Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 30th September 2020
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 September 2020 (Selection Day). The following changes to the index composition will become effective as of close of business on Wednesday, 30 September 2020 (Rebalance Day).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FREDDIE MAC | 0.25 | 08.09.2023 |
| KFW | 0.25 | 19.10.2023 |
| FANNIE MAE | 0.375 | 25.08.2025 |
| CAISSE D’AMORT DETTE SOC | 0.375 | 23.09.2025 |
| US TREASURY N/B | 1.125 | 15.08.2040 |
| US TREASURY N/B | 0.125 | 31.08.2022 |
| US TREASURY N/B | 0.5 | 31.08.2027 |
| US TREASURY N/B | 0.25 | 31.08.2025 |
| US TREASURY N/B | 0.125 | 15.09.2023 |
| Freddie Mac | 1.5 | 01.10.2050 |
| Fannie Mae | 2.5 | 01.10.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Freddie Mac | 2.5 | 01.10.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Government National Mortgage Association | 2 | 20.09.2050 |
| Government National Mortgage Association | 2.5 | 20.09.2050 |
| Government National Mortgage Association | 3 | 20.09.2050 |
| Freddie Mac | 2 | 01.10.2040 |
| Fannie Mae | 1.5 | 01.10.2035 |
| Fannie Mae | 1.5 | 01.10.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Freddie Mac | 1.5 | 01.10.2035 |
| Freddie Mac | 2 | 01.10.2035 |
| Freddie Mac | 2 | 01.09.2050 |
| Freddie Mac | 2 | 01.10.2050 |
| Freddie Mac | 2.5 | 01.10.2050 |
| Freddie Mac | 1.5 | 01.10.2035 |
| Freddie Mac | 2 | 01.10.2035 |
| Fannie Mae | 2 | 01.10.2040 |
| Fannie Mae | 2 | 01.10.2035 |
| Fannie Mae | 2 | 01.10.2050 |
| Freddie Mac | 1.5 | 01.09.2035 |
| Freddie Mac | 2 | 01.09.2050 |
| Freddie Mac | 2.5 | 01.09.2050 |
| Fannie Mae | 3.5 | 01.06.2049 |
| Freddie Mac | 2 | 01.09.2040 |
| Fannie Mae | 3 | 01.09.2050 |
| Freddie Mac | 2 | 01.09.2035 |
| Fannie Mae | 2 | 01.09.2040 |
| Fannie Mae | 1.5 | 01.09.2035 |
| Freddie Mac | 2 | 01.09.2035 |
| Freddie Mac | 2 | 01.09.2050 |
| Freddie Mac | 2 | 01.09.2050 |
| Freddie Mac | 2.5 | 01.09.2050 |
| Freddie Mac | 2 | 01.09.2050 |
| Freddie Mac | 2 | 01.09.2035 |
| INTER-AMERICAN DEVEL BK | 0.25 | 15.11.2023 |
| ASIAN DEVELOPMENT BANK | 0.375 | 03.09.2025 |
| EUROPEAN INVESTMENT BANK | 0.375 | 15.12.2025 |
| INTER-AMERICAN DEVEL BK | 0.625 | 16.09.2027 |
| INTL BK RECON & DEVELOP | 0.75 | 26.08.2030 |
| INTL FINANCE CORP | 0.75 | 27.08.2030 |
| AT&T INC | 3.5 | 01.02.2061 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| ANHEUSER-BUSCH INBEV WOR | 4 | 13.04.2028 |
| BANK OF AMERICA CORP | 3.248 | 21.10.2027 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| CVS HEALTH CORP | 1.75 | 21.08.2030 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CAPITAL ONE FINANCIAL CO | 3.3 | 30.10.2024 |
| CHENIERE CORP CHRISTI HD | 5.125 | 30.06.2027 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| CITIGROUP INC | 2.75 | 25.04.2022 |
| COMCAST CORP | 2.8 | 15.01.2051 |
| CREDIT SUISSE NEW YORK | 1 | 05.05.2023 |
| DEUTSCHE BANK NY | 2.222 | 18.09.2024 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| DOWDUPONT INC | 5.419 | 15.11.2048 |
| EQUINIX INC | 5.375 | 15.05.2027 |
| EXXON MOBIL CORPORATION | 3.043 | 01.03.2026 |
| FOMENTO ECONOMICO MEX | 3.5 | 16.01.2050 |
| FOX CORP | 4.709 | 25.01.2029 |
| GENERAL MOTORS FINL CO | 3.45 | 10.04.2022 |
| GOLDMAN SACHS GROUP INC | 3.814 | 23.04.2029 |
| HSBC HOLDINGS PLC | 6.5 | 02.05.2036 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HP ENTERPRISE CO | 6.35 | 15.10.2045 |
| INTEL CORP | 3.4 | 25.03.2025 |
| INTERNATIONAL BUSINESS MACHINES | 3.375 | 01.08.2023 |
| IBM CORP | 4.15 | 15.05.2039 |
| JPMORGAN CHASE & CO | 3.625 | 13.05.2024 |
| JPMORGAN CHASE & CO | 2.7 | 18.05.2023 |
| JPMORGAN CHASE & CO | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| LLOYDS BANKING GROUP PLC | 4.344 | 09.01.2048 |
| MCDONALD’S CORP | 3.625 | 01.09.2049 |
| MERCK & CO INC | 4.15 | 18.05.2043 |
| MICROSOFT CORP | 2.7 | 12.02.2025 |
| MICROSOFT CORP | 2.65 | 03.11.2022 |
| NORTHROP GRUMMAN CORP | 2.93 | 15.01.2025 |
| NORTHROP GRUMMAN CORP | 3.25 | 15.01.2028 |
| NOVARTIS CAPITAL CORP | 2.4 | 21.09.2022 |
| NOVARTIS CAPITAL CORP | 2.2 | 14.08.2030 |
| ORACLE CORP | 5.375 | 15.07.2040 |
| OTIS WORLDWIDE CORP | 2.565 | 15.02.2030 |
| PACIFIC GAS & ELECTRIC | 3.5 | 01.08.2050 |
| PEPSICO INC | 2.75 | 19.03.2030 |
| SALESFORCE.COM INC | 3.7 | 11.04.2028 |
| SHELL INTERNATIONAL FIN | 4 | 10.05.2046 |
| SHELL INTERNATIONAL FIN | 2.375 | 07.11.2029 |
| SHELL INTERNATIONAL FIN | 2.75 | 06.04.2030 |
| SHELL INTERNATIONAL FIN | 3.25 | 06.04.2050 |
| SOUTHERN CO | 4.4 | 01.07.2046 |
| SOUTHWEST AIRLINES CO | 5.25 | 04.05.2025 |
| TAKEDA PHARMACEUTICAL | 3.175 | 09.07.2050 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| TOYOTA MOTOR CREDIT CORP | 1.15 | 26.05.2022 |
| VIACOM INC | 5.85 | 01.09.2043 |
| VODAFONE GROUP PLC | 4.875 | 19.06.2049 |
| WELLS FARGO & COMPANY | 3.3 | 09.09.2024 |
| WELLS FARGO & COMPAN | 4.9 | 17.11.2045 |
| WESTPAC BANKING CORP | 2.75 | 11.01.2023 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FEDERAL HOME LOAN BANK | 2.375 | 10.09.2021 |
| KINGDOM OF SWEDEN | 1.25 | 08.09.2021 |
| Freddie Mac | 2 | 01.07.2050 |
| Fannie Mae | 4 | 01.03.2050 |
| Fannie Mae | 3.5 | 01.05.2050 |
| Fannie Mae | 3.5 | 01.06.2049 |
| Freddie Mac | 2.5 | 01.05.2040 |
| Fannie Mae | 2.5 | 01.04.2040 |
| Fannie Mae | 2.5 | 01.10.2034 |
| Freddie Mac | 3 | 01.08.2049 |
| Freddie Mac | 3 | 01.08.2049 |
| Freddie Mac | 3 | 01.07.2049 |
| Fannie Mae | 3 | 01.06.2049 |
| Government National Mortgage Association | 4.5 | 20.04.2049 |
| Government National Mortgage Association | 3.5 | 20.03.2049 |
| Fannie Mae | 3.5 | 01.04.2049 |
| Freddie Mac | 4 | 01.01.2049 |
| Freddie Mac | 4 | 01.01.2049 |
| Freddie Mac | 3.5 | 01.05.2047 |
| Freddie Mac | 3.5 | 01.06.2047 |
| Freddie Mac | 4.5 | 01.11.2039 |
| Freddie Mac | 4 | 01.08.2047 |
| Fannie Mae | 4 | 01.03.2048 |
| Freddie Mac | 4 | 01.08.2047 |
| Freddie Mac | 3.5 | 01.08.2047 |
| Freddie Mac | 3.5 | 01.08.2047 |
| Freddie Mac | 3.5 | 01.06.2047 |
| Freddie Mac | 3.5 | 01.05.2047 |
| Government National Mortgage Association | 4 | 20.02.2047 |
| Freddie Mac | 3.5 | 01.02.2047 |
| Fannie Mae | 3 | 01.01.2047 |
| Fannie Mae | 4 | 01.04.2043 |
| Government National Mortgage Association | 3 | 20.01.2046 |
| Fannie Mae | 3.5 | 01.10.2041 |
| Freddie Mac | 3.5 | 01.06.2045 |
| Freddie Mac | 3 | 01.05.2045 |
| Government National Mortgage Association | 4 | 20.11.2043 |
| Freddie Mac | 3 | 01.01.2043 |
| Government National Mortgage Association | 3.5 | 20.01.2042 |
| Fannie Mae | 4 | 01.08.2039 |
| Freddie Mac | 4.5 | 01.11.2039 |
| INTER-AMERICAN DEVEL BK | 1.25 | 14.09.2021 |
| EUROPEAN INVESTMENT BANK | 1.375 | 15.09.2021 |
| INTL BK RECON & DEVELOP | 1.376 | 20.09.2021 |
| NIKE INC | 2.85 | 27.03.2030 |
| BRISTOL-MYERS SQUIBB CO | 4.55 | 20.02.2048 |
| SUMITOMO MITSUI FINL GRP | 2.784 | 12.07.2022 |
| SHELL INTERNATIONAL FINANCE BV | 4.55 | 12.08.2043 |
| MORGAN STANLEY | 3.95 | 23.04.2027 |
| BARCLAYS PLC | 3.65 | 16.03.2025 |
| CHEVRON CORP | 1.554 | 11.05.2025 |
| CITIGROUP INC | 3.98 | 20.03.2030 |
| WELLS FARGO & CO | 3.5 | 08.03.2022 |
| AT&T INC | 4.85 | 01.03.2039 |
| AT&T INC | 5.35 | 01.09.2040 |
| MPLX LP | 4.5 | 15.04.2038 |
| PROCTER & GAMBLE CO/THE | 2.15 | 11.08.2022 |
| MICROSOFT CORP | 2 | 08.08.2023 |
| JOHNSON & JOHNSON | 2.25 | 03.03.2022 |
| ABBVIE INC | 4.45 | 14.05.2046 |
| AT&T INC | 4.75 | 15.05.2046 |
| AT&T INC | 4.35 | 15.06.2045 |
| AT&T INC | 4.8 | 15.06.2044 |
| BRISTOL-MYERS SQUIBB CO | 3.9 | 20.02.2028 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| JPMORGAN CHASE & CO | 4.203 | 23.07.2029 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| CHEVRON CORP | 2.355 | 05.12.2022 |
| MICROSOFT CORP | 2.4 | 08.08.2026 |
| US BANCORP | 1.45 | 12.05.2025 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| ORACLE CORP | 2.95 | 15.05.2025 |
| ORACLE CORP | 6.5 | 15.04.2038 |
| PHILIP MORRIS INTL INC | 6.375 | 16.05.2038 |
| DOMINION ENERGY INC | 3.375 | 01.04.2030 |
| MONDELEZ INTERNATIONAL | 2.75 | 13.04.2030 |
| VIACOMCBS INC | 4.95 | 15.01.2031 |
| ROYAL BK SCOTLND GRP PLC | 3.498 | 15.05.2023 |
| NORTHROP GRUMMAN CORP | 2.55 | 15.10.2022 |
| GOLDMAN SACHS GROUP INC | 4.8 | 08.07.2044 |
| MCDONALD’S CORP | 4.875 | 09.12.2045 |
| AT&T INC | 5.25 | 01.03.2037 |
| CATERPILLAR INC | 3.803 | 15.08.2042 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| STATE STREET CORP | 3.55 | 18.08.2025 |
| AT&T INC | 4.55 | 09.03.2049 |
| LLOYDS BANKING GROUP PLC | 2.907 | 07.11.2023 |
| HSBC HOLDINGS PLC | 3.95 | 18.05.2024 |
| VISA INC | 1.9 | 15.04.2027 |
| EQUINOR ASA | 3.7 | 06.04.2050 |
| COOPERATIEVE RA | 5.25 | 24.05.2041 |
| MOLSON COORS BREWING CO | 4.2 | 15.07.2046 |
| SABINE PASS LIQUEFACTION LLC | 5.625 | 15.04.2023 |
| BROADCOM CRP / CAYMN FI | 3.625 | 15.01.2024 |
| GENERAL MOTORS CO | 4.875 | 02.10.2023 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| ANHEUSER-BUSCH INBEV WOR | 4.5 | 01.06.2050 |
| BANK OF NOVA SCOTIA | 2.7 | 07.03.2022 |
| WELLS FARGO BANK NA | 2.082 | 09.09.2022 |
| COMCAST CORP | 4.95 | 15.10.2058 |
| CNOOC FINANCE 2013 LTD | 3 | 09.05.2023 |
| PROCTER & GAMBLE CO/THE | 3 | 25.03.2030 |
| BARCLAYS PLC | 3.932 | 07.05.2025 |
| WILLIAMS PARTNERS LP | 3.6 | 15.03.2022 |
| GENERAL MOTORS FINL CO | 3.55 | 08.07.2022 |
| US TREASURY N/B | 1.125 | 31.08.2021 |
| US TREASURY N/B | 2.75 | 15.09.2021 |
| US TREASURY N/B | 2 | 31.08.2021 |
| US TREASURY N/B | 1.5 | 31.08.2021 |
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.