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Announcements

Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 27th October 2022

As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Thursday, 27 October 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Monday, 31 October 2022 (Adjustment Day).

Adjustments:

Issuer Name Coupon Maturity Date
Government National Mortgage Association 5.5 20.10.2052
Fannie Mae 4.5 01.11.2052
Fannie Mae 5.0 01.11.2052
Fannie Mae 5.5 01.11.2052
Freddie Mac 4.5 01.11.2052
Government National Mortgage Association 4.0 20.10.2052
Government National Mortgage Association 4.5 20.10.2052
Government National Mortgage Association 5.0 20.10.2052
Freddie Mac 5.0 01.10.2052
ABBVIE INC 3.2 14.05.2026
ABBVIE INC 4.25 14.11.2028
ALPHABET INC 1.9 15.08.2040
ALTRIA GROUP INC 5.8 14.02.2039
AMAZON.COM INC 4.25 22.08.2057
ANHEUSER-BUSCH INBEV WOR 4.5 01.06.2050
APPLE INC 3.45 09.02.2045
BANK OF AMERICA CORP 1.898 23.07.2031
BANK OF AMERICA CORP 2.972 21.07.2052
BANK OF AMERICA CORP 2.482 21.09.2036
BP CAP MARKETS AMERICA 2.939 04.06.2051
BP CAP MARKETS AMERICA 3.379 08.02.2061
BRISTOL-MYERS SQUIBB CO 2.95 15.03.2032
CAPITAL ONE FINANC 4.2 29.10.2025
CISCO SYSTEMS INC 5.5 15.01.2040
CISCO SYSTEMS INC 2.5 20.09.2026
CITIGROUP INC 4.75 18.05.2046
CITIGROUP INC 3.07 24.02.2028
CITIGROUP INC 5.61 29.09.2026
CITIGROUP INC 3.057 25.01.2033
COCA-COLA CO/THE 1.45 01.06.2027
COCA-COLA CO/THE 2.25 05.01.2032
ENERGY TRANSFER OPERATNG 5.0 15.05.2050
EQUINOR ASA 3.125 06.04.2030
GOLDMAN SACHS GROUP INC 3.814 23.04.2029
GOLDMAN SACHS GROUP 3.75 22.05.2025
HOME DEPOT INC 4.5 06.12.2048
JPMORGAN CHASE & CO 4.023 05.12.2024
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
MORGAN STANLEY 5.597 24.03.2051
MORGAN STANLEY 0.985 10.12.2026
MORGAN STANLEY 3.971 22.07.2038
MORGAN STANLEY 1.164 21.10.2025
MORGAN STANLEY 6.342 18.10.2033
MORGAN STANLEY 6.375 24.07.2042
MORGAN STANLEY 3.217 22.04.2042
ORACLE CORP 4.3 08.07.2034
ORACLE CORP 4.125 15.05.2045
ORACLE CORP 2.95 15.11.2024
PG&E WILDFIRE RECOVERY 4.451 01.12.2047
ROYAL BANK OF CANADA 1.15 10.06.2025
SUMITOMO MITSUI FINL GRP 2.696 16.07.2024
SYNCHRONY FINANCIAL 4.25 15.08.2024
T-MOBILE USA INC 4.75 01.02.2028
US BANCORP 5.727 21.10.2026
VMWARE INC 1.0 15.08.2024
WESTPAC BANKING CORP 1.019 18.11.2024
US TREASURY N/B 3.375 15.08.2042
US TREASURY N/B 3.875 30.09.2029
US TREASURY N/B 4.25 15.10.2025
US TREASURY N/B 4.25 30.09.2024
ASIAN DEVELOPMENT BANK 4.125 27.09.2024
INTL BK RECON & DEVELOP 3.625 21.09.2029
ASIAN DEVELOPMENT BANK 3.875 28.09.2032

Deletions:

Issuer Name Coupon Maturity Date
AMGEN INC 3.375 21.02.2050
ANHEUSER-BUSCH INBEV WOR 5.45 23.01.2039
APPLE INC 3.85 04.08.2046
ASIAN DEVELOPMENT BANK 0.25 06.10.2023
BANK OF AMERICA CORP 4.0 01.04.2024
BANK OF AMERICA CORP 3.824 20.01.2028
BANK OF AMERICA CORP 4.244 24.04.2038
BERKSHIRE HATHAWAY FIN 2.85 15.10.2050
CANADIAN PACIFIC RAILWAY 2.45 02.12.2031
CANADIAN PACIFIC RAILWAY 3.1 02.12.2051
CAPITAL ONE FINANCIAL CO 3.3 30.10.2024
CENTRAL AMERICAN BANK 1.14 09.02.2026
CITIGROUP INC 0.776 30.10.2024
CITIGROUP INC 3.785 17.03.2033
CITIGROUP INC 1.122 28.01.2027
COMCAST CORP 3.7 15.04.2024
COSTCO WHOLESALE CORP 1.6 20.04.2030
COUNCIL OF EUROPE 0.25 20.10.2023
DTE Energy Company 4.22 01.11.2025
EXXON MOBIL CORPORATION 3.095 16.08.2049
EXXON MOBIL CORPORATION 2.019 16.08.2024
EXXON MOBIL CORPORATION 4.227 19.03.2040
FREDDIE MAC 0.125 16.10.2023
Government National Mortgage Association 3.5 20.04.2050
Government National Mortgage Association 3.5 20.02.2052
GENERAL MOTORS FINL CO 3.95 13.04.2024
GENERAL MOTORS FINL CO 1.25 08.01.2026
GOLDMAN SACHS GROUP INC 0.925 21.10.2024
HSBC HOLDINGS PLC 3.803 11.03.2025
INTEL CORP 3.25 15.11.2049
INTER-AMERICAN DEVEL BK 3.0 04.10.2023
JPMORGAN CHASE & CO 4.26 22.02.2048
JPMORGAN CHASE & CO 4.452 05.12.2029
JPMORGAN CHASE & CO 3.157 22.04.2042
JPN BANK FOR INTL COOP 3.375 31.10.2023
JOHNSON & JOHNSON 2.9 15.01.2028
KFW 0.25 19.10.2023
MERCK & CO INC 1.7 10.06.2027
MORGAN STANLEY 3.875 29.04.2024
NOVARTIS CAPITAL CORP 3.4 06.05.2024
NVIDIA CORP 2.85 01.04.2030
PROCTER & GAMBLE CO/THE 3.0 25.03.2030
QUALCOMM INC 4.3 20.05.2047
SABINE PASS LIQUEFACTION 5.875 30.06.2026
SHELL INTERNATIONAL FIN 2.75 06.04.2030
SOUTHWEST AIRLINES CO 5.125 15.06.2027
T-MOBILE USA INC 3.4 15.10.2052
TRANSCANADA TRUST 5.3 15.03.2077
US BANCORP 1.45 12.05.2025
US TREASURY N/B 2.875 30.09.2023
US TREASURY N/B 1.375 30.09.2023
US TREASURY N/B 0.125 15.10.2023
US TREASURY N/B 0.25 30.09.2023
VERIZON COMMUNICATIONS 3.7 22.03.2061
VMWARE INC 1.4 15.08.2026
WALMART INC 1.8 22.09.2031
WELLS FARGO & COMPAN 4.9 17.11.2045
WELLS FARGO & COMPANY 4.75 07.12.2046
WELLS FARGO & COMPANY 4.15 24.01.2029
WELLS FARGO & COMPANY 3.196 17.06.2027
CENTRAL AMERICAN BANK 2.0 06.05.2025

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.