#   9.9.	VALUE OF COMMITMENTS RELATING TO POSITIONS IN FINANCIAL DERIVATIVES
Commitment on futures
| Description | Currency | In currency | En EUR | Lot-size |
| --- | --- | --- | --- | --- |
| EURO STOXX 50 FUTURE | EUR | 2,201,000.00 | 2,201,000.00 | 10.00 |
| FTSE 100 FUTURE MAR2 | GBP | 1,861,800.00 | 2,079,991.04 | 10.00 |
| MSCI EMERGING MKT FU | USD | 1,288,200.00 | 1,052,838.00 | 50.00 |
| SMI FUTURE MAR21 | CHF | 2,022,360.01 | 1,869,872.04 | 10.00 |
| SP 500 E-MINI FUTURE MARS 2021 | USD | 374,875.00 | 306,383.05 | 50.00 |
| STOXX EUROPE 600 FUT | EUR | 1,494,375.01 | 1,494,375.01 | 50.00 |

Commitments on forward exchanges
| Couterparty | En EUR | Valuation of Forward Exchanges |
| --- | --- | --- |
| V USD EUR 040221 |  | 10,000,000.00 |
| V USD EUR 040221 | 9,616,770.40 | -9,608,732.76 |

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Translation (ENFR, 2020-12-31):
# MONTANT DES ENGAGEMENTS RELATIFS AUX POSITIONS SUR INSTRUMENTS
FINANCIERS DÉRIVÉS	
Engagements sur futures
| Dénomination | Devises | En devises | En EUR | Lot-size |
| --- | --- | --- | --- | --- |
| EURO BOBL FUTURE MAR | EUR | 13.987.081,80 | 13.987.081,80 | 1.000,00 |
| EURO BUND FUTURE MAR | EUR | 4.120.311,00 | 4.120.311,00 | 1.000,00 |
| EURO-BUXL 30YR FUTUR | EUR | 2.240.927,00 | 2.240.927,00 | 1.000,00 |
| JGB 10YR FUTURE MAR2 | JPY | 101.318.000 | 802.039,49 | 1.000.000,00 |
| ULTRA T-BOND FUTURE | USD | 1.176.749,72 | 961.750,37 | 1.000,00 |
| US 10YR TREASURY NOT | USD | 5.550.781,25 | 4.536.619,66 | 1.000,00 |

Engagements sur forward exchanges
| Contrepartie | En EUR | Evaluation du Forward Exchanges |
| --- | --- | --- |
| V AUD EUR 050221 | 13.606.836,86 | -13.599.624,91 |
| V AUD EUR 050221 |  | 13.153.562,89 |
| V AUD EUR 050221 | 1.576.690,25 | -1.575.854,57 |
| V AUD EUR 050221 |  | 1.527.258,51 |
| V AUD EUR 050221 GA |  | 148.763,40 |
| V AUD EUR 050221 GA | 151.362,26 | -151.282,04 |
| V AUD EUR 050221 GA |  | 5.791.835,34 |
| V AUD EUR 050221 GA | 5.991.422,95 | -5.988.247,35 |
| V AUD EUR 050221 GA | 107.214,94 | -107.158,11 |
| V AUD EUR 050221 GA |  | 105.519,93 |
| V CAD EUR 050221 | 14.491.916,47 | -14.482.643,05 |
| V CAD EUR 050221 |  | 14.452.050,41 |
| V CAD EUR 050221 GA |  | 193.648,33 |
| V CAD EUR 050221 GA | 192.455,73 | -192.332,58 |
| V CAD EUR 050221 GA |  | 6.576.674,56 |
| V CAD EUR 050221 GA | 6.594.816,35 | -6.590.596,31 |
| V CAD EUR 050221 GA |  | 141.705,10 |
| V CAD EUR 050221 GA | 141.134,20 | -141.043,89 |
| V CHF EUR 050221 GA |  | 2.300.422,21 |
| V CHF EUR 050221 GA | 2.302.251,51 | -2.302.758,27 |
| V CHF EUR 050221 GA |  | 130.012,44 |
| V CHF EUR 050221 GA | 129.443,86 | -129.472,35 |
| V CLP USD 050221 GA | 1.218.836,32 | 1.218.836,38 |
| V CLP USD 050221 GA | 1.311.342,00 | -1.311.222,68 |
| V COP USD 050221 GA | 788.370,00 | -783.708,67 |
| V COP USD 050221 GA | 786.937,20 | 786.937,24 |
| V COP USD 050221 GA | 991.435,00 | -985.573,02 |
| V COP USD 050221 GA | 941.883,53 | 941.883,58 |
| V DKK EUR 050221 |  | 1.034.305,36 |
| V DKK EUR 050221 | 1.034.466,51 | -1.034.497,60 |
| V DKK EUR 050221 GA | 47.021,21 | -47.022,62 |
| V DKK EUR 050221 GA |  | 47.023,86 |
| V DKK EUR 050221 GA |  | 1.070.573,21 |
| V DKK EUR 050221 GA | 1.070.740,01 | -1.070.772,19 |

| V EUR AUD 050221 | 138.748,74 | 138.748,74 |
| --- | --- | --- |
| V EUR AUD 050221 |  | -136.475,61 |
| V EUR AUD 050221 GA | 819.878,93 | 819.878,91 |
| V EUR AUD 050221 GA |  | -794.810,12 |
| V EUR CAD 050221 |  | -64.808,19 |
| V EUR CAD 050221 | 64.151,91 | 64.151,91 |
| V EUR CAD 050221 | 173.210,16 | 173.210,16 |
| V EUR CAD 050221 |  | -174.442,19 |
| V EUR CHF 050221 |  | -3.787.161,60 |
| V EUR CHF 050221 | 3.790.855,90 | 3.790.855,72 |
| V EUR CHF 050221 |  | -92.849,31 |
| V EUR CHF 050221 | 92.459,90 | 92.459,90 |
| V EUR GBP 050221 |  | -109.362,79 |
| V EUR GBP 050221 | 111.719,36 | 111.719,36 |
| V EUR ILS 050221 | 1.145.446,20 | 1.145.446,21 |
| V EUR ILS 050221 |  | -1.133.694,24 |
| V EUR JPY 050221 | 26.518.805,20 | 26.518.805,20 |
| V EUR JPY 050221 |  | -26.544.049,83 |
| V EUR JPY 050221 |  | -584.550,10 |
| V EUR JPY 050221 | 583.413,71 | 583.413,71 |
| V EUR JPY 050221 |  | -221.147,01 |
| V EUR JPY 050221 | 221.649,72 | 221.649,72 |
| V EUR MXN 050221 |  | -163.284,53 |
| V EUR MXN 050221 | 164.070,00 | 164.069,92 |
| V EUR NZD 050221 | 2.942.215,00 | 2.942.214,90 |
| V EUR NZD 050221 |  | -2.900.532,46 |
| V EUR NZD 050221 GA |  | -522.663,92 |
| V EUR NZD 050221 GA | 529.598,70 | 529.598,68 |
| V EUR PLN 050221 |  | -51.821,05 |
| V EUR PLN 050221 | 50.450,22 | 50.450,21 |
| V EUR THB 050221 |  | -1.662.539,55 |
| V EUR THB 050221 | 1.657.229,62 | 1.657.230,23 |
| V EUR USD 050221 |  | -2.057.637,02 |
| V EUR USD 050221 | 2.043.234,75 | 2.043.234,85 |
| V EUR USD 050221 | 1.225.940,85 | 1.225.940,91 |
| V EUR USD 050221 |  | -1.233.182,80 |
| V EUR USD 050221 | 12.708.920,14 | 12.708.920,76 |
| V EUR USD 050221 |  | -12.882.241,98 |
| V GBP EUR 050221 | 4.100.100,51 | -4.098.448,95 |
| V GBP EUR 050221 |  | 4.052.248,61 |
| V GBP EUR 050221 |  | 220.938,33 |
| V GBP EUR 050221 | 223.438,72 | -223.348,72 |
| V GBP EUR 050221 GA |  | 10.478.430,33 |
| V GBP EUR 050221 GA | 10.602.167,26 | -10.597.896,61 |
| V GBP EUR 050221 GA | 223.438,72 | -223.348,72 |
| V GBP EUR 050221 GA |  | 220.938,33 |
| V GBP EUR 050221 GA |  | 537.917,71 |
| V GBP EUR 050221 GA | 547.424,86 | -547.204,36 |
| V ILS EUR 050221 GA | 1.370.717,29 | -1.369.922,33 |
| V ILS EUR 050221 GA |  | 1.355.501,30 |
| V JPY EUR 050221 GA | 22.275.796,37 | -22.268.963,54 |
| V JPY EUR 050221 GA |  | 22.286.372,76 |
| V JPY EUR 050221 GA |  | 713.492,94 |

| V JPY EUR 050221 GA | 712.445,51 | -712.226,98 |
| --- | --- | --- |
| V JPY EUR 050221 GA |  | 451.449,39 |
| V JPY EUR 050221 GA | 451.215,49 | -451.077,09 |
| V KRW USD 050221 GA | 194.380,18 | 194.380,19 |
| V KRW USD 050221 GA | 195.624,00 | -195.653,19 |
| V KRW USD 050221 GA | 5.840.881,20 | -5.841.752,83 |
| V KRW USD 050221 GA | 5.732.221,95 | 5.732.222,23 |
| V KRW USD 050221 GA | 142.151,08 | 142.151,08 |
| V KRW USD 050221 GA | 142.956,00 | -142.977,34 |
| V MXN EUR 050221 | 410.175,00 | -408.061,55 |
| V MXN EUR 050221 |  | 408.897,61 |
| V MXN EUR 050221 GA |  | 263.899,38 |
| V MXN EUR 050221 GA | 266.613,75 | -265.240,01 |
| V MXN EUR 050221 GA | 6.041.877,75 | -6.010.746,62 |
| V MXN EUR 050221 GA |  | 6.023.061,83 |
| V NZD EUR 050221 |  | 8.837.588,90 |
| V NZD EUR 050221 | 8.920.795,88 | -8.916.513,38 |
| V NZD EUR 050221 |  | 870.453,33 |
| V NZD EUR 050221 | 882.664,50 | -882.240,77 |
| V NZD EUR 050221 GA |  | 23.257,57 |
| V NZD EUR 050221 GA | 23.537,72 | -23.526,42 |
| V NZD EUR 050221 GA |  | 370.176,05 |
| V NZD EUR 050221 GA | 373.661,31 | -373.481,93 |
| V NZD EUR 050221 GA |  | 715.894,30 |
| V NZD EUR 050221 GA | 726.727,11 | -726.378,23 |
| V PLN EUR 050221 | 837.912,42 | -837.256,74 |
| V PLN EUR 050221 |  | 851.727,98 |
| V PLN EUR 050221 GA | 87.739,52 | -87.670,86 |
| V PLN EUR 050221 GA |  | 90.029,06 |
| V PLN EUR 050221 GA |  | 1.933.110,37 |
| V PLN EUR 050221 GA | 1.901.754,10 | -1.900.265,96 |
| V RUB USD 050221 GA | 187.846,60 | -187.205,18 |
| V RUB USD 050221 GA | 187.726,26 | 187.726,27 |
| V RUB USD 050221 GA | 5.756.945,80 | -5.737.288,15 |
| V RUB USD 050221 GA | 5.554.832,41 | 5.554.832,68 |
| V RUB USD 050221 GA | 154.697,20 | -154.168,98 |
| V RUB USD 050221 GA | 155.033,80 | 155.033,81 |
| V SEK EUR 050221 | 1.741.552,75 | -1.741.013,46 |
| V SEK EUR 050221 |  | 1.716.670,84 |
| V SEK EUR 050221 |  | 4.738.880,87 |
| V SEK EUR 050221 | 4.856.444,24 | -4.854.940,40 |
| V SEK EUR 050221 GA | 119.420,76 | -119.383,78 |
| V SEK EUR 050221 GA |  | 117.714,57 |
| V SEK EUR 050221 GA | 1.721.649,29 | -1.721.116,17 |
| V SEK EUR 050221 GA |  | 1.679.972,11 |
| V THB EUR 050221 GA | 1.955.940,15 | -1.954.933,54 |
| V THB EUR 050221 GA |  | 1.960.961,28 |
| V USD CLP 050221 | 301.501,62 | -301.567,34 |
| V USD CLP 050221 | 324.384,60 | 324.386,86 |
| V USD COP 050221 | 333.631,03 | -335.711,55 |
| V USD COP 050221 | 351.183,00 | 351.241,65 |
| V USD COP 050221 | 1.194.500,00 | 1.194.699,50 |
| V USD COP 050221 | 1.192.329,09 | -1.199.764,44 |

| V USD EUR 050221 | 980.752,68 | -979.909,56 |
| --- | --- | --- |
| V USD EUR 050221 |  | 987.126,23 |
| V USD EUR 050221 |  | 2.058.239,96 |
| V USD EUR 050221 | 2.043.234,75 | -2.041.478,25 |
| V USD EUR 050221 GA |  | 2.508.058,68 |
| V USD EUR 050221 GA | 2.492.746,40 | -2.490.603,46 |
| V USD EUR 050221 GA | 351.436,38 | -351.134,26 |
| V USD EUR 050221 GA |  | 354.017,27 |
| V USD EUR 050221 GA | 4.740.304,62 | -4.736.229,53 |
| V USD EUR 050221 GA |  | 4.764.016,89 |
| V USD EUR 050221 GA |  | 97.129.968,75 |
| V USD EUR 050221 GA | 95.909.439,17 | -95.826.988,93 |
| V USD KRW 050221 | 149.523,22 | -149.511,87 |
| V USD KRW 050221 | 150.480,00 | 150.472,97 |
| V USD KRW 050221 | 5.281.848,00 | 5.281.601,13 |
| V USD KRW 050221 | 5.183.588,58 | -5.183.195,23 |
| V USD RUB 050221 | 154.697,20 | 154.697,59 |
| V USD RUB 050221 | 154.598,10 | -155.146,75 |
| V USD RUB 050221 | 5.321.337,53 | -5.340.222,32 |
| V USD RUB 050221 | 5.514.955,18 | 5.514.968,93 |

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