# Notes to the financial statements - Schedule of derivative instruments
Futures
Candriam L Balanced Asset Allocation
| Quantity | Description | Currency | Commitment | Unrealised	Counterparty |
| --- | --- | --- | --- | --- |
| (purchase/(sale)) |  |  | (in EUR) (in absolute value) | (in EUR) |
| 18 | EURO BUND FUTURE 03/21 | EUR | 1,901,682 | 13,406	J.P. Morgan AG |
| (12) | EURO BUXL FUTURE 03/21 | EUR | 2,068,548 | (37,320)	J.P. Morgan AG |

18 EURO SCHATZ FUTURE 03/21	EUR	1,825,272 (630)	J.P. Morgan AG
147,998
Candriam L Dynamic Asset Allocation
| Quantity (purchase/(sale)) | Description | Currency | Commitment (in EUR) | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- |
|  |  |  | (in absolute value) |  |  |
| Futures on index |  |  |  |  |  |
| 1 | DAX INDEX GERMANY 03/21 | EUR | 343,650 | 11,900 | J.P. Morgan AG |
| (7) | DJ EURO STOXX 50 03/21 | EUR | 248,685 | (3,410) | J.P. Morgan AG |
| 2 | EMINI FIN SECT IDX 03/21 | USD | 148,551 | 7,397 | J.P. Morgan AG |
| 4 | E-MINI RUSSELL 2000 03/21 | USD | 322,807 | 9,816 | J.P. Morgan AG |
| 88 | EURO STOX BANK IDX 03/21 | EUR | 324,588 | (5,896) | J.P. Morgan AG |
| (1) | FTSE 100 INDEX 03/21 | GBP | 71,724 | 832 | J.P. Morgan AG |
| 2 | FTSE 250 Y2 03/21 | GBP | 91,558 | 3,477 | J.P. Morgan AG |
| 5 | MSCI EM INX FUT 03/21 | USD | 255,049 | 7,838 | J.P. Morgan AG |
| 1 | S&P 500 EMINI INDEX 03/21 | USD | 153,491 | 4,456 | J.P. Morgan AG |
| Futures on bonds 4 | EURO BOBL FUTURE 03/21 | EUR | 414,434 | 560 | J.P. Morgan AG |
| 1 | EURO BUND FUTURE 03/21 | EUR | 105,649 | 800 | J.P. Morgan AG |
| (1) | EURO BUXL FUTURE 03/21 | EUR | 172,379 | (3,110) | J.P. Morgan AG |
|  |  |  |  | 34,660 |  |

Candriam L Multi-Asset Income
| Quantity | Description | Currency | Commitment | Unrealised | Counterparty |
| --- | --- | --- | --- | --- | --- |
| (purchase/(sale)) |  |  | (in EUR) (in absolute value) | (in EUR) |  |
| Futures on index |  |  |  |  |  |
| (636) | DJ EURO STOXX 50 03/21 | EUR | 22,594,790 | (321,180) | J.P. Morgan AG |
| (108) | FTSE 100 INDEX 03/21 | GBP | 7,746,174 | 89,890 | J.P. Morgan AG |
| 216 | FTSE 250 Y2 03/21 | GBP | 9,888,220 | 375,484 | J.P. Morgan AG |
| 349 | MSCI EM INX FUT 03/21 | USD | 17,802,409 | 547,110 | J.P. Morgan AG |
| (138) | S&P 500 EMINI INDEX 03/21 | USD | 21,181,711 | (614,969) | J.P. Morgan AG |
| Futures on bonds (17) | EURO BUXL FUTURE 03/21 | EUR | 2,930,443 | (52,870) | J.P. Morgan AG |
|  |  |  |  | 23,465 |  |

Candriam L Multi-Asset Income & Growth
| Quantity | Description | Currency | Commitment | Unrealised | Counterparty |
| --- | --- | --- | --- | --- | --- |
| (purchase/(sale)) |  |  | (in EUR) | (in EUR) |  |
|  |  |  | (in absolute value) |  |  |
| Futures on index |  |  |  |  |  |
| (146) | DJ EURO STOXX 50 03/21 | EUR | 5,186,854 | (77,205) | J.P. Morgan AG |
| (4) | FTSE 100 INDEX 03/21 | GBP | 286,895 | 536 | J.P. Morgan AG |
| 62 | FTSE 250 Y2 03/21 | GBP | 2,838,285 | 107,778 | J.P. Morgan AG |
| 223 | MSCI EM INX FUT 03/21 | USD | 11,375,178 | 349,587 | J.P. Morgan AG |
| (40) | S&P 500 EMINI INDEX 03/21 | USD | 6,139,627 | (178,252) | J.P. Morgan AG |
| Futures on bonds (15) | EURO BUXL FUTURE 03/21 | EUR | 2,585,685 | (46,650) | J.P. Morgan AG |
|  |  |  |  | 155,794 |  |

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) |