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Announcements

Ordinary Rebalance | Solactive US Aggregate Bond CAD Index | Effective Date 3rd July 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, 28 June 2023 (Selection Date). The following changes to the index composition will become effective as of Monday, 03 July 2023 (Effective Date).

Additions:

Issuer Name Coupon Maturity Date
BANK OF ENGLAND 4.625 06.03.2026
GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION 4.0 07.06.2028
GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION 4.0 07.06.2033
FEDERAL HOME LOAN BANK SYSTEM 5.51 12.07.2024
CAISSE D’AMORTISSEMENT DE LA DETTE SOCIALE 4.0 25.01.2026
CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE 3.75 24.05.2028
KFW 3.875 15.06.2028
BANK GOSPODARSTWA KRAJOWEGO SA 5.375 22.05.2033
FHLMC 5.5 01.07.2053
FNMA 5.0 01.07.2053
GNMA II 4.5 20.06.2053
GNMA II 5.5 20.06.2053
GNMA II 5.0 20.06.2053
GNMA II 6.0 20.06.2053
FHLMC 5.0 01.07.2053
FHLMC 5.5 01.07.2053
FNMA 5.5 01.07.2053
FHLMC 5.0 01.07.2053
FNMA 5.5 01.06.2053
FHLMC 5.0 01.06.2053
GNMA II 6.5 20.05.2053
AT&T INC. 5.4 15.02.2034
AMAZON.COM INC 2.7 03.06.2060
AMAZON.COM INC 2.875 12.05.2041
AMAZON.COM INC 3.45 13.04.2029
APPLE INC 3.85 04.08.2046
ASTRAZENECA PLC 6.45 15.09.2037
BANK OF AMERICA CORP 3.95 21.04.2025
BANK OF AMERICA CORP 3.248 21.10.2027
BANK OF AMERICA CORP 1.197 24.10.2026
BERKSHIRE HATHAWAY FIN 2.85 15.10.2050
BIOGEN INC 4.05 15.09.2025
BRISTOL-MYERS SQUIBB CO 3.9 20.02.2028
CIGNA CORP 4.8 15.08.2038
CAPITAL ONE FINANCIAL CORPORATION 6.312 08.06.2029
CAPITAL ONE FINANCIAL CORPORATION 6.377 08.06.2034
CHEVRON CORP 2.236 11.05.2030
CISCO SYSTEMS INC 2.5 20.09.2026
CITIGROUP INC 1.122 28.01.2027
CITIGROUP INC. 6.174 25.05.2034
COMCAST CORP 2.987 01.11.2063
DEUTSCHE BANK AKTIENGESELLSCHAFT 6.72 18.01.2029
GE HEALTHCARE TECHNOLOGIES INC. 5.905 22.11.2032
GOLDMAN SACHS GROUP INC 3.814 23.04.2029
GOLDMAN SACHS GROUP INC 4.017 31.10.2038
HCA INC 5.875 15.02.2026
HCA INC 5.25 15.06.2049
HSBC HOLDINGS PLC 6.547 20.06.2034
HOME DEPOT INC 3.35 15.04.2050
JPMORGAN CHASE & CO 4.452 05.12.2029
JPMORGAN CHASE & CO 3.702 06.05.2030
JPMORGAN CHASE & CO 3.157 22.04.2042
JPMORGAN CHASE & CO 2.545 08.11.2032
JOHNSON & JOHNSON 2.9 15.01.2028
MORGAN STANLEY 0.985 10.12.2026
MORGAN STANLEY 6.375 24.07.2042
NIKE INC 2.85 27.03.2030
PEPSICO INC 2.25 19.03.2025
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
SOUTHERN CO 3.25 01.07.2026
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 4.5 15.04.2050
T-MOBILE USA INC 3.3 15.02.2051
UPJOHN INC 3.85 22.06.2040
VMWARE INC 1.4 15.08.2026
WELLS FARGO & COMPANY 4.15 24.01.2029
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.125 15.06.2026
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.625 31.05.2028
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.75 31.05.2030
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.875 15.05.2043
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.25 31.05.2025
ASIAN DEVELOPMENT BANK 4.625 13.06.2025
COUNCIL OF EUROPE DEVELOPMENT BANK 3.75 25.05.2026
ASIAN DEVELOPMENT BANK 3.875 14.06.2033

Deletions:

Issuer Name Coupon Maturity Date
AGENCE FRANCAISE DEVELOP 3.125 30.06.2024
AT&T INC 3.8 01.12.2057
AT&T INC. 5.539 20.02.2026
ALIBABA GROUP HOLDING 3.6 28.11.2024
ANHEUSER-BUSCH INBEV WOR 5.45 23.01.2039
ANHEUSER-BUSCH INBEV WOR 4.0 13.04.2028
APPLE INC 3.45 09.02.2045
ASIAN DEVELOPMENT BANK 0.375 11.06.2024
BANK OF AMERICA CORP 4.443 20.01.2048
BARCLAYS PLC 4.375 12.01.2026
BAXTER INTERNATIONAL INC 2.539 01.02.2032
CISCO SYSTEMS INC 5.9 15.02.2039
CITIGROUP INC 8.125 15.07.2039
CITIGROUP INC 4.75 18.05.2046
CITIGROUP INC. 6.27 17.11.2033
COUNCIL OF EUROPE 0.375 10.06.2024
CRED SUIS GP FUN LTD 3.75 26.03.2025
CRED SUIS GP FUN LTD 4.55 17.04.2026
EQUINOR ASA 3.125 06.04.2030
EUROPEAN INVESTMENT BANK 2.25 24.06.2024
META PLATFORMS INC. 4.6 15.05.2028
Freddie Mac 2.5 01.02.2032
FEDERAL HOME LOAN BANK 2.875 14.06.2024
FEDERAL HOME LOAN BANK SYSTEM 4.875 14.06.2024
FEDERAL HOME LOAN BANK SYSTEM 5.36 11.06.2024
Freddie Mac 2.5 01.02.2032
Freddie Mac 3.0 01.03.2043
Freddie Mac 3.0 01.10.2044
Freddie Mac 3.0 01.08.2043
Freddie Mac 3.0 01.01.2043
Freddie Mac 3.0 01.02.2047
Freddie Mac 3.5 01.01.2048
Freddie Mac 4.0 01.02.2048
FHLMC 4.5 01.05.2046
Freddie Mac 5.0 01.08.2040
Freddie Mac 4.0 01.07.2044
Freddie Mac 3.5 01.04.2045
Freddie Mac 3.5 01.09.2045
Freddie Mac 3.0 01.02.2046
Freddie Mac 3.5 01.06.2046
FHLMC 3.5 01.09.2047
Freddie Mac 2.5 01.04.2050
Freddie Mac 2.0 01.11.2035
Freddie Mac 2.0 01.05.2051
FEDERAL HOME LOAN MORTGAGE CORPORATION 5.42 17.06.2024
Fannie Mae 2.0 01.09.2041
Fannie Mae 2.0 01.11.2040
GENERAL MOTORS CO 6.125 01.10.2025
GOLDMAN SACHS GROUP INC 3.691 05.06.2028
GOLDMAN SACHS GROUP INC 4.482 23.08.2028
HSBC HOLDINGS PLC 4.292 12.09.2026
JPMORGAN CHASE & CO 4.26 22.02.2048
JPMORGAN CHASE & CO 4.203 23.07.2029
JPMORGAN CHASE & CO 2.005 13.03.2026
JPMORGAN CHASE & CO 4.586 26.04.2033
KINDER MORGAN INC. 5.2 01.06.2033
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
MAGALLANES INC 3.638 15.03.2025
WARNERMEDIA HOLDINGS INC. 5.391 15.03.2062
MORGAN STANLEY 0.79 30.05.2025
MORGAN STANLEY 4.21 20.04.2028
NEXTERA ENERGY CAPITAL HOLDINGS INC. 0.0 01.03.2025
NVIDIA CORP 3.5 01.04.2050
ORACLE CORP 3.85 01.04.2060
SALESFORCE.COM INC 1.95 15.07.2031
SHELL INTERNATIONAL FIN 3.875 13.11.2028
T-MOBILE USA INC 4.375 15.04.2040
T-MOBILE USA INC 2.05 15.02.2028
TSMC ARIZONA CORP 3.25 25.10.2051
TAKEDA PHARMACEUTICAL 2.05 31.03.2030
TARGET CORP 2.25 15.04.2025
TELEFONICA EMISIONES SAU 4.103 08.03.2027
TORONTO-DOMINION BANK 1.25 10.09.2026
TOTAL CAPITAL INTL SA 3.127 29.05.2050
TRANSCANADA TRUST 5.3 15.03.2077
US TREASURY N/B 2.0 31.05.2024
US TREASURY N/B 0.25 15.06.2024
US TREASURY N/B 2.5 31.05.2024
VALE OVERSEAS LTD 6.875 10.11.2039
VALE OVERSEAS LIMITED 3.75 08.07.2030
WESTPAC BANKING CORP 1.15 03.06.2026
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.