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Announcements

Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 29th November 2022

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

Adjustments:

Issuer Name Coupon Maturity Date
REPUBLIC OF POLAND 5.5 16.11.2027
REPUBLIC OF POLAND 5.75 16.11.2032
FEDERAL HOME LOAN BANK 4.5 03.10.2024
CAISSE D’AMORT DETTE SOC 4.625 02.11.2025
Government National Mortgage Association 4.0 20.11.2052
Government National Mortgage Association 4.5 20.11.2052
Fannie Mae 5.0 01.12.2052
Government National Mortgage Association 5.0 20.11.2052
Fannie Mae 5.5 01.12.2052
Government National Mortgage Association 5.5 20.11.2052
Government National Mortgage Association 6.0 20.11.2052
Freddie Mac 5.0 01.08.2040
Freddie Mac 5.0 01.12.2052
Freddie Mac 4.0 01.07.2044
Freddie Mac 3.5 01.04.2045
Freddie Mac 5.0 01.12.2052
Freddie Mac 4.5 01.11.2052
Freddie Mac 5.0 01.11.2052
Freddie Mac 5.0 01.11.2052
Freddie Mac 5.5 01.11.2052
AT&T INC 3.65 01.06.2051
ALPHABET INC 1.998 15.08.2026
AMAZON.COM INC 2.8 22.08.2024
AMAZON.COM INC 2.7 03.06.2060
AMAZON.COM INC 2.875 12.05.2041
APPLE INC 4.375 13.05.2045
BANK OF AMERICA CORP 5.0 21.01.2044
BANK OF AMERICA CORP 4.443 20.01.2048
BANK OF AMERICA CORP 4.244 24.04.2038
BANK OF NY MELLON CORP 5.834 25.10.2033
BARCLAYS PLC 4.972 16.05.2029
BARCLAYS PLC 7.437 02.11.2033
CVS HEALTH CORP 2.875 01.06.2026
CANADIAN PACIFIC RAILWAY 1.35 02.12.2024
CHENIERE CORP CHRISTI HD 3.7 15.11.2029
CITIGROUP INC 2.666 29.01.2031
CITIGROUP INC 3.785 17.03.2033
CITIGROUP INC. 6.27 17.11.2033
CITIGROUP INC 2.976 05.11.2030
CITIGROUP INC 1.122 28.01.2027
CRED SUIS GP FUN LTD 4.875 15.05.2045
CRED SUIS GP FUN LTD 4.55 17.04.2026
DEUTSCHE BANK NY 3.547 18.09.2031
EXXON MOBIL CORPORATION 2.709 06.03.2025
EXXON MOBIL CORPORATION 4.227 19.03.2040
GSK CONSUMER HEALTHCARE 3.375 24.03.2027
GSK CONSUMER HEALTHCARE 3.625 24.03.2032
GENERAL MOTORS CO 6.25 02.10.2043
GOLDMAN SACHS GROUP INC 4.482 23.08.2028
GOLDMAN SACHS GROUP 5.15 22.05.2045
HCA INC 5.25 15.06.2049
HSBC HOLDINGS PLC 6.5 15.09.2037
HSBC HOLDINGS PLC 3.803 11.03.2025
HSBC HOLDINGS PLC 4.95 31.03.2030
HSBC HOLDINGS PLC 5.402 11.08.2033
HSBC HOLDINGS PLC 8.113 03.11.2033
INTEL CORP 3.25 15.11.2049
JPMORGAN CHASE & CO 6.4 15.05.2038
JPMORGAN CHASE & CO 3.157 22.04.2042
JOHNSON & JOHNSON 2.9 15.01.2028
KRAFT HEINZ FOODS CO 3.875 15.05.2027
MERCK & CO INC 1.7 10.06.2027
MICROSOFT CORP 2.7 12.02.2025
MITSUBISHI UFJ FIN GRP 5.063 12.09.2025
NATIONAL AUSTRALIA BANK LIMITED 5.132 22.11.2024
NVIDIA CORP 2.85 01.04.2030
ORACLE CORP 6.25 09.11.2032
ORACLE CORP 6.9 09.11.2052
PEPSICO INC 2.25 19.03.2025
QUALCOMM INC 4.3 20.05.2047
ROYAL BANK OF CANADA 2.25 01.11.2024
SALESFORCE.COM INC 2.7 15.07.2041
SHELL INTERNATIONAL FIN 2.75 06.04.2030
SOUTHERN CO 4.4 01.07.2046
SOUTHWEST AIRLINES CO 5.125 15.06.2027
TAKEDA PHARMACEUTICAL 3.175 09.07.2050
TORONTO-DOMINION BANK 4.108 08.06.2027
TORONTO-DOMINION BANK 4.693 15.09.2027
US BANCORP 1.45 12.05.2025
UNITEDHEALTH GROUP INC 4.75 15.05.2052
UNITEDHEALTH GROUP INC 5.875 15.02.2053
VERIZON COMMUNICATIONS 3.7 22.03.2061
UPJOHN INC 4.0 22.06.2050
VODAFONE GROUP PLC 6.15 27.02.2037
WELLS FARGO & COMPANY 4.15 24.01.2029
WELLS FARGO & COMPANY 3.196 17.06.2027
WESTPAC BANKING CORPORATION 5.457 18.11.2027
US TREASURY N/B 4.0 15.11.2052
US TREASURY N/B 4.125 30.09.2027
US TREASURY N/B 4.375 31.10.2024
US TREASURY N/B 4.0 31.10.2029
US TREASURY N/B 4.125 15.11.2032
AFRICAN DEVELOPMENT BANK 4.375 03.11.2027

Deletions:

Issuer Name Coupon Maturity Date
AT&T INC 3.8 01.12.2057
ABBVIE INC 4.5 14.05.2035
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
AMAZON.COM INC 0.45 12.05.2024
AMAZON.COM INC 3.0 13.04.2025
AMAZON.COM INC 3.45 13.04.2029
AMERICAN EXPRESS CO 3.95 01.08.2025
ANHEUSER-BUSCH INBEV WOR 4.5 01.06.2050
APPLE INC 3.45 06.05.2024
APPLE INC 3.45 09.02.2045
BANCO SANTANDER SA 2.749 03.12.2030
BANK OF AMERICA CORP 4.0 22.01.2025
BANK OF AMERICA CORP 3.95 21.04.2025
BANK OF AMERICA CORP 2.972 21.07.2052
BANK OF AMERICA CORP 2.482 21.09.2036
BANK OF AMERICA CORP 2.572 20.10.2032
BP CAP MARKETS AMERICA 3.379 08.02.2061
BRISTOL-MYERS SQUIBB CO 4.125 15.06.2039
CNOOC FINANCE 2014 ULC 4.25 30.04.2024
CAPITAL ONE FINANC 4.2 29.10.2025
CHENIERE CORP CHRISTI HD 5.125 30.06.2027
CISCO SYSTEMS INC 5.5 15.01.2040
CISCO SYSTEMS INC 2.5 20.09.2026
CITIGROUP INC 3.07 24.02.2028
CITIGROUP INC 4.91 24.05.2033
CITIGROUP INC 3.057 25.01.2033
COCA-COLA CO/THE 1.45 01.06.2027
COMCAST CORP 2.987 01.11.2063
CORP ANDINA DE FOMENTO 3.75 23.11.2023
CREDIT SUISSE NEW YORK 2.95 09.04.2025
CREDIT SUISSE NEW YORK 1.25 07.08.2026
CREDIT SUISSE NEW YORK 3.7 21.02.2025
ENERGY TRANSFER OPERATNG 3.75 15.05.2030
ENERGY TRANSFER OPERATNG 6.25 15.04.2049
Freddie Mac 3.0 01.02.2052
Freddie Mac 2.0 01.11.2041
Freddie Mac 2.0 01.08.2041
Freddie Mac 1.5 01.08.2036
FANNIE MAE 0.25 27.11.2023
FREDDIE MAC 0.25 06.11.2023
Fannie Mae 2.5 01.06.2050
ORANGE SA 9.0 01.03.2031
GE CAPITAL INTL FUNDING 4.418 15.11.2035
Government National Mortgage Association 3.5 20.12.2046
GENERAL ELECTRIC CAPITAL CORP 6.75 15.03.2032
GENERAL MOTORS CO 6.6 01.04.2036
GOLDMAN SACHS GROUP INC 3.814 23.04.2029
GOLDMAN SACHS GROUP 3.75 22.05.2025
HOME DEPOT INC 3.35 15.04.2050
HOME DEPOT INC 3.625 15.04.2052
INTER-AMERICAN DEVEL BK 0.25 15.11.2023
INTL BK RECON & DEVELOP 0.25 24.11.2023
IBM CORP 3.0 15.05.2024
IBM CORP 4.15 15.05.2039
JOHNSON & JOHNSON 0.95 01.09.2027
KRAFT FOODS GROUP INC 5.0 04.06.2042
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
MORGAN STANLEY 3.971 22.07.2038
NATIONAL AUSTRALIA BK/NY 3.905 09.06.2027
ORACLE CORP 3.85 01.04.2060
OTIS WORLDWIDE CORP 2.565 15.02.2030
PG&E WILDFIRE RECOVERY 4.451 01.12.2047
ROYAL BANK OF CANADA 3.97 26.07.2024
SABINE PASS LIQUEFACTION 5.75 15.05.2024
SALESFORCE.COM INC 1.95 15.07.2031
SUMITOMO MITSUI FINL GRP 2.696 16.07.2024
T-MOBILE USA INC 4.75 01.02.2028
TOTAL CAPITAL INTL SA 3.127 29.05.2050
US TREASURY N/B 2.875 31.10.2023
US TREASURY N/B 1.625 31.10.2023
US TREASURY N/B 2.75 15.11.2023
US TREASURY N/B 0.25 15.11.2023
US TREASURY N/B 0.375 31.10.2023
UNITEDHEALTH GROUP IN 4.75 15.07.2045
VISA INC 4.15 14.12.2035
VMWARE INC 1.0 15.08.2024
WESTPAC BANKING CORP 1.019 18.11.2024
WESTPAC BANKING CORP 1.953 20.11.2028
WILLIAMS COMPANIES INC 2.6 15.03.2031

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.