Ordinary Rebalance | Solactive US Aggregate Bond CAD Index | Effective Date 1st August 2023
As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Thursday, 27 July 2023 (Selection Date). The following changes to the index composition will become effective as of Tuesday, 01 August 2023 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FEDERAL HOME LOAN BANK SYSTEM | 5.58 | 14.08.2024 |
| EXPORT DEVELOPMENT CANADA | 4.375 | 29.06.2026 |
| KFW | 4.125 | 15.07.2033 |
| FNMA | 5.5 | 01.08.2053 |
| FHLMC | 5.5 | 01.08.2053 |
| GNMA II | 4.5 | 20.07.2053 |
| GNMA II | 5.0 | 20.07.2053 |
| GNMA II | 5.5 | 20.07.2053 |
| GNMA II | 6.0 | 20.07.2053 |
| GNMA II | 6.5 | 20.07.2053 |
| FHLMC | 5.0 | 01.08.2053 |
| FHLMC | 5.5 | 01.08.2053 |
| FHLMC | 6.0 | 01.07.2053 |
| AT&T INC | 3.8 | 01.12.2057 |
| ABBOTT LABORATORIES | 4.75 | 30.11.2036 |
| APPLE INC | 3.45 | 09.02.2045 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| BARCLAYS PLC | 4.375 | 12.01.2026 |
| BARCLAYS PLC | 7.119 | 27.06.2034 |
| CITIGROUP INC | 8.125 | 15.07.2039 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| GE HEALTHCARE HOLDING LLC | 5.65 | 15.11.2027 |
| GILEAD SCIENCES INC | 4.75 | 01.03.2046 |
| HCA INC | 5.25 | 15.06.2026 |
| HCA INC | 5.625 | 01.09.2028 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| HOME DEPOT INC | 2.7 | 15.04.2030 |
| HONEYWELL INTERNATIONAL | 1.75 | 01.09.2031 |
| IBM CORP | 4.15 | 15.05.2039 |
| JPMORGAN CHASE & CO | 6.4 | 15.05.2038 |
| JPMORGAN CHASE & CO | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO. | 5.35 | 01.06.2034 |
| MAGALLANES INC | 3.638 | 15.03.2025 |
| WARNERMEDIA HOLDINGS INC. | 5.391 | 15.03.2062 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MORGAN STANLEY | 1.164 | 21.10.2025 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| NVIDIA CORP | 3.5 | 01.04.2050 |
| ORACLE CORP | 3.85 | 01.04.2060 |
| PFIZER INVESTMENT ENTERPRISES PTE. LTD. | 4.65 | 19.05.2025 |
| PFIZER INVESTMENT ENTERPRISES PTE. LTD. | 4.45 | 19.05.2026 |
| PFIZER INVESTMENT ENTERPRISES PTE. LTD. | 4.45 | 19.05.2028 |
| PFIZER INVESTMENT ENTERPRISES PTE. LTD. | 4.65 | 19.05.2030 |
| PFIZER INVESTMENT ENTERPRISES PTE. LTD. | 4.75 | 19.05.2033 |
| PFIZER INVESTMENT ENTERPRISES PTE. LTD. | 5.11 | 19.05.2043 |
| PFIZER INVESTMENT ENTERPRISES PTE. LTD. | 5.3 | 19.05.2053 |
| PFIZER INVESTMENT ENTERPRISES PTE. LTD. | 5.34 | 19.05.2063 |
| QUALCOMM INC | 4.3 | 20.05.2047 |
| SHELL INTERNATIONAL FIN | 2.75 | 06.04.2030 |
| T-MOBILE USA INC | 4.375 | 15.04.2040 |
| TORONTO-DOMINION BANK | 5.532 | 17.07.2026 |
| UBS GROUP AG | 3.75 | 26.03.2025 |
| VALE OVERSEAS LTD. | 6.125 | 12.06.2033 |
| WALMART INC | 3.9 | 09.09.2025 |
| WELLS FARGO & COMPANY | 3.0 | 19.02.2025 |
| WELLS FARGO & COMPANY | 3.55 | 29.09.2025 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| WELLS FARGO & COMPANY | 5.574 | 25.07.2029 |
| WELLS FARGO & COMPANY | 5.557 | 25.07.2034 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.5 | 15.07.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.75 | 30.06.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.0 | 30.06.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 30.06.2025 |
| INTER-AMERICAN DEVELOPMENT BANK | 4.5 | 15.05.2026 |
| INTERNATIONAL FINANCE CORP. | 4.5 | 13.07.2028 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AMAZON.COM INC | 2.7 | 03.06.2060 |
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| AMGEN INC | 4.4 | 01.05.2045 |
| APPLE INC | 3.85 | 04.08.2046 |
| BANK OF AMERICA CORP | 5.0 | 21.01.2044 |
| BANK OF AMERICA CORP | 4.0 | 22.01.2025 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| BANK OF AMERICA CORP | 3.248 | 21.10.2027 |
| BANK OF AMERICA CORP | 3.846 | 08.03.2037 |
| BANK OF NY MELLON CORP | 5.834 | 25.10.2033 |
| BIOGEN INC | 4.05 | 15.09.2025 |
| BOEING CO | 3.625 | 01.02.2031 |
| BRISTOL-MYERS SQUIBB CO | 3.9 | 20.02.2028 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 3.07 | 24.02.2028 |
| CITIGROUP INC | 1.122 | 28.01.2027 |
| EUROPEAN INVESTMENT BANK | 0.375 | 24.07.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.51 | 12.07.2024 |
| Freddie Mac | 2.0 | 01.02.2036 |
| FANNIE MAE | 1.75 | 02.07.2024 |
| Fannie Mae | 1.5 | 01.02.2041 |
| FISERV INC | 4.4 | 01.07.2049 |
| Government National Mortgage Association | 3.5 | 20.09.2042 |
| Government National Mortgage Association | 3.5 | 20.06.2046 |
| GE HEALTHCARE TECHNOLOGIES INC. | 5.905 | 22.11.2032 |
| GOLDMAN SACHS GROUP INC | 3.272 | 29.09.2025 |
| GOLDMAN SACHS GROUP INC | 3.814 | 23.04.2029 |
| HCA INC | 5.875 | 15.02.2026 |
| HCA INC | 5.25 | 15.06.2049 |
| HOME DEPOT INC | 3.35 | 15.04.2050 |
| INTER-AMERICAN DEVEL BK | 3.25 | 01.07.2024 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO | 3.702 | 06.05.2030 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| MERCK & CO INC | 3.7 | 10.02.2045 |
| MERCK & CO INC | 2.15 | 10.12.2031 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| NETFLIX INC | 4.875 | 15.04.2028 |
| NIKE INC | 2.85 | 27.03.2030 |
| PEPSICO INC | 2.25 | 19.03.2025 |
| PFIZER INC | 3.0 | 15.12.2026 |
| PROCTER & GAMBLE CO/THE | 3.0 | 25.03.2030 |
| QUALCOMM INC | 4.8 | 20.05.2045 |
| SALESFORCE.COM INC | 3.7 | 11.04.2028 |
| SHELL INTERNATIONAL FIN | 3.25 | 06.04.2050 |
| SPRINT CORP | 7.625 | 15.02.2025 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| SUMITOMO MITSUI FINL GRP | 1.474 | 08.07.2025 |
| T-MOBILE USA INC | 3.3 | 15.02.2051 |
| US TREASURY N/B | 1.75 | 30.06.2024 |
| US TREASURY N/B | 2.0 | 30.06.2024 |
| US TREASURY N/B | 0.375 | 15.07.2024 |
| US TREASURY N/B | 3.0 | 30.06.2024 |
| UNITEDHEALTH GROUP INCORPORATED | 5.05 | 15.04.2053 |
| UPJOHN INC | 3.85 | 22.06.2040 |
| VMWARE INC | 1.4 | 15.08.2026 |
| WAL-MART STORES INC | 5.25 | 01.09.2035 |
| L-BANK BW FOERDERBANK | 2.0 | 23.07.2024 |
| NEW DEVELOPM BANK BRICS | 0.625 | 22.07.2024 |
For more details on the index composition and the adjustment rules applicable to an index, please refer to the respective index detail page on this website.