# INDOSUEZ FUNDS
## Notes to the financial statements - Schedule of derivative
instruments
As at 31/12/20, the following option contracts were outstanding :
INDOSUEZ FUNDS - America Opportunities
| Quantity Denomination	Currency | Commitment (in absolute value) | Market value (in USD) | Unrealised (in USD) |
| --- | --- | --- | --- |
| Purchase of options |  |  |  |
| 850,00 | BANK AMERICA JAN 30.000 15.01.21 CALL | USD | 0,00 | 77.350,00 | 29.310,97 |
| 500,00 | CBOE VOLATILY FEB 29.000 17.02.21 CALL | USD | 0,00 | 140.000,00 | -15.000,00 |
| 800,00 | CBOE VOLATILY JAN 28.000 20.01.21 CALL | USD | 0,00 | 124.000,00 | -119.500,00 |
| 500,00 | CBOE VOLATILY JAN 29.000 20.01.21 CALL | USD | 0,00 | 67.500,00 | -77.500,00 |
| 350,00 | CHEVRON	JAN 92.500 15.01.21 CALL | USD | 0,00 | 11.900,00 | -49.345,00 |
| 850,00 | CISCO SYSTEMS JAN 45.000 15.01.21 CALL | USD | 0,00 | 45.900,00 | -25.868,99 |
| 800,00 | EXXON MOBIL  JAN 43.500 15.01.21 CALL | USD | 0,00 | 32.800,00 | -31.187,04 |
| 100,00 | MICROSOFT	JAN 225.00 15.01.21 CALL | USD | 0,00 | 32.000,00 | -11.100,00 |
| 7,00 | NASDAQ 100	JAN 12350 15.01.21 PUT | USD | 0,00 | 64.295,00 | -90.405,00 |
| 7,00 | NASDAQ 100	JAN 12475 15.01.21 PUT | USD | 0,00 | 82.656,00 | -117.614,00 |
| 2,00 | NASDAQ 100	JUN 14400 18.06.21 CALL | USD | 0,00 | 49.240,00 | -21.060,00 |
| 2,00 | NASDAQ 100	MAR 12800 19.03.21 CALL | USD | 0,00 | 123.060,00 | -24.940,00 |
| 10,00 | NASDAQ 100	SEP 13075 17.09.21 CALL | USD | 0,00 | 981.800,00 | 568.800,00 |
| 10,00 | NASDAQ 100	SEP 9800.0 17.09.21 PUT | USD | 0,00 | 307.750,00 | -569.250,00 |
| 7,00 | NDX	JAN 12125 11.01.21 PUT | USD | 0,00 | 24.150,00 | -185.850,00 |
| 7,00 | NDX	JAN 12225 04.01.21 PUT | USD | 0,00 | 1.692,67 | -119.127,33 |
| 7,00 | NDX	JAN 12475 22.01.21 PUT | USD | 0,00 | 111.580,00 | -66.748,00 |
| 7,00 | NDX	JAN 12550 19.01.21 PUT | USD | 0,00 | 101.220,00 | -4.620,00 |
| 12,00 | SP 500	JAN 3530.0 04.01.21 PUT | USD | 0,00 | 1.260,00 | -14.700,00 |
| 12,00 | SP 500	JAN 3530.0 11.01.21 PUT | USD | 0,00 | 8.220,00 | -5.460,00 |
| 12,00 | SP 500	JAN 3545.0 15.01.21 PUT | USD | 0,00 | 14.960,16 | -3.879,84 |
| 12,00 | SP 500	JAN 3555.0 13.01.21 PUT | USD | 0,00 | 12.960,00 | -2.640,00 |
| 12,00 | SP 500	JAN 3565.0 13.01.21 PUT | USD | 0,00 | 13.860,00 | -1.980,00 |
| 12,00 | SP 500	JAN 3640.0 11.01.21 CALL | USD | 0,00 | 154.980,00 | 52.620,00 |
| 12,00 | SP 500	JAN 3655.0 22.01.21 CALL | USD | 0,00 | 161.460,00 | 46.980,00 |
| 12,00 | SP 500	JAN 3665.0 08.01.21 CALL | USD | 0,00 | 123.360,00 | 20.040,00 |
| 12,00 | SP 500	JAN 3675.0 15.01.21 CALL | USD | 0,00 | 121.788,00 | 11.148,00 |
| 12,00 | SP 500	JAN 3695.0 22.01.21 CALL | USD | 0,00 | 108.720,00 | -5.040,00 |
| 12,00 | SP 500	JAN 3700.0 22.01.21 CALL | USD | 0,00 | 119.280,00 | 15.720,00 |
| 12,00 | SP 500	JAN 3710.0 19.01.21 CALL | USD | 0,00 | 101.340,00 | 18.420,00 |
| 500,00 | WALGREENS BOOT JAN 45.000 15.01.21 CALL | USD | 0,00 | 13.000,00 | -19.463,00 |

| 1.250,00 | BANK AMERICA JAN 27.000 15.01.21 PUT | USD | 200.803,75 | -6.250,00 | 41.360,00 |
| --- | --- | --- | --- | --- | --- |
| 380,00 | CHEVRON	JAN 82.500 15.01.21 PUT | USD | 1.152.066,90 | -58.900,00 | 3.702,00 |
| 970,00 | CISCO SYSTEMS JAN 43.000 15.01.21 PUT | USD | 1.180.684,00 | -33.950,00 | 40.598,96 |
| 60,00 | ETSY INC	JAN 205.00 08.01.21 CALL | USD | 61.912,68 | -2.280,00 | 20.422,00 |
| 900,00 | EXXON MOBIL  JAN 40.000 15.01.21 PUT | USD | 1.205.685,00 | -60.300,00 | 11.466,00 |
| 95,00 | FEDEX CORP	JAN 300.00 08.01.21 CALL | USD | 49.327,80 | -1.235,00 | 32.490,00 |
| 135,00 | MICROSOFT	JAN 210.00 15.01.21 PUT | USD | 495.440,55 | -11.880,00 | 29.614,01 |
| 7,00 | NASDAQ 100	JAN 12000 15.01.21 PUT | USD | 1.199.898,87 | -37.590,00 | 64.540,00 |
| 7,00 | NASDAQ 100	JAN 12200 15.01.21 PUT | USD | 1.569.792,50 | -53.585,00 | 94.465,00 |
| 7,00 | NASDAQ 100	JAN 13250 15.01.21 CALL | USD | 2.056.969,49 | -34.699,00 | 34.041,00 |
| 7,00 | NASDAQ 100	JAN 13325 15.01.21 CALL | USD | 1.623.923,28 | -30.975,00 | 22.085,00 |
| 10,00 | NASDAQ 100	SEP 10550 17.09.21 PUT | USD | 2.513.214,60 | -431.000,00 | 719.000,00 |
| 7,00 | NDX	JAN 11800 11.01.21 PUT | USD | 523.264,17 | -11.340,00 | 132.160,00 |
| 7,00 | NDX	JAN 11900 04.01.21 PUT | USD | 63.152,57 | -665,00 | 74.795,00 |
| 7,00 | NDX	JAN 12200 19.01.21 PUT | USD | 1.750.228,42 | -59.850,00 | 1.470,00 |
| 7,00 | NDX	JAN 12200 22.01.21 PUT | USD | 1.894.577,16 | -81.795,00 | 46.748,00 |
| 7,00 | NDX	JAN 13000 11.01.21 CALL | USD | 3.563.609,42 | -72.380,00 | -9.030,00 |
| 7,00 | NDX	JAN 13100 04.01.21 CALL | USD | 306.741,06 | -3.381,00 | 64.729,00 |
| 7,00 | NDX	JAN 13325 22.01.21 CALL | USD | 2.147.187,45 | -58.100,00 | -3.745,00 |
| 7,00 | NDX	JAN 13400 19.01.21 CALL | USD | 1.632.945,08 | -31.990,00 | 2.660,00 |
| 25,00 | RINGCENTRAL RG JAN 425.00 08.01.21 CALL | USD | 51.160,95 | -937,50 | 13.712,50 |
| 20,00 | SHOPIFY SVTG JAN 1270.0 15.01.21 CALL | USD | 307.890,40 | -15.060,00 | 42.940,00 |
| 300,00 | SNAP INC-A-  JAN 57.500 15.01.21 CALL | USD | 193.770,90 | -10.500,00 | 11.100,00 |
| 24,00 | SP 500	JAN 3710.0 11.01.21 CALL | USD | 5.949.614,88 | -129.840,00 | -17.760,00 |
| 12,00 | SP 500	JAN 3715.0 04.01.21 PUT | USD | 933.007,79 | -7.800,00 | 48.120,00 |
| 12,00 | SP 500	JAN 3715.0 11.01.21 PUT | USD | 1.613.607,67 | -44.400,00 | 6.780,00 |

Total Purchase of options Sale of options
3.334.081,83	-819.239,23
INDOSUEZ FUNDS - America Opportunities
Quantity Denomination
Currency
Commitment (in absolute value)
Market value
(in USD)
Unrealised (in USD)
| 12,00 | SP 500 | JAN 3730.0 15.01.21 PUT | USD | 4.507.284,00 | -48.399,00 | 13.641,00 |
| --- | --- | --- | --- | --- | --- | --- |
| 24,00 | SP 500 | JAN 3730.0 22.01.21 CALL | USD | 5.120.274,62 | -168.600,00 | -41.400,00 |
| 12,00 | SP 500 | JAN 3740.0 13.01.21 PUT | USD | 2.005.741,38 | -52.044,00 | 4.476,00 |
| 24,00 | SP 500 | JAN 3750.0 08.01.21 CALL | USD | 4.732.648,20 | -93.240,00 | 12.360,00 |
| 12,00 | SP 500 | JAN 3750.0 13.01.21 PUT | USD | 2.168.003,60 | -53.280,00 | 4.320,00 |
| 24,00 | SP 500 | JAN 3765.0 15.01.21 CALL | USD | 4.263.890,66 | -79.632,00 | 34.368,00 |
| 24,00 | SP 500 | JAN 3780.0 19.01.21 CALL | USD | 3.903.307,94 | -97.200,00 | -14.640,00 |
| 48,00 | SP 500 | JAN 3785.0 22.01.21 CALL | USD | 7.644.353,66 | -162.096,00 | 60.144,00 |
| 100,00 | SYNOPSYS	JAN 260.00 15.01.21 CALL | USD | 1.252.129,20 | -53.500,00 | -7.500,00 |
| 600,00 | WALGREENS BOOT JAN 37.500 15.01.21 PUT | USD | 581.450,40 | -34.200,00 | -1.951,02 |

Total Sale of options	-2.132.873,50	1.592.281,45
INDOSUEZ FUNDS - America Small & Mid Caps
| Quantity Denomination	Currency | Commitment (in absolute value) | Market value (in USD) | Unrealised (in USD) |
| --- | --- | --- | --- |
| Purchase of options |  |  |  |
| 140,00 | CBOE VOLATILY FEB 32.500 17.02.21 CALL | USD | 0,00 | 30.100,00 | -6.300,00 |
| 190,00 | CBOE VOLATILY JAN 30.000 20.01.21 CALL | USD | 0,00 | 24.700,00 | -19.750,00 |
| 100,00 | CBOE VOLATILY JAN 32.500 20.01.21 CALL | USD | 0,00 | 10.000,00 | -10.900,00 |
| 12,00 | RUSSELL	JAN 1915.0 08.01.21 PUT | USD | 0,00 | 16.188,00 | 468,00 |
| 18,00 | RUSSELL	JAN 1980.0 29.01.21 CALL | USD | 0,00 | 105.426,00 | -27.594,00 |
| 6,00 | RUSSELL 2000 JAN 1810.0 15.01.21 CALL | USD | 0,00 | 103.740,00 | 95.940,00 |
| 12,00 | RUSSELL 2000 JAN 1860.0 15.01.21 PUT | USD | 0,00 | 14.208,00 | -1.872,00 |
| 5,00 | RUSSELL 2000 JAN 1880.0 15.01.21 CALL | USD | 0,00 | 56.465,00 | 51.015,00 |
| 10,00 | RUSSELL 2000 JAN 1910.0 15.01.21 CALL | USD | 0,00 | 86.930,00 | 22.930,00 |

| 40,00 | ENPHASE ENERGY JAN 185.00 15.01.21 CALL | USD | 286.367,04 | -27.400,00 | -2.600,00 |
| --- | --- | --- | --- | --- | --- |
| 15,00 | MARKETAXESS HO JAN 610.00 15.01.21 CALL | USD | 118.961,76 | -4.237,50 | 9.262,50 |
| 55,00 | MATCH GROUP  JAN 160.00 15.01.21 CALL | USD | 216.480,00 | -8.745,00 | 10.780,00 |
| 45,00 | NICE	JAN 280.00 15.01.21 CALL | USD | 769.385,79 | -38.250,00 | -22.950,00 |
| 12,00 | RUSSELL	JAN 2015.0 08.01.21 PUT | USD | 1.661.248,03 | -64.308,00 | -19.908,00 |
| 36,00 | RUSSELL	JAN 2055.0 29.01.21 CALL | USD | 2.132.843,40 | -95.292,00 | 37.578,00 |
| 12,00 | RUSSELL 2000 JAN 1960.0 15.01.21 PUT | USD | 2.369.826,00 | -43.788,00 | 2.292,00 |
| 20,00 | RUSSELL 2000 JAN 1980.0 15.01.21 CALL | USD | 1.955.106,45 | -82.640,00 | -18.640,00 |
| 40,00 | TELADOC HEALTH JAN 220.00 15.01.21 CALL | USD | 152.769,44 | -8.640,00 | 5.360,00 |
| 30,00 | WIX.COM LTD  JAN 300.00 15.01.21 CALL | USD | 35.244,36 | -1.500,00 | 10.530,00 |

Total Purchase of options Sale of options
447.757,00	103.937,00
Total Sale of options	-374.800,50	11.704,50
INDOSUEZ FUNDS - Europe Opportunities
| Quantity Denomination	Currency | Commitment (in absolute value) | Market value (in EUR) | Unrealised (in EUR) |
| --- | --- | --- | --- |
| Purchase of options |  |  |  |
| 156,00 | VSTOXX INDEX FEB 29.000 17.02.21 CALL | EUR | 0,00 | 40,00 | 40,00 |
| 94,00 | VSTOXX INDEX JAN 26.000 20.01.21 CALL | EUR | 0,00 | -1.175,00 | -1.175,00 |
| 275,00 | VSTOXX INDEX JAN 27.000 20.01.21 CALL | EUR | 0,00 | -12.595,00 | -12.595,00 |
| Total Purchase of | options |  |  | -13.730,00 | -13.730,00 |
| Sale of options |  |  |  |  |  |
| 55,00 | ASML HOLDING N JAN 390.00 29.01.21 CALL | EUR | 1.128.270,00 | -102.905,00 | -17.655,00 |
| 490,00 | BNP PARIBAS  JAN 44.000 15.01.21 CALL | EUR | 891.325,19 | -49.000,00 | 34.790,00 |
| 82,00 | DAX	JAN 13650 29.01.21 CALL | EUR | 3.145.233,00 | -156.333,00 | -5.043,00 |

INDOSUEZ FUNDS - Europe Opportunities
| Quantity Denomination	Currency | Commitment (in absolute value) | Market value (in EUR) | Unrealised (in EUR) |
| --- | --- | --- | --- |
| 78,00 FTSE 100 | JAN 6575.0 15.01.21 PUT | GBP | 2.730.437,63 | -150.318,40 | -2.719,21 |
| Total Sale of options |  |  |  | -458.556,40 | 9.372,79 |

INDOSUEZ FUNDS - Europe Value
Quantity Denomination Sale of options
Currency
Commitment (in absolute value)
Market value
(in EUR)
Unrealised (in EUR)
22,00 FTSE 100	JAN 6575.0 15.01.21 PUT	GBP	770.123,43	-42.397,50	-746,84
Total Sale of options	-42.397,50	-746,84
INDOSUEZ FUNDS - FII Flexible Euro
| Quantity Denomination	Currency | Commitment (in absolute value) | Market value (in EUR) | Unrealised (in EUR) |
| --- | --- | --- | --- |
| Sale of options |  |  |  |
| 1.000,00 BANCO SANTAND JAN 2.500 | 15.01.21 CALL | EUR | 166.746,60 | -15.000,00 | -4.000,00 |
| 2.000,00 TELECOM ITALIA JAN 0.385 | 15.01.21 CALL | EUR | 197.757,60 | -13.400,00 | 10.600,00 |
| Total Sale of options |  |  |  | -28.400,00 | 6.600,00 |
| INDOSUEZ FUNDS - Navigator |  |  |  |  |  |
| Quantity Denomination	Currency | Commitment (in absolute value) | Market value (in EUR) | Unrealised (in EUR) |
| Purchase of options |  |  |  |  |  |
| 200,00 | CBOE VOLATILY FEB 29.000 17.02.21 CALL | USD | 0,00 | 45.768,46 | -4.878,93 |
| 400,00 | CBOE VOLATILY JAN 28.000 20.01.21 CALL | USD | 0,00 | 50.672,22 | -45.275,88 |
| 200,00 | CBOE VOLATILY JAN 29.000 20.01.21 CALL | USD | 0,00 | 22.066,94 | -27.255,91 |
| Total Purchase of | options |  |  | 118.507,62 | -77.410,72 |
| Sale of options |  |  |  |  |  |
| 90,00 | DAX	JAN 13150 15.01.21 CALL | EUR | 4.734.000,00 | -310.905,00 | -137.205,00 |
| 180,00 | DJ EURO STOXX JAN 3475.0 15.01.21 CALL | EUR | 4.719.326,98 | -208.980,00 | -34.920,00 |
| 100,00 | FTSE 100	JAN 6425.0 15.01.21 CALL | GBP | 4.005.796,67 | -146.910,96 | 35.224,50 |
| 125,00 | FTSE 100	JAN 6550.0 15.01.21 PUT | GBP | 5.413.238,74 | -219.249,25 | -41.650,71 |
| 6,00 | NASDAQ 100	JAN 11850 15.01.21 CALL | USD | 5.801.859,03 | -527.988,23 | -304.203,49 |
| 45,00 | RUSSELL	JAN 1975.0 22.01.21 CALL | USD | 3.726.004,47 | -198.639,21 | 56.622,55 |
| 40,00 | RUSSELL 2000 JAN 1860.0 15.01.21 PUT | USD | 1.104.001,32 | -38.707,04 | 178.069,28 |

Total Sale of options	-1.651.379,69	-248.062,87
As at 31/12/20, the following forward contracts were outstanding :
INDOSUEZ FUNDS - Balanced EUR
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 19.955.994,47 | USD | 23.400.000,00 | 25/01/21 | 841.632,30 | CA Indosuez Wealth (Europe) |
| USD | 2.673.000,00 | EUR | 2.293.239,53 | 25/01/21 | -109.741,39 | CA Indosuez Wealth (Europe) |
| EUR | 2.025.041,74 | USD | 2.426.000,00 | 25/01/21 | 43.333,46 | CA Indosuez Wealth (Europe) |
| USD | 1.356.000,00 | EUR | 1.108.268,70 | 25/01/21 | -590,63 | CA Indosuez Wealth (Europe) |
|  |  |  |  |  | 774.633,74 |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
INDOSUEZ FUNDS - Defensive EUR
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 3.552.849,27 | USD | 4.166.000,00 | 25/01/21 | 149.839,32 | CA Indosuez Wealth (Europe) |
| USD | 226.000,00 | EUR | 193.891,56 | 25/01/21 | -9.278,55 | CA Indosuez Wealth (Europe) |
| EUR | 563.439,07 | USD | 675.000,00 | 25/01/21 | 12.056,92 | CA Indosuez Wealth (Europe) |
| USD | 602.000,00 | EUR | 492.018,99 | 25/01/21 | -262,21 | CA Indosuez Wealth (Europe) |
|  |  |  |  |  | 152.355,48 |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
INDOSUEZ FUNDS - Defensive USD
| purchased | purchased | sale | sale | date | (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 1.705.676,70 | EUR | 1.453.000,00 | 25/01/21 | -73.022,59 | CA Indosuez Wealth (Europe) |
| USD | 71.479,80 | EUR | 61.000,00 | 25/01/21 | -3.193,67 | CA Indosuez Wealth (Europe) |
| EUR | 820.000,00 | USD | 982.360,00 | 25/01/21 | 21.469,65 | CA Indosuez Wealth (Europe) |
|  |  |  |  |  | -54.746,61 |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
INDOSUEZ FUNDS - FII Flexible Euro
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 2.510.040,16 | USD | 3.000.000,00 | 10/05/21 | 65.210,56 | Crédit Agricole (Suisse) SA |
| EUR | 6.479.981,49 | CHF | 7.000.000,00 | 14/05/21 | 1.626,24 | Crédit Agricole (Suisse) SA |
| EUR | 2.067.752,82 | USD | 2.500.000,00 | 03/03/21 | 27.278,64 | Crédit Agricole (Suisse) SA |
| EUR | 2.459.328,28 | CHF | 2.650.000,00 | 09/06/21 | 6.379,89 | Crédit Agricole (Suisse) SA |
|  |  |  |  |  | 100.495,33 |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
INDOSUEZ FUNDS - Global Bond USD 2023
| purchased | purchased | sale | sale | date | (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 1.276.584,00 | GBP | 1.000.000,00 | 06/10/22 | -95.424,31 | BofA Securities Europe SA |
| USD | 14.402.222,02 | EUR | 11.958.800,00 | 06/12/23 | -624.164,62 | Chase Bank AG |
| USD | 4.935.475,54 | EUR | 4.112.300,00 | 06/12/23 | -231.215,86 | BofA Securities Europe SA |
| USD | 461.583,69 | GBP | 353.500,00 | 06/12/23 | -25.666,88 | BofA Securities Europe SA |
| USD | 1.092.093,33 | GBP | 838.000,00 | 06/12/23 | -62.954,50 | BofA Securities Europe SA |
| USD | 1.315.004,16 | GBP | 1.000.800,00 | 06/12/23 | -64.531,19 | BofA Securities Europe SA |
| USD | 858.425,87 | EUR | 713.800,00 | 06/12/23 | -38.439,72 | BofA Securities Europe SA |
| USD | 1.194.170,84 | EUR | 990.400,00 | 06/12/23 | -50.318,20 | BofA Securities Europe SA |
| USD | 3.289.231,70 | EUR | 2.720.300,00 | 06/12/23 | -129.219,49 | BofA Securities Europe SA |
| USD | 571.378,69 | GBP | 431.700,00 | 06/12/23 | -23.726,92 | BofA Securities Europe SA |
| USD | 2.177.471,01 | EUR | 1.797.400,00 | 06/12/23 | -81.336,37 | BofA Securities Europe SA |
| USD | 2.410.143,25 | EUR | 1.986.700,00 | 06/12/23 | -86.650,52 | BofA Securities Europe SA |
| USD | 4.908.428,56 | EUR | 4.060.200,00 | 06/12/23 | -193.775,60 | BofA Securities Europe SA |
| USD | 636.181,23 | EUR | 525.100,00 | 06/12/23 | -23.717,52 | BofA Securities Europe SA |
| USD | 1.558.764,38 | GBP | 1.166.300,00 | 06/12/23 | -49.131,59 | Chase Bank AG |
| USD | 2.292.781,43 | GBP | 1.720.300,00 | 06/12/23 | -78.819,42 | Chase Bank AG |
| USD | 5.548.748,58 | EUR | 4.592.700,00 | 06/12/23 | -222.521,87 | BofA Securities Europe SA |
| USD | 487.248,12 | EUR | 402.000,00 | 06/12/23 | -17.955,23 | Chase Bank AG |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
INDOSUEZ FUNDS - Global Bond USD 2023
| purchased | purchased | sale | sale | date | (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 1.194.237,55 | EUR | 985.800,00 | 06/12/23 | -44.625,00 | Chase Bank AG |
| USD | 1.189.358,06 | GBP | 894.500,00 | 06/12/23 | -43.772,58 | Chase Bank AG |
| USD | 744.431,18 | GBP | 564.400,00 | 06/02/23 | -30.762,35 | BofA Securities Europe SA |
| USD | 1.849.695,65 | EUR | 1.558.900,00 | 06/02/23 | -90.880,25 | BofA Securities Europe SA |
| USD | 1.204.045,70 | EUR | 1.000.000,00 | 06/12/23 | -52.459,71 | Chase Bank AG |
| USD | 1.203.997,40 | EUR | 1.000.000,00 | 06/12/23 | -52.506,68 | Chase Bank AG |
| USD | 1.037.288,83 | GBP | 782.700,00 | 06/12/23 | -41.687,84 | Chase Bank AG |
| USD | 1.580.168,85 | EUR | 1.313.600,00 | 06/12/23 | -70.336,54 | Chase Bank AG |
| USD | 1.282.386,17 | EUR | 1.067.600,00 | 06/12/23 | -58.975,44 | BofA Securities Europe SA |
| USD | 980.790,65 | GBP | 741.400,00 | 06/12/23 | -41.237,23 | Chase Bank AG |
| USD | 5.861.889,53 | EUR | 4.889.500,00 | 06/12/23 | -281.101,40 | BofA Securities Europe SA |
| USD | 2.101.664,10 | EUR | 1.748.000,00 | 06/12/23 | -94.625,03 | Chase Bank AG |
| USD | 3.628.573,30 | GBP | 2.715.500,00 | 06/12/23 | -115.089,83 | BofA Securities Europe SA |
| USD | 1.634.904,29 | GBP | 1.224.100,00 | 06/12/23 | -52.666,77 | BofA Securities Europe SA |
| USD | 6.008.011,23 | EUR | 5.014.800,00 | 06/12/23 | -292.289,94 | BofA Securities Europe SA |
| USD | 640.161,58 | EUR | 534.600,00 | 06/12/23 | -31.469,83 | BofA Securities Europe SA |
| USD | 1.544.760,09 | GBP | 1.164.800,00 | 06/12/23 | -60.962,98 | BofA Securities Europe SA |
| USD | 2.895.158,87 | EUR | 2.417.100,00 | 06/12/23 | -141.525,97 | BofA Securities Europe SA |
| USD | 4.788.280,00 | EUR | 4.000.000,00 | 06/12/23 | -236.977,91 | J.P. Morgan AG |
| EUR | 1.851.159,07 | USD | 2.200.000,00 | 06/12/23 | 129.342,45 | J.P. Morgan AG |
| EUR | 1.517.673,56 | USD | 1.800.000,00 | 06/12/23 | 109.712,41 | BNP Paribas |
| USD | 9.993.797,65 | EUR | 8.500.000,00 | 06/12/23 | -679.913,20 | BNP Paribas |
| USD | 3.212.535,24 | EUR | 2.646.800,00 | 06/12/23 | -113.885,79 | BNP Paribas |
| USD | 1.756.049,53 | EUR | 1.457.400,00 | 06/12/23 | -75.216,30 | BNP Paribas |
| USD | 8.400.851,62 | GBP | 6.275.400,00 | 03/02/21 | -179.195,17 | Morgan Stanley Bank AG |
|  |  |  |  |  | -4.742.678,69 |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
INDOSUEZ FUNDS - Global Bonds USD 2025 (launched on 16 November 2020)
Currency
Quantity Currency
Quantity
Maturity
Unrealised
| purchased | purchased | sale | sale | date | (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 1.350.492,99 | EUR | 1.100.000,00 | 15/05/24 | -39.142,92 | J.P. Morgan AG |
| USD | 3.376.873,26 | EUR | 2.700.000,00 | 05/11/25 | -92.708,74 | Banco Bilbao Vizcaya (Madrid) |
| USD | 2.284.270,96 | GBP | 1.700.000,00 | 13/06/25 | -75.348,63 | Banco Bilbao Vizcaya (Madrid) |
| USD | 611.727,85 | EUR | 500.000,00 | 15/05/24 | -19.855,78 | J.P. Morgan AG |
| USD | 1.246.425,70 | EUR | 1.000.000,00 | 05/11/25 | -38.394,86 | J.P. Morgan AG |
| USD | 334.416,20 | GBP | 250.000,00 | 13/06/25 | -12.563,06 | J.P. Morgan AG |
| USD | 1.229.986,70 | EUR | 1.000.000,00 | 15/05/24 | -33.392,05 | Banco Bilbao Vizcaya (Madrid) |
| USD | 1.238.502,30 | EUR | 1.000.000,00 | 12/12/24 | -33.285,52 | Banco Bilbao Vizcaya (Madrid) |
| USD | 1.236.091,40 | EUR | 1.000.000,00 | 12/12/24 | -35.602,52 | Banco Bilbao Vizcaya (Madrid) |
| USD | 1.243.808,40 | EUR | 1.000.000,00 | 12/12/24 | -28.186,08 | Banco Bilbao Vizcaya (Madrid) |
| USD | 1.235.088,20 | EUR | 1.000.000,00 | 15/05/24 | -28.455,74 | Banco Bilbao Vizcaya (Madrid) |
| USD | 629.708,65 | EUR | 500.000,00 | 05/11/25 | -13.020,95 | Banco Bilbao Vizcaya (Madrid) |
| USD | 373.300,26 | EUR | 300.000,00 | 12/12/24 | -8.304,22 | Banco Bilbao Vizcaya (Madrid) |
| USD | 519.767,77 | GBP | 388.200,00 | 03/02/21 | -10.999,08 | J.P. Morgan AG |
| USD | 509.852,84 | EUR | 400.000,00 | 13/06/25 | -2.329,09 | Banco Bilbao Vizcaya (Madrid) |
| USD | 635.945,20 | EUR | 500.000,00 | 13/06/25 | -4.221,00 | Banco Bilbao Vizcaya (Madrid) |
| USD | 631.587,95 | EUR | 500.000,00 | 12/12/24 | -4.786,45 | Banco Bilbao Vizcaya (Madrid) |
| USD | 395.383,50 | GBP | 300.000,00 | 03/02/21 | -14.790,35 | Standard Chartered Bank |
| USD | 266.143,20 | GBP | 200.000,00 | 03/02/21 | -7.306,62 | Standard Chartered Bank |
| USD | 575.868,51 | EUR | 450.000,00 | 05/11/25 | -3.036,96 | Banco Bilbao Vizcaya (Madrid) |
| USD | 501.726,64 | EUR | 400.000,00 | 15/05/24 | -3.939,99 | Banco Bilbao Vizcaya (Madrid) |
| USD | 765.813,06 | EUR | 600.000,00 | 13/06/25 | -2.505,98 | J.P. Morgan AG |
| USD | 664.647,42 | EUR | 526.618,12 | 15/05/24 | -1.218,42 | Société Générale |
|  |  |  |  |  | -513.395,01 |  |

INDOSUEZ FUNDS - Navigator
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 731.718,18 | EUR | 599.609,27 | 29/01/21 | -1.945,53 | * CACEIS Bank, Luxembourg Branch |
| USD | 22.492.670,38 | EUR | 18.431.704,98 | 29/01/21 | -59.804,59 | * CACEIS Bank, Luxembourg Branch |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
INDOSUEZ FUNDS - Navigator
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 129.133,88 | EUR | 105.819,25 | 29/01/21 | -343,34 * CACEIS Bank, | Luxembourg Branch |
| USD | 759.973,37 | EUR | 622.763,09 | 29/01/21 | -2.020,65 * CACEIS Bank, | Luxembourg Branch |
| CHF | 63.381,67 | EUR | 58.490,14 | 29/01/21 | 122,92 * CACEIS Bank, | Luxembourg Branch |
| CHF | 234.437,48 | EUR | 216.344,58 | 29/01/21 | 454,66 * CACEIS Bank, | Luxembourg Branch |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
-63.536,53
INDOSUEZ FUNDS - US Dollar Bonds (formerly INDOSUEZ FUNDS - Corporate Bonds US Dollar)
| purchased | purchased | sale | sale | date | (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 2.500.000,00 | USD | 2.790.750,00 | 25/03/21 | 273.129,35 | Crédit Foncier de Monaco |
| USD | 22.542.000,00 | EUR | 20.000.000,00 | 25/03/21 | -1.969.422,13 | Crédit Foncier de Monaco |
| EUR | 2.500.000,00 | USD | 2.937.500,00 | 25/03/21 | 126.870,31 | Crédit Foncier de Monaco |
|  |  |  |  |  | -1.569.422,47 |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
As at 31/12/20, the following future contracts were outstanding :
INDOSUEZ FUNDS - America Opportunities
Quantity (purchase/(sale)) Denomination
Futures on index
Currency
Commitment
(in USD)
(in absolute value)
Unrealised (in USD)
Broker
| 90 | DJIA MINI FUTURE-CBT 03/21 | USD | 13.772.916,00 | 107.175,00 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- | --- |
| 30 | E-MINI CONSUMER-CME 03/21 | USD | 4.875.600,00 | 136.800,00 | CACEIS Bank, Paris |
| 50 | EMINI FIN SECT IDX 03/21 | USD | 4.544.000,00 | 226.875,00 | CACEIS Bank, Paris |
| 160 | E-MINI INDUSTRIAL SE 03/21 | USD | 14.291.360,00 | 200.000,00 | CACEIS Bank, Paris |
| 105 | EMINI MATERIALS INDX 03/21 | USD | 8.055.810,00 | 291.900,00 | CACEIS Bank, Paris |
| 70 | E-MINI RUSSELL 2000 03/21 | USD | 6.911.992,50 | 201.163,85 | CACEIS Bank, Paris |
| 28 | NASDAQ 100 E-MINI 03/21 | USD | 7.217.436,80 | 92.820,00 | CACEIS Bank, Paris |
| 100 | NYSE FANG+ INDEX FUT 03/21 | USD | 3.161.950,00 | 42.631,00 | CACEIS Bank, Paris |
| 10 | S&P 500 EMINI INDEX 03/21 | USD | 1.878.035,00 | 19.025,00 | CACEIS Bank, Paris |
| -130 | VIX FUTURE (CBF) 01/21 | USD | 2.957.500,00 | 190.250,00 | CACEIS Bank, Paris |
| -50 | VIX FUTURE (CBF) 02/21 | USD | 1.137.500,00 | 8.750,00 | CACEIS Bank, Paris |
| 85 | VIX FUTURE (CBF) 05/21 | USD | 1.933.750,00 | -147.219,13 | CACEIS Bank, Paris |
| 85 | VIX FUTURE (CBF) 06/21 | USD | 1.933.750,00 | 23.273,00 | CACEIS Bank, Paris |
|  |  |  |  | 1.393.443,72 |  |

INDOSUEZ FUNDS - America Small & Mid Caps
Quantity (purchase/(sale)) Denomination
Futures on index
Currency
Commitment
(in USD)
(in absolute value)
Unrealised (in USD)
Broker
| 12 | DJIA MINI FUTURE-CBT 03/21 | USD | 1.836.388,80 | 23.100,00 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- | --- |
| 30 | EMINI ENERGY SE INDX 03/21 | USD | 1.192.650,00 | -66.760,00 | CACEIS Bank, Paris |
| 15 | EMINI FIN SECT IDX 03/21 | USD | 1.363.200,00 | 47.062,50 | CACEIS Bank, Paris |
| 235 | E-MINI RUSSELL 2000 03/21 | USD | 23.204.546,25 | 176.747,85 | CACEIS Bank, Paris |
| -29 | VIX FUTURE (CBF) 01/21 | USD | 659.750,00 | 24.925,00 | CACEIS Bank, Paris |
| -14 | VIX FUTURE (CBF) 02/21 | USD | 318.500,00 | 9.800,00 | CACEIS Bank, Paris |
| 25 | VIX FUTURE (CBF) 07/21 | USD | 568.750,00 | -11.770,00 | CACEIS Bank, Paris |
|  |  |  |  | 203.105,35 |  |

INDOSUEZ FUNDS - Euro Bonds (formerly INDOSUEZ FUNDS - Corporate Bonds Euro)
Commitment
| Quantity (purchase/(sale)) | Denomination | Currency | (in EUR) (in absolute value) | Unrealised (in EUR) | Broker |
| --- | --- | --- | --- | --- | --- |
| Futures on bonds |  |  |  |  |  |
| 5 | EURO BOBL FUTURE 03/21 | EUR | 518.042,50 | 550,00 | CACEIS Bank, Paris |
| 40 | EURO BUND FUTURE 03/21 | EUR | 4.225.960,00 | 27.600,00 | CACEIS Bank, Paris |
| 130 | US 10 YEARS NOTE 03/21 | USD | 11.795.211,68 | 19.921,54 | CACEIS Bank, Paris |
| 235 | US 5 YEARS NOTE-CBT 03/21 | USD | 19.168.144,77 | 55.518,52 | CACEIS Bank, Paris |
|  |  |  |  | 103.590,06 |  |

Futures on currency
-10
EUR/USD (CME) 03/21
USD	1.021.617,42
-9.552,12
-9.552,12
CACEIS Bank, Paris
INDOSUEZ FUNDS - Europe Opportunities
Quantity (purchase/(sale)) Denomination
Futures on index
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
| -158 | CAC40 10 EURO 01/21 | EUR | 8.771.227,80 | -1.325,00 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- | --- |
| -21 | DAX INDEX GERMANY 03/21 | EUR | 7.216.650,00 | -115.325,00 | CACEIS Bank, Paris |
| -120 | DJ EURO STOXX 600 03/21 | EUR | 3.621.660,00 | -123.960,00 | CACEIS Bank, Paris |

INDOSUEZ FUNDS - Europe Opportunities
| Quantity (purchase/(sale)) | Denomination | Currency | Commitment (in EUR) (in absolute value) | Unrealised (in EUR) | Broker |
| --- | --- | --- | --- | --- | --- |
| 151 | DJ STOXX 600 FOOD 03/21 | EUR | 5.397.721,50 | 126.840,00 | CACEIS Bank, Paris |
| -230 | DJ STX 600 REA (EUX) 03/21 | EUR | 1.964.775,00 | -37.950,00 | CACEIS Bank, Paris |
| 51 | DJ ST600 HLTH (EUX) 03/21 | EUR | 2.241.297,00 | 18.615,00 | CACEIS Bank, Paris |
| 195 | DJ.STOXX 600 AUTO 03/21 | EUR | 5.140.785,00 | -64.350,00 | CACEIS Bank, Paris |
| 240 | DJ.STOXX600 BASI 03/21 | EUR | 5.992.080,00 | -49.835,00 | CACEIS Bank, Paris |
| 30 | DJ.STOXX600 CHEM 03/21 | EUR | 1.671.270,00 | 20.705,45 | CACEIS Bank, Paris |
| 890 | DJ.STOXX600.BK(EUX) 03/21 | EUR | 4.815.345,00 | -124.600,00 | CACEIS Bank, Paris |
| 50 | DJ.STOXX600.INS(EUX) 03/21 | EUR | 697.850,00 | 500,00 | CACEIS Bank, Paris |
| -330 | DJ.STOXX600.TLC(EUX) 03/21 | EUR | 3.393.885,00 | 52.800,00 | CACEIS Bank, Paris |
| 107 | FTSE 100 INDEX 03/21 | GBP | 7.674.449,78 | -135.677,58 | CACEIS Bank, Paris |
| -328 | VSTOXX FUTURE 01/21 | EUR | 739.640,00 | -35.410,00 | CACEIS Bank, Paris |
| -156 | VSTOXX FUTURE 02/21 | EUR | 370.500,00 | -4.895,00 | CACEIS Bank, Paris |
|  |  |  |  | -473.867,13 |  |

Futures on currency
-15
EUR/GBP (CME) 03/21
GBP	2.094.738,02
12.673,17
12.673,17
CACEIS Bank, Paris
INDOSUEZ FUNDS - Europe Value
Quantity (purchase/(sale)) Denomination
Futures on index
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
| 21 | DJ.STOXX 600 AUTO 03/21 | EUR | 553.623,00 | -3.885,00 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- | --- |
| 100 | DJ.STOXX600.BK(EUX) 03/21 | EUR | 541.050,00 | -9.700,00 | CACEIS Bank, Paris |
| 27 | FTSE 100 INDEX 03/21 | GBP | 1.936.543,40 | -22.773,99 | CACEIS Bank, Paris |
|  |  |  |  | -36.358,99 |  |

INDOSUEZ FUNDS - FII Euro Equity Opportunities
Quantity (purchase/(sale)) Denomination
Futures on index
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
| 3 | DAX INDEX GERMANY 03/21 | EUR | 1.030.950,00 | 4.012,50 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- | --- |
| -480 | DJ EURO STOXX 50 03/21 | EUR | 17.052.672,00 | -186.239,30 | CACEIS Bank, Paris |
| 25 | DJ STX 600 F S (EUX) 03/21 | EUR | 757.812,50 | 14.750,00 | CACEIS Bank, Paris |
| -15 | DJ.STOXX 600 AUTO 03/21 | EUR | 395.445,00 | -955,00 | CACEIS Bank, Paris |
| 18 | DJ.STOXX 600 CONS 03/21 | EUR | 443.457,00 | 9.200,00 | CACEIS Bank, Paris |
| -70 | DJ.STOXX600.OIL(EUX) 03/21 | EUR | 827.365,00 | 6.650,00 | CACEIS Bank, Paris |
| -4 | FTSE MIB INDEX 03/21 | EUR | 442.580,00 | -16.680,00 | CACEIS Bank, Paris |
| 12 | FTSE 100 INDEX 03/21 | GBP | 860.685,96 | -12.300,30 | CACEIS Bank, Paris |
| 7 | NASDAQ 100 E-MINI 03/21 | USD | 1.474.691,84 | 33.033,39 | CACEIS Bank, Paris |
| 54 | S&P 500 EMINI INDEX 03/21 | USD | 8.288.495,77 | 112.733,44 | CACEIS Bank, Paris |
| 55 | SWISS MARKET INDEX 03/21 | CHF | 5.412.787,20 | 138.477,19 | CACEIS Bank, Paris |
|  |  |  |  | 102.681,92 |  |

INDOSUEZ FUNDS - FII Flexible Euro
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
| -13 | EURO BTP FUTURE -EUX 03/21 | EUR | 1.658.520,50 | -7.020,00 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- | --- |
| -7 | EURO-BONO SP GOV 03/21 | EUR | 741.618,50 | -910,00 | CACEIS Bank, Paris |
| -6 | EURO-OAT-FUTURES-EUX 03/21 | EUR | 766.713,00 | 180,00 | CACEIS Bank, Paris |
|  |  |  |  | -7.750,00 |  |

INDOSUEZ FUNDS - Fixed Income - Euro
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
-40
EURO BUND FUTURE 03/21
EUR	4.225.960,00
-19.600,00
-19.600,00
CACEIS Bank, Paris
INDOSUEZ FUNDS - Global Trends
Quantity (purchase/(sale)) Denomination
Futures on index
Currency
Commitment
(in USD)
(in absolute value)
Unrealised (in USD)
Broker
| 209 | DJ EURO STOXX 50 03/21 | EUR | 9.084.880,28 | 121.467,93 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- | --- |
| 59 | S&P 500 EMINI INDEX 03/21 | USD | 11.080.406,50 | 304.565,00 | CACEIS Bank, Paris |
| 29 | TOPIX (OSE) 03/21 | JPY | 5.082.617,83 | 95.500,97 | CACEIS Bank, Paris |
|  |  |  |  | 521.533,90 |  |

Futures on currency
| -15 EUR/CAD (IMM) 03/21 | CAD | 1.471.745,09 | -14.864,63 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- |
| -48 EUR/JPY (CME) 03/21 | JPY | 58.114,18 | 290,57 | CACEIS Bank, Paris |
| -30 EUR/SWISS FRANC(CME) 03/21 | CHF | 4.242.348,94 | -22.696,57 | CACEIS Bank, Paris |
| 23 EUR/USD (CME) 03/21 | USD | 2.875.000,00 | 22.971,25 | CACEIS Bank, Paris |
| 64 JPN YEN CURR FUT 03/21 | USD | 80.000,00 | 51.680,00 | CACEIS Bank, Paris |
| 72 USD/CAD (CME) 03/21 | USD | 72.000,00 | 936,00 | CACEIS Bank, Paris |
| 52 USD/GBP (CME) 03/21 | USD | 32.500,00 | 62.400,00 | CACEIS Bank, Paris |
|  |  |  | 100.716,62 |  |

INDOSUEZ FUNDS - Navigator
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
| 51 | EURO BTP FUTURE -EUX 03/21 | EUR | 6.506.503,50 | 45.900,00 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- | --- |
| 35 | EURO BUXL FUTURE 03/21 | EUR | 6.033.265,00 | 83.300,00 | CACEIS Bank, Paris |
| 47 | EURO-BONO SP GOV 03/21 | EUR | 4.979.438,50 | 24.910,00 | CACEIS Bank, Paris |
|  |  |  |  | 154.110,00 |  |

Futures on index
| 63 | DJIA MINI FUTURE-CBT 03/21 | USD | 7.879.564,55 | 38.277,96 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- | --- |
| 102 | E-MINI RUSSELL 2000 03/21 | USD | 8.231.588,82 | 129.831,23 | CACEIS Bank, Paris |
| 191 | FTSE TAIWAN 01/21 | USD | 7.965.943,36 | 196.924,83 | CACEIS Bank, Paris |
| 420 | FTSE/XINHUA CHIN-SGX 01/21 | USD | 6.079.882,31 | 171.509,95 | CACEIS Bank, Paris |
| 305 | MINI MSCI EMG MKT 03/21 | USD | 16.093.969,19 | 415.557,19 | CACEIS Bank, Paris |
| 72 | NASDAQ 100 E-MINI 03/21 | USD | 15.168.258,92 | 436.833,80 | CACEIS Bank, Paris |
| 307 | NYSE FANG+ INDEX FUT 03/21 | USD | 7.933.624,70 | 213.383,72 | CACEIS Bank, Paris |
| 229 | OMXS30 INDEX (OML) 01/21 | SEK | 4.280.432,40 | -35.869,51 | CACEIS Bank, Paris |
| 93 | S&P 500 EMINI INDEX 03/21 | USD | 14.274.631,60 | 190.002,45 | CACEIS Bank, Paris |
| 65 | SPI 200 INDEX (SFE) 03/21 | AUD | 6.750.776,36 | -73.931,00 | CACEIS Bank, Paris |
| 36 | S&P/TSE CAN 60 INDEX 03/21 | CAD | 4.752.424,94 | -46.997,69 | CACEIS Bank, Paris |
| 30 | TOPIX (OSE) 03/21 | JPY | 4.285.359,76 | 49.736,61 | CACEIS Bank, Paris |
| -60 | VIX FUTURE (CBF) 01/21 | USD | 1.115.606,23 | 64.974,87 | CACEIS Bank, Paris |
| -20 | VIX FUTURE (CBF) 02/21 | USD | 371.868,74 | 2.860,53 | CACEIS Bank, Paris |
|  |  |  |  | 1.753.094,94 |  |

Futures on currency
164
EUR/USD (CME) 03/21
USD	16.754.525,77
152.801,27
152.801,27
CACEIS Bank, Paris
INDOSUEZ FUNDS - US Dollar Bonds (formerly INDOSUEZ FUNDS - Corporate Bonds US Dollar)
Commitment
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
(in USD)
(in absolute value)
Unrealised (in USD)
Broker
| -140 US 10 YEARS NOTE 03/21 | USD | 15.542.187,50 | -31.875,00 | CACEIS Bank, Paris |
| --- | --- | --- | --- | --- |
| 200 US 2 YEARS NOTE- CBT 03/21 | USD | 41.591.406,40 | 5.078,11 | CACEIS Bank, Paris |
|  |  |  | -26.796,89 |  |

Translation (ENFR, 2020-12-31):
# INDOSUEZ FUNDS
## Combiné
INDOSUEZ FUNDS
Combiné

##### Etats Financiers au 31/12/20
Etat du Patrimoine au 31/12/20
Exprimé en EUR
| Actifs |  | 3.769.586.735,25 |
| --- | --- | --- |
| Portefeuille-titres à la valeur d'évaluation | Note 2 | 3.417.214.088,15 |
| Prix d'acquisition |  | 3.021.752.464,97 |
| Plus-value non réalisée sur le portefeuille-titres |  | 395.461.623,18 |
| Options achetées à la valeur de marché | Note 2 | 3.195.651,43 |
| Options achetées au prix d'acquisition |  | 3.871.404,30 |
| Avoirs en banque et liquidités | Note 2 | 234.863.125,69 |
| Compte d'appels de marge sur contrats "futures" |  | 81.493.199,76 |
| Intérêts à recevoir |  | 22.741.132,98 |
| Brokers à recevoir |  | 286.451,15 |
| Souscriptions à recevoir |  | 4.278.475,49 |
| Dividendes à recevoir |  | 243.192,48 |
| Plus-value non réalisée sur contrats de change à terme | Note 2 | 1.027.484,55 |
| Plus-value non réalisée sur contrats "futures" | Note 2 | 4.070.137,44 |
| Autres actifs |  | 173.796,13 |
| Passifs |  | 130.904.273,60 |
| Options vendues à la valeur de marché | Note 2 | 4.230.240,25 |
| Options vendues au prix d'acquisition |  | 5.308.331,27 |
| Dettes bancaires à vue |  | 16.047,84 |
| Intérêts à payer |  | 8.054,84 |
| Brokers à payer |  | 9.295.435,62 |
| Commissions de performance à payer | Note 3 | 14.856.942,16 |
| Rachats à payer |  | 92.484.665,32 |
| Moins-value non réalisée sur contrats de change à terme | Note 2 | 5.686.716,98 |
| Moins-value non réalisée sur contrats "futures" | Note 2 | 546.803,88 |
| Commissions de gestion à payer | Note 3 | 2.004.385,05 |
| Compte d'appels de marge sur contrats "futures" |  | 231.491,80 |
| Autres passifs |  | 1.543.489,86 |
| Valeur nette d'inventaire |  | 3.638.682.461,65 |

Les notes en annexe font partie intégrante de ces états financiers

#####
Combiné
Etat des Opérations et des Variations des Actifs Nets du 01/01/20 au 31/12/20
Exprimé en EUR
| Revenus |  | 83.506.921,39 |
| --- | --- | --- |
| Dividendes nets |  | 13.553.179,27 |
| Intérêts nets sur obligations | Note 2 | 69.813.118,43 |
| Intérêts bancaires à vue | Note 2 | 136.108,20 |
| Autres revenus financiers |  | 4.515,49 |
| Dépenses |  | 52.875.181,37 |
| Commissions de gestion | Note 3 | 21.564.636,19 |
| Commissions de banque dépositaire et sous-dépositaire | Note 9 | 1.861.594,26 |
| Taxe d'abonnement | Note 4 | 807.965,45 |
| Frais administratifs | Note 3 | 8.396.928,82 |
| Commission de performance | Note 3 | 14.970.706,11 |
| Frais professionnels |  | 223.812,68 |
| Intérêts bancaires sur découvert |  | 613.153,55 |
| Frais légaux |  | 256.745,59 |
| Frais de transaction | Note 2, 6 | 3.044.629,43 |
| Autres dépenses | Note 10 | 1.135.009,29 |
| Revenus nets des investissements |  | 30.631.740,02 |
| Bénéfice net / Perte nette réalisé(e) sur : - vente de titres |  | 32.738.049,42 |
| - contrats "options" |  | -560.781,73 |
| - contrats de change à terme |  | 1.042.893,74 |
| - contrats "futures" |  | -59.531.223,74 |
| - swaps |  | 149,95 |
| - change |  | -1.584.687,37 |
| Bénéfice net réalisé |  | 2.736.140,29 |
| Variation de la plus- ou moins-value nette non réalisée sur : - portefeuille-titres |  | 201.196.867,54 |
| - contrats "options" |  | 609.212,45 |
| - contrats de change à terme |  | -4.432.358,71 |
| - contrats " futures" |  | -2.122.617,63 |
| Augmentation des actifs nets résultant des opérations |  | 197.987.243,94 |
| Dividendes distribués | Note 8 | -23.062.334,93 |
| Souscriptions actions de capitalisation |  | 1.676.366.073,53 |
| Souscriptions actions de distribution |  | 349.473.278,20 |
| Rachats actions de capitalisation |  | -1.865.439.399,44 |
| Rachats actions de distribution |  | -385.679.241,77 |
| Diminution des actifs nets |  | -50.354.380,47 |
| Réévaluation de la balance d'ouverture | Note 2 | -163.949.008,21 |
| Actifs nets au début de l'année |  | 3.852.985.850,33 |
| Actifs nets à la fin de l'année |  | 3.638.682.461,65 |