Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 01st December 2023
As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Tuesday, 28 November 2023 (Selection Day). The following changes to the index composition will become effective as of close of business on Friday, 01 December 2023 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF DENMARK | 5.0 | 14.11.2025 |
| GOVERNMENT OF ISRAEL | 6.5 | 06.11.2031 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.515 | 16.12.2024 |
| FHLMC | 6.0 | 01.12.2053 |
| FHLMC | 4.0 | 01.05.2049 |
| FNMA | 4.0 | 01.11.2049 |
| GNMA II | 5.5 | 20.11.2053 |
| GNMA II | 7.0 | 20.11.2053 |
| FNMA | 3.5 | 01.03.2052 |
| FHLMC | 6.5 | 01.12.2053 |
| FNMA | 3.5 | 01.10.2045 |
| GNMA II | 6.0 | 20.11.2053 |
| FHLMC | 2.5 | 01.05.2041 |
| FHLMC | 6.5 | 01.12.2053 |
| FHLMC | 2.5 | 01.03.2050 |
| GNMA II | 6.5 | 20.11.2053 |
| FNMA | 6.5 | 01.12.2053 |
| FHLMC | 6.0 | 01.12.2053 |
| FNMA | 6.0 | 01.12.2053 |
| FHLMC | 6.5 | 01.11.2053 |
| FNMA | 5.5 | 01.11.2053 |
| ABBVIE INC. | 4.45 | 14.05.2046 |
| ALPHABET INC. | 1.9 | 15.08.2040 |
| ALPHABET INC. | 2.05 | 15.08.2050 |
| AMAZON.COM INC. | 1.5 | 03.06.2030 |
| AMAZON.COM INC. | 2.875 | 12.05.2041 |
| AMERICAN EXPRESS COMPANY | 3.95 | 01.08.2025 |
| AMGEN INC. | 3.375 | 21.02.2050 |
| APPLE INC. | 2.65 | 08.02.2051 |
| APPLE INC. | 1.4 | 05.08.2028 |
| BANCO SANTANDER S.A. | 5.588 | 08.08.2028 |
| BANK OF AMERICA CORPORATION | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORPORATION | 2.592 | 29.04.2031 |
| BOEING COMPANY | 3.625 | 01.02.2031 |
| CIGNA GROUP | 4.125 | 15.11.2025 |
| CAPITAL ONE FINANCIAL CORPORATION | 4.2 | 29.10.2025 |
| CAPITAL ONE FINANCIAL CORPORATION | 7.624 | 30.10.2031 |
| CARRIER GLOBAL CORP. | 3.377 | 05.04.2040 |
| CATERPILLAR INC. | 3.803 | 15.08.2042 |
| CISCO SYSTEMS INC. | 5.5 | 15.01.2040 |
| CITIGROUP INC. | 8.125 | 15.07.2039 |
| CITIGROUP INC. | 3.668 | 24.07.2028 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| GOLDMAN SACHS GROUP INC. | 6.25 | 01.02.2041 |
| GOLDMAN SACHS GROUP INC. | 3.8 | 15.03.2030 |
| HCA INC. | 5.25 | 15.06.2026 |
| 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 |
| HSBC HOLDINGS PLC | 7.399 | 13.11.2034 |
| HOME DEPOT INC. | 4.25 | 01.04.2046 |
| INTEL CORPORATION | 3.9 | 25.03.2030 |
| INTERNATIONAL BUSINESS MACHINES CORPORATION | 4.15 | 15.05.2039 |
| JPMORGAN CHASE & CO. | 2.522 | 22.04.2031 |
| JPMORGAN CHASE & CO. | 3.109 | 22.04.2051 |
| JPMORGAN CHASE & CO. | 1.561 | 10.12.2025 |
| WARNERMEDIA HOLDINGS INC. | 6.412 | 15.03.2026 |
| MEDTRONIC INC. | 4.375 | 15.03.2035 |
| MERCK & CO. INC. | 3.4 | 07.03.2029 |
| MORGAN STANLEY | 6.342 | 18.10.2033 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| NORTHROP GRUMMAN CORPORATION | 4.03 | 15.10.2047 |
| NOVARTIS CAPITAL CORP. | 3.0 | 20.11.2025 |
| ORACLE CORPORATION | 3.6 | 01.04.2050 |
| ORACLE CORPORATION | 3.85 | 01.04.2060 |
| SUMITOMO MITSUI FINANCIAL GROUP INC. | 3.04 | 16.07.2029 |
| T-MOBILE USA INC. | 4.375 | 15.04.2040 |
| TAKEDA PHARMACEUTICAL COMPANY LIMITED | 3.175 | 09.07.2050 |
| TELEFONICA EMISIONES SA | 4.103 | 08.03.2027 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| UNITEDHEALTH GROUP INCORPORATED | 2.3 | 15.05.2031 |
| UNITEDHEALTH GROUP INCORPORATED | 4.5 | 15.04.2033 |
| UNITEDHEALTH GROUP INCORPORATED | 5.05 | 15.04.2053 |
| VALE OVERSEAS LTD. | 6.875 | 10.11.2039 |
| VALE OVERSEAS LTD. | 6.125 | 12.06.2033 |
| VIATRIS INC. | 4.0 | 22.06.2050 |
| WELLS FARGO BANK N.A. | 5.55 | 01.08.2025 |
| WELLS FARGO & COMPANY | 2.572 | 11.02.2031 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.875 | 31.10.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.875 | 31.10.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 5.0 | 31.10.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.5 | 15.11.2033 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 15.11.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.75 | 15.11.2053 |
| AGENCE FRANCAISE DE DEVELOPPEMENT | 5.375 | 24.10.2025 |
| LA CORPORACION ANDINA DE FOMENTO SA | 6.0 | 26.04.2027 |
| INTERNATIONAL DEVELOPMENT ASSOCIATION | 4.875 | 01.11.2028 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 4.75 | 14.11.2033 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC. | 3.65 | 01.06.2051 |
| ABBVIE INC. | 3.6 | 14.05.2025 |
| ANHEUSER-BUSCH COS. LLC | 3.65 | 01.02.2026 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 5.45 | 23.01.2039 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 4.0 | 13.04.2028 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 4.6 | 15.04.2048 |
| APPLE INC. | 1.125 | 11.05.2025 |
| APPLE INC. | 1.2 | 08.02.2028 |
| BANK OF AMERICA CORPORATION | 3.5 | 19.04.2026 |
| BANK OF AMERICA CORPORATION | 3.824 | 20.01.2028 |
| BECTON DICKINSON AND COMPANY | 3.7 | 06.06.2027 |
| BERKSHIRE HATHAWAY FINANCE CORP. | 4.2 | 15.08.2048 |
| BOEING COMPANY | 4.875 | 01.05.2025 |
| BP CAPITAL MARKETS AMERICA INC. | 2.939 | 04.06.2051 |
| BRISTOL-MYERS SQUIBB COMPANY | 3.9 | 20.02.2028 |
| CIGNA GROUP | 4.8 | 15.08.2038 |
| CNOOC FINANCE (2015) U.S.A. LLC | 3.5 | 05.05.2025 |
| CAPITAL ONE FINANCIAL CORPORATION | 3.75 | 28.07.2026 |
| CHEVRON CORPORATION | 1.554 | 11.05.2025 |
| CITIGROUP INC. | 3.07 | 24.02.2028 |
| CITIGROUP INC. | 1.122 | 28.01.2027 |
| COCA-COLA COMPANY | 2.25 | 05.01.2032 |
| CREDIT SUISSE AG (NEW YORK BRANCH) | 7.5 | 15.02.2028 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 3.961 | 26.11.2025 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 3.547 | 18.09.2031 |
| DOMINION ENERGY INC. | 3.375 | 01.04.2030 |
| ENERGY TRANSFER OPERATING L.P. | 6.25 | 15.04.2049 |
| FHLMC | 3.5 | 01.04.2052 |
| FHLMC | 6.5 | 01.10.2053 |
| GOLDMAN SACHS GROUP INC. | 3.691 | 05.06.2028 |
| GOLDMAN SACHS GROUP INC. | 3.75 | 22.05.2025 |
| HCA INC. | 5.875 | 15.02.2026 |
| HCA INC. | 5.5 | 15.06.2047 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HOME DEPOT INC. | 2.7 | 15.04.2030 |
| HONEYWELL INTERNATIONAL INC. | 1.75 | 01.09.2031 |
| INTEL CORPORATION | 3.734 | 08.12.2047 |
| INTEL CORPORATION | 4.9 | 05.08.2052 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 2.5 | 25.11.2024 |
| ISRAEL STATE OF (GOVERNMENT) | 5.125 | 01.11.2024 |
| JPMORGAN CHASE & CO. | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO. | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO. | 1.953 | 04.02.2032 |
| JOHNSON & JOHNSON | 3.7 | 01.03.2046 |
| KFW | 2.5 | 20.11.2024 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| ORACLE CORPORATION | 2.95 | 15.05.2025 |
| ORACLE CORPORATION | 3.95 | 25.03.2051 |
| PFIZER INVESTMENT ENTERPRISES PTE. LTD. | 4.65 | 19.05.2025 |
| ROYAL BANK OF CANADA | 2.3 | 03.11.2031 |
| SHELL INTERNATIONAL FINANCE BV | 3.25 | 11.05.2025 |
| SHELL INTERNATIONAL FINANCE BV | 2.75 | 06.04.2030 |
| SUMITOMO MITSUI FINANCIAL GROUP INC. | 1.474 | 08.07.2025 |
| TORONTO-DOMINION BANK | 1.25 | 10.09.2026 |
| TOTALENERGIES CAPITAL INTERNATIONAL SA | 3.127 | 29.05.2050 |
| US TREASURY N/B | 7.5 | 15.11.2024 |
| US TREASURY N/B | 2.25 | 31.10.2024 |
| US TREASURY N/B | 2.25 | 15.11.2024 |
| US TREASURY N/B | 1.5 | 31.10.2024 |
| US TREASURY N/B | 0.75 | 15.11.2024 |
| US TREASURY N/B | 4.375 | 31.10.2024 |
| VERIZON COMMUNICATIONS INC. | 2.875 | 20.11.2050 |
| VERIZON COMMUNICATIONS INC. | 3.7 | 22.03.2061 |
| VISA INC. | 2.05 | 15.04.2030 |
| VMWARE INC. | 1.4 | 15.08.2026 |
| WALMART INC. | 3.9 | 09.09.2025 |
| WELLS FARGO & COMPANY | 2.406 | 30.10.2025 |
| YALE UNIVERSITY | 1.482 | 15.04.2030 |
| CAISSE DAMORTISSEMENT DE LA DETTE SOCIALE | 1.125 | 29.11.2024 |
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.