# Notes to the financial statements - Schedule of derivative instruments
Forward foreign exchange contracts Candriam L Conservative Asset Allocation
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| GBP | 1,587,545 | EUR | 1,784,953 | 14/01/2021 | (11,662) | Société Générale |
| JPY | 59,977,000 | EUR | 475,798 | 14/01/2021 | (1,077) | Société Générale |
| NOK | 33,754,714 | EUR | 3,157,627 | 14/01/2021 | 63,649 | Société Générale |
| USD | 541,996 | JPY | 56,519,692 | 14/01/2021 | (4,502) | Société Générale |
| USD | 2,871,758 | EUR | 2,436,305 | 14/01/2021 | (89,852) | Société Générale |
| EUR | 129,953 | CHF | 141,000 | 14/01/2021 | (424) | UBS Europe SE |
| JPY | 22,201,254 | CHF | 191,821 | 14/01/2021 | (1,646) | UBS Europe SE |
| NOK | 859,000 | GBP | 73,857 | 14/01/2021 | (523) | UBS Europe SE |
| USD | 95,000 | EUR | 79,931 | 14/01/2021 | (2,308) | UBS Europe SE |
|  |  |  |  |  | 906,747 |  |

Candriam L Balanced Asset Allocation
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 383,937 | CAD | 594,000 | 14/01/2021 | 2,955 | BNP Paribas Paris |
| EUR | 480,867 | GBP | 434,000 | 14/01/2021 | (3,913) | BNP Paribas Paris |
| EUR | 1,134,627 | USD | 1,348,254 | 14/01/2021 | 33,001 | BNP Paribas Paris |
| GBP | 139,000 | USD | 184,207 | 14/01/2021 | 4,752 | BNP Paribas Paris |
| JPY | 7,291,000 | CHF | 62,667 | 14/01/2021 | (237) | BNP Paribas Paris |
| JPY | 159,606,000 | EUR | 1,308,191 | 14/01/2021 | (44,906) | BNP Paribas Paris |
| EUR | 85,000 | JPY | 10,500,021 | 14/01/2021 | 1,892 | CACEIS Bank, Lux. Branch |
| EUR | 1,454,000 | USD | 1,702,422 | 14/01/2021 | 62,997 | CACEIS Bank, Lux. Branch |
| USD | 149,272 | EUR | 127,000 | 14/01/2021 | (5,032) | CACEIS Bank, Lux. Branch |
| EUR | 135,825 | CHF | 146,000 | 14/01/2021 | 824 | Nomura Financial Products Europe |
| EUR | 3,606,557 | USD | 4,303,146 | 14/01/2021 | 90,554 | Nomura Financial Products Europe |
| JPY | 16,679,000 | EUR | 131,998 | 14/01/2021 | 18 | Nomura Financial Products Europe |
| JPY | 7,962,000 | USD | 76,424 | 14/01/2021 | 575 | Nomura Financial Products Europe |
| USD | 173,000 | CHF | 157,212 | 14/01/2021 | (4,012) | Nomura Financial Products Europe |
| USD | 415,158 | EUR | 345,699 | 14/01/2021 | (6,482) | Nomura Financial Products Europe |
| CHF | 545,997 | EUR | 509,014 | 14/01/2021 | (4,151) | Société Générale |
| CHF | 154,080 | USD | 168,000 | 14/01/2021 | 5,204 | Société Générale |
| EUR | 5,265,516 | USD | 6,043,076 | 14/01/2021 | 327,907 | Société Générale |
| EUR | 50,343 | JPY | 6,349,000 | 14/01/2021 | 90 | Société Générale |
| EUR | 83,880 | AUD | 137,000 | 14/01/2021 | (2,511) | Société Générale |
| EUR | 38,727 | CAD | 60,000 | 14/01/2021 | 244 | Société Générale |
| EUR | 378,919 | GBP | 347,413 | 14/01/2021 | (9,142) | Société Générale |
| GBP | 428,000 | USD | 564,621 | 14/01/2021 | 16,739 | Société Générale |
| GBP | 1,148,249 | EUR | 1,286,323 | 14/01/2021 | (3,726) | Société Générale |
| JPY | 27,181,000 | USD | 262,512 | 14/01/2021 | 645 | Société Générale |
| JPY | 51,451,622 | EUR | 411,285 | 14/01/2021 | (4,042) | Société Générale |
| NOK | 19,687,851 | EUR | 1,841,866 | 14/01/2021 | 36,982 | Société Générale |
| NOK | 717,781 | CHF | 73,000 | 14/01/2021 | 998 | Société Générale |
| NOK | 1,283,000 | USD | 141,901 | 14/01/2021 | 6,496 | Société Générale |
| USD | 338,000 | JPY | 35,281,645 | 14/01/2021 | (3,083) | Société Générale |
| USD | 1,364,733 | EUR | 1,142,542 | 14/01/2021 | (27,442) | Société Générale |
| EUR | 66,590 | SEK | 685,000 | 14/01/2021 | (1,572) | UBS Europe SE |
| JPY | 14,260,000 | CHF | 123,997 | 14/01/2021 | (1,787) | UBS Europe SE |
| JPY | 26,850,247 | USD | 256,370 | 14/01/2021 | 3,046 | UBS Europe SE |
| SEK | 786,000 | EUR | 75,543 | 14/01/2021 | 2,670 | UBS Europe SE |
|  |  |  |  |  | 476,551 |  |

Candriam L Dynamic Asset Allocation
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 68,462 | CAD | 106,000 | 14/01/2021 | 475 | BNP Paribas Paris |
| EUR | 33,237 | SEK | 346,000 | 14/01/2021 | (1,193) | BNP Paribas Paris |
| EUR | 64,263 | GBP | 58,000 | 14/01/2021 | (523) | BNP Paribas Paris |
| EUR | 152,000 | USD | 179,613 | 14/01/2021 | 5,243 | 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 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) |