# Notes to the financial statements - Schedule of derivative instruments
Futures
As at December 31, 2020, the following futures contracts were outstanding:
Candriam L Defensive Asset Allocation
| Quantity (purchase/(sale)) | Description | Currency | Commitment (in EUR) | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- |
|  |  |  | (in absolute value) |  |  |
| Futures on index |  |  |  |  |  |
| 1 | DAX INDEX GERMANY 03/21 | EUR | 343,650 | 11,900 | J.P. Morgan AG |
| (5) | DJ EURO STOXX 50 03/21 | EUR | 177,632 | (2,525) | J.P. Morgan AG |
| 2 | EMINI FIN SECT IDX 03/21 | USD | 148,551 | 7,397 | J.P. Morgan AG |
| 1 | E-MINI RUSSELL 2000 03/21 | USD | 80,702 | 2,454 | J.P. Morgan AG |
| 57 | EURO STOX BANK IDX 03/21 | EUR | 210,245 | (3,819) | J.P. Morgan AG |
| (4) | FTSE 100 INDEX 03/21 | GBP | 286,895 | 3,329 | J.P. Morgan AG |
| 3 | FTSE 250 Y2 03/21 | GBP | 137,336 | 5,215 | J.P. Morgan AG |
| 6 | MSCI EM INX FUT 03/21 | USD | 306,059 | 9,406 | J.P. Morgan AG |
| Futures on bonds 9 | EURO BOBL FUTURE 03/21 | EUR | 932,477 | 1,260 | J.P. Morgan AG |
| 4 | EURO BUND FUTURE 03/21 | EUR | 422,596 | 3,199 | J.P. Morgan AG |
| (3) | EURO BUXL FUTURE 03/21 | EUR | 517,137 | (9,330) | J.P. Morgan AG |
| (1) | EURO SCHATZ FUTURE 03/21 | EUR | 101,404 | 30 | J.P. Morgan AG |
|  |  |  |  | 28,516 |  |

Candriam L Conservative Asset Allocation
| Quantity | Description | Currency | Commitment | Unrealised | Counterparty |
| --- | --- | --- | --- | --- | --- |
| (purchase/(sale)) |  |  | (in EUR) (in absolute value) | (in EUR) |  |
| Futures on index |  |  |  |  |  |
| 10 | DAX INDEX GERMANY 03/21 | EUR | 3,436,500 | 119,000 | J.P. Morgan AG |
| (2) | DJ EURO STOXX 50 03/21 | EUR | 71,053 | (1,010) | J.P. Morgan AG |
| 22 | EMINI FIN SECT IDX 03/21 | USD | 1,634,065 | 81,361 | J.P. Morgan AG |
| 27 | E-MINI RUSSELL 2000 03/21 | USD | 2,178,950 | 66,261 | J.P. Morgan AG |
| 854 | EURO STOX BANK IDX 03/21 | EUR | 3,149,979 | (57,218) | J.P. Morgan AG |
| (27) | FTSE 100 INDEX 03/21 | GBP | 1,936,543 | 21,925 | J.P. Morgan AG |
| 36 | FTSE 250 Y2 03/21 | GBP | 1,648,037 | 62,581 | J.P. Morgan AG |
| 66 | MSCI EM INX FUT 03/21 | USD | 3,366,645 | 103,465 | J.P. Morgan AG |
| 9 | NASDAQ 100 E-MINI 03/21 | USD | 1,896,032 | 61,637 | J.P. Morgan AG |
| (29) | S&P 500 EMINI INDEX 03/21 | USD | 4,451,229 | (125,861) | J.P. Morgan AG |
| (5) | TOPIX (OSE) 03/21 | JPY | 714,298 | (12,666) | J.P. Morgan AG |
| Futures on bonds 56 | EURO BOBL FUTURE 03/21 | EUR | 5,802,076 | 7,840 | J.P. Morgan AG |
| 39 | EURO BUND FUTURE 03/21 | EUR | 4,120,311 | 31,192 | J.P. Morgan AG |
| (32) | EURO BUXL FUTURE 03/21 | EUR | 5,516,128 | (99,520) | J.P. Morgan AG |
| 29 | EURO SCHATZ FUTURE 03/21 | EUR | 2,940,716 | (1,015) | J.P. Morgan AG |
|  |  |  |  | 257,972 |  |

Candriam L Balanced Asset Allocation
| Quantity (purchase/(sale)) | Description | Currency | Commitment (in EUR) (in absolute value) | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- |
| Futures on index 5 | DAX INDEX GERMANY 03/21 | EUR | 1,718,250 | 59,500 | J.P. Morgan AG |
| 16 | DJ EURO STOXX 50 03/21 | EUR | 568,422 | 8,725 | J.P. Morgan AG |
| 12 | EMINI FIN SECT IDX 03/21 | USD | 891,308 | 44,379 | J.P. Morgan AG |
| 26 | E-MINI RUSSELL 2000 03/21 | USD | 2,098,248 | 63,807 | J.P. Morgan AG |
| 622 | EURO STOX BANK IDX 03/21 | EUR | 2,294,247 | (41,674) | J.P. Morgan AG |
| (11) | FTSE 100 INDEX 03/21 | GBP | 788,962 | 8,008 | J.P. Morgan AG |
| 21 | FTSE 250 Y2 03/21 | GBP | 961,355 | 36,505 | J.P. Morgan AG |
| 39 | MSCI EM INX FUT 03/21 | USD | 1,989,381 | 61,138 | J.P. Morgan AG |
| 7 | NASDAQ 100 E-MINI 03/21 | USD | 1,474,692 | 47,940 | J.P. Morgan AG |
| (25) | S&P 500 EMINI INDEX 03/21 | USD | 3,837,267 | (111,407) | J.P. Morgan AG |
| (3) | TOPIX (OSE) 03/21 | JPY | 428,536 | (7,599) | J.P. Morgan AG |

Futures on bonds
23 EURO BOBL FUTURE 03/21	EUR	2,382,996	3,220	J.P. Morgan AG

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) |