Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 28th September 2022
As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Wednesday, 28 September 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Friday, 30 September 2022 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| Fannie Mae | 4.0 | 01.10.2052 |
| Fannie Mae | 4.5 | 01.10.2052 |
| Fannie Mae | 5.0 | 01.10.2052 |
| Freddie Mac | 4.0 | 01.10.2052 |
| Freddie Mac | 4.5 | 01.10.2052 |
| Freddie Mac | 5.0 | 01.10.2052 |
| Government National Mortgage Association | 4.0 | 20.09.2052 |
| Government National Mortgage Association | 4.5 | 20.09.2052 |
| Government National Mortgage Association | 5.0 | 20.09.2052 |
| Government National Mortgage Association | 5.5 | 20.09.2052 |
| Freddie Mac | 4.0 | 01.10.2052 |
| Freddie Mac | 4.5 | 01.10.2052 |
| Freddie Mac | 3.5 | 01.09.2052 |
| ALPHABET INC | 1.1 | 15.08.2030 |
| ALTRIA GROUP INC | 2.45 | 04.02.2032 |
| AMAZON.COM INC | 3.0 | 13.04.2025 |
| AMAZON.COM INC | 3.45 | 13.04.2029 |
| AMERICAN EXPRESS CO | 3.95 | 01.08.2025 |
| AMGEN INC | 3.375 | 21.02.2050 |
| APPLE INC | 3.85 | 04.08.2046 |
| APPLE INC | 2.65 | 08.02.2051 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BANK OF AMERICA CORP | 2.572 | 20.10.2032 |
| BAXTER INTERNATIONAL INC | 2.539 | 01.02.2032 |
| BERKSHIRE HATHAWAY FIN | 2.85 | 15.10.2050 |
| BRISTOL-MYERS SQUIBB CO | 4.125 | 15.06.2039 |
| BRISTOL-MYERS SQUIBB CO | 2.55 | 13.11.2050 |
| CANADIAN PACIFIC RAILWAY | 2.45 | 02.12.2031 |
| CANADIAN PACIFIC RAILWAY | 3.1 | 02.12.2051 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CAPITAL ONE FINANCIAL CO | 3.3 | 30.10.2024 |
| CITIGROUP INC | 4.91 | 24.05.2033 |
| CREDIT SUISSE NEW YORK | 2.95 | 09.04.2025 |
| DTE Energy Company | 2.25 | 01.11.2025 |
| ENERGY TRANSFER OPERATNG | 3.75 | 15.05.2030 |
| ENERGY TRANSFER OPERATNG | 6.25 | 15.04.2049 |
| EXXON MOBIL CORPORATION | 4.114 | 01.03.2046 |
| GENERAL MOTORS CO | 6.6 | 01.04.2036 |
| GENERAL MOTORS FINL CO | 3.95 | 13.04.2024 |
| GENERAL MOTORS FINL CO | 1.25 | 08.01.2026 |
| GOLDMAN SACHS GROUP INC | 3.85 | 08.07.2024 |
| GOLDMAN SACHS GROUP INC | 4.25 | 21.10.2025 |
| GOLDMAN SACHS GROUP INC | 0.925 | 21.10.2024 |
| GOLDMAN SACHS GROUP INC | 2.65 | 21.10.2032 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| HSBC HOLDINGS PLC | 2.804 | 24.05.2032 |
| HOME DEPOT INC | 3.35 | 15.04.2050 |
| HONEYWELL INTERNATIO | 2.5 | 01.11.2026 |
| HONEYWELL INTERNATIONAL | 1.75 | 01.09.2031 |
| INTEL CORP | 3.25 | 15.11.2049 |
| IBM CORP | 4.15 | 15.05.2039 |
| JPMORGAN CHASE & CO | 1.045 | 19.11.2026 |
| JPMORGAN CHASE & CO | 1.47 | 22.09.2027 |
| JPMORGAN CHASE & CO | 5.717 | 14.09.2033 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| KRAFT FOODS GROUP INC | 5.0 | 04.06.2042 |
| MERCK & CO INC | 1.7 | 10.06.2027 |
| PROCTER & GAMBLE CO/THE | 3.0 | 25.03.2030 |
| ROYAL BK SCOTLND GRP PLC | 4.269 | 22.03.2025 |
| ROYAL BANK OF CANADA | 2.3 | 03.11.2031 |
| ROYAL BANK OF CANADA | 3.97 | 26.07.2024 |
| SABINE PASS LIQUEFACTION | 5.875 | 30.06.2026 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| SHELL INTERNATIONAL FIN | 2.75 | 06.04.2030 |
| T-MOBILE USA INC | 3.4 | 15.10.2052 |
| TORONTO-DOMINION BANK | 4.285 | 13.09.2024 |
| TRANSCANADA TRUST | 5.3 | 15.03.2077 |
| VALE OVERSEAS LIMITED | 3.75 | 08.07.2030 |
| VISA INC | 4.15 | 14.12.2035 |
| VMWARE INC | 1.4 | 15.08.2026 |
| VMWARE INC | 2.2 | 15.08.2031 |
| WAL-MART STORES INC | 6.2 | 15.04.2038 |
| WELLS FARGO & COMPANY | 3.0 | 19.02.2025 |
| WELLS FARGO & COMPAN | 4.9 | 17.11.2045 |
| WELLS FARGO & COMPANY | 4.75 | 07.12.2046 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| US TREASURY N/B | 3.25 | 31.08.2024 |
| US TREASURY N/B | 3.125 | 31.08.2027 |
| US TREASURY N/B | 3.125 | 31.08.2029 |
| US TREASURY N/B | 3.5 | 15.09.2025 |
| INTL FINANCE CORP | 3.625 | 15.09.2025 |
| ASIAN DEVELOPMENT BANK | 3.125 | 20.08.2027 |
| ASIAN INFRASTRUCTURE INV | 3.75 | 14.09.2027 |
| AGENCE FRANCAISE DEVELOP | 4.0 | 21.09.2027 |
| EUROPEAN INVESTMENT BANK | 3.25 | 15.11.2027 |
| INTER-AMERICAN DEVEL BK | 3.5 | 14.09.2029 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC | 3.65 | 01.06.2051 |
| AT&T INC | 0.9 | 25.03.2024 |
| ABBVIE INC | 4.45 | 14.05.2046 |
| AFRICAN DEVELOPMENT BANK | 3.0 | 20.09.2023 |
| AMAZON.COM INC | 2.8 | 22.08.2024 |
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| AMAZON.COM INC | 3.25 | 12.05.2061 |
| AMGEN INC | 3.15 | 21.02.2040 |
| ANHEUSER-BUSCH INBEV WOR | 4.5 | 01.06.2050 |
| ASIAN INFRASTRUCTURE INV | 0.25 | 29.09.2023 |
| BANCO SANTANDER SA | 2.706 | 27.06.2024 |
| BANCO SANTANDER SA | 3.892 | 24.05.2024 |
| BANK OF AMERICA CORP | 1.898 | 23.07.2031 |
| BERKSHIRE HATHAWAY FIN | 4.2 | 15.08.2048 |
| BLACKROCK INC | 2.1 | 25.02.2032 |
| BP CAP MARKETS AMERICA | 2.939 | 04.06.2051 |
| BRISTOL-MYERS SQUIBB CO | 2.95 | 15.03.2032 |
| BRISTOL-MYERS SQUIBB CO | 3.55 | 15.03.2042 |
| CVS HEALTH CORP | 3.25 | 15.08.2029 |
| CARRIER GLOBAL CORP | 3.577 | 05.04.2050 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 3.07 | 24.02.2028 |
| CITIGROUP INC | 2.976 | 05.11.2030 |
| CITIGROUP INC | 3.057 | 25.01.2033 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| COCA-COLA CO/THE | 2.25 | 05.01.2032 |
| DEUTSCHE BANK NY | 2.222 | 18.09.2024 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| DOWDUPONT INC | 5.419 | 15.11.2048 |
| ENERGY TRANSFER OPERATNG | 5.0 | 15.05.2050 |
| EUROPEAN INVESTMENT BANK | 0.25 | 15.09.2023 |
| Freddie Mac | 3.0 | 01.04.2043 |
| Freddie Mac | 3.0 | 01.03.2043 |
| Freddie Mac | 3.0 | 01.04.2043 |
| Freddie Mac | 2.0 | 01.02.2051 |
| FEDERAL HOME LOAN BANK | 3.375 | 08.09.2023 |
| Freddie Mac | 1.5 | 01.02.2051 |
| FANNIE MAE | 2.875 | 12.09.2023 |
| FREDDIE MAC | 0.25 | 08.09.2023 |
| Fannie Mae | 4.0 | 01.06.2042 |
| Fannie Mae | 1.5 | 01.10.2035 |
| Government National Mortgage Association | 3.0 | 20.10.2042 |
| GENERAL MOTORS CO | 6.25 | 02.10.2043 |
| GOLDMAN SACHS GROUP INC/THE | 4.0 | 03.03.2024 |
| GOLDMAN SACHS GROUP INC | 3.21 | 22.04.2042 |
| GOLDMAN SACHS GROUP INC | 3.0 | 15.03.2024 |
| HCA INC | 5.0 | 15.03.2024 |
| HCA INC | 5.25 | 15.06.2049 |
| HSBC HOLDINGS PLC | 6.5 | 02.05.2036 |
| HSBC HOLDINGS PLC | 6.5 | 15.09.2037 |
| HOME DEPOT INC | 4.5 | 06.12.2048 |
| HOME DEPOT INC | 2.375 | 15.03.2051 |
| INTL BK RECON & DEVELOP | 3.0 | 27.09.2023 |
| ISRAEL STATE OF (GOVERNMENT) | 5.5 | 18.09.2023 |
| ITALY GOVT INT BOND | 6.875 | 27.09.2023 |
| JPMORGAN CHASE & CO | 6.4 | 15.05.2038 |
| JPMORGAN CHASE & CO | 4.023 | 05.12.2024 |
| JPMORGAN CHASE & CO | 3.702 | 06.05.2030 |
| KAISER FOUNDATION HOSPIT | 2.81 | 01.06.2041 |
| KRAFT HEINZ FOODS CO | 3.875 | 15.05.2027 |
| MICROSOFT CORP | 2.525 | 01.06.2050 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MORGAN STANLEY | 2.802 | 25.01.2052 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| MORGAN STANLEY | 1.164 | 21.10.2025 |
| MORGAN STANLEY | 3.217 | 22.04.2042 |
| NOVARTIS CAPITAL CORP | 4.4 | 06.05.2044 |
| ORACLE CORP | 2.95 | 15.11.2024 |
| PFIZER INC | 4.0 | 15.03.2049 |
| ROYAL BK SCOTLND GRP PLC | 5.076 | 27.01.2030 |
| ROYAL BANK OF CANADA | 2.25 | 01.11.2024 |
| ROYAL BANK OF CANADA | 1.15 | 10.06.2025 |
| SABINE PASS LIQUEFACTION | 4.2 | 15.03.2028 |
| SHELL INTERNATIONAL FIN | 3.875 | 13.11.2028 |
| SOUTHERN CO | 4.4 | 01.07.2046 |
| SUMITOMO MITSUI FINL GRP | 2.696 | 16.07.2024 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| TORONTO-DOMINION BANK | 4.108 | 08.06.2027 |
| TYSON FOODS INC | 3.95 | 15.08.2024 |
| US TREASURY N/B | 1.375 | 31.08.2023 |
| US TREASURY N/B | 2.75 | 31.08.2023 |
| US TREASURY N/B | 0.125 | 15.09.2023 |
| US TREASURY N/B | 0.125 | 31.08.2023 |
| UPJOHN INC | 4.0 | 22.06.2050 |
| VODAFONE GROUP PLC | 4.875 | 19.06.2049 |
| WAL-MART STORES INC | 6.5 | 15.08.2037 |
| BNG BANK NV | 3.0 | 20.09.2023 |
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.