# 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 Sustainable Bond Emerging Markets
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 36,882,907 | MXN | 750,000,000 | 13/01/2021 | (717,050) | BNP Paribas Paris |
| CHF | 87,100,527 | USD | 97,937,637 | 15/01/2021 | 633,813 | CACEIS Bank, Lux. Branch |
| EUR | 1,153,498,617 | USD | 1,398,610,989 | 15/01/2021 | 13,150,201 | CACEIS Bank, Lux. Branch |
| GBP | 1,199,011 | USD | 1,585,798 | 15/01/2021 | 53,334 | CACEIS Bank, Lux. Branch |
| USD | 104,656 | CHF | 92,844 | 15/01/2021 | (416) | CACEIS Bank, Lux. Branch |
| USD | 333,291 | EUR | 271,725 | 15/01/2021 | 728 | CACEIS Bank, Lux. Branch |
| MXN | 94,000,000 | USD | 4,667,669 | 13/01/2021 | 44,764 | J.P. Morgan AG |
| USD | 41,619,771 | EUR | 35,000,000 | 13/01/2021 | (1,214,256) | J.P. Morgan AG |
| USD | 7,542,152 | ZAR | 115,000,000 | 13/01/2021 | (275,556) | J.P. Morgan AG |
| USD | 46,558,388 | MXN | 950,000,000 | 13/01/2021 | (1,068,399) | Société Générale |
| USD | 20,200,140 | ZAR | 300,000,000 | 13/01/2021 | (193,089) | Société Générale |
| USD | 171,944,335 | EUR | 145,000,000 | 13/01/2021 | (5,510,803) | UBS Europe SE |
|  |  |  |  |  | 4,903,271 |  |

Candriam Sustainable Bond Euro
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 2,950,141 | USD | 3,500,000 | 20/01/2021 | 90,791 | BNP Paribas Paris |
| EUR | 2,434,072 | USD | 2,900,000 | 20/01/2021 | 64,892 | J.P. Morgan AG |
| EUR | 1,688,738 | USD | 2,000,000 | 20/01/2021 | 54,824 | Société Générale |
| EUR | 422,872 | USD | 500,000 | 20/01/2021 | 14,394 | UBS Europe SE |
|  |  |  |  |  | 224,901 |  |

Candriam Sustainable Bond Euro Corporate
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 51,109,007 | USD | 60,500,000 | 15/01/2021 | 1,677,135 | BNP Paribas Paris |
| EUR | 4,533,621 | USD | 5,500,000 | 15/01/2021 | 39,782 | J.P. Morgan AG |
| EUR | 1,686,586 | USD | 2,000,000 | 15/01/2021 | 52,474 | Société Générale |
|  |  |  |  |  | 1,769,391 |  |

Candriam Sustainable Bond Euro Short Term
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 2,247,456 | USD | 2,700,000 | 13/01/2021 | 41,290 | BNP Paribas Paris |
| EUR | 8,202,056 | USD | 9,800,000 | 13/01/2021 | 194,502 | Société Générale |
|  |  |  |  |  | 235,792 |  |

Candriam Sustainable Bond Global
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| CAD | 280,000 | EUR | 181,419 | 19/01/2021 | (1,849) | BNP Paribas Paris |
| CHF | 100,000 | EUR | 92,347 | 19/01/2021 | 123 | BNP Paribas Paris |
| EUR | 787,810 | CAD | 1,220,000 | 19/01/2021 | 5,399 | BNP Paribas Paris |
| GBP | 223,000 | EUR | 243,978 | 19/01/2021 | 5,094 | BNP Paribas Paris |
| JPY | 101,000,000 | EUR | 801,148 | 19/01/2021 | (1,773) | BNP Paribas Paris |
| USD | 500,000 | EUR | 411,852 | 19/01/2021 | (3,358) | BNP Paribas Paris |
| EUR | 27,516 | CAD | 42,750 | 27/01/2021 | 104 | BNP Paribas Paris |
| EUR | 1,609 | JPY | 200,000 | 27/01/2021 | 26 | BNP Paribas Paris |
| EUR | 4,902 | CHF | 5,250 | 27/01/2021 | 47 | BNP Paribas Paris |
| EUR | 14,219 | AUD | 23,660 | 27/01/2021 | (698) | BNP Paribas Paris |
| EUR | 1,949 | DKK | 14,500 | 27/01/2021 | 1 | BNP Paribas Paris |
| JPY | 3,500,000 | USD | 33,749 | 27/01/2021 | 131 | BNP Paribas Paris |
| USD | 3,125 | CAD | 4,000 | 27/01/2021 | (13) | BNP Paribas Paris |
| USD | 296,621 | CNH | 1,954,500 | 27/01/2021 | (3,089) | BNP Paribas Paris |

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 Sustainable Bond Global
Quantité Description	Devise	Engagement (en EUR)
(en valeur absolue)
Valeur d’évaluation (en EUR)
Non réalisé (en EUR)
Options achetées
Options on futures
300 USD 10Y TREASU MAR 135.50 19.02.21 PUT
Options émises
Options on futures
300 USD 10Y TREASU MAR 134.00 19.02.21 PUT
USD	-	26.817	(39.142)
USD	1.511.340	(11.493)	15.667
15.324	(23.475)
Tous les contrats d’options ont été conclus avec la contrepartie J.P. Morgan AG. Veuillez vous référer à la Note 9 concernant les liquidités auprès du courtier se rapportant aux options cotées et à la Note 10 concernant le collatéral reçu/versé relatif aux options de gré à gré.
L’engagement pour les options achetées n’est pas présenté.