# Financial future contracts
#### As at December 31, 2021, the sub-fund GENERALI INVESTMENTS SICAV - Euro Equity Controlled Volatility was engaged in a financial future contract with JP MORGAN LONDON.
| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| EURO STOXX 50 - FUTURE 18/03/2022 | EUR | 59,017,169.30 | (1,373.00) | (1,922,200.00) |
| (1,922,200.00) |


#### As at December 31, 2021, the sub-fund GENERALI INVESTMENTS SICAV - Euro Bond was engaged in financial future contracts with JP MORGAN LONDON.
| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| EURO BUXL 30Y BONDS 08/03/2022 | EUR | 15,945,400.00 | 100.00 | (233,788.00) |
| EURO-BOBL FUTURE 08/03/2022 | EUR | 143,116,400.00 | (1,400.00) | 1,268,239.20 |
| EURO-BTP FUTURE 08/03/2022 | EUR | 189,352,800.00 | (1,800.00) | 3,915,247.20 |
| EURO-BUND FUTURE 08/03/2022 | EUR | 15,302,700.00 | 150.00 | (152,500.00) |
| SHORT TERM EURO BTP FUTURES 08/03/2022 | EUR | 90,044,100.00 | (900.00) | 457,241.60 |
|  |  |  |  | 5,254,440.00 |


#### As at December 31, 2021, the sub-fund GENERALI INVESTMENTS SICAV - Euro Bond 1-3 Years was engaged in financial future contracts with JP MORGAN LONDON.
| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| EURO BUXL 30Y BONDS 08/03/2022 | EUR | 1,594,540.00 | (10.00) | 99,345.96 |
| EURO-BOBL FUTURE 08/03/2022 | EUR | 86,892,100.00 | (850.00) | 784,052.65 |
| EURO-BTP FUTURE 08/03/2022 | EUR | 110,455,800.00 | (1,050.00) | 2,158,715.40 |
| EURO-BUND FUTURE 08/03/2022 | EUR | 5,100,900.00 | (50.00) | 133,500.00 |
| SHORT TERM EURO BTP FUTURES 08/03/2022 | EUR | 70,034,300.00 | (700.00) | 346,423.20 |
|  |  |  |  | 3,522,037.21 |


#### As at December 31, 2021, the sub-fund GENERALI INVESTMENTS SICAV - Euro Aggregate Bond was engaged in financial future contracts with JP MORGAN LONDON.
| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| EURO BUXL 30Y BONDS 08/03/2022 | EUR | 1,594,540.00 | (10.00) | 99,345.96 |
| EURO FX CURR FUT (CME) 14/03/2022 | USD | 3,847,168.48 | 35.00 | 49,539.98 |
| EURO-BOBL FUTURE 08/03/2022 | EUR | 30,667,800.00 | (300.00) | 254,554.90 |
| EURO-BTP FUTURE 08/03/2022 | EUR | 30,506,840.00 | (290.00) | 626,324.44 |
| EURO-BUND FUTURE 08/03/2022 | EUR | 10,201,800.00 | (100.00) | 264,306.70 |
| SHORT TERM EURO BTP FUTURES 08/03/2022 | EUR | 30,014,700.00 | (300.00) | 155,867.30 |
| US 10YR NOTE FUT (CBT) 22/03/2022 | USD | 9,777,990.94 | (100.00) | (17,861.85) |
|  |  |  |  | 1,432,077.43 |


#### As at December 31, 2021, the sub-fund GENERALI INVESTMENTS SICAV - SRI Euro Green & Sustainable Bond was engaged in a financial future contract with EUREX GERMANY.
| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| EURO-BTP FUTURE 08/03/2022 EURO-BUND FUTURE 08/03/2022 | EUR EUR | 27,350,960.00 7,651,350.00 | (260.00) (75.00) | 635,630.00 211,921.87 |
| 847,551.87 |


#### As at December 31, 2021, the sub-fund GENERALI INVESTMENTS SICAV - Euro Short Term Bond was engaged in a financial future contract with EUREX GERMANY.
| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| EURO-SCHATZ FUTURE 08/03/2022 SHORT TERM EURO BTP FUTURES 08/03/2022 | EUR EUR | 141,747,200.00 140,068,600.00 | (1,400.00) (1,400.00) | 265,850.00 590,818.40 |
| 856,668.40 |


#### As at December 31, 2021, the sub-fund GENERALI INVESTMENTS SICAV - SRI Euro Premium High Yield was engaged in a financial future contract with JP MORGAN LONDON.
| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| EURO-BTP FUTURE 08/03/2022 | EUR | 1,262,352.00 | (12.00) | 27,883.00 |
| 27,883.00 |


#### As at December 31, 2021, the sub-fund GENERALI INVESTMENTS SICAV - Absolute Return Multi Strategies was engaged in financial future contracts with JP MORGAN LONDON.
| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| EURO BUXL 30Y BONDS 08/03/2022 | EUR | 3,189,080.00 | (20.00) | 203,800.00 |
| EURO STOXX 50 - FUTURE 18/03/2022 | EUR | 2,579,046.00 | (60.00) | (84,000.00) |
| EURO STOXX BANKS (SX7E) 18/03/2022 | EUR | 1,004,400.00 | 200.00 | 47,300.00 |
| EURO-BOBL FUTURE 08/03/2022 | EUR | 10,222,600.00 | (100.00) | 76,000.00 |
| LONG GILT FUTURE (LIFFE) 29/03/2022 | GBP | 7,917,162.93 | (50.00) | 74,440.21 |
| STOXX 600 TRAVEL & LSRE SXTP 18/03/2022 | EUR | 1,685,552.50 | 145.00 | 144,275.00 |
| STOXX 600(SXXP) 18/03/2022 | EUR | 11,585,250.00 | (475.00) | (372,875.00) |
|  |  |  |  | 88,940.21 |


#### As at December 31, 2021, the sub-fund GENERALI INVESTMENTS SICAV - Global Multi Asset Income was engaged in financial future contracts with JP MORGAN LONDON.
| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| BBG COMMODITY 16/03/2022 | USD | 9,453,009.99 | (1,084.00) | (215,427.37) |
| CAN 10YR BOND FUT. 22/03/2022 | CAD | 345,398.54 | 5.00 | (1,357.47) |
| ENI SPA 15/12/2023 | EUR | 4,888,000.00 | 400.00 | 48,800.00 |
| EUR/CAD X-RATE 14/03/2022 | CAD | 2,697,528.72 | 31.00 | 9,711.10 |
| EUR-JPY 14/03/2022 | JPY | 16,227.04 | 17.00 | 39,918.52 |
| EURO / GBP FUTURE 14/03/2022 | GBP | 15,781,324.44 | 106.00 | (273,805.98) |
| EURO FX CURR FUT (CME) 14/03/2022 | USD | 53,420,682.38 | 486.00 | 338,899.59 |
| EURO STOXX 50 DVP (SX5ED) 15/12/2023 | EUR | 12,856,508.00 | 1,279.00 | 2,201,010.00 |
| EURO STOXX 50 DVP (SX5ED) 16/12/2022 | EUR | 1,447,488.00 | 144.00 | 153,680.00 |
| EURO STOXX 50 DVP (SX5ED) 18/12/2026 | EUR | 1,507,800.00 | 150.00 | 87,000.00 |
| EURO STOXX 50 DVP (SX5ED) 19/12/2025 | EUR | 1,507,800.00 | 150.00 | 89,650.00 |
| EURO STOXX 50 DVP (SX5ED) 20/12/2024 | EUR | 5,528,600.00 | 550.00 | 311,350.00 |
| EURO STOXX BANKS (SX7E) 18/03/2022 | EUR | 4,620,240.00 | 920.00 | 124,514.80 |
| EURO-BUND FUTURE 08/03/2022 | EUR | 1,530,270.00 | (15.00) | 44,390.00 |
| FTSE 100 INDEX 18/03/2022 | GBP | 1,143,389.95 | (13.00) | (23,558.83) |
| FTSE100 DIVIX-RDSA WHLDG 14/12/2023 | GBP | 100,226.30 | 1,500.00 | 1,293,473.09 |
| FTSE100 DIVIX-RDSA WHLDG 15/12/2022 | GBP | 53,454.03 | 800.00 | 668,294.43 |
| FTSE100 DIVIX-RDSA WHLDG 19/12/2024 | GBP | 33,408.77 | 500.00 | 313,244.41 |
| LONG GILT FUTURE (LIFFE) 29/03/2022 | GBP | 1,583,432.59 | (10.00) | 23,880.42 |
| MSCI EMERGING MARKETS INDEX 18/03/2022 | USD | 2,275,080.02 | 42.00 | 12,816.57 |
| RUSSELL 2000 E MINI INDEX FUT 18/03/2022 | USD | 3,356,517.85 | 34.00 | 50,677.10 |
| S&P / TSE 60 IX FUTURE 17/03/2022 | CAD | 3,942,020.19 | 22.00 | 66,528.36 |
| S&P 500 E-MINI FUTURE 18/03/2022 | USD | 26,823,383.75 | 128.00 | 324,508.18 |

| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| SOCIETE GENERALE SA 16/12/2022 | EUR | 8,789,655.00 | 291.00 | 3,783.00 |
| STOXX 600 BASIC RESSOURCES 18/03/2022 | EUR | 450,570.00 | 15.00 | 20,850.00 |
| STOXX 600 OIL&GAS 18/03/2022 | EUR | 830,700.00 | 60.00 | 11,100.00 |
| STOXX BANKS DVP 15/12/2023 | EUR | 12,430.00 | 2,486.00 | 3,523,590.00 |
| STOXX BANKS DVP 16/12/2022 | EUR | 4,500.00 | 900.00 | 22,500.00 |
| TOPIX INDX FUTR 10/03/2022 | JPY | 3,499,206.02 | 23.00 | 25,579.50 |
| TOTALENERGIES 15/12/2023 | EUR | 17,852,000.00 | 400.00 | 72,000.00 |
| TOTALENERGIES 17/12/2027 | EUR | 17,852,000.00 | 400.00 | 254,800.00 |
| US 10YR NOTE FUT (CBT) 22/03/2022 | USD | 9,386,871.30 | 96.00 | 83,600.36 |
| YEN DENOM NIKKEI 225 10/03/2022 | JPY | 3,078,051.61 | 28.00 | 18,632.47 |
|  |  |  |  | 9,724,632.25 |


#### As at December 31, 2021, the sub-fund GENERALI INVESTMENTS SICAV - Global Income Opportunities was engaged in financial future contracts with BNP PARIBAS SECURITIES SERVICE.
| Name | Currency | Commitment in EUR | Quantity | Unrealised appreciation/ (depreciation) in EUR |
| --- | --- | --- | --- | --- |
| EURO-BUND FUTURE 08/03/2022 | EUR | 18,771,312.00 | (184.00) | 419,520.00 |
| LONG GILT FUTURE (LIFFE) 29/03/2022 | GBP | 4,908,641.02 | (31.00) | (16,364.93) |
| ULTRA 10 YEAR US TREASURY 22/03/2022 | USD | 83,345,332.84 | (969.00) | (1,790,197.02) |
| ULTRA LONG TERM US TRS BD FUT 22/03/2022 | USD | 32,048,287.46 | (300.00) | (1,004,600.07) |
| US 10YR NOTE FUT (CBT) 22/03/2022 | USD | 9,875,770.85 | (101.00) | (135,442.76) |
| US 5YR NOTE FUTURE (CBT) 31/03/2022 | USD | 210,340,248.78 | (2,441.00) | (1,079,042.14) |
|  |  |  |  | (3,606,126.92) |


#### Please refer to the Note 13 for detailed collateral information.
-

Translation (ENFR, 2021-12-31):
# Positions ouvertes sur contrats future
#### Au 31 décembre 2021, le compartiment GENERALI INVESTMENTS SICAV - Euro Equity Controlled Volatility était engagé dans un contrat future avec JP MORGAN LONDON.
| Nom | Devise | Engagement en EUR | Quantité | Plus/(Moins)-value non réalisée en EUR) |
| --- | --- | --- | --- | --- |
| EURO STOXX 50 - FUTURE 18/03/2022 | EUR | 59.017.169,30 | (1.373,00) | (1.922.200,00) |
| (1.922.200,00) |


#### Au 31 décembre 2021, le compartiment GENERALI INVESTMENTS SICAV - Euro Bond était engagé dans des contrats future avec JP MORGAN LONDON.
| Nom | Devise | Engagement en EUR | Quantité | Plus/(Moins)-value non réalisée en EUR) |
| --- | --- | --- | --- | --- |
| EURO BUXL 30Y BONDS 08/03/2022 | EUR | 15.945.400,00 | 100,00 | (233.788,00) |
| EURO-BOBL FUTURE 08/03/2022 | EUR | 143.116.400,00 | (1.400,00) | 1.268.239,20 |
| EURO-BTP FUTURE 08/03/2022 | EUR | 189.352.800,00 | (1.800,00) | 3.915.247,20 |
| EURO-BUND FUTURE 08/03/2022 | EUR | 15.302.700,00 | 150,00 | (152.500,00) |
| SHORT TERM EURO BTP FUTURES 08/03/2022 | EUR | 90.044.100,00 | (900,00) | 457.241,60 |
|  |  |  |  | 5.254.440,00 |


#### Au 31 décembre 2021, le compartiment GENERALI INVESTMENTS SICAV - Euro Bond 1-3 Years était engagé dans des contrats future avec JP MORGAN LONDON.
| Nom | Devise | Engagement en EUR | Quantité | Plus/(Moins)-value non réalisée en EUR) |
| --- | --- | --- | --- | --- |
| EURO BUXL 30Y BONDS 08/03/2022 | EUR | 1.594.540,00 | (10,00) | 99.345,96 |
| EURO-BOBL FUTURE 08/03/2022 | EUR | 86.892.100,00 | (850,00) | 784.052,65 |
| EURO-BTP FUTURE 08/03/2022 | EUR | 110.455.800,00 | (1,050,00) | 2.158.715,40 |
| EURO-BUND FUTURE 08/03/2022 | EUR | 5.100.900,00 | (50,00) | 133.500,00 |
| SHORT TERM EURO BTP FUTURES 08/03/2022 | EUR | 70.034.300,00 | (700,00) | 346.423,20 |
|  |  |  |  | 3.522.037,21 |


#### Au 31 décembre 2021, le compartiment GENERALI INVESTMENTS SICAV - Euro Aggregate Bond était engagé dans des contrats future avec JP MORGAN LONDON.
| Nom | Devise | Engagement en EUR | Quantité | Plus/(Moins)-value non réalisée en EUR) |
| --- | --- | --- | --- | --- |
| EURO BUXL 30Y BONDS 08/03/2022 | EUR | 1.594.540,00 | (10,00) | 99.345,96 |
| EURO FX CURR FUT (CME) 14/03/2022 | USD | 3.847.168,48 | 35,00 | 49.539,98 |
| EURO-BOBL FUTURE 08/03/2022 | EUR | 30.667.800,00 | (300,00) | 254.554,90 |
| EURO-BTP FUTURE 08/03/2022 | EUR | 30.506.840,00 | (290,00) | 626.324,44 |
| EURO-BUND FUTURE 08/03/2022 | EUR | 10.201.800,00 | (100,00) | 264.306,70 |
| SHORT TERM EURO BTP FUTURES 08/03/2022 | EUR | 30.014.700,00 | (300,00) | 155.867,30 |
| US 10YR NOTE FUT (CBT) 22/03/2022 | USD | 9.777.990,94 | (100,00) | (17.861,85) |
|  |  |  |  | 1.432.077,43 |


#### Au 31 décembre 2021, le compartiment GENERALI INVESTMENTS SICAV - SRI Euro Green & Sustainable Bond était engagé dans un contrat future avec EUREX Allemagne.
| Nom | Devise | Engagement en EUR | Quantité | Plus/(Moins)-value non réalisée en EUR) |
| --- | --- | --- | --- | --- |
| EURO-BTP FUTURE 08/03/2022 | EUR | 27.350.960,00 | (260,00) | 635.630,00 |
| EURO-BUND FUTURE 08/03/2022 | EUR | 7.651.350,00 | (75,00) | 211.921,87 |
|  |  |  |  | 847.551,87 |


#### Au 31 décembre 2021, le compartiment GENERALI INVESTMENTS SICAV - Euro Short Term Bond était engagé dans un contrat future avec EUREX Allemagne.
| Nom | Devise | Engagement en EUR | Quantité | Plus/(Moins)-value non réalisée en EUR) |
| --- | --- | --- | --- | --- |
| EURO-SCHATZ FUTURE 08/03/2022 | EUR | 141.747.200,00 | (1.400,00) | 265.850,00 |
| SHORT TERM EURO BTP FUTURES 08/03/2022 | EUR | 140.068.600,00 | (1.400,00) | 590.818,40 |
|  |  |  |  | 856.668,40 |


#### Au 31 décembre 2021, le compartiment GENERALI INVESTMENTS SICAV - SRI Euro Premium High Yield était engagé dans des contrats future avec JP MORGAN LONDON.
| Nom | Devise | Engagement en EUR | Quantité | Plus/(Moins)-value non réalisée en EUR) |
| --- | --- | --- | --- | --- |
| EURO-BTP FUTURE 08/03/2022 | EUR | 1.262.352,00 | (12,00) | 27.883,00 |
| 27.883,00 |


#### Au 31 décembre 2021, le compartiment GENERALI INVESTMENTS SICAV - Absolute Return Multi Strategies.était engagé dans des contrats future avec JP MORGAN LONDON.
| Nom | Devise | Engagement en EUR | Quantité | Plus/(Moins)-value non réalisée en EUR) |
| --- | --- | --- | --- | --- |
| EURO BUXL 30Y BONDS 08/03/2022 | EUR | 3.189.080,00 | (20,00) | 203.800,00 |
| EURO STOXX 50 - FUTURE 18/03/2022 | EUR | 2.579.046,00 | (60,00) | (84.000,00) |
| EURO STOXX BANKS (SX7E) 18/03/2022 | EUR | 1.004.400,00 | 200,00 | 47.300,00 |
| EURO-BOBL FUTURE 08/03/2022 | EUR | 10.222.600,00 | (100,00) | 76.000,00 |
| LONG GILT FUTURE (LIFFE) 29/03/2022 | GBP | 7.917.162,93 | (50,00) | 74.440,21 |
| STOXX 600 TRAVEL & LSRE SXTP 18/03/2022 | EUR | 1.685.552,50 | 145,00 | 144.275,00 |
| STOXX 600(SXXP) 18/03/2022 | EUR | 11.585.250,00 | (475,00) | (372.875,00) |
|  |  |  |  | 88.940,21 |


#### Au 31 décembre 2021, le compartiment GENERALI INVESTMENTS SICAV - Global Multi Asset Income était engagé dans des contrats future avec JP MORGAN LONDON.
| Nom | Devise | Engagement en EUR | Quantité | Plus/(Moins)-value non réalisée en EUR) |
| --- | --- | --- | --- | --- |
| BBG COMMODITY 16/03/2022 | USD | 9.453.009,99 | (1,084,00) | (215.427,37) |
| CAN 10YR BOND FUT. 22/03/2022 | CAD | 345.398,54 | 5,00 | (1.357,47) |
| ENI SPA 15/12/2023 | EUR | 4.888.000,00 | 400,00 | 48.800,00 |
| EUR/CAD X-RATE 14/03/2022 | CAD | 2.697.528,72 | 31,00 | 9.711,10 |
| EUR-JPY 14/03/2022 | JPY | 16.227,04 | 17,00 | 39.918,52 |
| EURO / GBP FUTURE 14/03/2022 | GBP | 15.781.324,44 | 106,00 | (273.805,98) |
| EURO FX CURR FUT (CME) 14/03/2022 | USD | 53.420.682,38 | 486,00 | 338.899,59 |
| EURO STOXX 50 DVP (SX5ED) 15/12/2023 | EUR | 12.856.508,00 | 1,279,00 | 2.201.010,00 |
| EURO STOXX 50 DVP (SX5ED) 16/12/2022 | EUR | 1.447.488,00 | 144,00 | 153.680,00 |
| EURO STOXX 50 DVP (SX5ED) 18/12/2026 | EUR | 1.507.800,00 | 150,00 | 87.000,00 |
| EURO STOXX 50 DVP (SX5ED) 19/12/2025 | EUR | 1.507.800,00 | 150,00 | 89.650,00 |
| EURO STOXX 50 DVP (SX5ED) 20/12/2024 | EUR | 5.528.600,00 | 550,00 | 311.350,00 |
| EURO STOXX BANKS (SX7E) 18/03/2022 | EUR | 4.620.240,00 | 920,00 | 124.514,80 |
| EURO-BUND FUTURE 08/03/2022 | EUR | 1.530.270,00 | (15,00) | 44.390,00 |
| FTSE 100 INDEX 18/03/2022 | GBP | 1.143.389,95 | (13,00) | (23.558,83) |
| FTSE100 DIVIX-RDSA WHLDG 14/12/2023 | GBP | 100.226,30 | 1,500,00 | 1.293.473,09 |
| FTSE100 DIVIX-RDSA WHLDG 15/12/2022 | GBP | 53.454,03 | 800,00 | 668.294,43 |
| FTSE100 DIVIX-RDSA WHLDG 19/12/2024 | GBP | 33.408,77 | 500,00 | 313.244,41 |
| LONG GILT FUTURE (LIFFE) 29/03/2022 | GBP | 1.583.432,59 | (10,00) | 23.880,42 |
| MSCI EMERGING MARKETS INDEX 18/03/2022 | USD | 2.275.080,02 | 42,00 | 12.816,57 |
| RUSSELL 2000 E MINI INDEX FUT 18/03/2022 | USD | 3.356.517,85 | 34,00 | 50.677,10 |
| S&P / TSE 60 IX FUTURE 17/03/2022 | CAD | 3.942.020,19 | 22,00 | 66.528,36 |
| S&P 500 E-MINI FUTURE 18/03/2022 | USD | 26.823.383,75 | 128,00 | 324.508,18 |
| SOCIETE GENERALE SA 16/12/2022 | EUR | 8.789.655,00 | 291,00 | 3.783,00 |
| STOXX 600 BASIC RESSOURCES 18/03/2022 | EUR | 450.570,00 | 15,00 | 20.850,00 |
| STOXX 600 OIL&GAS 18/03/2022 | EUR | 830.700,00 | 60,00 | 11.100,00 |
| STOXX BANKS DVP 15/12/2023 | EUR | 12.430,00 | 2,486,00 | 3.523.590,00 |
| STOXX BANKS DVP 16/12/2022 | EUR | 4.500,00 | 900,00 | 22.500,00 |
| TOPIX INDX FUTR 10/03/2022 | JPY | 3.499.206,02 | 23,00 | 25.579,50 |
| TOTALENERGIES 15/12/2023 | EUR | 17.852.000,00 | 400,00 | 72.000,00 |
| TOTALENERGIES 17/12/2027 | EUR | 17.852.000,00 | 400,00 | 254.800,00 |
| US 10YR NOTE FUT (CBT) 22/03/2022 | USD | 9.386.871,30 | 96,00 | 83.600,36 |
| YEN DENOM NIKKEI 225 10/03/2022 | JPY | 3.078.051,61 | 28,00 | 18.632,47 |
|  |  |  |  | 9.724.632,25 |


#### Au 31 décembre 2021, le compartiment GENERALI INVESTMENTS SICAV - Global Income Opportunities était engagé dans des contrats future avec BNP PARIBAS SECURITIES SERVICE.
| Nom | Devise | Engagement en EUR | Quantité | Plus/(Moins)-value non réalisée en EUR) |
| --- | --- | --- | --- | --- |
| EURO-BUND FUTURE 08/03/2022 | EUR | 18.771.312,00 | (184,00) | 419.520,00 |
| LONG GILT FUTURE (LIFFE) 29/03/2022 | GBP | 4.908.641,02 | (31,00) | (16.364,93) |
| ULTRA 10 YEAR US TREASURY 22/03/2022 | USD | 83.345.332,84 | (969,00) | (1.790.197,02) |
| ULTRA LONG TERM US TRS BD FUT 22/03/2022 | USD | 32.048.287,46 | (300,00) | (1.004.600,07) |
| US 10YR NOTE FUT (CBT) 22/03/2022 | USD | 9.875.770,85 | (101,00) | (135.442,76) |
| US 5YR NOTE FUTURE (CBT) 31/03/2022 | USD | 210.340.248,78 | (2.441,00) | (1.079.042,14) |
|  |  |  |  | (3.606.126,92) |


#### Se référer à la note 13 pour le détail des garanties.
-