Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 30th November 2020
As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Wednesday, 25 November 2020 (Selection Day). The following changes to the index composition will become effective as of close of business on Monday, 30 November 2020 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FMS WERTMANAGEMENT | 0.275 | 28.07.2022 |
| FREDDIE MAC | 0.25 | 06.11.2023 |
| FANNIE MAE | 0.5 | 07.11.2025 |
| Freddie Mac | 2 | 01.12.2050 |
| Fannie Mae | 1.5 | 01.12.2035 |
| Fannie Mae | 2 | 01.12.2035 |
| Freddie Mac | 1.5 | 01.12.2035 |
| Freddie Mac | 2 | 01.12.2035 |
| Freddie Mac | 1.5 | 01.12.2050 |
| Freddie Mac | 1.5 | 01.12.2050 |
| Freddie Mac | 2 | 01.12.2050 |
| Freddie Mac | 2 | 01.11.2050 |
| Freddie Mac | 2.5 | 01.12.2050 |
| Fannie Mae | 2 | 01.12.2050 |
| Government National Mortgage Association | 2 | 20.11.2050 |
| Government National Mortgage Association | 2.5 | 20.11.2050 |
| Fannie Mae | 1.5 | 01.12.2050 |
| Fannie Mae | 2.5 | 01.12.2050 |
| Freddie Mac | 1.5 | 01.12.2050 |
| Freddie Mac | 2 | 01.12.2050 |
| Freddie Mac | 2 | 01.12.2050 |
| Freddie Mac | 1.5 | 01.12.2050 |
| Freddie Mac | 1.5 | 01.12.2035 |
| Freddie Mac | 2 | 01.12.2050 |
| Freddie Mac | 2 | 01.12.2035 |
| Fannie Mae | 2 | 01.12.2050 |
| Freddie Mac | 2 | 01.12.2040 |
| Freddie Mac | 2.5 | 01.12.2050 |
| Fannie Mae | 1.5 | 01.12.2040 |
| Fannie Mae | 2 | 01.12.2040 |
| Freddie Mac | 2 | 01.11.2050 |
| Freddie Mac | 2 | 01.11.2050 |
| INTL BK RECON & DEVELOP | 0.5 | 28.10.2025 |
| APPLE INC | 3.35 | 09.02.2027 |
| ABBVIE INC | 4.25 | 21.11.2049 |
| ABBVIE INC | 3.2 | 21.11.2029 |
| ABBVIE INC | 4.05 | 21.11.2039 |
| ABBVIE INC | 2.95 | 21.11.2026 |
| ABBVIE INC | 2.6 | 21.11.2024 |
| ABBVIE INC | 2.3 | 21.11.2022 |
| ABBVIE INC | 3.8 | 15.03.2025 |
| ABBOTT LABORATORIES | 4.75 | 30.11.2036 |
| BOEING CO | 3.625 | 01.02.2031 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| BANK OF AMERICA CORP | 1.922 | 24.10.2031 |
| BANK OF AMERICA CORP | 1.197 | 24.10.2026 |
| BIOGEN INC | 5.2 | 15.09.2045 |
| BRISTOL-MYERS SQUIBB CO | 0.537 | 13.11.2023 |
| CITIGROUP INC | 0.776 | 30.10.2024 |
| CITIGROUP INC | 3.52 | 27.10.2028 |
| CATERPILLAR INC | 3.803 | 15.08.2042 |
| COMCAST CORP | 4.6 | 15.08.2045 |
| NEXEN INC | 6.4 | 15.05.2037 |
| CAPITAL ONE FINANC | 4.2 | 29.10.2025 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CISCO SYSTEMS INC | 5.9 | 15.02.2039 |
| CHEVRON CORP | 1.554 | 11.05.2025 |
| DEUTSCHE BANK NY | 2.129 | 24.11.2026 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| WALT DISNEY COMPANY/THE | 2.75 | 01.09.2049 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| FISERV INC | 3.2 | 01.07.2026 |
| GENERAL MOTORS CO | 6.25 | 02.10.2043 |
| GENERAL MOTORS FINL CO | 3.55 | 08.07.2022 |
| GLAXOSMITHKLINE CAPITAL | 2.875 | 01.06.2022 |
| HALLIBURTON CO | 5 | 15.11.2045 |
| HCA INC | 5.5 | 15.06.2047 |
| HOME DEPOT INC | 3.35 | 15.04.2050 |
| HOME DEPOT INC | 2.625 | 01.06.2022 |
| INTEL CORP | 2.7 | 15.12.2022 |
| JPMORGAN CHASE & CO | 1.045 | 19.11.2026 |
| JPMORGAN CHASE & CO | 3.9 | 15.07.2025 |
| JPMORGAN CHASE & CO | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO | 2.525 | 19.11.2041 |
| COCA-COLA CO/THE | 2.6 | 01.06.2050 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| COCA-COLA CO/THE | 2.5 | 01.06.2040 |
| LLOYDS BANKING GROUP PLC | 2.907 | 07.11.2023 |
| SOUTHWEST AIRLINES CO | 5.125 | 15.06.2027 |
| MONDELEZ INTERNATIONAL | 2.75 | 13.04.2030 |
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| MORGAN STANLEY | 1.794 | 13.02.2032 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| NIKE INC | 2.85 | 27.03.2030 |
| NOVARTIS CAPITAL CORP | 2.2 | 14.08.2030 |
| ROYAL BK SCOTLND GRP PLC | 4.892 | 18.05.2029 |
| ORACLE CORP | 2.95 | 15.05.2025 |
| ORACLE CORP | 3.4 | 08.07.2024 |
| ORACLE CORP | 2.95 | 15.11.2024 |
| PFIZER INC | 4.125 | 15.12.2046 |
| SHELL INTERNATIONAL FINANCE BV | 4.55 | 12.08.2043 |
| ROYAL BANK OF CANADA | 3.7 | 05.10.2023 |
| AT&T INC | 3.85 | 01.06.2060 |
| MOLSON COORS BREWING CO | 4.2 | 15.07.2046 |
| US BANCORP | 1.45 | 12.05.2025 |
| VERIZON COMMUNICATIONS | 2.65 | 20.11.2040 |
| VERIZON COMMUNICATIONS | 2.875 | 20.11.2050 |
| VERIZON COMMUNICATIONS | 3 | 20.11.2060 |
| WELLS FARGO & COMPANY | 3 | 19.02.2025 |
| WELLS FARGO & COMPAN | 4.9 | 17.11.2045 |
| WELLS FARGO & CO | 5.375 | 02.11.2043 |
| WESTPAC BANKING CORP | 3.3 | 26.02.2024 |
| US TREASURY N/B | 1.625 | 15.11.2050 |
| US TREASURY N/B | 0.125 | 31.10.2022 |
| US TREASURY N/B | 0.25 | 31.10.2025 |
| US TREASURY N/B | 0.5 | 31.10.2027 |
| US TREASURY N/B | 0.875 | 15.11.2030 |
| US TREASURY N/B | 0.25 | 15.11.2023 |
| KINGDOM OF DENMARK | 0.125 | 27.10.2022 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC | 4.25 | 01.03.2027 |
| AT&T INC | 3.5 | 01.02.2061 |
| ABBVIE INC | 4.45 | 14.05.2046 |
| ACTIVISION BLIZZARD | 2.5 | 15.09.2050 |
| ALIBABA GROUP HOLDING | 4.2 | 06.12.2047 |
| ALTRIA GROUP INC | 2.85 | 09.08.2022 |
| AMERICA MOVIL SAB DE CV | 6.125 | 30.03.2040 |
| ANHEUSER-BUSCH INBEV WOR | 5.8 | 23.01.2059 |
| APPLE INC | 1.125 | 11.05.2025 |
| ASIAN DEVELOPMENT BANK | 2.125 | 24.11.2021 |
| BANCO SANTANDER SA | 2.706 | 27.06.2024 |
| BANK OF AMERICA CORP | 4 | 22.01.2025 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| BANK OF AMERICA CORP | 3.5 | 19.04.2026 |
| BANK OF AMERICA CORP | 3.248 | 21.10.2027 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BANK OF AMERICA CORP | 2.456 | 22.10.2025 |
| BRISTOL-MYERS SQUIBB CO | 3.9 | 20.02.2028 |
| CVS HEALTH CORP | 1.75 | 21.08.2030 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| CITIGROUP INC | 2.666 | 29.01.2031 |
| COCA-COLA CO/THE | 2.5 | 15.03.2051 |
| COMCAST CORP | 3.999 | 01.11.2049 |
| CONAGRA BRANDS INC | 4.85 | 01.11.2028 |
| CRED SUIS GP FUN LTD | 3.8 | 09.06.2023 |
| WALT DISNEY COMPANY/THE | 2.65 | 13.01.2031 |
| WALT DISNEY COMPANY/THE | 3.5 | 13.05.2040 |
| DOW CHEMICAL CO/THE | 3.6 | 15.11.2050 |
| ECOPETROL SA | 5.375 | 26.06.2026 |
| EUROPEAN BK RECON & DEV | 1.5 | 02.11.2021 |
| EXXON MOBIL CORPORATION | 1.571 | 15.04.2023 |
| Freddie Mac | 4 | 01.07.2047 |
| Freddie Mac | 3.5 | 01.03.2048 |
| Freddie Mac | 4 | 01.07.2048 |
| Freddie Mac | 4 | 01.12.2048 |
| Freddie Mac | 3 | 01.06.2049 |
| Freddie Mac | 3.5 | 01.08.2043 |
| Freddie Mac | 3 | 01.01.2043 |
| Freddie Mac | 3.5 | 01.12.2044 |
| Freddie Mac | 3.5 | 01.01.2045 |
| Freddie Mac | 3 | 01.03.2046 |
| Freddie Mac | 3.5 | 01.03.2046 |
| Freddie Mac | 3.5 | 01.04.2046 |
| Freddie Mac | 4 | 01.06.2047 |
| Freddie Mac | 3 | 01.07.2043 |
| Freddie Mac | 3.5 | 01.07.2045 |
| Freddie Mac | 3.5 | 01.09.2045 |
| FEDERAL HOME LOAN BANK | 1.875 | 29.11.2021 |
| FEDERAL HOME LOAN BANK | 1.625 | 19.11.2021 |
| Freddie Mac | 3.5 | 01.08.2043 |
| Freddie Mac | 3 | 01.01.2043 |
| Freddie Mac | 3.5 | 01.12.2044 |
| Freddie Mac | 3.5 | 01.01.2045 |
| Freddie Mac | 3 | 01.03.2046 |
| Freddie Mac | 3.5 | 01.03.2046 |
| Freddie Mac | 3.5 | 01.04.2046 |
| Freddie Mac | 4 | 01.06.2047 |
| Freddie Mac | 4 | 01.07.2047 |
| Freddie Mac | 3.5 | 01.03.2048 |
| Freddie Mac | 4 | 01.07.2048 |
| Freddie Mac | 4 | 01.12.2048 |
| Freddie Mac | 3 | 01.06.2049 |
| Freddie Mac | 2.5 | 01.09.2049 |
| Freddie Mac | 3 | 01.02.2050 |
| Freddie Mac | 2.5 | 01.10.2050 |
| Freddie Mac | 3.5 | 01.06.2046 |
| Freddie Mac | 3 | 01.05.2046 |
| Freddie Mac | 3.5 | 01.02.2047 |
| Freddie Mac | 3.5 | 01.07.2049 |
| Freddie Mac | 2.5 | 01.04.2050 |
| Freddie Mac | 2 | 01.07.2050 |
| Fannie Mae | 4.5 | 01.01.2042 |
| Fannie Mae | 4 | 01.09.2042 |
| Fannie Mae | 3 | 01.03.2047 |
| Fannie Mae | 3.5 | 01.08.2044 |
| Fannie Mae | 3 | 01.07.2029 |
| Fannie Mae | 3 | 01.07.2046 |
| Fannie Mae | 3 | 01.04.2050 |
| Fannie Mae | 4 | 01.09.2049 |
| Fannie Mae | 3.5 | 01.06.2049 |
| Fannie Mae | 3.5 | 01.06.2049 |
| Fannie Mae | 4 | 01.01.2049 |
| Fannie Mae | 4 | 01.04.2048 |
| Fannie Mae | 4 | 01.03.2049 |
| Fannie Mae | 2.5 | 01.09.2049 |
| Fannie Mae | 2.5 | 01.11.2034 |
| Fannie Mae | 3.5 | 01.01.2050 |
| Fannie Mae | 3.5 | 01.02.2050 |
| Fannie Mae | 2.5 | 01.03.2035 |
| FIRSTENERGY CORP | 7.375 | 15.11.2031 |
| Government National Mortgage Association | 4 | 20.10.2043 |
| Government National Mortgage Association | 3.5 | 20.02.2045 |
| Government National Mortgage Association | 4 | 20.06.2044 |
| Government National Mortgage Association | 3 | 20.07.2047 |
| Government National Mortgage Association | 4 | 20.12.2047 |
| Government National Mortgage Association | 4 | 20.01.2048 |
| Government National Mortgage Association | 4.5 | 20.05.2048 |
| Government National Mortgage Association | 4 | 20.10.2049 |
| Government National Mortgage Association | 4.5 | 20.03.2049 |
| GENERAL MOTORS FINL CO | 3.15 | 30.06.2022 |
| GILEAD SCIENCES INC | 4.5 | 01.02.2045 |
| GLAXOSMITHKLINE CAPITAL | 2.85 | 08.05.2022 |
| GOLDMAN SACHS GROUP | 4.75 | 21.10.2045 |
| GOLDMAN SACHS GROUP INC | 2.876 | 31.10.2022 |
| HCA INC | 5.25 | 15.06.2026 |
| HSBC HOLDINGS PLC | 6.5 | 02.05.2036 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HONEYWELL INTERNATIO | 2.5 | 01.11.2026 |
| INTEL CORP | 3.4 | 25.03.2025 |
| IBM CORP | 2.85 | 13.05.2022 |
| IBM CORP | 4.15 | 15.05.2039 |
| KEURIG DR PEPPER INC | 4.057 | 25.05.2023 |
| KINDER MORGAN INC/DELAWA | 5.55 | 01.06.2045 |
| ELI LILLY & CO | 3.95 | 15.03.2049 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| LLOYDS BANKING GROUP PLC | 4.344 | 09.01.2048 |
| MASTERCARD INC | 3.35 | 26.03.2030 |
| MEDTRONIC INC | 3.5 | 15.03.2025 |
| MICROSOFT CORP | 3.5 | 12.02.2035 |
| MORGAN STANLEY | 5 | 24.11.2025 |
| MORGAN STANLEY | 2.75 | 19.05.2022 |
| MORGAN STANLEY | 3.95 | 23.04.2027 |
| NOVARTIS CAPITAL CORP | 2.4 | 21.09.2022 |
| ORACLE CORP | 5.375 | 15.07.2040 |
| ORACLE CORP | 2.5 | 15.05.2022 |
| OTIS WORLDWIDE CORP | 2.565 | 15.02.2030 |
| PEPSICO INC | 2.75 | 19.03.2030 |
| PETROLEOS MEXICANOS | 6.84 | 23.01.2030 |
| SHELL INTERNATIONAL FIN | 4 | 10.05.2046 |
| SOUTHWEST AIRLINES CO | 5.25 | 04.05.2025 |
| TOYOTA MOTOR CREDIT CORP | 1.15 | 26.05.2022 |
| TRANSCANADA TRUST | 5.3 | 15.03.2077 |
| UNION PACIFIC CORP | 3.25 | 05.02.2050 |
| US TREASURY N/B | 8 | 15.11.2021 |
| US TREASURY N/B | 2.875 | 15.11.2021 |
| US TREASURY N/B | 2 | 31.10.2021 |
| US TREASURY N/B | 2 | 15.11.2021 |
| US TREASURY N/B | 1.25 | 31.10.2021 |
| US TREASURY N/B | 1.5 | 31.10.2021 |
| VISA INC | 4.15 | 14.12.2035 |
| VODAFONE GROUP PLC | 4.875 | 19.06.2049 |
| WESTPAC BANKING CORP | 2.75 | 11.01.2023 |
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.