Overview
Announcements

Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 30th November 2020

As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Wednesday, 25 November 2020 (Selection Day). The following changes to the index composition will become effective as of close of business on Monday, 30 November 2020 (Adjustment Day).

Adjustments:

Issuer Name Coupon Maturity Date
FMS WERTMANAGEMENT 0.275 28.07.2022
FREDDIE MAC 0.25 06.11.2023
FANNIE MAE 0.5 07.11.2025
Freddie Mac 2 01.12.2050
Fannie Mae 1.5 01.12.2035
Fannie Mae 2 01.12.2035
Freddie Mac 1.5 01.12.2035
Freddie Mac 2 01.12.2035
Freddie Mac 1.5 01.12.2050
Freddie Mac 1.5 01.12.2050
Freddie Mac 2 01.12.2050
Freddie Mac 2 01.11.2050
Freddie Mac 2.5 01.12.2050
Fannie Mae 2 01.12.2050
Government National Mortgage Association 2 20.11.2050
Government National Mortgage Association 2.5 20.11.2050
Fannie Mae 1.5 01.12.2050
Fannie Mae 2.5 01.12.2050
Freddie Mac 1.5 01.12.2050
Freddie Mac 2 01.12.2050
Freddie Mac 2 01.12.2050
Freddie Mac 1.5 01.12.2050
Freddie Mac 1.5 01.12.2035
Freddie Mac 2 01.12.2050
Freddie Mac 2 01.12.2035
Fannie Mae 2 01.12.2050
Freddie Mac 2 01.12.2040
Freddie Mac 2.5 01.12.2050
Fannie Mae 1.5 01.12.2040
Fannie Mae 2 01.12.2040
Freddie Mac 2 01.11.2050
Freddie Mac 2 01.11.2050
INTL BK RECON & DEVELOP 0.5 28.10.2025
APPLE INC 3.35 09.02.2027
ABBVIE INC 4.25 21.11.2049
ABBVIE INC 3.2 21.11.2029
ABBVIE INC 4.05 21.11.2039
ABBVIE INC 2.95 21.11.2026
ABBVIE INC 2.6 21.11.2024
ABBVIE INC 2.3 21.11.2022
ABBVIE INC 3.8 15.03.2025
ABBOTT LABORATORIES 4.75 30.11.2036
BOEING CO 3.625 01.02.2031
BANK OF AMERICA CORP 3.97 05.03.2029
BANK OF AMERICA CORP 1.922 24.10.2031
BANK OF AMERICA CORP 1.197 24.10.2026
BIOGEN INC 5.2 15.09.2045
BRISTOL-MYERS SQUIBB CO 0.537 13.11.2023
CITIGROUP INC 0.776 30.10.2024
CITIGROUP INC 3.52 27.10.2028
CATERPILLAR INC 3.803 15.08.2042
COMCAST CORP 4.6 15.08.2045
NEXEN INC 6.4 15.05.2037
CAPITAL ONE FINANC 4.2 29.10.2025
CAPITAL ONE FINANCIAL CO 3.75 28.07.2026
CISCO SYSTEMS INC 5.9 15.02.2039
CHEVRON CORP 1.554 11.05.2025
DEUTSCHE BANK NY 2.129 24.11.2026
DEUTSCHE BANK NY 3.547 18.09.2031
WALT DISNEY COMPANY/THE 2.75 01.09.2049
EQUINOR ASA 3.125 06.04.2030
FISERV INC 3.2 01.07.2026
GENERAL MOTORS CO 6.25 02.10.2043
GENERAL MOTORS FINL CO 3.55 08.07.2022
GLAXOSMITHKLINE CAPITAL 2.875 01.06.2022
HALLIBURTON CO 5 15.11.2045
HCA INC 5.5 15.06.2047
HOME DEPOT INC 3.35 15.04.2050
HOME DEPOT INC 2.625 01.06.2022
INTEL CORP 2.7 15.12.2022
JPMORGAN CHASE & CO 1.045 19.11.2026
JPMORGAN CHASE & CO 3.9 15.07.2025
JPMORGAN CHASE & CO 3.3 01.04.2026
JPMORGAN CHASE & CO 2.525 19.11.2041
COCA-COLA CO/THE 2.6 01.06.2050
COCA-COLA CO/THE 1.45 01.06.2027
COCA-COLA CO/THE 2.5 01.06.2040
LLOYDS BANKING GROUP PLC 2.907 07.11.2023
SOUTHWEST AIRLINES CO 5.125 15.06.2027
MONDELEZ INTERNATIONAL 2.75 13.04.2030
ALTRIA GROUP INC 5.8 14.02.2039
MORGAN STANLEY 1.794 13.02.2032
MORGAN STANLEY 6.375 24.07.2042
NIKE INC 2.85 27.03.2030
NOVARTIS CAPITAL CORP 2.2 14.08.2030
ROYAL BK SCOTLND GRP PLC 4.892 18.05.2029
ORACLE CORP 2.95 15.05.2025
ORACLE CORP 3.4 08.07.2024
ORACLE CORP 2.95 15.11.2024
PFIZER INC 4.125 15.12.2046
SHELL INTERNATIONAL FINANCE BV 4.55 12.08.2043
ROYAL BANK OF CANADA 3.7 05.10.2023
AT&T INC 3.85 01.06.2060
MOLSON COORS BREWING CO 4.2 15.07.2046
US BANCORP 1.45 12.05.2025
VERIZON COMMUNICATIONS 2.65 20.11.2040
VERIZON COMMUNICATIONS 2.875 20.11.2050
VERIZON COMMUNICATIONS 3 20.11.2060
WELLS FARGO & COMPANY 3 19.02.2025
WELLS FARGO & COMPAN 4.9 17.11.2045
WELLS FARGO & CO 5.375 02.11.2043
WESTPAC BANKING CORP 3.3 26.02.2024
US TREASURY N/B 1.625 15.11.2050
US TREASURY N/B 0.125 31.10.2022
US TREASURY N/B 0.25 31.10.2025
US TREASURY N/B 0.5 31.10.2027
US TREASURY N/B 0.875 15.11.2030
US TREASURY N/B 0.25 15.11.2023
KINGDOM OF DENMARK 0.125 27.10.2022

Deletions:

Issuer Name Coupon Maturity Date
AT&T INC 4.25 01.03.2027
AT&T INC 3.5 01.02.2061
ABBVIE INC 4.45 14.05.2046
ACTIVISION BLIZZARD 2.5 15.09.2050
ALIBABA GROUP HOLDING 4.2 06.12.2047
ALTRIA GROUP INC 2.85 09.08.2022
AMERICA MOVIL SAB DE CV 6.125 30.03.2040
ANHEUSER-BUSCH INBEV WOR 5.8 23.01.2059
APPLE INC 1.125 11.05.2025
ASIAN DEVELOPMENT BANK 2.125 24.11.2021
BANCO SANTANDER SA 2.706 27.06.2024
BANK OF AMERICA CORP 4 22.01.2025
BANK OF AMERICA CORP 3.95 21.04.2025
BANK OF AMERICA CORP 3.5 19.04.2026
BANK OF AMERICA CORP 3.248 21.10.2027
BANK OF AMERICA CORP 3.824 20.01.2028
BANK OF AMERICA CORP 4.244 24.04.2038
BANK OF AMERICA CORP 2.456 22.10.2025
BRISTOL-MYERS SQUIBB CO 3.9 20.02.2028
CVS HEALTH CORP 1.75 21.08.2030
CITIGROUP INC 4.75 18.05.2046
CITIGROUP INC 2.666 29.01.2031
COCA-COLA CO/THE 2.5 15.03.2051
COMCAST CORP 3.999 01.11.2049
CONAGRA BRANDS INC 4.85 01.11.2028
CRED SUIS GP FUN LTD 3.8 09.06.2023
WALT DISNEY COMPANY/THE 2.65 13.01.2031
WALT DISNEY COMPANY/THE 3.5 13.05.2040
DOW CHEMICAL CO/THE 3.6 15.11.2050
ECOPETROL SA 5.375 26.06.2026
EUROPEAN BK RECON & DEV 1.5 02.11.2021
EXXON MOBIL CORPORATION 1.571 15.04.2023
Freddie Mac 4 01.07.2047
Freddie Mac 3.5 01.03.2048
Freddie Mac 4 01.07.2048
Freddie Mac 4 01.12.2048
Freddie Mac 3 01.06.2049
Freddie Mac 3.5 01.08.2043
Freddie Mac 3 01.01.2043
Freddie Mac 3.5 01.12.2044
Freddie Mac 3.5 01.01.2045
Freddie Mac 3 01.03.2046
Freddie Mac 3.5 01.03.2046
Freddie Mac 3.5 01.04.2046
Freddie Mac 4 01.06.2047
Freddie Mac 3 01.07.2043
Freddie Mac 3.5 01.07.2045
Freddie Mac 3.5 01.09.2045
FEDERAL HOME LOAN BANK 1.875 29.11.2021
FEDERAL HOME LOAN BANK 1.625 19.11.2021
Freddie Mac 3.5 01.08.2043
Freddie Mac 3 01.01.2043
Freddie Mac 3.5 01.12.2044
Freddie Mac 3.5 01.01.2045
Freddie Mac 3 01.03.2046
Freddie Mac 3.5 01.03.2046
Freddie Mac 3.5 01.04.2046
Freddie Mac 4 01.06.2047
Freddie Mac 4 01.07.2047
Freddie Mac 3.5 01.03.2048
Freddie Mac 4 01.07.2048
Freddie Mac 4 01.12.2048
Freddie Mac 3 01.06.2049
Freddie Mac 2.5 01.09.2049
Freddie Mac 3 01.02.2050
Freddie Mac 2.5 01.10.2050
Freddie Mac 3.5 01.06.2046
Freddie Mac 3 01.05.2046
Freddie Mac 3.5 01.02.2047
Freddie Mac 3.5 01.07.2049
Freddie Mac 2.5 01.04.2050
Freddie Mac 2 01.07.2050
Fannie Mae 4.5 01.01.2042
Fannie Mae 4 01.09.2042
Fannie Mae 3 01.03.2047
Fannie Mae 3.5 01.08.2044
Fannie Mae 3 01.07.2029
Fannie Mae 3 01.07.2046
Fannie Mae 3 01.04.2050
Fannie Mae 4 01.09.2049
Fannie Mae 3.5 01.06.2049
Fannie Mae 3.5 01.06.2049
Fannie Mae 4 01.01.2049
Fannie Mae 4 01.04.2048
Fannie Mae 4 01.03.2049
Fannie Mae 2.5 01.09.2049
Fannie Mae 2.5 01.11.2034
Fannie Mae 3.5 01.01.2050
Fannie Mae 3.5 01.02.2050
Fannie Mae 2.5 01.03.2035
FIRSTENERGY CORP 7.375 15.11.2031
Government National Mortgage Association 4 20.10.2043
Government National Mortgage Association 3.5 20.02.2045
Government National Mortgage Association 4 20.06.2044
Government National Mortgage Association 3 20.07.2047
Government National Mortgage Association 4 20.12.2047
Government National Mortgage Association 4 20.01.2048
Government National Mortgage Association 4.5 20.05.2048
Government National Mortgage Association 4 20.10.2049
Government National Mortgage Association 4.5 20.03.2049
GENERAL MOTORS FINL CO 3.15 30.06.2022
GILEAD SCIENCES INC 4.5 01.02.2045
GLAXOSMITHKLINE CAPITAL 2.85 08.05.2022
GOLDMAN SACHS GROUP 4.75 21.10.2045
GOLDMAN SACHS GROUP INC 2.876 31.10.2022
HCA INC 5.25 15.06.2026
HSBC HOLDINGS PLC 6.5 02.05.2036
HSBC HOLDINGS PLC 4.041 13.03.2028
HSBC HOLDINGS PLC 4.95 31.03.2030
HONEYWELL INTERNATIO 2.5 01.11.2026
INTEL CORP 3.4 25.03.2025
IBM CORP 2.85 13.05.2022
IBM CORP 4.15 15.05.2039
KEURIG DR PEPPER INC 4.057 25.05.2023
KINDER MORGAN INC/DELAWA 5.55 01.06.2045
ELI LILLY & CO 3.95 15.03.2049
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
LLOYDS BANKING GROUP PLC 4.344 09.01.2048
MASTERCARD INC 3.35 26.03.2030
MEDTRONIC INC 3.5 15.03.2025
MICROSOFT CORP 3.5 12.02.2035
MORGAN STANLEY 5 24.11.2025
MORGAN STANLEY 2.75 19.05.2022
MORGAN STANLEY 3.95 23.04.2027
NOVARTIS CAPITAL CORP 2.4 21.09.2022
ORACLE CORP 5.375 15.07.2040
ORACLE CORP 2.5 15.05.2022
OTIS WORLDWIDE CORP 2.565 15.02.2030
PEPSICO INC 2.75 19.03.2030
PETROLEOS MEXICANOS 6.84 23.01.2030
SHELL INTERNATIONAL FIN 4 10.05.2046
SOUTHWEST AIRLINES CO 5.25 04.05.2025
TOYOTA MOTOR CREDIT CORP 1.15 26.05.2022
TRANSCANADA TRUST 5.3 15.03.2077
UNION PACIFIC CORP 3.25 05.02.2050
US TREASURY N/B 8 15.11.2021
US TREASURY N/B 2.875 15.11.2021
US TREASURY N/B 2 31.10.2021
US TREASURY N/B 2 15.11.2021
US TREASURY N/B 1.25 31.10.2021
US TREASURY N/B 1.5 31.10.2021
VISA INC 4.15 14.12.2035
VODAFONE GROUP PLC 4.875 19.06.2049
WESTPAC BANKING CORP 2.75 11.01.2023

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.