Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 29th November 2022
As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Monday, 28 November 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Wednesday, 30 November 2022 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| REPUBLIC OF POLAND | 5.5 | 16.11.2027 |
| REPUBLIC OF POLAND | 5.75 | 16.11.2032 |
| FEDERAL HOME LOAN BANK | 4.5 | 03.10.2024 |
| CAISSE D’AMORT DETTE SOC | 4.625 | 02.11.2025 |
| Government National Mortgage Association | 4.0 | 20.11.2052 |
| Government National Mortgage Association | 4.5 | 20.11.2052 |
| Fannie Mae | 5.0 | 01.12.2052 |
| Government National Mortgage Association | 5.0 | 20.11.2052 |
| Fannie Mae | 5.5 | 01.12.2052 |
| Government National Mortgage Association | 5.5 | 20.11.2052 |
| Government National Mortgage Association | 6.0 | 20.11.2052 |
| Freddie Mac | 5.0 | 01.08.2040 |
| Freddie Mac | 5.0 | 01.12.2052 |
| Freddie Mac | 4.0 | 01.07.2044 |
| Freddie Mac | 3.5 | 01.04.2045 |
| Freddie Mac | 5.0 | 01.12.2052 |
| Freddie Mac | 4.5 | 01.11.2052 |
| Freddie Mac | 5.0 | 01.11.2052 |
| Freddie Mac | 5.0 | 01.11.2052 |
| Freddie Mac | 5.5 | 01.11.2052 |
| AT&T INC | 3.65 | 01.06.2051 |
| ALPHABET INC | 1.998 | 15.08.2026 |
| AMAZON.COM INC | 2.8 | 22.08.2024 |
| AMAZON.COM INC | 2.7 | 03.06.2060 |
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| APPLE INC | 4.375 | 13.05.2045 |
| BANK OF AMERICA CORP | 5.0 | 21.01.2044 |
| BANK OF AMERICA CORP | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BANK OF NY MELLON CORP | 5.834 | 25.10.2033 |
| BARCLAYS PLC | 4.972 | 16.05.2029 |
| BARCLAYS PLC | 7.437 | 02.11.2033 |
| CVS HEALTH CORP | 2.875 | 01.06.2026 |
| CANADIAN PACIFIC RAILWAY | 1.35 | 02.12.2024 |
| CHENIERE CORP CHRISTI HD | 3.7 | 15.11.2029 |
| CITIGROUP INC | 2.666 | 29.01.2031 |
| CITIGROUP INC | 3.785 | 17.03.2033 |
| CITIGROUP INC. | 6.27 | 17.11.2033 |
| CITIGROUP INC | 2.976 | 05.11.2030 |
| CITIGROUP INC | 1.122 | 28.01.2027 |
| CRED SUIS GP FUN LTD | 4.875 | 15.05.2045 |
| CRED SUIS GP FUN LTD | 4.55 | 17.04.2026 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| EXXON MOBIL CORPORATION | 2.709 | 06.03.2025 |
| EXXON MOBIL CORPORATION | 4.227 | 19.03.2040 |
| GSK CONSUMER HEALTHCARE | 3.375 | 24.03.2027 |
| GSK CONSUMER HEALTHCARE | 3.625 | 24.03.2032 |
| GENERAL MOTORS CO | 6.25 | 02.10.2043 |
| GOLDMAN SACHS GROUP INC | 4.482 | 23.08.2028 |
| GOLDMAN SACHS GROUP | 5.15 | 22.05.2045 |
| HCA INC | 5.25 | 15.06.2049 |
| HSBC HOLDINGS PLC | 6.5 | 15.09.2037 |
| HSBC HOLDINGS PLC | 3.803 | 11.03.2025 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HSBC HOLDINGS PLC | 5.402 | 11.08.2033 |
| HSBC HOLDINGS PLC | 8.113 | 03.11.2033 |
| INTEL CORP | 3.25 | 15.11.2049 |
| JPMORGAN CHASE & CO | 6.4 | 15.05.2038 |
| JPMORGAN CHASE & CO | 3.157 | 22.04.2042 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| KRAFT HEINZ FOODS CO | 3.875 | 15.05.2027 |
| MERCK & CO INC | 1.7 | 10.06.2027 |
| MICROSOFT CORP | 2.7 | 12.02.2025 |
| MITSUBISHI UFJ FIN GRP | 5.063 | 12.09.2025 |
| NATIONAL AUSTRALIA BANK LIMITED | 5.132 | 22.11.2024 |
| NVIDIA CORP | 2.85 | 01.04.2030 |
| ORACLE CORP | 6.25 | 09.11.2032 |
| ORACLE CORP | 6.9 | 09.11.2052 |
| PEPSICO INC | 2.25 | 19.03.2025 |
| QUALCOMM INC | 4.3 | 20.05.2047 |
| ROYAL BANK OF CANADA | 2.25 | 01.11.2024 |
| SALESFORCE.COM INC | 2.7 | 15.07.2041 |
| SHELL INTERNATIONAL FIN | 2.75 | 06.04.2030 |
| SOUTHERN CO | 4.4 | 01.07.2046 |
| SOUTHWEST AIRLINES CO | 5.125 | 15.06.2027 |
| TAKEDA PHARMACEUTICAL | 3.175 | 09.07.2050 |
| TORONTO-DOMINION BANK | 4.108 | 08.06.2027 |
| TORONTO-DOMINION BANK | 4.693 | 15.09.2027 |
| US BANCORP | 1.45 | 12.05.2025 |
| UNITEDHEALTH GROUP INC | 4.75 | 15.05.2052 |
| UNITEDHEALTH GROUP INC | 5.875 | 15.02.2053 |
| VERIZON COMMUNICATIONS | 3.7 | 22.03.2061 |
| UPJOHN INC | 4.0 | 22.06.2050 |
| VODAFONE GROUP PLC | 6.15 | 27.02.2037 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| WESTPAC BANKING CORPORATION | 5.457 | 18.11.2027 |
| US TREASURY N/B | 4.0 | 15.11.2052 |
| US TREASURY N/B | 4.125 | 30.09.2027 |
| US TREASURY N/B | 4.375 | 31.10.2024 |
| US TREASURY N/B | 4.0 | 31.10.2029 |
| US TREASURY N/B | 4.125 | 15.11.2032 |
| AFRICAN DEVELOPMENT BANK | 4.375 | 03.11.2027 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC | 3.8 | 01.12.2057 |
| ABBVIE INC | 4.5 | 14.05.2035 |
| ABBVIE INC | 3.2 | 14.05.2026 |
| ABBVIE INC | 4.25 | 14.11.2028 |
| ALPHABET INC | 1.9 | 15.08.2040 |
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| AMAZON.COM INC | 4.25 | 22.08.2057 |
| AMAZON.COM INC | 0.45 | 12.05.2024 |
| AMAZON.COM INC | 3.0 | 13.04.2025 |
| AMAZON.COM INC | 3.45 | 13.04.2029 |
| AMERICAN EXPRESS CO | 3.95 | 01.08.2025 |
| ANHEUSER-BUSCH INBEV WOR | 4.5 | 01.06.2050 |
| APPLE INC | 3.45 | 06.05.2024 |
| APPLE INC | 3.45 | 09.02.2045 |
| BANCO SANTANDER SA | 2.749 | 03.12.2030 |
| BANK OF AMERICA CORP | 4.0 | 22.01.2025 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| BANK OF AMERICA CORP | 2.972 | 21.07.2052 |
| BANK OF AMERICA CORP | 2.482 | 21.09.2036 |
| BANK OF AMERICA CORP | 2.572 | 20.10.2032 |
| BP CAP MARKETS AMERICA | 3.379 | 08.02.2061 |
| BRISTOL-MYERS SQUIBB CO | 4.125 | 15.06.2039 |
| CNOOC FINANCE 2014 ULC | 4.25 | 30.04.2024 |
| CAPITAL ONE FINANC | 4.2 | 29.10.2025 |
| CHENIERE CORP CHRISTI HD | 5.125 | 30.06.2027 |
| CISCO SYSTEMS INC | 5.5 | 15.01.2040 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CITIGROUP INC | 3.07 | 24.02.2028 |
| CITIGROUP INC | 4.91 | 24.05.2033 |
| CITIGROUP INC | 3.057 | 25.01.2033 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| COMCAST CORP | 2.987 | 01.11.2063 |
| CORP ANDINA DE FOMENTO | 3.75 | 23.11.2023 |
| CREDIT SUISSE NEW YORK | 2.95 | 09.04.2025 |
| CREDIT SUISSE NEW YORK | 1.25 | 07.08.2026 |
| CREDIT SUISSE NEW YORK | 3.7 | 21.02.2025 |
| ENERGY TRANSFER OPERATNG | 3.75 | 15.05.2030 |
| ENERGY TRANSFER OPERATNG | 6.25 | 15.04.2049 |
| Freddie Mac | 3.0 | 01.02.2052 |
| Freddie Mac | 2.0 | 01.11.2041 |
| Freddie Mac | 2.0 | 01.08.2041 |
| Freddie Mac | 1.5 | 01.08.2036 |
| FANNIE MAE | 0.25 | 27.11.2023 |
| FREDDIE MAC | 0.25 | 06.11.2023 |
| Fannie Mae | 2.5 | 01.06.2050 |
| ORANGE SA | 9.0 | 01.03.2031 |
| GE CAPITAL INTL FUNDING | 4.418 | 15.11.2035 |
| Government National Mortgage Association | 3.5 | 20.12.2046 |
| GENERAL ELECTRIC CAPITAL CORP | 6.75 | 15.03.2032 |
| GENERAL MOTORS CO | 6.6 | 01.04.2036 |
| GOLDMAN SACHS GROUP INC | 3.814 | 23.04.2029 |
| GOLDMAN SACHS GROUP | 3.75 | 22.05.2025 |
| HOME DEPOT INC | 3.35 | 15.04.2050 |
| HOME DEPOT INC | 3.625 | 15.04.2052 |
| INTER-AMERICAN DEVEL BK | 0.25 | 15.11.2023 |
| INTL BK RECON & DEVELOP | 0.25 | 24.11.2023 |
| IBM CORP | 3.0 | 15.05.2024 |
| IBM CORP | 4.15 | 15.05.2039 |
| JOHNSON & JOHNSON | 0.95 | 01.09.2027 |
| KRAFT FOODS GROUP INC | 5.0 | 04.06.2042 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| NATIONAL AUSTRALIA BK/NY | 3.905 | 09.06.2027 |
| ORACLE CORP | 3.85 | 01.04.2060 |
| OTIS WORLDWIDE CORP | 2.565 | 15.02.2030 |
| PG&E WILDFIRE RECOVERY | 4.451 | 01.12.2047 |
| ROYAL BANK OF CANADA | 3.97 | 26.07.2024 |
| SABINE PASS LIQUEFACTION | 5.75 | 15.05.2024 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| SUMITOMO MITSUI FINL GRP | 2.696 | 16.07.2024 |
| T-MOBILE USA INC | 4.75 | 01.02.2028 |
| TOTAL CAPITAL INTL SA | 3.127 | 29.05.2050 |
| US TREASURY N/B | 2.875 | 31.10.2023 |
| US TREASURY N/B | 1.625 | 31.10.2023 |
| US TREASURY N/B | 2.75 | 15.11.2023 |
| US TREASURY N/B | 0.25 | 15.11.2023 |
| US TREASURY N/B | 0.375 | 31.10.2023 |
| UNITEDHEALTH GROUP IN | 4.75 | 15.07.2045 |
| VISA INC | 4.15 | 14.12.2035 |
| VMWARE INC | 1.0 | 15.08.2024 |
| WESTPAC BANKING CORP | 1.019 | 18.11.2024 |
| 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.