Overview
Announcements

Ordinary Rebalance | Solactive US Aggregate Bond CAD Index | Effective Date 1st August 2023

As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Thursday, 27 July 2023 (Selection Date). The following changes to the index composition will become effective as of Tuesday, 01 August 2023 (Effective Date).

Additions:

Issuer Name Coupon Maturity Date
FEDERAL HOME LOAN BANK SYSTEM 5.58 14.08.2024
EXPORT DEVELOPMENT CANADA 4.375 29.06.2026
KFW 4.125 15.07.2033
FNMA 5.5 01.08.2053
FHLMC 5.5 01.08.2053
GNMA II 4.5 20.07.2053
GNMA II 5.0 20.07.2053
GNMA II 5.5 20.07.2053
GNMA II 6.0 20.07.2053
GNMA II 6.5 20.07.2053
FHLMC 5.0 01.08.2053
FHLMC 5.5 01.08.2053
FHLMC 6.0 01.07.2053
AT&T INC 3.8 01.12.2057
ABBOTT LABORATORIES 4.75 30.11.2036
APPLE INC 3.45 09.02.2045
BANK OF AMERICA CORP 3.97 05.03.2029
BARCLAYS PLC 4.375 12.01.2026
BARCLAYS PLC 7.119 27.06.2034
CITIGROUP INC 8.125 15.07.2039
CITIGROUP INC 4.75 18.05.2046
EQUINOR ASA 3.125 06.04.2030
GE HEALTHCARE HOLDING LLC 5.65 15.11.2027
GILEAD SCIENCES INC 4.75 01.03.2046
HCA INC 5.25 15.06.2026
HCA INC 5.625 01.09.2028
HSBC HOLDINGS PLC 4.292 12.09.2026
HOME DEPOT INC 2.7 15.04.2030
HONEYWELL INTERNATIONAL 1.75 01.09.2031
IBM CORP 4.15 15.05.2039
JPMORGAN CHASE & CO 6.4 15.05.2038
JPMORGAN CHASE & CO 4.26 22.02.2048
JPMORGAN CHASE & CO. 5.35 01.06.2034
MAGALLANES INC 3.638 15.03.2025
WARNERMEDIA HOLDINGS INC. 5.391 15.03.2062
MORGAN STANLEY 5.597 24.03.2051
MORGAN STANLEY 1.164 21.10.2025
MORGAN STANLEY 4.21 20.04.2028
MORGAN STANLEY 5.123 01.02.2029
NVIDIA CORP 3.5 01.04.2050
ORACLE CORP 3.85 01.04.2060
PFIZER INVESTMENT ENTERPRISES PTE. LTD. 4.65 19.05.2025
PFIZER INVESTMENT ENTERPRISES PTE. LTD. 4.45 19.05.2026
PFIZER INVESTMENT ENTERPRISES PTE. LTD. 4.45 19.05.2028
PFIZER INVESTMENT ENTERPRISES PTE. LTD. 4.65 19.05.2030
PFIZER INVESTMENT ENTERPRISES PTE. LTD. 4.75 19.05.2033
PFIZER INVESTMENT ENTERPRISES PTE. LTD. 5.11 19.05.2043
PFIZER INVESTMENT ENTERPRISES PTE. LTD. 5.3 19.05.2053
PFIZER INVESTMENT ENTERPRISES PTE. LTD. 5.34 19.05.2063
QUALCOMM INC 4.3 20.05.2047
SHELL INTERNATIONAL FIN 2.75 06.04.2030
T-MOBILE USA INC 4.375 15.04.2040
TORONTO-DOMINION BANK 5.532 17.07.2026
UBS GROUP AG 3.75 26.03.2025
VALE OVERSEAS LTD. 6.125 12.06.2033
WALMART INC 3.9 09.09.2025
WELLS FARGO & COMPANY 3.0 19.02.2025
WELLS FARGO & COMPANY 3.55 29.09.2025
WELLS FARGO & COMPANY 3.196 17.06.2027
WELLS FARGO & COMPANY 5.574 25.07.2029
WELLS FARGO & COMPANY 5.557 25.07.2034
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.5 15.07.2026
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.75 30.06.2030
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.0 30.06.2028
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 30.06.2025
INTER-AMERICAN DEVELOPMENT BANK 4.5 15.05.2026
INTERNATIONAL FINANCE CORP. 4.5 13.07.2028

Deletions:

Issuer Name Coupon Maturity Date
AMAZON.COM INC 2.7 03.06.2060
AMAZON.COM INC 2.875 12.05.2041
AMGEN INC 4.4 01.05.2045
APPLE INC 3.85 04.08.2046
BANK OF AMERICA CORP 5.0 21.01.2044
BANK OF AMERICA CORP 4.0 22.01.2025
BANK OF AMERICA CORP 3.95 21.04.2025
BANK OF AMERICA CORP 3.248 21.10.2027
BANK OF AMERICA CORP 3.846 08.03.2037
BANK OF NY MELLON CORP 5.834 25.10.2033
BIOGEN INC 4.05 15.09.2025
BOEING CO 3.625 01.02.2031
BRISTOL-MYERS SQUIBB CO 3.9 20.02.2028
CISCO SYSTEMS INC 2.5 20.09.2026
CITIGROUP INC 3.668 24.07.2028
CITIGROUP INC 3.07 24.02.2028
CITIGROUP INC 1.122 28.01.2027
EUROPEAN INVESTMENT BANK 0.375 24.07.2024
FEDERAL HOME LOAN BANK SYSTEM 5.51 12.07.2024
Freddie Mac 2.0 01.02.2036
FANNIE MAE 1.75 02.07.2024
Fannie Mae 1.5 01.02.2041
FISERV INC 4.4 01.07.2049
Government National Mortgage Association 3.5 20.09.2042
Government National Mortgage Association 3.5 20.06.2046
GE HEALTHCARE TECHNOLOGIES INC. 5.905 22.11.2032
GOLDMAN SACHS GROUP INC 3.272 29.09.2025
GOLDMAN SACHS GROUP INC 3.814 23.04.2029
HCA INC 5.875 15.02.2026
HCA INC 5.25 15.06.2049
HOME DEPOT INC 3.35 15.04.2050
INTER-AMERICAN DEVEL BK 3.25 01.07.2024
JPMORGAN CHASE & CO 3.54 01.05.2028
JPMORGAN CHASE & CO 4.452 05.12.2029
JPMORGAN CHASE & CO 3.702 06.05.2030
JOHNSON & JOHNSON 2.9 15.01.2028
MERCK & CO INC 3.7 10.02.2045
MERCK & CO INC 2.15 10.12.2031
MORGAN STANLEY 0.985 10.12.2026
MORGAN STANLEY 3.971 22.07.2038
NETFLIX INC 4.875 15.04.2028
NIKE INC 2.85 27.03.2030
PEPSICO INC 2.25 19.03.2025
PFIZER INC 3.0 15.12.2026
PROCTER & GAMBLE CO/THE 3.0 25.03.2030
QUALCOMM INC 4.8 20.05.2045
SALESFORCE.COM INC 3.7 11.04.2028
SHELL INTERNATIONAL FIN 3.25 06.04.2050
SPRINT CORP 7.625 15.02.2025
SUMITOMO MITSUI FINL GRP 3.04 16.07.2029
SUMITOMO MITSUI FINL GRP 1.474 08.07.2025
T-MOBILE USA INC 3.3 15.02.2051
US TREASURY N/B 1.75 30.06.2024
US TREASURY N/B 2.0 30.06.2024
US TREASURY N/B 0.375 15.07.2024
US TREASURY N/B 3.0 30.06.2024
UNITEDHEALTH GROUP INCORPORATED 5.05 15.04.2053
UPJOHN INC 3.85 22.06.2040
VMWARE INC 1.4 15.08.2026
WAL-MART STORES INC 5.25 01.09.2035
L-BANK BW FOERDERBANK 2.0 23.07.2024
NEW DEVELOPM BANK BRICS 0.625 22.07.2024

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.