Ordinary Rebalance | Solactive US Aggregate Bond CAD Index | Effective Date 3rd July 2023
As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Wednesday, 28 June 2023 (Selection Date). The following changes to the index composition will become effective as of Monday, 03 July 2023 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| BANK OF ENGLAND | 4.625 | 06.03.2026 |
| GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION | 4.0 | 07.06.2028 |
| GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION | 4.0 | 07.06.2033 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.51 | 12.07.2024 |
| CAISSE D’AMORTISSEMENT DE LA DETTE SOCIALE | 4.0 | 25.01.2026 |
| CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE | 3.75 | 24.05.2028 |
| KFW | 3.875 | 15.06.2028 |
| BANK GOSPODARSTWA KRAJOWEGO SA | 5.375 | 22.05.2033 |
| FHLMC | 5.5 | 01.07.2053 |
| FNMA | 5.0 | 01.07.2053 |
| GNMA II | 4.5 | 20.06.2053 |
| GNMA II | 5.5 | 20.06.2053 |
| GNMA II | 5.0 | 20.06.2053 |
| GNMA II | 6.0 | 20.06.2053 |
| FHLMC | 5.0 | 01.07.2053 |
| FHLMC | 5.5 | 01.07.2053 |
| FNMA | 5.5 | 01.07.2053 |
| FHLMC | 5.0 | 01.07.2053 |
| FNMA | 5.5 | 01.06.2053 |
| FHLMC | 5.0 | 01.06.2053 |
| GNMA II | 6.5 | 20.05.2053 |
| AT&T INC. | 5.4 | 15.02.2034 |
| AMAZON.COM INC | 2.7 | 03.06.2060 |
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| AMAZON.COM INC | 3.45 | 13.04.2029 |
| APPLE INC | 3.85 | 04.08.2046 |
| ASTRAZENECA PLC | 6.45 | 15.09.2037 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| BANK OF AMERICA CORP | 3.248 | 21.10.2027 |
| BANK OF AMERICA CORP | 1.197 | 24.10.2026 |
| BERKSHIRE HATHAWAY FIN | 2.85 | 15.10.2050 |
| BIOGEN INC | 4.05 | 15.09.2025 |
| BRISTOL-MYERS SQUIBB CO | 3.9 | 20.02.2028 |
| CIGNA CORP | 4.8 | 15.08.2038 |
| CAPITAL ONE FINANCIAL CORPORATION | 6.312 | 08.06.2029 |
| CAPITAL ONE FINANCIAL CORPORATION | 6.377 | 08.06.2034 |
| CHEVRON CORP | 2.236 | 11.05.2030 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CITIGROUP INC | 1.122 | 28.01.2027 |
| CITIGROUP INC. | 6.174 | 25.05.2034 |
| COMCAST CORP | 2.987 | 01.11.2063 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 6.72 | 18.01.2029 |
| GE HEALTHCARE TECHNOLOGIES INC. | 5.905 | 22.11.2032 |
| GOLDMAN SACHS GROUP INC | 3.814 | 23.04.2029 |
| GOLDMAN SACHS GROUP INC | 4.017 | 31.10.2038 |
| HCA INC | 5.875 | 15.02.2026 |
| HCA INC | 5.25 | 15.06.2049 |
| HSBC HOLDINGS PLC | 6.547 | 20.06.2034 |
| HOME DEPOT INC | 3.35 | 15.04.2050 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO | 3.702 | 06.05.2030 |
| JPMORGAN CHASE & CO | 3.157 | 22.04.2042 |
| JPMORGAN CHASE & CO | 2.545 | 08.11.2032 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| NIKE INC | 2.85 | 27.03.2030 |
| PEPSICO INC | 2.25 | 19.03.2025 |
| PROCTER & GAMBLE CO/THE | 3.0 | 25.03.2030 |
| QUALCOMM INC | 4.8 | 20.05.2045 |
| SALESFORCE.COM INC | 3.7 | 11.04.2028 |
| SHELL INTERNATIONAL FIN | 3.25 | 06.04.2050 |
| SOUTHERN CO | 3.25 | 01.07.2026 |
| SPRINT CORP | 7.625 | 15.02.2025 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| SUMITOMO MITSUI FINL GRP | 1.474 | 08.07.2025 |
| T-MOBILE USA INC | 4.5 | 15.04.2050 |
| T-MOBILE USA INC | 3.3 | 15.02.2051 |
| UPJOHN INC | 3.85 | 22.06.2040 |
| VMWARE INC | 1.4 | 15.08.2026 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 15.06.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.625 | 31.05.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.75 | 31.05.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 15.05.2043 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 31.05.2025 |
| ASIAN DEVELOPMENT BANK | 4.625 | 13.06.2025 |
| COUNCIL OF EUROPE DEVELOPMENT BANK | 3.75 | 25.05.2026 |
| ASIAN DEVELOPMENT BANK | 3.875 | 14.06.2033 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AGENCE FRANCAISE DEVELOP | 3.125 | 30.06.2024 |
| AT&T INC | 3.8 | 01.12.2057 |
| AT&T INC. | 5.539 | 20.02.2026 |
| ALIBABA GROUP HOLDING | 3.6 | 28.11.2024 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| ANHEUSER-BUSCH INBEV WOR | 4.0 | 13.04.2028 |
| APPLE INC | 3.45 | 09.02.2045 |
| ASIAN DEVELOPMENT BANK | 0.375 | 11.06.2024 |
| BANK OF AMERICA CORP | 4.443 | 20.01.2048 |
| BARCLAYS PLC | 4.375 | 12.01.2026 |
| BAXTER INTERNATIONAL INC | 2.539 | 01.02.2032 |
| CISCO SYSTEMS INC | 5.9 | 15.02.2039 |
| CITIGROUP INC | 8.125 | 15.07.2039 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| CITIGROUP INC. | 6.27 | 17.11.2033 |
| COUNCIL OF EUROPE | 0.375 | 10.06.2024 |
| CRED SUIS GP FUN LTD | 3.75 | 26.03.2025 |
| CRED SUIS GP FUN LTD | 4.55 | 17.04.2026 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| EUROPEAN INVESTMENT BANK | 2.25 | 24.06.2024 |
| META PLATFORMS INC. | 4.6 | 15.05.2028 |
| Freddie Mac | 2.5 | 01.02.2032 |
| FEDERAL HOME LOAN BANK | 2.875 | 14.06.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 4.875 | 14.06.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.36 | 11.06.2024 |
| Freddie Mac | 2.5 | 01.02.2032 |
| Freddie Mac | 3.0 | 01.03.2043 |
| Freddie Mac | 3.0 | 01.10.2044 |
| Freddie Mac | 3.0 | 01.08.2043 |
| Freddie Mac | 3.0 | 01.01.2043 |
| Freddie Mac | 3.0 | 01.02.2047 |
| Freddie Mac | 3.5 | 01.01.2048 |
| Freddie Mac | 4.0 | 01.02.2048 |
| FHLMC | 4.5 | 01.05.2046 |
| Freddie Mac | 5.0 | 01.08.2040 |
| Freddie Mac | 4.0 | 01.07.2044 |
| Freddie Mac | 3.5 | 01.04.2045 |
| Freddie Mac | 3.5 | 01.09.2045 |
| Freddie Mac | 3.0 | 01.02.2046 |
| Freddie Mac | 3.5 | 01.06.2046 |
| FHLMC | 3.5 | 01.09.2047 |
| Freddie Mac | 2.5 | 01.04.2050 |
| Freddie Mac | 2.0 | 01.11.2035 |
| Freddie Mac | 2.0 | 01.05.2051 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 5.42 | 17.06.2024 |
| Fannie Mae | 2.0 | 01.09.2041 |
| Fannie Mae | 2.0 | 01.11.2040 |
| GENERAL MOTORS CO | 6.125 | 01.10.2025 |
| GOLDMAN SACHS GROUP INC | 3.691 | 05.06.2028 |
| GOLDMAN SACHS GROUP INC | 4.482 | 23.08.2028 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| JPMORGAN CHASE & CO | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO | 4.203 | 23.07.2029 |
| JPMORGAN CHASE & CO | 2.005 | 13.03.2026 |
| JPMORGAN CHASE & CO | 4.586 | 26.04.2033 |
| KINDER MORGAN INC. | 5.2 | 01.06.2033 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MAGALLANES INC | 3.638 | 15.03.2025 |
| WARNERMEDIA HOLDINGS INC. | 5.391 | 15.03.2062 |
| MORGAN STANLEY | 0.79 | 30.05.2025 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC. | 0.0 | 01.03.2025 |
| NVIDIA CORP | 3.5 | 01.04.2050 |
| ORACLE CORP | 3.85 | 01.04.2060 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| SHELL INTERNATIONAL FIN | 3.875 | 13.11.2028 |
| T-MOBILE USA INC | 4.375 | 15.04.2040 |
| T-MOBILE USA INC | 2.05 | 15.02.2028 |
| TSMC ARIZONA CORP | 3.25 | 25.10.2051 |
| TAKEDA PHARMACEUTICAL | 2.05 | 31.03.2030 |
| TARGET CORP | 2.25 | 15.04.2025 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| TORONTO-DOMINION BANK | 1.25 | 10.09.2026 |
| TOTAL CAPITAL INTL SA | 3.127 | 29.05.2050 |
| TRANSCANADA TRUST | 5.3 | 15.03.2077 |
| US TREASURY N/B | 2.0 | 31.05.2024 |
| US TREASURY N/B | 0.25 | 15.06.2024 |
| US TREASURY N/B | 2.5 | 31.05.2024 |
| VALE OVERSEAS LTD | 6.875 | 10.11.2039 |
| VALE OVERSEAS LIMITED | 3.75 | 08.07.2030 |
| WESTPAC BANKING CORP | 1.15 | 03.06.2026 |
| 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.