01/2021 | (4,715) | BNP Paribas Paris |
| EUR | 1,318,937 | USD | 1,573,884 | 14/01/2021 | 32,952 | BNP Paribas Paris |
| GBP | 108,356 | JPY | 14,646,000 | 14/01/2021 | 5,110 | BNP Paribas Paris |
| JPY | 376,695,000 | EUR | 3,084,201 | 14/01/2021 | (102,650) | BNP Paribas Paris |
| USD | 70,001 | JPY | 7,320,000 | 14/01/2021 | (742) | BNP Paribas Paris |
| EUR | 8,784,387 | USD | 10,398,744 | 14/01/2021 | 287,828 | Nomura Financial Products Europe |
| JPY | 38,719,000 | USD | 367,406 | 14/01/2021 | 6,264 | Nomura Financial Products Europe |
| NOK | 836,000 | JPY | 9,150,610 | 14/01/2021 | 7,354 | Nomura Financial Products Europe |
| USD | 198,000 | EUR | 163,053 | 14/01/2021 | (1,271) | Nomura Financial Products Europe |
| CAD | 47,000 | JPY | 3,739,116 | 14/01/2021 | 550 | Société Générale |
| CHF | 94,000 | EUR | 87,984 | 14/01/2021 | (1,066) | Société Générale |
| CHF | 193,000 | USD | 210,467 | 14/01/2021 | 6,493 | Société Générale |
| EUR | 11,470,042 | USD | 13,163,916 | 14/01/2021 | 714,218 | Société Générale |
| EUR | 50,319 | JPY | 6,346,000 | 14/01/2021 | 90 | Société Générale |
| EUR | 87,553 | AUD | 143,000 | 14/01/2021 | (2,621) | Société Générale |
| EUR | 64,446 | SEK | 661,000 | 14/01/2021 | (1,328) | Société Générale |
| EUR | 84,801 | GBP | 77,000 | 14/01/2021 | (1,208) | Société Générale |
| EUR | 107,000 | CHF | 114,567 | 14/01/2021 | 1,064 | Société Générale |

Translation (ENFR, 2020-12-31):
# Notes aux états financiers - Etat des instruments dérivés
### Options

### Au 31 décembre 2020, les positions ouvertes sur options sont les suivantes :

### Candriam L Defensive Asset Allocation

### Quantité Description	Devise	Engagement (en EUR)

### (en valeur absolue)

### Valeur d’évaluation (en EUR)

### Non réalisé (en EUR)

### Options achetées

### Options sur indices
| 38  DJ EURO STOXX JAN 3400.0 15.01.21 PUT | EUR | - | 7.410 | (17.290) |
| --- | --- | --- | --- | --- |
| 54  DJ EURO STOXX FEB 3350.0 19.02.21 PUT | EUR | - | 25.542 | (5.246) |


### Options émises

### Options sur indices
| 38 DJ EURO STOXX JAN 3200.0 15.01.21 PUT | EUR | 81.000 | (2.698) | 6.889 |
| --- | --- | --- | --- | --- |
| 54 DJ EURO STOXX FEB 2950.0 19.02.21 PUT | EUR | 117.024 | (7.074) | 954 |
| Candriam L Conservative Asset Allocation |  |  | 23.180 | (14.693) |


### Quantité Description	Devise	Engagement (en EUR)

### (en valeur absolue)

### Valeur d’évaluation (en EUR)

### Non réalisé (en EUR)

### Options achetées

### Options sur indices
| 492 | DJ EURO STOXX JAN 3400.0 15.01.21 PUT | EUR | - | 95.940 | (223.860) |
| --- | --- | --- | --- | --- | --- |
| 688 | DJ EURO STOXX FEB 3350.0 19.02.21 PUT | EUR | - | 325.424 | (66.847) |


### Options émises

### Options sur indices
| 492 | DJ EURO STOXX JAN 3200.0 15.01.21 PUT | EUR | 1.048.739 | (34.932) | 89.200 |
| --- | --- | --- | --- | --- | --- |
| 688 | DJ EURO STOXX FEB 2950.0 19.02.21 PUT | EUR | 1.490.972 | (90.128) | 12.153 |
|  |  |  |  | 296.304 | (189.354) |


### Candriam L Balanced Asset Allocation

### Quantité Description	Devise	Engagement (en EUR)

### (en valeur absolue)

### Valeur d’évaluation (en EUR)

### Non réalisé (en EUR)

### Options achetées

### Options sur indices
| 284 | DJ EURO STOXX JAN 3400.0 15.01.21 PUT | EUR | - | 55.380 | (129.220) |
| --- | --- | --- | --- | --- | --- |
| 406 | DJ EURO STOXX FEB 3350.0 19.02.21 PUT | EUR | - | 192.038 | (39.447) |


### Options émises
|  | Options sur indices |  |
| --- | --- | --- |
| 284 | DJ EURO STOXX JAN 3200.0 15.01.21 PUT | EUR | 605.370 | (20.164) | 51.489 |
| 406 | DJ EURO STOXX FEB 2950.0 19.02.21 PUT | EUR | 879.847 | (53.186) | 7.172 |
|  |  |  |  | 174.068 | (110.006) |