Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 29th January 2021
As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Wednesday, 27 January 2021 (Selection Day). The following changes to the index composition will become effective as of close of business on Friday, 29 January 2021 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FEDERAL HOME LOAN BANK | 1.875 | 09.12.2022 |
| Freddie Mac | 2 | 01.02.2051 |
| Freddie Mac | 1.5 | 01.02.2036 |
| Freddie Mac | 2 | 01.02.2036 |
| Freddie Mac | 2 | 01.02.2051 |
| Freddie Mac | 2 | 01.02.2051 |
| Freddie Mac | 1.5 | 01.02.2036 |
| Freddie Mac | 2 | 01.02.2036 |
| Freddie Mac | 1.5 | 01.02.2051 |
| Fannie Mae | 1.5 | 01.02.2051 |
| Freddie Mac | 2 | 01.02.2051 |
| Fannie Mae | 2 | 01.02.2051 |
| Fannie Mae | 2.5 | 01.02.2051 |
| Government National Mortgage Association | 2 | 20.01.2051 |
| Fannie Mae | 1.5 | 01.02.2036 |
| Government National Mortgage Association | 2.5 | 20.01.2051 |
| Fannie Mae | 2 | 01.02.2036 |
| Freddie Mac | 2 | 01.02.2051 |
| Fannie Mae | 2 | 01.02.2041 |
| Freddie Mac | 1.5 | 01.02.2051 |
| Freddie Mac | 2 | 01.02.2051 |
| Freddie Mac | 1.5 | 01.02.2051 |
| Government National Mortgage Association | 2 | 20.12.2050 |
| Government National Mortgage Association | 3 | 20.12.2050 |
| Freddie Mac | 1.5 | 01.01.2051 |
| Freddie Mac | 2 | 01.01.2051 |
| Fannie Mae | 2 | 01.01.2041 |
| EUROPEAN INVESTMENT BANK | 0.375 | 26.03.2026 |
| INTER-AMERICAN DEVEL BK | 1.125 | 13.01.2031 |
| APPLE INC | 4.375 | 13.05.2045 |
| BOEING CO | 3.625 | 01.02.2031 |
| BANK OF AMERICA CORP | 3.194 | 23.07.2030 |
| BANK OF AMERICA CORP | 1.922 | 24.10.2031 |
| BECTON DICKINSON AND CO | 3.363 | 06.06.2024 |
| BECTON DICKINSON AND CO | 3.7 | 06.06.2027 |
| BRISTOL-MYERS SQUIBB CO | 0.537 | 13.11.2023 |
| CITIGROUP INC | 1.122 | 28.01.2027 |
| CREDIT SUISSE NEW YORK | 1 | 05.05.2023 |
| DEERE & COMPANY | 3.9 | 09.06.2042 |
| WALT DISNEY COMPANY/THE | 2.65 | 13.01.2031 |
| EQUINIX INC | 5.375 | 15.05.2027 |
| SUNOCO LOGISTICS PARTNER | 5.4 | 01.10.2047 |
| ENERGY TRANSFER OPERATNG | 3.75 | 15.05.2030 |
| FISERV INC | 3.2 | 01.07.2026 |
| GENERAL MOTORS FINL CO | 1.25 | 08.01.2026 |
| ALPHABET INC | 1.9 | 15.08.2040 |
| HOME DEPOT INC | 3.125 | 15.12.2049 |
| HOME DEPOT INC | 1.375 | 15.03.2031 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| IBM CORP | 4.15 | 15.05.2039 |
| JOHNSON & JOHNSON | 3.625 | 03.03.2037 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO | 3.109 | 22.04.2051 |
| JPMORGAN CHASE & CO | 2.005 | 13.03.2026 |
| COCA-COLA CO/THE | 2.6 | 01.06.2050 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| ELI LILLY & CO | 3.95 | 15.03.2049 |
| MEDTRONIC INC | 4.625 | 15.03.2045 |
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| MORGAN STANLEY | 0.529 | 25.01.2024 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| MORGAN STANLEY | 2.802 | 25.01.2052 |
| MICROSOFT CORP | 3.3 | 06.02.2027 |
| MICROSOFT CORP | 2.375 | 01.05.2023 |
| OTIS WORLDWIDE CORP | 2.565 | 15.02.2030 |
| PEPSICO INC | 3 | 15.10.2027 |
| SHELL INTERNATIONAL FIN | 4.125 | 11.05.2035 |
| ROYAL BANK OF CANADA | 1.15 | 10.06.2025 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| TRANSCANADA TRUST | 5.3 | 15.03.2077 |
| VISA INC | 2.05 | 15.04.2030 |
| VIACOM INC | 5.85 | 01.09.2043 |
| WELLS FARGO & COMPANY | 3 | 19.02.2025 |
| WELLS FARGO & COMPANY | 4.4 | 14.06.2046 |
| EXXON MOBIL CORPORATION | 2.992 | 19.03.2025 |
| US TREASURY N/B | 0.625 | 31.12.2027 |
| US TREASURY N/B | 0.375 | 31.12.2025 |
| US TREASURY N/B | 0.125 | 31.12.2022 |
| US TREASURY N/B | 0.125 | 15.01.2024 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AGENCE FRANCAISE DEVELOP | 2.75 | 22.01.2022 |
| AT&T INC | 3 | 30.06.2022 |
| ALTRIA GROUP INC | 2.85 | 09.08.2022 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| APPLE INC | 2.65 | 11.05.2050 |
| 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 | 4.972 | 16.05.2029 |
| BRISTOL-MYERS SQUIBB CO | 4.55 | 20.02.2048 |
| CNOOC FINANCE 2013 LTD | 3 | 09.05.2023 |
| CNOOC FINANCE 2015 US | 3.5 | 05.05.2025 |
| CANADA GOVERNMENT | 2.625 | 25.01.2022 |
| CAPITAL ONE FINANC | 4.2 | 29.10.2025 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CHENIERE CORP CHRISTI HD | 5.125 | 30.06.2027 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 3.52 | 27.10.2028 |
| COCA-COLA CO/THE | 2.5 | 15.03.2051 |
| COMCAST CORP | 4.6 | 15.08.2045 |
| Freddie Mac | 3.5 | 01.07.2047 |
| Freddie Mac | 3.5 | 01.01.2048 |
| Freddie Mac | 3.5 | 01.02.2048 |
| Freddie Mac | 4 | 01.05.2048 |
| Freddie Mac | 4 | 01.11.2048 |
| Freddie Mac | 3.5 | 01.05.2049 |
| Freddie Mac | 3.5 | 01.04.2045 |
| Freddie Mac | 3.5 | 01.02.2045 |
| Freddie Mac | 3 | 01.03.2045 |
| Freddie Mac | 3 | 01.07.2045 |
| Freddie Mac | 3.5 | 01.11.2045 |
| Freddie Mac | 3.5 | 01.11.2047 |
| Freddie Mac | 3 | 01.03.2043 |
| Freddie Mac | 3 | 01.03.2043 |
| Freddie Mac | 3 | 01.07.2045 |
| Freddie Mac | 3.5 | 01.02.2045 |
| Freddie Mac | 3 | 01.03.2045 |
| Freddie Mac | 3.5 | 01.04.2045 |
| Freddie Mac | 3.5 | 01.11.2045 |
| Freddie Mac | 3.5 | 01.01.2048 |
| Freddie Mac | 3.5 | 01.02.2048 |
| Freddie Mac | 3.5 | 01.07.2047 |
| Freddie Mac | 4 | 01.05.2048 |
| Freddie Mac | 3.5 | 01.10.2043 |
| Freddie Mac | 4 | 01.11.2048 |
| Freddie Mac | 3.5 | 01.05.2049 |
| Freddie Mac | 2.5 | 01.03.2050 |
| Freddie Mac | 3 | 01.08.2050 |
| Freddie Mac | 3.5 | 01.06.2046 |
| Freddie Mac | 3 | 01.06.2046 |
| Freddie Mac | 3.5 | 01.10.2043 |
| Freddie Mac | 2.5 | 01.02.2050 |
| Freddie Mac | 2.5 | 01.01.2050 |
| Freddie Mac | 3 | 01.04.2050 |
| FANNIE MAE | 0.25 | 27.11.2023 |
| FANNIE MAE | 2 | 05.01.2022 |
| FANNIE MAE | 2.625 | 11.01.2022 |
| FREDDIE MAC | 2.375 | 13.01.2022 |
| FREDDIE MAC | 0.25 | 04.12.2023 |
| Fannie Mae | 4 | 01.01.2041 |
| Fannie Mae | 4 | 01.12.2047 |
| Fannie Mae | 3.5 | 01.07.2050 |
| Fannie Mae | 4 | 01.07.2047 |
| Fannie Mae | 4 | 01.07.2048 |
| Government National Mortgage Association | 3.5 | 20.09.2043 |
| Government National Mortgage Association | 4 | 20.11.2047 |
| Government National Mortgage Association | 3 | 20.01.2048 |
| Government National Mortgage Association | 3.5 | 20.06.2048 |
| Government National Mortgage Association | 4 | 20.01.2049 |
| Government National Mortgage Association | 4.5 | 20.02.2049 |
| Government National Mortgage Association | 4 | 20.09.2049 |
| Government National Mortgage Association | 4 | 20.04.2050 |
| Government National Mortgage Association | 3.5 | 20.03.2042 |
| GENERAL MOTORS FINL CO | 3.55 | 08.07.2022 |
| GOLDMAN SACHS GROUP INC | 3.272 | 29.09.2025 |
| HCA INC | 5.5 | 15.06.2047 |
| HSBC HOLDINGS PLC | 6.5 | 02.05.2036 |
| HOME DEPOT INC | 2.7 | 15.04.2030 |
| INTER-AMERICAN DEVEL BK | 2.125 | 18.01.2022 |
| INTL BK RECON & DEVELOP | 2 | 26.01.2022 |
| JPMORGAN CHASE & CO | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO | 3.22 | 01.03.2025 |
| JPMORGAN CHASE & CO | 4.203 | 23.07.2029 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| KFW | 2.625 | 25.01.2022 |
| MPLX LP | 4.5 | 15.04.2038 |
| MICROSOFT CORP | 2.65 | 03.11.2022 |
| MICROSOFT CORP | 2.4 | 08.08.2026 |
| MICROSOFT CORP | 4.1 | 06.02.2037 |
| MOLSON COORS BREWING CO | 4.2 | 15.07.2046 |
| MORGAN STANLEY | 4.875 | 01.11.2022 |
| NOVARTIS CAPITAL CORP | 2.4 | 21.09.2022 |
| PHILIP MORRIS INTL INC | 4.25 | 10.11.2044 |
| PROCTER & GAMBLE CO/THE | 2.15 | 11.08.2022 |
| QUALCOMM INC | 4.8 | 20.05.2045 |
| SCHLUMBERGER INVESTMENT SA | 3.65 | 01.12.2023 |
| SHELL INTERNATIONAL FIN | 3.875 | 13.11.2028 |
| SHELL INTERNATIONAL FIN | 2.375 | 07.11.2029 |
| SOUTHERN CO | 4.4 | 01.07.2046 |
| TARGET CORP | 2.25 | 15.04.2025 |
| UNION PACIFIC CORP | 3.839 | 20.03.2060 |
| US TREASURY N/B | 2.5 | 15.01.2022 |
| US TREASURY N/B | 2.125 | 31.12.2021 |
| US TREASURY N/B | 2 | 31.12.2021 |
| US TREASURY N/B | 1.625 | 31.12.2021 |
| VISA INC | 4.15 | 14.12.2035 |
| WALMART INC | 3.4 | 26.06.2023 |
| WELLS FARGO & CO | 5.375 | 02.11.2043 |
| WELLS FARGO & COMPANY | 3.9 | 01.05.2045 |
| WELLS FARGO & COMPANY | 2.625 | 22.07.2022 |
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.