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Announcements

Ordinary Adjustment | Solactive US Aggregate Bond CAD Index | 31st July 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, 28 July 2021 (Selection Day). The following changes to the index composition will become effective as of close of business on Saturday, 31 July 2021 (Adjustment Day).

Additions:

Issuer Name Coupon Maturity Date
KFW 0.5 20.09.2024
Government National Mortgage Association 2 20.07.2051
Government National Mortgage Association 2.5 20.07.2051
Government National Mortgage Association 3 20.07.2051
Freddie Mac 2 01.08.2051
Freddie Mac 2.5 01.08.2051
Fannie Mae 2 01.08.2051
Fannie Mae 2.5 01.08.2051
Fannie Mae 1.5 01.08.2036
Fannie Mae 2 01.08.2036
Freddie Mac 2.5 01.08.2051
Freddie Mac 2 01.08.2051
Freddie Mac 2 01.08.2051
Freddie Mac 2.5 01.08.2051
Freddie Mac 2.5 01.06.2051
Freddie Mac 2.5 01.07.2051
Freddie Mac 2 01.07.2051
Fannie Mae 2 01.07.2051
Fannie Mae 2.5 01.07.2051
Fannie Mae 1.5 01.07.2036
Fannie Mae 2 01.07.2036
Fannie Mae 2 01.07.2041
Government National Mortgage Association 2 20.06.2051
Government National Mortgage Association 2.5 20.06.2051
Freddie Mac 2 01.07.2036
Government National Mortgage Association 3 20.06.2051
Freddie Mac 2 01.07.2051
Freddie Mac 2.5 01.07.2051
Freddie Mac 2 01.07.2041
Freddie Mac 1.5 01.07.2036
Freddie Mac 1.5 01.07.2036
Freddie Mac 2 01.07.2036
Freddie Mac 2 01.07.2051
Freddie Mac 2.5 01.07.2051
Freddie Mac 1.5 01.06.2036
Freddie Mac 2 01.06.2036
Freddie Mac 1.5 01.06.2051
Fannie Mae 3.5 01.01.2051
Freddie Mac 2 01.06.2051
Freddie Mac 2.5 01.06.2051
Freddie Mac 1.5 01.06.2036
Freddie Mac 2 01.06.2036
Fannie Mae 1.5 01.06.2036
Fannie Mae 2 01.06.2036
Freddie Mac 1.5 01.06.2051
Freddie Mac 2 01.06.2051
Freddie Mac 2.5 01.06.2051
Freddie Mac 2.5 01.05.2051
Freddie Mac 2.5 01.05.2051
COUNCIL OF EUROPE 0.375 10.06.2024
ASIAN DEVELOPMENT BANK 0.375 11.06.2024
INTL BK RECON & DEVELOP 0.875 15.07.2026
ASIAN DEVELOPMENT BANK 1.25 09.06.2028
INTER-AMERICAN DEVEL BK 1.125 20.07.2028
APPLE INC 2.65 08.02.2051
APPLE INC 3.85 04.08.2046
ABBVIE INC 3.2 14.05.2026
ANHEUSER-BUSCH INBEV WOR 5.45 23.01.2039
AMGEN INC 4.4 01.05.2045
ANTHEM INC 3.6 15.03.2051
BANK OF AMERICA CORP 2.299 21.07.2032
BANK OF AMERICA CORP 2.087 14.06.2029
BANK OF AMERICA CORP 3.97 05.03.2029
BANK OF AMERICA CORP 3.824 20.01.2028
BANK OF AMERICA CORP 2.972 21.07.2052
BARCLAYS PLC 3.65 16.03.2025
BRISTOL-MYERS SQUIBB CO 3.9 20.02.2028
BP CAP MARKETS AMERICA 2.939 04.06.2051
CITIGROUP INC 1.462 09.06.2027
CITIGROUP INC 3.98 20.03.2030
CITIGROUP INC 8.125 15.07.2039
COMCAST CORP 4.6 15.08.2045
SALESFORCE.COM INC 2.9 15.07.2051
SALESFORCE.COM INC 1.95 15.07.2031
DEUTSCHE BANK NY 3.035 28.05.2032
DOWDUPONT INC 4.205 15.11.2023
DOWDUPONT INC 5.419 15.11.2048
DELL INT LLC / EMC CORP 6.02 15.06.2026
DELL INT LLC / EMC CORP 5.45 15.06.2023
DELL INT LLC / EMC CORP 8.35 15.07.2046
DELL INT LLC / EMC CORP 5.3 01.10.2029
DELL INT LLC / EMC CORP 4.9 01.10.2026
DELL INT LLC / EMC CORP 8.1 15.07.2036
FIDELITY NATL INFO SERV 2.25 01.03.2031
FISERV INC 4.4 01.07.2049
FISERV INC 2.75 01.07.2024
ALPHABET INC 2.05 15.08.2050
GOLDMAN SACHS GROUP INC 2.383 21.07.2032
GOLDMAN SACHS GROUP INC 1.542 10.09.2027
GOLDMAN SACHS GROUP INC 3.8 15.03.2030
HOME DEPOT INC 3.3 15.04.2040
HSBC HOLDINGS PLC 4.95 31.03.2030
INTEL CORP 3.25 15.11.2049
JOHNSON & JOHNSON 3.4 15.01.2038
JPMORGAN CHASE & CO 2.005 13.03.2026
JPMORGAN CHASE & CO 3.375 01.05.2023
JPMORGAN CHASE & CO 2.7 18.05.2023
JPMORGAN CHASE & CO 5.6 15.07.2041
KAISER FOUNDATION HOSPIT 2.81 01.06.2041
MORGAN STANLEY 2.239 21.07.2032
MORGAN STANLEY 1.512 20.07.2027
MORGAN STANLEY 0.79 30.05.2025
MORGAN STANLEY 6.375 24.07.2042
MORGAN STANLEY 5 24.11.2025
MORGAN STANLEY 3.95 23.04.2027
MORGAN STANLEY 0.731 05.04.2024
MITSUBISHI UFJ FIN GRP 3.761 26.07.2023
ORACLE CORP 3.8 15.11.2037
PEPSICO INC 3 15.10.2027
PFIZER INC 2.7 28.05.2050
COOPERATIEVE RA 5.25 24.05.2041
BANCO SANTANDER 0.701 30.06.2024
TARGET CORP 2.25 15.04.2025
T-MOBILE USA INC 3.875 15.04.2030
T-MOBILE USA INC 3.75 15.04.2027
T-MOBILE USA INC 3.3 15.02.2051
T-MOBILE USA INC 4.5 15.04.2050
T-MOBILE USA INC 3.5 15.04.2025
T-MOBILE USA INC 3 15.02.2041
T-MOBILE USA INC 2.55 15.02.2031
T-MOBILE USA INC 4.375 15.04.2040
T-MOBILE USA INC 2.05 15.02.2028
US BANCORP 1.45 12.05.2025
VISA INC 2 15.08.2050
VISA INC 1.9 15.04.2027
VERIZON COMMUNICATIO 4.672 15.03.2055
WELLS FARGO & COMPANY 4.75 07.12.2046
WELLS FARGO & COMPANY 4.4 14.06.2046
WALMART INC 2.85 08.07.2024
WALMART INC 3.25 08.07.2029
WESTPAC BANKING CORP 2.85 13.05.2026
EXXON MOBIL CORPORATION 4.114 01.03.2046
EXXON MOBIL CORPORATION 3.095 16.08.2049
US TREASURY N/B 2.375 15.05.2051
US TREASURY N/B 2.25 15.05.2041
US TREASURY N/B 1.625 15.05.2031
US TREASURY N/B 0.25 15.05.2024
US TREASURY N/B 0.125 31.05.2023
US TREASURY N/B 1.25 31.05.2028
US TREASURY N/B 0.75 31.05.2026
US TREASURY N/B 0.25 15.06.2024
US TREASURY N/B 1.25 30.06.2028
US TREASURY N/B 0.875 30.06.2026
US TREASURY N/B 0.125 30.06.2023
US TREASURY N/B 0.375 15.07.2024
REPUBLIC OF AUSTRIA 0.67 22.04.2025

Deletions:

Issuer Name Coupon Maturity Date
AT&T INC 3.5 01.02.2061
ALPHABET INC 1.1 15.08.2030
AMAZON.COM INC 2.7 03.06.2060
AMERICAN TOWER CORP 3.8 15.08.2029
AMERISOURCEBERGEN CORP 0.737 15.03.2023
ANHEUSER-BUSCH INBEV WOR 4 13.04.2028
APPLE INC 3.45 09.02.2045
ASIAN DEVELOPMENT BANK 1.875 19.07.2022
BANK OF AMERICA CORP 3.3 11.01.2023
BANK OF AMERICA CORP 3.5 19.04.2026
BANK OF AMERICA CORP 1.898 23.07.2031
BANK OF AMERICA CORP 1.197 24.10.2026
BARCLAYS PLC 3.684 10.01.2023
BERKSHIRE HATHAWAY INC 3.125 15.03.2026
BOEING CO 3.625 01.02.2031
BRISTOL-MYERS SQUIBB CO 2.55 13.11.2050
CAPITAL ONE FINANC 4.2 29.10.2025
CAPITAL ONE FINANCIAL CO 3.75 28.07.2026
CARRIER GLOBAL CORP 3.377 05.04.2040
CARRIER GLOBAL CORP 3.577 05.04.2050
CHEVRON CORP 3.191 24.06.2023
CISCO SYSTEMS INC 5.9 15.02.2039
CITIGROUP INC 4.75 18.05.2046
CITIGROUP INC 2.876 24.07.2023
COMCAST CORP 2.45 15.08.2052
CORP ANDINA DE FOMENTO 4.375 15.06.2022
DEUTSCHE BANK NY 3.547 18.09.2031
DOW CHEMICAL CO/THE 3.6 15.11.2050
ENERGY TRANSFER OPERATNG 5.25 15.04.2029
EUROPEAN INVESTMENT BANK 2.375 15.06.2022
EXPORT DEVELOPMNT CANADA 1.75 18.07.2022
EXXON MOBIL CORPORATION 2.709 06.03.2025
Freddie Mac 2.5 01.11.2028
Freddie Mac 3.5 01.10.2047
Freddie Mac 3.5 01.12.2047
Freddie Mac 4 01.09.2048
Freddie Mac 3.5 01.09.2045
Freddie Mac 3.5 01.10.2045
Freddie Mac 3.5 01.05.2045
Freddie Mac 3.5 01.07.2045
Freddie Mac 3 01.06.2046
Freddie Mac 3 01.12.2046
Freddie Mac 3.5 01.07.2045
Freddie Mac 3.5 01.05.2045
Freddie Mac 3.5 01.09.2045
Freddie Mac 3.5 01.10.2045
Freddie Mac 3.5 01.10.2047
Freddie Mac 3.5 01.12.2047
Freddie Mac 4 01.09.2048
Freddie Mac 2.5 01.11.2028
Freddie Mac 3.5 01.10.2042
Freddie Mac 4 01.12.2043
Freddie Mac 4 01.02.2047
Freddie Mac 3.5 01.06.2046
Freddie Mac 4 01.02.2049
Freddie Mac 3.5 01.07.2049
Freddie Mac 3 01.08.2049
Freddie Mac 3.5 01.08.2049
Freddie Mac 3 01.07.2046
Freddie Mac 3.5 01.10.2042
Freddie Mac 4 01.12.2043
Freddie Mac 4 01.02.2047
Freddie Mac 4 01.02.2049
FEDERAL HOME LOAN BANK 2.125 10.06.2022
Freddie Mac 2.5 01.12.2049
Freddie Mac 3 01.09.2049
Freddie Mac 2.5 01.11.2049
Freddie Mac 3 01.05.2050
Freddie Mac 2.5 01.01.2050
Freddie Mac 2 01.05.2051
Freddie Mac 2 01.08.2040
Freddie Mac 1.5 01.02.2041
Freddie Mac 2 01.01.2036
FREDDIE MAC 0.25 08.06.2022
FREDDIE MAC 0.125 25.07.2022
Fannie Mae 4 01.06.2043
Fannie Mae 4 01.02.2043
Fannie Mae 3.5 01.12.2046
Fannie Mae 4.5 01.01.2048
Fannie Mae 4 01.01.2049
Fannie Mae 4 01.09.2049
Fannie Mae 4 01.11.2048
Fannie Mae 4 01.12.2048
Fannie Mae 3.5 01.11.2047
Fannie Mae 3.5 01.09.2049
Fannie Mae 2.5 01.03.2050
Fannie Mae 2.5 01.05.2035
FISERV INC 3.2 01.07.2026
Government National Mortgage Association 3.5 20.05.2043
Government National Mortgage Association 3.5 20.03.2045
Government National Mortgage Association 3.5 20.08.2044
Government National Mortgage Association 3.5 20.09.2044
Government National Mortgage Association 3.5 20.10.2044
Government National Mortgage Association 3.5 20.12.2044
Government National Mortgage Association 3.5 20.01.2045
Government National Mortgage Association 4 20.04.2047
Government National Mortgage Association 4.5 20.07.2048
Government National Mortgage Association 4.5 20.08.2048
Government National Mortgage Association 4 20.07.2047
Government National Mortgage Association 4 20.08.2047
Government National Mortgage Association 3 20.08.2047
Government National Mortgage Association 3 20.09.2047
Government National Mortgage Association 4 20.09.2047
Government National Mortgage Association 3 20.10.2047
Government National Mortgage Association 4 20.03.2048
Government National Mortgage Association 2.5 20.10.2049
Government National Mortgage Association 4.5 20.09.2048
Government National Mortgage Association 4.5 20.10.2048
Government National Mortgage Association 4.5 20.11.2048
Government National Mortgage Association 4.5 20.12.2048
Government National Mortgage Association 4.5 20.01.2049
Government National Mortgage Association 3.5 20.04.2049
Government National Mortgage Association 4 20.08.2049
Government National Mortgage Association 3 20.01.2051
Government National Mortgage Association 3.5 20.06.2050
Government National Mortgage Association 3.5 20.07.2050
Government National Mortgage Association 4.5 15.01.2040
GENERAL ELECTRIC CO 4.35 01.05.2050
GENERAL ELECTRIC CAPITAL CORP 5.875 14.01.2038
GENERAL ELECTRIC CAPITAL CORP 6.875 10.01.2039
GENERAL MOTORS CO 4.875 02.10.2023
GENERAL MOTORS CO 6.25 02.10.2043
GENERAL MOTORS FINL CO 5.1 17.01.2024
GLAXOSMITHKLINE CAP INC 3.375 15.05.2023
GOLDMAN SACHS GROUP INC/THE 3.625 22.01.2023
GOLDMAN SACHS GROUP INC 2.905 24.07.2023
GOLDMAN SACHS GROUP INC 3.272 29.09.2025
GOLDMAN SACHS GROUP INC 3.814 23.04.2029
HOME DEPOT INC 3.125 15.12.2049
INTL BK RECON & DEVELOP 2.125 01.07.2022
ISRAEL GOVERNMENT INTERNATIONAL BOND 4 30.06.2022
JPMORGAN CHASE & CO 3.2 25.01.2023
JPMORGAN CHASE & CO 3.109 22.04.2051
JPMORGAN CHASE & CO 1.514 01.06.2024
JPMORGAN CHASE & CO 0.697 16.03.2024
KFW 2.125 15.06.2022
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
MEDTRONIC INC 4.375 15.03.2035
MICROSOFT CORP 2.7 12.02.2025
MICROSOFT CORP 2.675 01.06.2060
MORGAN STANLEY 5.597 24.03.2051
MORGAN STANLEY 1.794 13.02.2032
MORGAN STANLEY 0.985 10.12.2026
MORGAN STANLEY 3.125 23.01.2023
NOVARTIS CAPITAL CORP 3 20.11.2025
ORACLE CORP 3.4 08.07.2024
PACIFIC GAS & ELECTRIC 3.5 01.08.2050
PETROLEOS MEXICANOS 6.49 23.01.2027
PFIZER INC 1.7 28.05.2030
REGENERON PHARMACEUTICAL 1.75 15.09.2030
RIO TINTO FIN USA LTD 5.2 02.11.2040
ROYAL BANK OF CANADA 3.7 05.10.2023
ROYAL BANK OF CANADA 2.25 01.11.2024
SABINE PASS LIQUEFACTION LLC 5.625 15.04.2023
SHELL INTERNATIONAL FIN 2.375 07.11.2029
SUMITOMO MITSUI FINL GRP 3.04 16.07.2029
TJX COS INC 3.5 15.04.2025
TELEDYNE TECHNOLOGIES IN 2.75 01.04.2031
TELEFONICA EMISIONES SAU 4.103 08.03.2027
TOYOTA MOTOR CREDIT CORP 2.9 30.03.2023
US TREASURY N/B 1.75 15.06.2022
US TREASURY N/B 1.75 15.07.2022
US TREASURY N/B 1.875 31.05.2022
US TREASURY N/B 2.125 30.06.2022
US TREASURY N/B 1.75 31.05.2022
US TREASURY N/B 1.75 30.06.2022
US TREASURY N/B 0.125 31.05.2022
US TREASURY N/B 0.125 30.06.2022
VALE OVERSEAS LIMITED 3.75 08.07.2030
VERIZON COMMUNICATIONS INC 5.15 15.09.2023
VERIZON COMMUNICATIONS INC 4.4 01.11.2034
VERIZON COMMUNICATIONS 1.45 20.03.2026
VISA INC 4.15 14.12.2035
WAL-MART STORES INC 3.3 22.04.2024
WELLS FARGO & CO 3.45 13.02.2023
WELLS FARGO & COMPANY 3 19.02.2025
WELLS FARGO & COMPAN 4.9 17.11.2045
WELLS FARGO & COMPANY 4.15 24.01.2029
FMS WERTMANAGEMENT 0.275 28.07.2022

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.