Ordinary Rebalance | Solactive US Aggregate Bond CAD Index | Effective Date 1st November 2023
As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Friday, 27 October 2023 (Selection Date). The following changes to the index composition will become effective as of Wednesday, 01 November 2023 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| KFW | 5.125 | 29.09.2025 |
| KFW | 4.75 | 29.10.2030 |
| FNMA | 4.0 | 01.08.2052 |
| GNMA II | 5.0 | 20.10.2053 |
| FHLMC | 6.0 | 01.11.2053 |
| FNMA | 5.0 | 01.12.2051 |
| GNMA II | 6.0 | 20.10.2053 |
| FHLMC | 3.0 | 01.02.2050 |
| FNMA | 6.0 | 01.11.2053 |
| FHLMC | 3.5 | 01.04.2050 |
| GNMA II | 5.5 | 20.10.2053 |
| FHLMC | 6.0 | 01.11.2053 |
| FNMA | 2.5 | 01.09.2051 |
| FHLMC | 6.5 | 01.11.2053 |
| FNMA | 6.5 | 01.11.2053 |
| GNMA II | 6.5 | 20.10.2053 |
| FNMA | 2.0 | 01.03.2051 |
| FHLMC | 6.5 | 01.10.2053 |
| FNMA | 6.5 | 01.10.2053 |
| FHLMC | 6.5 | 01.10.2053 |
| FHLMC | 6.5 | 01.08.2053 |
| AT&T INC | 3.65 | 01.06.2051 |
| AT&T INC. | 5.539 | 20.02.2026 |
| AMERICAN TOWER CORP | 3.8 | 15.08.2029 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| ANHEUSER-BUSCH INBEV WOR | 4.0 | 13.04.2028 |
| ASTRAZENECA PLC | 6.45 | 15.09.2037 |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED | 5.088 | 08.12.2025 |
| 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 | 4.375 | 12.01.2026 |
| BERKSHIRE HATHAWAY FIN | 4.2 | 15.08.2048 |
| BLACKROCK INC. | 4.75 | 25.05.2033 |
| BRISTOL-MYERS SQUIBB CO | 3.9 | 20.02.2028 |
| CIGNA CORP | 4.8 | 15.08.2038 |
| CITIBANK N.A. | 5.803 | 29.09.2028 |
| COSTCO WHOLESALE CORP | 1.6 | 20.04.2030 |
| DAIMLER FINANCE NORTH AMERICA L | 8.5 | 18.01.2031 |
| DELL INT LLC / EMC CORP | 5.3 | 01.10.2029 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 6.72 | 18.01.2029 |
| DOMINION ENERGY INC | 3.375 | 01.04.2030 |
| ENERGY TRANSFER L.P. | 6.55 | 01.12.2033 |
| FISERV INC | 4.4 | 01.07.2049 |
| GILEAD SCIENCES INC | 4.75 | 01.03.2046 |
| GOLDMAN SACHS GROUP INC. | 6.484 | 24.10.2029 |
| GOLDMAN SACHS GROUP INC | 4.25 | 21.10.2025 |
| GOLDMAN SACHS GROUP | 3.75 | 22.05.2025 |
| GOLDMAN SACHS GROUP INC | 4.017 | 31.10.2038 |
| HCA INC | 5.5 | 15.06.2047 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HSBC HOLDINGS PLC | 2.804 | 24.05.2032 |
| HONEYWELL INTERNATIONAL | 1.75 | 01.09.2031 |
| INTEL CORP | 3.25 | 15.11.2049 |
| JBS USA/FOOD/FINANCE | 6.5 | 01.12.2052 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO. | 6.254 | 23.10.2034 |
| JOHNSON & JOHNSON | 3.7 | 01.03.2046 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| ORACLE CORP | 3.95 | 25.03.2051 |
| ROYAL BANK OF CANADA | 2.3 | 03.11.2031 |
| SPRINT CORP | 7.625 | 01.03.2026 |
| TORONTO-DOMINION BANK | 1.25 | 10.09.2026 |
| TOTAL CAPITAL INTL SA | 3.127 | 29.05.2050 |
| VERIZON COMMUNICATIONS | 3.7 | 22.03.2061 |
| VISA INC | 2.05 | 15.04.2030 |
| WELLS FARGO & COMPANY | 6.303 | 23.10.2029 |
| WELLS FARGO & COMPANY | 6.491 | 23.10.2034 |
| YALE UNIVERSITY | 1.482 | 15.04.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 15.10.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 30.09.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 30.09.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 5.0 | 30.09.2025 |
| OPEC FUND FOR INTERNATIONAL DEVELOPMENT | 4.5 | 26.01.2026 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 4.625 | 01.08.2028 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| AMERICA MOVIL SAB DE CV | 6.125 | 30.03.2040 |
| AMGEN INC | 3.375 | 21.02.2050 |
| APPLE INC | 2.65 | 08.02.2051 |
| ASIAN DEVELOPMENT BANK | 1.5 | 18.10.2024 |
| ASIAN DEVELOPMENT BANK | 0.625 | 08.10.2024 |
| ASIAN INFRASTRUCTURE INV | 0.5 | 30.10.2024 |
| BANCO SANTANDER S.A. | 5.588 | 08.08.2028 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| BANK OF AMERICA CORP | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORP | 2.592 | 29.04.2031 |
| BOEING CO | 3.625 | 01.02.2031 |
| CAPITAL ONE FINANC | 4.2 | 29.10.2025 |
| CATERPILLAR INC | 3.803 | 15.08.2042 |
| CORP ANDINA DE FOMENTO | 1.25 | 26.10.2024 |
| EQUINOR ASA | 2.875 | 06.04.2025 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| EUROPEAN INVESTMENT BANK | 2.5 | 15.10.2024 |
| FEDERAL HOME LOAN BANK | 4.5 | 03.10.2024 |
| FANNIE MAE | 1.625 | 15.10.2024 |
| GLAXOSMITHKLINE CAP INC | 6.375 | 15.05.2038 |
| GOLDMAN SACHS GROUP INC | 3.272 | 29.09.2025 |
| GOLDMAN SACHS GROUP INC | 3.8 | 15.03.2030 |
| GOLDMAN SACHS GROUP INC | 3.5 | 01.04.2025 |
| HCA INC. | 5.5 | 01.06.2033 |
| HCA INC | 5.625 | 01.09.2028 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 2.251 | 22.11.2027 |
| IBM CORP | 4.15 | 15.05.2039 |
| INTL FINANCE CORP | 1.375 | 16.10.2024 |
| ITALY GOVT INT BOND | 2.375 | 17.10.2024 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO | 2.522 | 22.04.2031 |
| JPMORGAN CHASE & CO | 3.109 | 22.04.2051 |
| MEDTRONIC INC | 4.375 | 15.03.2035 |
| MERCK & CO INC | 3.4 | 07.03.2029 |
| MORGAN STANLEY | 1.164 | 21.10.2025 |
| MORGAN STANLEY | 6.342 | 18.10.2033 |
| NORTHROP GRUMMAN CORP | 4.03 | 15.10.2047 |
| ORACLE CORP | 2.5 | 01.04.2025 |
| ORACLE CORP | 3.6 | 01.04.2050 |
| ORACLE CORP | 3.85 | 01.04.2060 |
| PROCTER & GAMBLE CO/THE | 1.2 | 29.10.2030 |
| ROYAL BANK OF CANADA | 4.95 | 25.04.2025 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| SUNOCO LOGISTICS PARTNER | 5.4 | 01.10.2047 |
| T-MOBILE USA INC | 4.375 | 15.04.2040 |
| T-MOBILE USA INC | 3.5 | 15.04.2025 |
| TAKEDA PHARMACEUTICAL | 3.175 | 09.07.2050 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| TORONTO-DOMINION BANK | 3.766 | 06.06.2025 |
| UBS GROUP AG | 3.75 | 26.03.2025 |
| UBS AG LONDON BRANCH | 5.65 | 11.09.2028 |
| US TREASURY N/B | 2.125 | 30.09.2024 |
| US TREASURY N/B | 1.5 | 30.09.2024 |
| US TREASURY N/B | 0.625 | 15.10.2024 |
| US TREASURY N/B | 4.25 | 30.09.2024 |
| UNITEDHEALTH GROUP INC | 2.3 | 15.05.2031 |
| UNITEDHEALTH GROUP INCORPORATED | 5.05 | 15.04.2053 |
| VALE OVERSEAS LTD. | 6.125 | 12.06.2033 |
| WELLS FARGO & CO | 5.375 | 02.11.2043 |
| WELLS FARGO & COMPANY | 2.572 | 11.02.2031 |
| REPUBLIC OF PORTUGAL | 5.125 | 15.10.2024 |
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.