# Notes to the financial statements - Schedule of derivative instruments
Forward foreign exchange contracts Candriam Sustainable Bond Global
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 40,320 | GBP | 30,000 | 27/01/2021 | (568) | BNP Paribas Paris |
| USD | 27,323 | EUR | 22,500 | 27/01/2021 | (182) | BNP Paribas Paris |
| EUR | 2,580,980 | JPY | 327,690,000 | 22/02/2021 | (11,513) | BNP Paribas Paris |
| CAD | 2,427,000 | EUR | 1,548,827 | 19/01/2021 | 7,661 | J.P. Morgan AG |
| CNH | 2,800,000 | EUR | 351,769 | 19/01/2021 | (10) | J.P. Morgan AG |
| MXN | 4,800,000 | EUR | 197,041 | 19/01/2021 | (579) | J.P. Morgan AG |
| NOK | 1,441,222 | EUR | 134,819 | 19/01/2021 | 2,703 | J.P. Morgan AG |
| PLN | 221,850 | EUR | 49,485 | 19/01/2021 | (836) | J.P. Morgan AG |
| EUR | 595 | GBP | 540 | 27/01/2021 | (8) | J.P. Morgan AG |
| EUR | 2,199 | MXN | 55,460 | 27/01/2021 | (69) | J.P. Morgan AG |
| GBP | 3,233 | SGD | 5,800 | 27/01/2021 | 26 | J.P. Morgan AG |
| GBP | 1,982 | NOK | 23,000 | 27/01/2021 | 19 | J.P. Morgan AG |
| USD | 6,250 | NZD | 9,000 | 27/01/2021 | (189) | J.P. Morgan AG |
| USD | 625,658 | JPY | 64,900,000 | 27/01/2021 | (2,552) | J.P. Morgan AG |
| USD | 4,075 | NOK | 36,650 | 27/01/2021 | (168) | J.P. Morgan AG |
| USD | 20,455 | SEK | 176,000 | 27/01/2021 | (803) | J.P. Morgan AG |
| USD | 119,881 | CAD | 156,500 | 27/01/2021 | (2,429) | J.P. Morgan AG |
| EUR | 30,339 | PLN | 135,200 | 22/02/2021 | 710 | J.P. Morgan AG |
| EUR | 23,675 | SGD | 38,600 | 22/02/2021 | (168) | J.P. Morgan AG |
| EUR | 33,056 | DKK | 246,000 | 22/02/2021 | 8 | J.P. Morgan AG |
| EUR | 14,518 | NOK | 153,000 | 22/02/2021 | (68) | J.P. Morgan AG |
| EUR | 454,872 | USD | 557,000 | 19/01/2021 | (190) | Nomura Financial Products Europe |
| EUR | 340,956 | JPY | 43,000,000 | 19/01/2021 | 628 | Nomura Financial Products Europe |
| USD | 1,950,000 | EUR | 1,605,801 | 19/01/2021 | (12,677) | Nomura Financial Products Europe |
| EUR | 1,745 | PLN | 8,000 | 27/01/2021 | (9) | Nomura Financial Products Europe |
| EUR | 384 | CAD | 600 | 27/01/2021 | (1) | Nomura Financial Products Europe |
| EUR | 23,575 | USD | 28,500 | 27/01/2021 | 295 | Nomura Financial Products Europe |
| EUR | 277 | CHF | 300 | 27/01/2021 | 0 | Nomura Financial Products Europe |
| EUR | 435 | AUD | 700 | 27/01/2021 | (6) | Nomura Financial Products Europe |
| EUR | 1,438 | JPY | 182,000 | 27/01/2021 | (2) | Nomura Financial Products Europe |
| GBP | 673 | CAD | 1,160 | 27/01/2021 | 8 | Nomura Financial Products Europe |
| GBP | 2,088 | AUD | 3,700 | 27/01/2021 | (1) | Nomura Financial Products Europe |
| JPY | 350,000 | GBP | 2,503 | 27/01/2021 | (26) | Nomura Financial Products Europe |
| USD | 163,062 | EUR | 135,000 | 27/01/2021 | (1,805) | Nomura Financial Products Europe |
| USD | 10,555 | JPY | 1,100,000 | 27/01/2021 | (84) | Nomura Financial Products Europe |
| USD | 21,624 | CAD | 28,000 | 27/01/2021 | (291) | Nomura Financial Products Europe |
| USD | 5,999 | GBP | 4,500 | 27/01/2021 | (125) | Nomura Financial Products Europe |
| EUR | 259,227 | AUD | 419,000 | 22/02/2021 | (4,847) | Nomura Financial Products Europe |
| USD | 340,000 | EUR | 277,488 | 22/02/2021 | 75 | Nomura Financial Products Europe |
| CHF | 698,321 | EUR | 645,021 | 19/01/2021 | 714 | Société Générale |
| CNH | 113,820,000 | EUR | 14,278,202 | 19/01/2021 | 20,818 | Société Générale |
| DKK | 1,078,000 | EUR | 144,833 | 19/01/2021 | (13) | Société Générale |
| EUR | 2,552,421 | GBP | 2,310,000 | 19/01/2021 | (27,649) | Société Générale |
| GBP | 2,418,500 | EUR | 2,665,697 | 19/01/2021 | 35,552 | Société Générale |
| HUF | 62,630,000 | EUR | 173,897 | 19/01/2021 | (1,273) | Société Générale |
| USD | 800,000 | EUR | 661,116 | 19/01/2021 | (7,526) | Société Générale |
| EUR | 448,476 | USD | 530,496 | 27/01/2021 | 15,157 | Société Générale |
| EUR | 47,901 | GBP | 43,500 | 27/01/2021 | (679) | Société Générale |
| EUR | 968 | CZK | 26,000 | 27/01/2021 | (22) | Société Générale |
| EUR | 142,568 | JPY | 17,737,000 | 27/01/2021 | 2,200 | Société Générale |
| EUR | 4,239 | SEK | 44,000 | 27/01/2021 | (139) | Société Générale |
| EUR | 65,004 | CNH | 516,000 | 27/01/2021 | 225 | Société Générale |
| GBP | 4,186 | PLN | 20,500 | 27/01/2021 | 180 | Société Générale |
| GBP | 1,063,518 | USD | 1,436,531 | 27/01/2021 | 14,301 | Société Générale |
| GBP | 5,855 | JPY | 816,000 | 27/01/2021 | 81 | Société Générale |
| GBP | 3,201 | RUB | 319,000 | 27/01/2021 | 61 | Société Générale |
| GBP | 9,949 | SEK | 111,000 | 27/01/2021 | 67 | Société Générale |
| GBP | 634,658 | EUR | 698,441 | 27/01/2021 | 10,323 | Société Générale |
| GBP | 4,514 | DKK | 37,000 | 27/01/2021 | 71 | Société Générale |

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 Sustainable Bond Global
Quantité Description	Devise	Engagement (en EUR)
(en valeur absolue)
Valeur d’évaluation (en EUR)
Non réalisé (en EUR)
Options achetées
Options on futures
300 USD 10Y TREASU MAR 135.50 19.02.21 PUT
Options émises
Options on futures
300 USD 10Y TREASU MAR 134.00 19.02.21 PUT
USD	-	26.817	(39.142)
USD	1.511.340	(11.493)	15.667
15.324	(23.475)
Tous les contrats d’options ont été conclus avec la contrepartie J.P. Morgan AG. Veuillez vous référer à la Note 9 concernant les liquidités auprès du courtier se rapportant aux options cotées et à la Note 10 concernant le collatéral reçu/versé relatif aux options de gré à gré.
L’engagement pour les options achetées n’est pas présenté.