Overview
Announcements

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

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

Additions:

Issuer Name Coupon Maturity Date
KFW 5.125 29.09.2025
KFW 4.75 29.10.2030
FNMA 4.0 01.08.2052
GNMA II 5.0 20.10.2053
FHLMC 6.0 01.11.2053
FNMA 5.0 01.12.2051
GNMA II 6.0 20.10.2053
FHLMC 3.0 01.02.2050
FNMA 6.0 01.11.2053
FHLMC 3.5 01.04.2050
GNMA II 5.5 20.10.2053
FHLMC 6.0 01.11.2053
FNMA 2.5 01.09.2051
FHLMC 6.5 01.11.2053
FNMA 6.5 01.11.2053
GNMA II 6.5 20.10.2053
FNMA 2.0 01.03.2051
FHLMC 6.5 01.10.2053
FNMA 6.5 01.10.2053
FHLMC 6.5 01.10.2053
FHLMC 6.5 01.08.2053
AT&T INC 3.65 01.06.2051
AT&T INC. 5.539 20.02.2026
AMERICAN TOWER CORP 3.8 15.08.2029
ANHEUSER-BUSCH INBEV WOR 5.45 23.01.2039
ANHEUSER-BUSCH INBEV WOR 4.0 13.04.2028
ASTRAZENECA PLC 6.45 15.09.2037
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 5.088 08.12.2025
BANK OF AMERICA CORP 3.5 19.04.2026
BANK OF AMERICA CORP 3.824 20.01.2028
BANK OF AMERICA CORP 1.197 24.10.2026
BARCLAYS PLC 4.375 12.01.2026
BERKSHIRE HATHAWAY FIN 4.2 15.08.2048
BLACKROCK INC. 4.75 25.05.2033
BRISTOL-MYERS SQUIBB CO 3.9 20.02.2028
CIGNA CORP 4.8 15.08.2038
CITIBANK N.A. 5.803 29.09.2028
COSTCO WHOLESALE CORP 1.6 20.04.2030
DAIMLER FINANCE NORTH AMERICA L 8.5 18.01.2031
DELL INT LLC / EMC CORP 5.3 01.10.2029
DEUTSCHE BANK NY 3.547 18.09.2031
DEUTSCHE BANK AKTIENGESELLSCHAFT 6.72 18.01.2029
DOMINION ENERGY INC 3.375 01.04.2030
ENERGY TRANSFER L.P. 6.55 01.12.2033
FISERV INC 4.4 01.07.2049
GILEAD SCIENCES INC 4.75 01.03.2046
GOLDMAN SACHS GROUP INC. 6.484 24.10.2029
GOLDMAN SACHS GROUP INC 4.25 21.10.2025
GOLDMAN SACHS GROUP 3.75 22.05.2025
GOLDMAN SACHS GROUP INC 4.017 31.10.2038
HCA INC 5.5 15.06.2047
HSBC HOLDINGS PLC 4.95 31.03.2030
HSBC HOLDINGS PLC 2.804 24.05.2032
HONEYWELL INTERNATIONAL 1.75 01.09.2031
INTEL CORP 3.25 15.11.2049
JBS USA/FOOD/FINANCE 6.5 01.12.2052
JPMORGAN CHASE & CO 3.54 01.05.2028
JPMORGAN CHASE & CO. 6.254 23.10.2034
JOHNSON & JOHNSON 3.7 01.03.2046
MORGAN STANLEY 3.971 22.07.2038
MORGAN STANLEY 4.21 20.04.2028
MORGAN STANLEY 6.375 24.07.2042
ORACLE CORP 3.95 25.03.2051
ROYAL BANK OF CANADA 2.3 03.11.2031
SPRINT CORP 7.625 01.03.2026
TORONTO-DOMINION BANK 1.25 10.09.2026
TOTAL CAPITAL INTL SA 3.127 29.05.2050
VERIZON COMMUNICATIONS 3.7 22.03.2061
VISA INC 2.05 15.04.2030
WELLS FARGO & COMPANY 6.303 23.10.2029
WELLS FARGO & COMPANY 6.491 23.10.2034
YALE UNIVERSITY 1.482 15.04.2030
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 15.10.2026
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 30.09.2028
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 30.09.2030
GOVERNMENT OF THE UNITED STATES OF AMERICA 5.0 30.09.2025
OPEC FUND FOR INTERNATIONAL DEVELOPMENT 4.5 26.01.2026
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.625 01.08.2028

Deletions:

Issuer Name Coupon Maturity Date
AMAZON.COM INC 2.875 12.05.2041
AMERICA MOVIL SAB DE CV 6.125 30.03.2040
AMGEN INC 3.375 21.02.2050
APPLE INC 2.65 08.02.2051
ASIAN DEVELOPMENT BANK 1.5 18.10.2024
ASIAN DEVELOPMENT BANK 0.625 08.10.2024
ASIAN INFRASTRUCTURE INV 0.5 30.10.2024
BANCO SANTANDER S.A. 5.588 08.08.2028
BANK OF AMERICA CORP 3.95 21.04.2025
BANK OF AMERICA CORP 4.443 20.01.2048
BANK OF AMERICA CORP 2.592 29.04.2031
BOEING CO 3.625 01.02.2031
CAPITAL ONE FINANC 4.2 29.10.2025
CATERPILLAR INC 3.803 15.08.2042
CORP ANDINA DE FOMENTO 1.25 26.10.2024
EQUINOR ASA 2.875 06.04.2025
EQUINOR ASA 3.125 06.04.2030
EUROPEAN INVESTMENT BANK 2.5 15.10.2024
FEDERAL HOME LOAN BANK 4.5 03.10.2024
FANNIE MAE 1.625 15.10.2024
GLAXOSMITHKLINE CAP INC 6.375 15.05.2038
GOLDMAN SACHS GROUP INC 3.272 29.09.2025
GOLDMAN SACHS GROUP INC 3.8 15.03.2030
GOLDMAN SACHS GROUP INC 3.5 01.04.2025
HCA INC. 5.5 01.06.2033
HCA INC 5.625 01.09.2028
HSBC HOLDINGS PLC 3.9 25.05.2026
HSBC HOLDINGS PLC 4.041 13.03.2028
HSBC HOLDINGS PLC 2.251 22.11.2027
IBM CORP 4.15 15.05.2039
INTL FINANCE CORP 1.375 16.10.2024
ITALY GOVT INT BOND 2.375 17.10.2024
JPMORGAN CHASE & CO 4.452 05.12.2029
JPMORGAN CHASE & CO 2.522 22.04.2031
JPMORGAN CHASE & CO 3.109 22.04.2051
MEDTRONIC INC 4.375 15.03.2035
MERCK & CO INC 3.4 07.03.2029
MORGAN STANLEY 1.164 21.10.2025
MORGAN STANLEY 6.342 18.10.2033
NORTHROP GRUMMAN CORP 4.03 15.10.2047
ORACLE CORP 2.5 01.04.2025
ORACLE CORP 3.6 01.04.2050
ORACLE CORP 3.85 01.04.2060
PROCTER & GAMBLE CO/THE 1.2 29.10.2030
ROYAL BANK OF CANADA 4.95 25.04.2025
SALESFORCE.COM INC 1.95 15.07.2031
SUNOCO LOGISTICS PARTNER 5.4 01.10.2047
T-MOBILE USA INC 4.375 15.04.2040
T-MOBILE USA INC 3.5 15.04.2025
TAKEDA PHARMACEUTICAL 3.175 09.07.2050
TELEFONICA EMISIONES SAU 4.103 08.03.2027
TORONTO-DOMINION BANK 3.2 10.03.2032
TORONTO-DOMINION BANK 3.766 06.06.2025
UBS GROUP AG 3.75 26.03.2025
UBS AG LONDON BRANCH 5.65 11.09.2028
US TREASURY N/B 2.125 30.09.2024
US TREASURY N/B 1.5 30.09.2024
US TREASURY N/B 0.625 15.10.2024
US TREASURY N/B 4.25 30.09.2024
UNITEDHEALTH GROUP INC 2.3 15.05.2031
UNITEDHEALTH GROUP INCORPORATED 5.05 15.04.2053
VALE OVERSEAS LTD. 6.125 12.06.2033
WELLS FARGO & CO 5.375 02.11.2043
WELLS FARGO & COMPANY 2.572 11.02.2031
REPUBLIC OF PORTUGAL 5.125 15.10.2024

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.