# Notes to the financial statements - Schedule of derivative instruments
Futures
Candriam L Multi-Asset Premia
| Quantity | Description | Currency | Commitment | Unrealised | Counterparty |
| --- | --- | --- | --- | --- | --- |
| (purchase/(sale)) |  |  | (in EUR) (in absolute value) | (in EUR) |  |
| Futures on index |  |  |  |  |  |
| 23 | CAC40 10 EURO 01/21 | EUR | 1,276,824 | (5,885) | J.P. Morgan AG |
| 4 | DAX INDEX GERMANY 03/21 | EUR | 1,374,600 | 5,800 | J.P. Morgan AG |
| 158 | DJ ESTOXX50D 12/22 | EUR | 7,426 | 193,720 | J.P. Morgan AG |
| 98 | DJ EURO STOXX 50 03/21 | EUR | 3,481,587 | (3,430) | J.P. Morgan AG |
| 13 | DJIA MINI FUTURE-CBT 03/21 | USD | 1,625,942 | 29,496 | J.P. Morgan AG |
| 9 | E-MINI RUSSELL 2000 03/21 | USD | 726,317 | 16,857 | J.P. Morgan AG |
| 401 | EURO STOXX 50 INDEX 12/22 | EUR | 14,246,086 | 1,891,417 | J.P. Morgan AG |
| (400) | EURO STOXX 50 INDEX 12/24 | EUR | 14,210,560 | (1,856,040) | J.P. Morgan AG |
| 24 | FTSE 100 INDEX 03/21 | GBP | 1,721,372 | (31,739) | J.P. Morgan AG |
| 500 | FTSE DVD IDX 12/22 | GBP | 559 | 121,495 | J.P. Morgan AG |
| 9 | HANG SENG INDEX 01/21 | HKD | 1,291,629 | 40,386 | J.P. Morgan AG |
| 6 | NASDAQ 100 E-MINI 03/21 | USD | 1,264,022 | 33,700 | J.P. Morgan AG |
| 17 | NIKKEI 225 (SGX) 03/21 | JPY | 1,849,706 | 60,518 | J.P. Morgan AG |
| 10 | S&P 500 EMINI INDEX 03/21 | USD | 1,534,907 | 28,967 | J.P. Morgan AG |
| 19 | SPI 200 INDEX (SFE) 03/21 | AUD | 1,973,304 | (11,983) | J.P. Morgan AG |
| 13 | TOPIX (OSE) 03/21 | JPY | 1,856,989 | 33,841 | J.P. Morgan AG |
| (55) | VIX FUTURE (CBF) 01/21 | USD | 1,022,639 | 72,555 | J.P. Morgan AG |

Futures on interest rates
70 KOREA 3YR BOND 03/21	KRW	5,272,507	(6,049)	J.P. Morgan AG
Futures on currencies
| 14 | BRAZIL REAL 02/21 | USD | 220,286 | (564) | J.P. Morgan AG |
| --- | --- | --- | --- | --- | --- |
| 33 | EUR/JPY (CME) 03/21 | JPY | 4,125,000 | 12,784 | J.P. Morgan AG |
| 73 | EUR/USD (CME) 03/21 | USD | 9,125,000 | 106,423 | J.P. Morgan AG |
| 53 | INR/USD- CME 01/21 | USD | 2,964,370 | 32,514 | J.P. Morgan AG |
| 38 | JPN YEN CURR FUT 03/21 | USD | 3,760,130 | 27,592 | J.P. Morgan AG |
| 30 | USD/AUD (CME) 03/21 | USD | 1,892,001 | 58,343 | J.P. Morgan AG |
| 44 | USD/CAD (CME) 03/21 | USD | 2,822,679 | 10,596 | J.P. Morgan AG |
| 20 | USD/GBP (CME) 03/21 | USD | 1,396,492 | 18,736 | J.P. Morgan AG |
| 36 | USD/MXN (CME) 03/21 | USD | 738,314 | (1,250) | J.P. Morgan AG |
| 36 | USD/NZD (CME) 03/21 | USD | 2,118,424 | 45,703 | J.P. Morgan AG |
| 26 | USD/ZAR (CME) 03/21 | USD | 723,331 | 16,591 | J.P. Morgan AG |
| 4 | USD-RUB (CME) 03/21 | USD | 110,498 | (654) | J.P. Morgan AG |

Futures on bonds
| 58 | EURO BTP FUTURE -EUX 03/21 | EUR | 7,399,553 | 27,820 | J.P. Morgan AG |
| --- | --- | --- | --- | --- | --- |
| 28 | EURO BUND FUTURE 03/21 | EUR | 2,958,172 | (6,480) | J.P. Morgan AG |
| 45 | EURO-OAT-FUTURES-EUX 03/21 | EUR | 5,750,348 | 9,560 | J.P. Morgan AG |
| 10 | JPN 10 YEARS BOND 03/21 | JPY | 8,020,712 | (11,241) | J.P. Morgan AG |
| 36 | US 10 YEARS NOTE 03/21 | USD | 3,266,366 | 5,172 | J.P. Morgan AG |
| 15 | US 2 YEARS NOTE- CBT 03/21 | USD | 2,523,714 | 1,666 | J.P. Morgan AG |
| 27 | US 5 YEARS NOTE-CBT 03/21 | USD | 2,202,297 | 1,439 | J.P. Morgan AG |
| (5) | US TREASURY BOND 03/21 | USD | 640,043 | (4,597) | J.P. Morgan AG |
| 6 | US ULTRA BD CBT 30YR 03/21 | USD | 641,167 | (2,406) | J.P. Morgan AG |
|  |  |  |  | 961,373 |  |

Please refer to Note 10 about Cash at broker related to futures.

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) |