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Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 28th September 2022

As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Wednesday, 28 September 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Friday, 30 September 2022 (Adjustment Day).

Adjustments:

Issuer Name Coupon Maturity Date
Fannie Mae 4.0 01.10.2052
Fannie Mae 4.5 01.10.2052
Fannie Mae 5.0 01.10.2052
Freddie Mac 4.0 01.10.2052
Freddie Mac 4.5 01.10.2052
Freddie Mac 5.0 01.10.2052
Government National Mortgage Association 4.0 20.09.2052
Government National Mortgage Association 4.5 20.09.2052
Government National Mortgage Association 5.0 20.09.2052
Government National Mortgage Association 5.5 20.09.2052
Freddie Mac 4.0 01.10.2052
Freddie Mac 4.5 01.10.2052
Freddie Mac 3.5 01.09.2052
ALPHABET INC 1.1 15.08.2030
ALTRIA GROUP INC 2.45 04.02.2032
AMAZON.COM INC 3.0 13.04.2025
AMAZON.COM INC 3.45 13.04.2029
AMERICAN EXPRESS CO 3.95 01.08.2025
AMGEN INC 3.375 21.02.2050
APPLE INC 3.85 04.08.2046
APPLE INC 2.65 08.02.2051
BANK OF AMERICA CORP 4.244 24.04.2038
BANK OF AMERICA CORP 2.572 20.10.2032
BAXTER INTERNATIONAL INC 2.539 01.02.2032
BERKSHIRE HATHAWAY FIN 2.85 15.10.2050
BRISTOL-MYERS SQUIBB CO 4.125 15.06.2039
BRISTOL-MYERS SQUIBB CO 2.55 13.11.2050
CANADIAN PACIFIC RAILWAY 2.45 02.12.2031
CANADIAN PACIFIC RAILWAY 3.1 02.12.2051
CAPITAL ONE FINANCIAL CO 3.75 28.07.2026
CAPITAL ONE FINANCIAL CO 3.3 30.10.2024
CITIGROUP INC 4.91 24.05.2033
CREDIT SUISSE NEW YORK 2.95 09.04.2025
DTE Energy Company 2.25 01.11.2025
ENERGY TRANSFER OPERATNG 3.75 15.05.2030
ENERGY TRANSFER OPERATNG 6.25 15.04.2049
EXXON MOBIL CORPORATION 4.114 01.03.2046
GENERAL MOTORS CO 6.6 01.04.2036
GENERAL MOTORS FINL CO 3.95 13.04.2024
GENERAL MOTORS FINL CO 1.25 08.01.2026
GOLDMAN SACHS GROUP INC 3.85 08.07.2024
GOLDMAN SACHS GROUP INC 4.25 21.10.2025
GOLDMAN SACHS GROUP INC 0.925 21.10.2024
GOLDMAN SACHS GROUP INC 2.65 21.10.2032
HSBC HOLDINGS PLC 3.9 25.05.2026
HSBC HOLDINGS PLC 4.292 12.09.2026
HSBC HOLDINGS PLC 2.804 24.05.2032
HOME DEPOT INC 3.35 15.04.2050
HONEYWELL INTERNATIO 2.5 01.11.2026
HONEYWELL INTERNATIONAL 1.75 01.09.2031
INTEL CORP 3.25 15.11.2049
IBM CORP 4.15 15.05.2039
JPMORGAN CHASE & CO 1.045 19.11.2026
JPMORGAN CHASE & CO 1.47 22.09.2027
JPMORGAN CHASE & CO 5.717 14.09.2033
JOHNSON & JOHNSON 2.9 15.01.2028
KRAFT FOODS GROUP INC 5.0 04.06.2042
MERCK & CO INC 1.7 10.06.2027
PROCTER & GAMBLE CO/THE 3.0 25.03.2030
ROYAL BK SCOTLND GRP PLC 4.269 22.03.2025
ROYAL BANK OF CANADA 2.3 03.11.2031
ROYAL BANK OF CANADA 3.97 26.07.2024
SABINE PASS LIQUEFACTION 5.875 30.06.2026
SALESFORCE.COM INC 1.95 15.07.2031
SHELL INTERNATIONAL FIN 2.75 06.04.2030
T-MOBILE USA INC 3.4 15.10.2052
TORONTO-DOMINION BANK 4.285 13.09.2024
TRANSCANADA TRUST 5.3 15.03.2077
VALE OVERSEAS LIMITED 3.75 08.07.2030
VISA INC 4.15 14.12.2035
VMWARE INC 1.4 15.08.2026
VMWARE INC 2.2 15.08.2031
WAL-MART STORES INC 6.2 15.04.2038
WELLS FARGO & COMPANY 3.0 19.02.2025
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
US TREASURY N/B 3.25 31.08.2024
US TREASURY N/B 3.125 31.08.2027
US TREASURY N/B 3.125 31.08.2029
US TREASURY N/B 3.5 15.09.2025
INTL FINANCE CORP 3.625 15.09.2025
ASIAN DEVELOPMENT BANK 3.125 20.08.2027
ASIAN INFRASTRUCTURE INV 3.75 14.09.2027
AGENCE FRANCAISE DEVELOP 4.0 21.09.2027
EUROPEAN INVESTMENT BANK 3.25 15.11.2027
INTER-AMERICAN DEVEL BK 3.5 14.09.2029

Deletions:

Issuer Name Coupon Maturity Date
AT&T INC 3.65 01.06.2051
AT&T INC 0.9 25.03.2024
ABBVIE INC 4.45 14.05.2046
AFRICAN DEVELOPMENT BANK 3.0 20.09.2023
AMAZON.COM INC 2.8 22.08.2024
AMAZON.COM INC 2.875 12.05.2041
AMAZON.COM INC 3.25 12.05.2061
AMGEN INC 3.15 21.02.2040
ANHEUSER-BUSCH INBEV WOR 4.5 01.06.2050
ASIAN INFRASTRUCTURE INV 0.25 29.09.2023
BANCO SANTANDER SA 2.706 27.06.2024
BANCO SANTANDER SA 3.892 24.05.2024
BANK OF AMERICA CORP 1.898 23.07.2031
BERKSHIRE HATHAWAY FIN 4.2 15.08.2048
BLACKROCK INC 2.1 25.02.2032
BP CAP MARKETS AMERICA 2.939 04.06.2051
BRISTOL-MYERS SQUIBB CO 2.95 15.03.2032
BRISTOL-MYERS SQUIBB CO 3.55 15.03.2042
CVS HEALTH CORP 3.25 15.08.2029
CARRIER GLOBAL CORP 3.577 05.04.2050
CITIGROUP INC 3.668 24.07.2028
CITIGROUP INC 3.07 24.02.2028
CITIGROUP INC 2.976 05.11.2030
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
DEUTSCHE BANK NY 2.222 18.09.2024
DEUTSCHE BANK NY 3.547 18.09.2031
DOWDUPONT INC 5.419 15.11.2048
ENERGY TRANSFER OPERATNG 5.0 15.05.2050
EUROPEAN INVESTMENT BANK 0.25 15.09.2023
Freddie Mac 3.0 01.04.2043
Freddie Mac 3.0 01.03.2043
Freddie Mac 3.0 01.04.2043
Freddie Mac 2.0 01.02.2051
FEDERAL HOME LOAN BANK 3.375 08.09.2023
Freddie Mac 1.5 01.02.2051
FANNIE MAE 2.875 12.09.2023
FREDDIE MAC 0.25 08.09.2023
Fannie Mae 4.0 01.06.2042
Fannie Mae 1.5 01.10.2035
Government National Mortgage Association 3.0 20.10.2042
GENERAL MOTORS CO 6.25 02.10.2043
GOLDMAN SACHS GROUP INC/THE 4.0 03.03.2024
GOLDMAN SACHS GROUP INC 3.21 22.04.2042
GOLDMAN SACHS GROUP INC 3.0 15.03.2024
HCA INC 5.0 15.03.2024
HCA INC 5.25 15.06.2049
HSBC HOLDINGS PLC 6.5 02.05.2036
HSBC HOLDINGS PLC 6.5 15.09.2037
HOME DEPOT INC 4.5 06.12.2048
HOME DEPOT INC 2.375 15.03.2051
INTL BK RECON & DEVELOP 3.0 27.09.2023
ISRAEL STATE OF (GOVERNMENT) 5.5 18.09.2023
ITALY GOVT INT BOND 6.875 27.09.2023
JPMORGAN CHASE & CO 6.4 15.05.2038
JPMORGAN CHASE & CO 4.023 05.12.2024
JPMORGAN CHASE & CO 3.702 06.05.2030
KAISER FOUNDATION HOSPIT 2.81 01.06.2041
KRAFT HEINZ FOODS CO 3.875 15.05.2027
MICROSOFT CORP 2.525 01.06.2050
MORGAN STANLEY 5.597 24.03.2051
MORGAN STANLEY 2.802 25.01.2052
MORGAN STANLEY 3.971 22.07.2038
MORGAN STANLEY 1.164 21.10.2025
MORGAN STANLEY 3.217 22.04.2042
NOVARTIS CAPITAL CORP 4.4 06.05.2044
ORACLE CORP 2.95 15.11.2024
PFIZER INC 4.0 15.03.2049
ROYAL BK SCOTLND GRP PLC 5.076 27.01.2030
ROYAL BANK OF CANADA 2.25 01.11.2024
ROYAL BANK OF CANADA 1.15 10.06.2025
SABINE PASS LIQUEFACTION 4.2 15.03.2028
SHELL INTERNATIONAL FIN 3.875 13.11.2028
SOUTHERN CO 4.4 01.07.2046
SUMITOMO MITSUI FINL GRP 2.696 16.07.2024
TELEFONICA EMISIONES SAU 4.103 08.03.2027
TORONTO-DOMINION BANK 4.108 08.06.2027
TYSON FOODS INC 3.95 15.08.2024
US TREASURY N/B 1.375 31.08.2023
US TREASURY N/B 2.75 31.08.2023
US TREASURY N/B 0.125 15.09.2023
US TREASURY N/B 0.125 31.08.2023
UPJOHN INC 4.0 22.06.2050
VODAFONE GROUP PLC 4.875 19.06.2049
WAL-MART STORES INC 6.5 15.08.2037
BNG BANK NV 3.0 20.09.2023

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.