Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 01st March 2023
As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD NTR Index (DE000SL0AYF3) was reviewed on Friday, 24 February 2023 (Selection Day). The following changes to the index composition will become effective as of close of business on Wednesday, 01 March 2023 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| SWEDISH EXPORT CREDIT CORP. | 4.375 | 13.02.2026 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 5.0 | 26.01.2028 |
| EXPORT DEVELOPMENT CANADA | 3.875 | 14.02.2028 |
| GNMA II | 5.0 | 20.02.2053 |
| GNMA II | 5.5 | 20.02.2053 |
| FHLMC | 5.0 | 01.02.2053 |
| FHLMC | 5.5 | 01.02.2053 |
| FNMA | 5.5 | 01.02.2053 |
| FHLMC | 4.5 | 01.05.2046 |
| FHLMC | 3.5 | 01.09.2047 |
| AT&T INC. | 5.539 | 20.02.2026 |
| ABBVIE INC | 4.5 | 14.05.2035 |
| AMAZON.COM INC | 3.95 | 13.04.2052 |
| ANHEUSER-BUSCH INBEV WOR | 4.0 | 13.04.2028 |
| BANK OF AMERICA CORP | 5.0 | 21.01.2044 |
| BANK OF AMERICA CORP | 3.248 | 21.10.2027 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| BANK OF AMERICA CORP | 0.976 | 22.04.2025 |
| TRUIST BANK | 2.15 | 06.12.2024 |
| BERKSHIRE HATHAWAY FIN | 5.75 | 15.01.2040 |
| BERKSHIRE HATHAWAY FIN | 2.85 | 15.10.2050 |
| BRISTOL-MYERS SQUIBB CO | 2.55 | 13.11.2050 |
| CVS HEALTH CORPORATION | 5.25 | 21.02.2033 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 2.666 | 29.01.2031 |
| COMCAST CORP | 2.987 | 01.11.2063 |
| CREDIT SUISSE AG (NEW YORK BRANCH) | 7.5 | 15.02.2028 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| EXXON MOBIL CORPORATION | 4.114 | 01.03.2046 |
| EXXON MOBIL CORPORATION | 2.44 | 16.08.2029 |
| GENERAL MOTORS FINL CO | 1.25 | 08.01.2026 |
| GOLDMAN SACHS GROUP INC | 4.482 | 23.08.2028 |
| HSBC HOLDINGS PLC | 2.251 | 22.11.2027 |
| INTEL CORP | 3.734 | 08.12.2047 |
| INTEL CORP | 2.45 | 15.11.2029 |
| INTEL CORP | 3.4 | 25.03.2025 |
| INTEL CORP | 3.9 | 25.03.2030 |
| INTEL CORP | 4.9 | 05.08.2052 |
| INTEL CORPORATION | 4.875 | 10.02.2026 |
| INTEL CORPORATION | 4.875 | 10.02.2028 |
| INTEL CORPORATION | 5.2 | 10.02.2033 |
| INTEL CORPORATION | 5.7 | 10.02.2053 |
| IBM CORP | 4.15 | 15.05.2039 |
| JPMORGAN CHASE & CO | 3.9 | 15.07.2025 |
| JPMORGAN CHASE & CO | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| KAISER FOUNDATION HOSPIT | 4.15 | 01.05.2047 |
| KINDER MORGAN INC. | 5.2 | 01.06.2033 |
| ELI LILLY & CO | 2.25 | 15.05.2050 |
| MPLX LP | 2.65 | 15.08.2030 |
| MERCK & CO INC | 3.7 | 10.02.2045 |
| MERCK & CO INC | 2.15 | 10.12.2031 |
| MICROSOFT CORP | 2.675 | 01.06.2060 |
| MORGAN STANLEY | 1.794 | 13.02.2032 |
| ORACLE CORP | 3.85 | 01.04.2060 |
| ORACLE CORPORATION | 5.55 | 06.02.2053 |
| PFIZER INC | 3.45 | 15.03.2029 |
| ROYAL BK SCOTLND GRP PLC | 5.076 | 27.01.2030 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| SHELL INTERNATIONAL FIN | 3.25 | 06.04.2050 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| US BANCORP | 5.85 | 21.10.2033 |
| U.S. BANCORP | 4.653 | 01.02.2029 |
| UNITEDHEALTH GROUP INC | 4.75 | 15.05.2052 |
| UNITEDHEALTH GROUP INC | 5.875 | 15.02.2053 |
| UPJOHN INC | 4.0 | 22.06.2050 |
| VISA INC | 1.9 | 15.04.2027 |
| VMWARE INC | 1.4 | 15.08.2026 |
| VMWARE INC | 2.2 | 15.08.2031 |
| VODAFONE GROUP PLC | 6.15 | 27.02.2037 |
| WELLS FARGO & COMPANY | 3.55 | 29.09.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.5 | 15.02.2033 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.625 | 15.02.2053 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.0 | 15.02.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.5 | 31.01.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.5 | 31.01.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 31.01.2025 |
| EUROPEAN BK RECON & DEV | 1.625 | 27.09.2024 |
| LA CORPORACION ANDINA DE FOMENTO SA | 4.75 | 01.04.2026 |
| COUNCIL OF EUROPE DEVELOPMENT BANK | 3.625 | 26.01.2028 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 3.875 | 14.02.2030 |
| EUROPEAN INVESTMENT BANK | 3.75 | 14.02.2033 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| ALTRIA GROUP INC | 5.375 | 31.01.2044 |
| AMAZON.COM INC | 2.8 | 22.08.2024 |
| AMAZON.COM INC | 2.7 | 03.06.2060 |
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| AMGEN INC | 3.375 | 21.02.2050 |
| APPLE INC | 3.45 | 09.02.2045 |
| BAT CAPITAL CORP | 3.222 | 15.08.2024 |
| BANK OF AMERICA CORP | 1.922 | 24.10.2031 |
| BERKSHIRE HATHAWAY FIN | 4.2 | 15.08.2048 |
| BIOGEN INC | 4.05 | 15.09.2025 |
| BP CAP MARKETS AMERICA | 3.0 | 24.02.2050 |
| BRISTOL-MYERS SQUIBB CO | 2.9 | 26.07.2024 |
| CVS HEALTH CORP | 3.75 | 01.04.2030 |
| CHENIERE CORP CHRISTI HD | 5.875 | 31.03.2025 |
| CHEVRON CORP | 2.236 | 11.05.2030 |
| CITIGROUP INC | 3.98 | 20.03.2030 |
| COUNCIL OF EUROPE | 2.5 | 27.02.2024 |
| DEUTSCHE BANK NY | 2.552 | 07.01.2028 |
| DUKE ENERGY CORP | 3.75 | 01.09.2046 |
| EXPORT DEVELOPMNT CANADA | 2.625 | 21.02.2024 |
| EXXON MOBIL CORPORATION | 3.095 | 16.08.2049 |
| META PLATFORMS INC | 3.5 | 15.08.2027 |
| META PLATFORMS INC | 3.85 | 15.08.2032 |
| META PLATFORMS INC | 4.45 | 15.08.2052 |
| Freddie Mac | 2.0 | 01.05.2035 |
| Freddie Mac | 3.0 | 01.01.2047 |
| FHLMC | 5.0 | 01.01.2053 |
| Freddie Mac | 2.0 | 01.10.2040 |
| FANNIE MAE | 2.5 | 05.02.2024 |
| Fannie Mae | 4.5 | 01.09.2042 |
| GENERAL MOTORS CO | 6.25 | 02.10.2043 |
| GOLDMAN SACHS GROUP INC | 3.21 | 22.04.2042 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HOME DEPOT INC | 4.5 | 06.12.2048 |
| HOME DEPOT INC | 2.7 | 15.04.2030 |
| HOME DEPOT INC | 3.3 | 15.04.2040 |
| HONEYWELL INTERNATIO | 2.5 | 01.11.2026 |
| INTER-AMERICAN DEVEL BK | 3.0 | 21.02.2024 |
| JPMORGAN CHASE & CO | 3.109 | 22.04.2051 |
| KAISER FOUNDATION HOSPIT | 2.81 | 01.06.2041 |
| KINDER MORGAN INC/DELAWA | 4.3 | 01.06.2025 |
| KFW | 2.625 | 28.02.2024 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| MORGAN STANLEY | 3.217 | 22.04.2042 |
| ORACLE CORP | 3.8 | 15.11.2037 |
| QUALCOMM INC | 4.3 | 20.05.2047 |
| ROYAL BANK OF CANADA | 3.97 | 26.07.2024 |
| SALESFORCE.COM INC | 3.7 | 11.04.2028 |
| CHARLES SCHWAB CORP | 2.45 | 03.03.2027 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| T-MOBILE USA INC | 3.4 | 15.10.2052 |
| TARGET CORP | 2.25 | 15.04.2025 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| TORONTO-DOMINION BANK | 4.108 | 08.06.2027 |
| TOTAL CAPITAL INTL SA | 3.127 | 29.05.2050 |
| UNITED PARCEL SERVICE | 5.3 | 01.04.2050 |
| US BANCORP | 4.967 | 22.07.2033 |
| US TREASURY N/B | 2.5 | 31.01.2024 |
| US TREASURY N/B | 2.75 | 15.02.2024 |
| US TREASURY N/B | 2.25 | 31.01.2024 |
| US TREASURY N/B | 0.125 | 15.02.2024 |
| US TREASURY N/B | 0.875 | 31.01.2024 |
| UNITEDHEALTH GROUP IN | 4.75 | 15.07.2045 |
| VALE OVERSEAS LIMITED | 3.75 | 08.07.2030 |
| VERIZON COMMUNICATIONS | 1.75 | 20.01.2031 |
| VERIZON COMMUNICATIONS | 2.875 | 20.11.2050 |
| VODAFONE GROUP PLC | 5.25 | 30.05.2048 |
| VODAFONE GROUP PLC | 4.875 | 19.06.2049 |
| WAL-MART STORES INC | 6.2 | 15.04.2038 |
| WELLS FARGO & COMPANY | 3.0 | 19.02.2025 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| WELLS FARGO & COMPANY | 4.478 | 04.04.2031 |
| WESTPAC BANKING CORP | 1.953 | 20.11.2028 |
| WYETH LLC | 5.95 | 01.04.2037 |
| REPUBLIC OF SLOVENIA | 5.25 | 18.02.2024 |
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.