Ordinary Rebalance | Solactive US Aggregate Bond CAD Index | Effective Date 2nd October 2023
As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Wednesday, 27 September 2023 (Selection Date). The following changes to the index composition will become effective as of Monday, 02 October 2023 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF SLOVENIA | 5.0 | 19.09.2033 |
| KFW | 4.625 | 07.08.2026 |
| CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE | 4.875 | 19.09.2026 |
| FNMA | 2.5 | 01.02.2052 |
| FHLMC | 2.5 | 01.09.2050 |
| FHLMC | 6.0 | 01.10.2053 |
| GNMA II | 6.0 | 20.09.2053 |
| FNMA | 2.5 | 01.04.2052 |
| GNMA II | 5.5 | 20.09.2053 |
| FNMA | 2.0 | 01.09.2051 |
| FNMA | 6.5 | 01.09.2053 |
| FNMA | 2.5 | 01.11.2051 |
| FNMA | 2.5 | 01.09.2050 |
| FHLMC | 5.5 | 01.10.2053 |
| FNMA | 2.0 | 01.07.2051 |
| FHLMC | 2.5 | 01.02.2032 |
| FHLMC | 2.5 | 01.05.2052 |
| FNMA | 6.0 | 01.10.2053 |
| FNMA | 2.5 | 01.12.2051 |
| FNMA | 5.5 | 01.10.2053 |
| FHLMC | 6.0 | 01.10.2053 |
| FHLMC | 6.5 | 01.09.2053 |
| FHLMC | 5.5 | 01.10.2053 |
| FNMA | 2.5 | 01.01.2035 |
| GNMA II | 5.0 | 20.09.2053 |
| GNMA II | 6.5 | 20.09.2053 |
| FNMA | 3.0 | 01.06.2050 |
| FHLMC | 6.5 | 01.09.2053 |
| FHLMC | 2.5 | 01.05.2050 |
| AMERICA MOVIL SAB DE CV | 6.125 | 30.03.2040 |
| BANCO SANTANDER S.A. | 5.588 | 08.08.2028 |
| BANK OF AMERICA CORP | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORP | 3.846 | 08.03.2037 |
| BANK OF AMERICA CORPORATION | 5.819 | 15.09.2029 |
| BANK OF AMERICA CORPORATION | 5.872 | 15.09.2034 |
| BOEING CO | 3.625 | 01.02.2031 |
| BP CAP MARKETS AMERICA | 2.939 | 04.06.2051 |
| CAPITAL ONE FINANCIAL CORPORATION | 6.377 | 08.06.2034 |
| CARRIER GLOBAL CORP | 3.577 | 05.04.2050 |
| CITIGROUP INC | 3.07 | 24.02.2028 |
| COCA-COLA CO/THE | 2.25 | 05.01.2032 |
| EQUINOR ASA | 2.875 | 06.04.2025 |
| META PLATFORMS INC. | 5.6 | 15.05.2053 |
| GLAXOSMITHKLINE CAP INC | 6.375 | 15.05.2038 |
| GOLDMAN SACHS GROUP INC | 3.691 | 05.06.2028 |
| HCA INC | 5.875 | 15.02.2026 |
| HCA INC. | 5.5 | 01.06.2033 |
| HOME DEPOT INC | 2.7 | 15.04.2030 |
| INTEL CORP | 3.734 | 08.12.2047 |
| INTEL CORP | 4.9 | 05.08.2052 |
| JPMORGAN CHASE & CO | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| JOHNSON & JOHNSON | 2.45 | 01.03.2026 |
| MEDTRONIC INC | 4.375 | 15.03.2035 |
| MORGAN STANLEY | 1.164 | 21.10.2025 |
| NETFLIX INC | 4.875 | 15.04.2028 |
| PFIZER INC | 3.0 | 15.12.2026 |
| PROCTER & GAMBLE CO/THE | 1.2 | 29.10.2030 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| SUMITOMO MITSUI FINL GRP | 1.474 | 08.07.2025 |
| SUNOCO LOGISTICS PARTNER | 5.4 | 01.10.2047 |
| T-MOBILE USA INC | 2.05 | 15.02.2028 |
| TAKEDA PHARMACEUTICAL | 3.175 | 09.07.2050 |
| UBS AG LONDON BRANCH | 5.65 | 11.09.2028 |
| UNITEDHEALTH GROUP INC | 2.3 | 15.05.2031 |
| VMWARE INC | 1.4 | 15.08.2026 |
| WELLS FARGO & CO | 5.375 | 02.11.2043 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 31.08.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.375 | 15.08.2043 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.375 | 31.08.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 5.0 | 31.08.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 15.09.2026 |
| ASIAN INFRASTRUCTURE INVESTMENT BANK | 4.875 | 14.09.2026 |
| ASIAN DEVELOPMENT BANK | 4.5 | 25.08.2028 |
| EUROPEAN INVESTMENT BANK | 4.5 | 16.10.2028 |
| INTER-AMERICAN DEVELOPMENT BANK (BRAZIL) | 4.5 | 13.09.2033 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| BELGIUM KINGDOM | 2.875 | 18.09.2024 |
| ABBVIE INC | 3.8 | 15.03.2025 |
| ALPHABET INC | 1.9 | 15.08.2040 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| APPLE INC | 3.85 | 04.08.2046 |
| ASIAN DEVELOPMENT BANK | 4.125 | 27.09.2024 |
| ASTRAZENECA PLC | 6.45 | 15.09.2037 |
| BANK OF AMERICA CORP | 1.197 | 24.10.2026 |
| BANK OF NY MELLON CORP | 5.834 | 25.10.2033 |
| BRISTOL-MYERS SQUIBB CO | 2.55 | 13.11.2050 |
| CANADIAN PACIFIC RAILWAY | 3.1 | 02.12.2051 |
| CARRIER GLOBAL CORP | 3.377 | 05.04.2040 |
| CHEVRON CORP | 2.236 | 11.05.2030 |
| CISCO SYSTEMS INC | 5.9 | 15.02.2039 |
| CITIGROUP INC | 8.125 | 15.07.2039 |
| DAIMLER FINANCE NORTH AMERICA L | 8.5 | 18.01.2031 |
| WALT DISNEY COMPANY/THE | 2.75 | 01.09.2049 |
| EUROPEAN BK RECON & DEV | 1.625 | 27.09.2024 |
| EXXON MOBIL CORPORATION | 2.992 | 19.03.2025 |
| Freddie Mac | 3.0 | 01.08.2046 |
| FEDERAL HOME LOAN BANK | 2.875 | 13.09.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 4.875 | 13.09.2024 |
| Freddie Mac | 5.0 | 01.08.2052 |
| Freddie Mac | 5.5 | 01.11.2052 |
| Freddie Mac | 3.0 | 01.10.2046 |
| Freddie Mac | 1.5 | 01.06.2051 |
| Freddie Mac | 2.0 | 01.03.2041 |
| FANNIE MAE | 2.625 | 06.09.2024 |
| Fannie Mae | 4.5 | 01.08.2040 |
| Fannie Mae | 2.0 | 01.11.2041 |
| FISERV INC | 4.4 | 01.07.2049 |
| GILEAD SCIENCES INC | 4.75 | 01.03.2046 |
| GOLDMAN SACHS GROUP INC | 4.25 | 21.10.2025 |
| GOLDMAN SACHS GROUP INC | 4.482 | 23.08.2028 |
| HCA INC | 5.25 | 15.06.2026 |
| HOME DEPOT INC | 4.25 | 01.04.2046 |
| INTER-AMERICAN DEVEL BK | 0.5 | 23.09.2024 |
| JPMORGAN CHASE & CO | 3.157 | 22.04.2042 |
| JOHNSON & JOHNSON | 0.55 | 01.09.2025 |
| KFW | 0.5 | 20.09.2024 |
| MAGALLANES INC | 3.638 | 15.03.2025 |
| WARNERMEDIA HOLDINGS INC. | 6.412 | 15.03.2026 |
| MERCK & CO INC | 2.15 | 10.12.2031 |
| MITSUBISHI UFJ FIN GRP | 2.193 | 25.02.2025 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| MORGAN STANLEY | 5.424 | 21.07.2034 |
| NOVARTIS CAPITAL CORP | 3.0 | 20.11.2025 |
| OEKB OEST. KONTROLLBANK | 0.5 | 16.09.2024 |
| ORACLE CORP | 3.95 | 25.03.2051 |
| PNC FINANCIAL SERVICES GROUP INC. | 5.582 | 12.06.2029 |
| SHELL INTERNATIONAL FIN | 3.875 | 13.11.2028 |
| TOTAL CAPITAL INTL SA | 3.127 | 29.05.2050 |
| US TREASURY N/B | 1.875 | 31.08.2024 |
| US TREASURY N/B | 1.25 | 31.08.2024 |
| US TREASURY N/B | 0.375 | 15.09.2024 |
| US TREASURY N/B | 3.25 | 31.08.2024 |
| UNITEDHEALTH GROUP INCORPORATED | 4.5 | 15.04.2033 |
| VALE OVERSEAS LTD | 6.875 | 10.11.2039 |
| VERIZON COMMUNICATIONS | 3.7 | 22.03.2061 |
| UPJOHN INC | 4.0 | 22.06.2050 |
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.