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Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 28th May 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, 26 May 2021 (Selection Day). The following changes to the index composition will become effective as of close of business on Friday, 28 May 2021 (Adjustment Day).

Additions:

Issuer Name Coupon Maturity Date
NEDER WATERSCHAPSBANK 0.125 15.02.2023
L-BANK BW FOERDERBANK 0.25 27.04.2023
CAISSE D’AMORT DETTE SOC 0.375 27.05.2024
FREDDIE MAC 6.25 15.07.2032
TENN VALLEY AUTHORITY 5.25 15.09.2039
Government National Mortgage Association 2.5 20.05.2051
Government National Mortgage Association 3 20.05.2051
Freddie Mac 2 01.06.2051
Freddie Mac 2.5 01.06.2051
Fannie Mae 2 01.06.2051
Fannie Mae 2.5 01.06.2051
Fannie Mae 2 01.06.2041
Freddie Mac 2 01.06.2041
Government National Mortgage Association 2 20.05.2051
Freddie Mac 1.5 01.05.2051
Freddie Mac 2 01.05.2036
Freddie Mac 2 01.05.2051
Freddie Mac 1.5 01.05.2041
Freddie Mac 1.5 01.05.2036
Freddie Mac 2 01.05.2051
Fannie Mae 2 01.05.2036
Government National Mortgage Association 3 20.04.2051
Freddie Mac 2 01.05.2051
Freddie Mac 2 01.05.2051
Freddie Mac 2.5 01.05.2051
Freddie Mac 2 01.05.2051
Freddie Mac 1.5 01.05.2051
Freddie Mac 2 01.05.2051
Fannie Mae 3.5 01.07.2050
Freddie Mac 2 01.04.2041
EUROPEAN INVESTMENT BANK 0.375 24.07.2024
NEW DEVELOPM BANK BRICS 1.125 27.04.2026
INTL DEVELOPMENT ASSOC 0.875 28.04.2026
EUROPEAN INVESTMENT BANK 1.625 13.05.2031
ABBVIE INC 4.25 14.11.2028
AMERISOURCEBERGEN CORP 0.737 15.03.2023
ANHEUSER-BUSCH INBEV WOR 4 13.04.2028
ABBOTT LABORATORIES 3.75 30.11.2026
ADOBE INC 2.3 01.02.2030
AMGEN INC 3.15 21.02.2040
AMAZON.COM INC 3.1 12.05.2051
AMAZON.COM INC 2.1 12.05.2031
AMAZON.COM INC 1 12.05.2026
AMAZON.COM INC 0.45 12.05.2024
AMAZON.COM INC 1.65 12.05.2028
AMAZON.COM INC 2.875 12.05.2041
BANK OF AMERICA CORP 3.5 19.04.2026
BANK OF AMERICA CORP 1.658 11.03.2027
BANK OF AMERICA CORP 1.197 24.10.2026
BARCLAYS PLC 3.684 10.01.2023
BRISTOL-MYERS SQUIBB CO 4.125 15.06.2039
BRISTOL-MYERS SQUIBB CO 2.55 13.11.2050
BRISTOL-MYERS SQUIBB CO 4.55 20.02.2048
BRISTOL-MYERS SQUIBB CO 1.45 13.11.2030
CITIGROUP INC 2.561 01.05.2032
CITIGROUP INC 0.776 30.10.2024
CITIGROUP INC 4.75 18.05.2046
DEUTSCHE BANK NY 3.547 18.09.2031
ENERGY TRANSFER OPERATNG 5.25 15.04.2029
FISERV INC 3.2 01.07.2026
GE CAPITAL FUNDING LLC 4.4 15.05.2030
GENERAL MOTORS CO 4.875 02.10.2023
GENERAL MOTORS CO 6.6 01.04.2036
ALPHABET INC 1.1 15.08.2030
HOME DEPOT INC 4.5 06.12.2048
HOME DEPOT INC 3.35 15.04.2050
HOME DEPOT INC 3.125 15.12.2049
HOME DEPOT INC 1.375 15.03.2031
HONEYWELL INTERNATIO 2.5 01.11.2026
HSBC HOLDINGS PLC 2.804 24.05.2032
HSBC HOLDINGS PLC 4.25 14.03.2024
JPMORGAN CHASE & CO 3.109 22.04.2051
JPMORGAN CHASE & CO 1.514 01.06.2024
COCA-COLA CO/THE 2.25 05.01.2032
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
SOUTHWEST AIRLINES CO 5.125 15.06.2027
ALTRIA GROUP INC 4.8 14.02.2029
ALTRIA GROUP INC 5.375 31.01.2044
MORGAN STANLEY 0.985 10.12.2026
MORGAN STANLEY 5.597 24.03.2051
MICROSOFT CORP 3.3 06.02.2027
MICROSOFT CORP 2.675 01.06.2060
MICROSOFT CORP 2.7 12.02.2025
MICROSOFT CORP 2 08.08.2023
PFIZER INC 1.7 28.05.2030
SHELL INTERNATIONAL FIN 2.375 07.11.2029
RIO TINTO FIN USA LTD 5.2 02.11.2040
ROYAL BANK OF CANADA 3.7 05.10.2023
ROYAL BANK OF CANADA 2.25 01.11.2024
BANCO SANTANDER SA 2.706 27.06.2024
SUMITOMO MITSUI FINL GRP 3.04 16.07.2029
SUMITOMO MITSUI FINL GRP 1.474 08.07.2025
AT&T INC 3.5 01.02.2061
TELEDYNE TECHNOLOGIES IN 2.75 01.04.2031
TJX COS INC 3.5 15.04.2025
TOYOTA MOTOR CREDIT CORP 2.9 30.03.2023
VALE OVERSEAS LIMITED 3.75 08.07.2030
VERIZON COMMUNICATIONS 2.987 30.10.2056
VERIZON COMMUNICATIONS INC 4.4 01.11.2034
WELLS FARGO & COMPANY 3 19.02.2025
WAL-MART STORES INC 3.3 22.04.2024
US TREASURY N/B 0.75 30.04.2026
US TREASURY N/B 0.125 30.04.2023
US TREASURY N/B 1.25 30.04.2028
BK OF ENGLAND EURO NOTE 0.25 08.03.2024
ITALY GOV’T INT BOND 0.875 06.05.2024
CANADA GOVERNMENT 0.75 19.05.2026
ITALY GOV’T INT BOND 3.875 06.05.2051

Deletions:

Issuer Name Coupon Maturity Date
Freddie Mac 1.5 01.02.2041
Fannie Mae 2.5 01.05.2035
Freddie Mac 2.5 01.01.2050
Freddie Mac 3 01.08.2049
Freddie Mac 3.5 01.07.2049
Freddie Mac 3.5 01.06.2046
Government National Mortgage Association 4.5 20.12.2048
Fannie Mae 4 01.12.2048
Freddie Mac 3.5 01.05.2045
Government National Mortgage Association 4.5 20.09.2048
Freddie Mac 4 01.09.2048
Freddie Mac 3.5 01.10.2045
Freddie Mac 3.5 01.10.2042
Freddie Mac 4 01.02.2047
Freddie Mac 4 01.12.2043
Freddie Mac 4 01.09.2048
Government National Mortgage Association 4.5 20.07.2048
Freddie Mac 4 01.02.2047
Government National Mortgage Association 4 20.03.2048
Fannie Mae 3.5 01.11.2047
Government National Mortgage Association 3 20.09.2047
Government National Mortgage Association 4 20.09.2047
Government National Mortgage Association 4 20.04.2047
Freddie Mac 4 01.12.2043
Freddie Mac 3.5 01.10.2042
Freddie Mac 3.5 01.10.2045
Freddie Mac 3.5 01.05.2045
Government National Mortgage Association 3.5 20.03.2045
Government National Mortgage Association 3.5 20.01.2045
Government National Mortgage Association 3.5 20.12.2044
Government National Mortgage Association 3.5 20.05.2043
EUROPEAN INVESTMENT BANK 2.625 20.05.2022
ASIAN DEVELOPMENT BANK 1.625 24.01.2023
APPLE INC 2.65 08.02.2051
APPLE INC 1.125 11.05.2025
ABBVIE INC 2.9 06.11.2022
ABBVIE INC 2.3 21.11.2022
ABBVIE INC 3.2 14.05.2026
ANHEUSER-BUSCH INBEV WOR 4.15 23.01.2025
ANHEUSER-BUSCH INBEV WOR 5.45 23.01.2039
AMGEN INC 4.4 01.05.2045
AMAZON.COM INC 3.875 22.08.2037
AMAZON.COM INC 2.8 22.08.2024
AMAZON.COM INC 4.95 05.12.2044
ALIBABA GROUP HOLDING 4.2 06.12.2047
BANK OF AMERICA CORP 3.824 20.01.2028
CITIGROUP INC 3.98 20.03.2030
CITIGROUP INC 3.668 24.07.2028
CITIGROUP INC 1.122 28.01.2027
CHENIERE CORP CHRISTI HD 5.125 30.06.2027
COMCAST CORP 3.999 01.11.2049
COSTCO WHOLESALE CORP 1.6 20.04.2030
DOWDUPONT INC 4.205 15.11.2023
ECOPETROL SA 6.875 29.04.2030
ECOPETROL SA 5.875 28.05.2045
ECOPETROL SA 5.875 18.09.2023
ENERGY TRANSFER OPERATNG 3.75 15.05.2030
FISERV INC 2.75 01.07.2024
GLAXOSMITHKLINE CAP INC 2.8 18.03.2023
HSBC HOLDINGS PLC 4.95 31.03.2030
HSBC HOLDINGS PLC 4.041 13.03.2028
HSBC HOLDINGS PLC 3.9 25.05.2026
HSBC HOLDINGS PLC 3.6 25.05.2023
INTERNATIONAL BUSINESS MACHINES 3.625 12.02.2024
INTERNATIONAL BUSINESS MACHINES 3.375 01.08.2023
IBM CORP 1.95 15.05.2030
INTEL CORP 3.25 15.11.2049
JPMORGAN CHASE & CO 4.452 05.12.2029
JPMORGAN CHASE & CO 2.005 13.03.2026
JPMORGAN CHASE & CO 5.6 15.07.2041
KEURIG DR PEPPER INC 4.597 25.05.2028
COCA-COLA CO/THE 2.875 27.10.2025
COCA-COLA CO/THE 2.5 15.03.2051
KAISER FOUNDATION HOSPIT 4.15 01.05.2047
MORGAN STANLEY 1.928 28.04.2032
MORGAN STANLEY 6.375 24.07.2042
MORGAN STANLEY 5 24.11.2025
MORGAN STANLEY 4.875 01.11.2022
MICROSOFT CORP 2.4 08.08.2026
MICROSOFT CORP 2.875 06.02.2024
MICROSOFT CORP 2.65 03.11.2022
MITSUBISHI UFJ FIN GRP 3.761 26.07.2023
NORTHROP GRUMMAN CORP 3.25 15.01.2028
NOVARTIS CAPITAL CORP 4.4 06.05.2044
NOVARTIS CAPITAL CORP 2.2 14.08.2030
PEPSICO INC 3 15.10.2027
PHILIP MORRIS INTL INC 4.25 10.11.2044
SHELL INTERNATIONAL FIN 3.25 06.04.2050
SHELL INTERNATIONAL FIN 3.875 13.11.2028
SCHLUMBERGER INVESTMENT 2.65 26.06.2030
SOUTHERN CO 4.4 01.07.2046
SABINE PASS LIQUEFACTION 5.875 30.06.2026
SUZANO AUSTRIA GMBH 3.75 15.01.2031
AT&T INC 3.85 01.06.2060
TRUIST BANK 1.25 09.03.2023
TARGET CORP 2.25 15.04.2025
VERIZON COMMUNICATIO 4.672 15.03.2055
VERIZON COMMUNICATIONS 3 20.11.2060
WELLS FARGO & CO 5.375 02.11.2043
EXXON MOBIL CORPORATION 4.114 01.03.2046
US TREASURY N/B 2.125 15.05.2022
US TREASURY N/B 1.75 15.05.2022
US TREASURY N/B 1.75 30.04.2022
US TREASURY N/B 1.875 30.04.2022
US TREASURY N/B 0.125 30.04.2022
SLOVAK REPUBLIC 4.375 21.05.2022

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.