Overview
Announcements

Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 29th January 2021

As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Wednesday, 27 January 2021 (Selection Day). The following changes to the index composition will become effective as of close of business on Friday, 29 January 2021 (Adjustment Day).

Adjustments:

Issuer Name Coupon Maturity Date
FEDERAL HOME LOAN BANK 1.875 09.12.2022
Freddie Mac 2 01.02.2051
Freddie Mac 1.5 01.02.2036
Freddie Mac 2 01.02.2036
Freddie Mac 2 01.02.2051
Freddie Mac 2 01.02.2051
Freddie Mac 1.5 01.02.2036
Freddie Mac 2 01.02.2036
Freddie Mac 1.5 01.02.2051
Fannie Mae 1.5 01.02.2051
Freddie Mac 2 01.02.2051
Fannie Mae 2 01.02.2051
Fannie Mae 2.5 01.02.2051
Government National Mortgage Association 2 20.01.2051
Fannie Mae 1.5 01.02.2036
Government National Mortgage Association 2.5 20.01.2051
Fannie Mae 2 01.02.2036
Freddie Mac 2 01.02.2051
Fannie Mae 2 01.02.2041
Freddie Mac 1.5 01.02.2051
Freddie Mac 2 01.02.2051
Freddie Mac 1.5 01.02.2051
Government National Mortgage Association 2 20.12.2050
Government National Mortgage Association 3 20.12.2050
Freddie Mac 1.5 01.01.2051
Freddie Mac 2 01.01.2051
Fannie Mae 2 01.01.2041
EUROPEAN INVESTMENT BANK 0.375 26.03.2026
INTER-AMERICAN DEVEL BK 1.125 13.01.2031
APPLE INC 4.375 13.05.2045
BOEING CO 3.625 01.02.2031
BANK OF AMERICA CORP 3.194 23.07.2030
BANK OF AMERICA CORP 1.922 24.10.2031
BECTON DICKINSON AND CO 3.363 06.06.2024
BECTON DICKINSON AND CO 3.7 06.06.2027
BRISTOL-MYERS SQUIBB CO 0.537 13.11.2023
CITIGROUP INC 1.122 28.01.2027
CREDIT SUISSE NEW YORK 1 05.05.2023
DEERE & COMPANY 3.9 09.06.2042
WALT DISNEY COMPANY/THE 2.65 13.01.2031
EQUINIX INC 5.375 15.05.2027
SUNOCO LOGISTICS PARTNER 5.4 01.10.2047
ENERGY TRANSFER OPERATNG 3.75 15.05.2030
FISERV INC 3.2 01.07.2026
GENERAL MOTORS FINL CO 1.25 08.01.2026
ALPHABET INC 1.9 15.08.2040
HOME DEPOT INC 3.125 15.12.2049
HOME DEPOT INC 1.375 15.03.2031
HSBC HOLDINGS PLC 4.292 12.09.2026
HSBC HOLDINGS PLC 3.9 25.05.2026
IBM CORP 4.15 15.05.2039
JOHNSON & JOHNSON 3.625 03.03.2037
JPMORGAN CHASE & CO 3.54 01.05.2028
JPMORGAN CHASE & CO 3.109 22.04.2051
JPMORGAN CHASE & CO 2.005 13.03.2026
COCA-COLA CO/THE 2.6 01.06.2050
COCA-COLA CO/THE 1.45 01.06.2027
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
ELI LILLY & CO 3.95 15.03.2049
MEDTRONIC INC 4.625 15.03.2045
ALTRIA GROUP INC 5.8 14.02.2039
MORGAN STANLEY 0.529 25.01.2024
MORGAN STANLEY 0.985 10.12.2026
MORGAN STANLEY 6.375 24.07.2042
MORGAN STANLEY 2.802 25.01.2052
MICROSOFT CORP 3.3 06.02.2027
MICROSOFT CORP 2.375 01.05.2023
OTIS WORLDWIDE CORP 2.565 15.02.2030
PEPSICO INC 3 15.10.2027
SHELL INTERNATIONAL FIN 4.125 11.05.2035
ROYAL BANK OF CANADA 1.15 10.06.2025
SUMITOMO MITSUI FINL GRP 3.04 16.07.2029
TRANSCANADA TRUST 5.3 15.03.2077
VISA INC 2.05 15.04.2030
VIACOM INC 5.85 01.09.2043
WELLS FARGO & COMPANY 3 19.02.2025
WELLS FARGO & COMPANY 4.4 14.06.2046
EXXON MOBIL CORPORATION 2.992 19.03.2025
US TREASURY N/B 0.625 31.12.2027
US TREASURY N/B 0.375 31.12.2025
US TREASURY N/B 0.125 31.12.2022
US TREASURY N/B 0.125 15.01.2024

Deletions:

Issuer Name Coupon Maturity Date
AGENCE FRANCAISE DEVELOP 2.75 22.01.2022
AT&T INC 3 30.06.2022
ALTRIA GROUP INC 2.85 09.08.2022
ANHEUSER-BUSCH INBEV WOR 5.45 23.01.2039
APPLE INC 2.65 11.05.2050
BANK OF AMERICA CORP 3.5 19.04.2026
BANK OF AMERICA CORP 3.824 20.01.2028
BANK OF AMERICA CORP 1.197 24.10.2026
BARCLAYS PLC 4.972 16.05.2029
BRISTOL-MYERS SQUIBB CO 4.55 20.02.2048
CNOOC FINANCE 2013 LTD 3 09.05.2023
CNOOC FINANCE 2015 US 3.5 05.05.2025
CANADA GOVERNMENT 2.625 25.01.2022
CAPITAL ONE FINANC 4.2 29.10.2025
CAPITAL ONE FINANCIAL CO 3.75 28.07.2026
CHENIERE CORP CHRISTI HD 5.125 30.06.2027
CISCO SYSTEMS INC 2.5 20.09.2026
CITIGROUP INC 3.668 24.07.2028
CITIGROUP INC 3.52 27.10.2028
COCA-COLA CO/THE 2.5 15.03.2051
COMCAST CORP 4.6 15.08.2045
Freddie Mac 3.5 01.07.2047
Freddie Mac 3.5 01.01.2048
Freddie Mac 3.5 01.02.2048
Freddie Mac 4 01.05.2048
Freddie Mac 4 01.11.2048
Freddie Mac 3.5 01.05.2049
Freddie Mac 3.5 01.04.2045
Freddie Mac 3.5 01.02.2045
Freddie Mac 3 01.03.2045
Freddie Mac 3 01.07.2045
Freddie Mac 3.5 01.11.2045
Freddie Mac 3.5 01.11.2047
Freddie Mac 3 01.03.2043
Freddie Mac 3 01.03.2043
Freddie Mac 3 01.07.2045
Freddie Mac 3.5 01.02.2045
Freddie Mac 3 01.03.2045
Freddie Mac 3.5 01.04.2045
Freddie Mac 3.5 01.11.2045
Freddie Mac 3.5 01.01.2048
Freddie Mac 3.5 01.02.2048
Freddie Mac 3.5 01.07.2047
Freddie Mac 4 01.05.2048
Freddie Mac 3.5 01.10.2043
Freddie Mac 4 01.11.2048
Freddie Mac 3.5 01.05.2049
Freddie Mac 2.5 01.03.2050
Freddie Mac 3 01.08.2050
Freddie Mac 3.5 01.06.2046
Freddie Mac 3 01.06.2046
Freddie Mac 3.5 01.10.2043
Freddie Mac 2.5 01.02.2050
Freddie Mac 2.5 01.01.2050
Freddie Mac 3 01.04.2050
FANNIE MAE 0.25 27.11.2023
FANNIE MAE 2 05.01.2022
FANNIE MAE 2.625 11.01.2022
FREDDIE MAC 2.375 13.01.2022
FREDDIE MAC 0.25 04.12.2023
Fannie Mae 4 01.01.2041
Fannie Mae 4 01.12.2047
Fannie Mae 3.5 01.07.2050
Fannie Mae 4 01.07.2047
Fannie Mae 4 01.07.2048
Government National Mortgage Association 3.5 20.09.2043
Government National Mortgage Association 4 20.11.2047
Government National Mortgage Association 3 20.01.2048
Government National Mortgage Association 3.5 20.06.2048
Government National Mortgage Association 4 20.01.2049
Government National Mortgage Association 4.5 20.02.2049
Government National Mortgage Association 4 20.09.2049
Government National Mortgage Association 4 20.04.2050
Government National Mortgage Association 3.5 20.03.2042
GENERAL MOTORS FINL CO 3.55 08.07.2022
GOLDMAN SACHS GROUP INC 3.272 29.09.2025
HCA INC 5.5 15.06.2047
HSBC HOLDINGS PLC 6.5 02.05.2036
HOME DEPOT INC 2.7 15.04.2030
INTER-AMERICAN DEVEL BK 2.125 18.01.2022
INTL BK RECON & DEVELOP 2 26.01.2022
JPMORGAN CHASE & CO 4.26 22.02.2048
JPMORGAN CHASE & CO 3.22 01.03.2025
JPMORGAN CHASE & CO 4.203 23.07.2029
JPMORGAN CHASE & CO 4.452 05.12.2029
KFW 2.625 25.01.2022
MPLX LP 4.5 15.04.2038
MICROSOFT CORP 2.65 03.11.2022
MICROSOFT CORP 2.4 08.08.2026
MICROSOFT CORP 4.1 06.02.2037
MOLSON COORS BREWING CO 4.2 15.07.2046
MORGAN STANLEY 4.875 01.11.2022
NOVARTIS CAPITAL CORP 2.4 21.09.2022
PHILIP MORRIS INTL INC 4.25 10.11.2044
PROCTER & GAMBLE CO/THE 2.15 11.08.2022
QUALCOMM INC 4.8 20.05.2045
SCHLUMBERGER INVESTMENT SA 3.65 01.12.2023
SHELL INTERNATIONAL FIN 3.875 13.11.2028
SHELL INTERNATIONAL FIN 2.375 07.11.2029
SOUTHERN CO 4.4 01.07.2046
TARGET CORP 2.25 15.04.2025
UNION PACIFIC CORP 3.839 20.03.2060
US TREASURY N/B 2.5 15.01.2022
US TREASURY N/B 2.125 31.12.2021
US TREASURY N/B 2 31.12.2021
US TREASURY N/B 1.625 31.12.2021
VISA INC 4.15 14.12.2035
WALMART INC 3.4 26.06.2023
WELLS FARGO & CO 5.375 02.11.2043
WELLS FARGO & COMPANY 3.9 01.05.2045
WELLS FARGO & COMPANY 2.625 22.07.2022

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.