Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 03rd April 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 Wednesday, 29 March 2023 (Selection Day). The following changes to the index composition will become effective as of close of business on Monday, 03 April 2023 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FEDERAL HOME LOAN BANK SYSTEM | 5.5 | 01.04.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.51 | 01.04.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 4.875 | 13.09.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.0 | 28.02.2025 |
| LANDESBANK BADEN-WURTTEMBERG | 4.875 | 09.03.2026 |
| FNMA | 5.0 | 01.04.2053 |
| GNMA II | 4.5 | 20.03.2053 |
| GNMA II | 5.0 | 20.03.2053 |
| GNMA II | 5.5 | 20.03.2053 |
| GNMA II | 6.0 | 20.03.2053 |
| GNMA II | 6.0 | 20.02.2053 |
| AERCAP IRELAND CAP/GLOBA | 3.85 | 29.10.2041 |
| AMERICAN EXPRESS CO | 3.95 | 01.08.2025 |
| AMGEN INC | 3.375 | 21.02.2050 |
| ANHEUSER-BUSCH INBEV WOR | 5.8 | 23.01.2059 |
| APPLE INC | 3.45 | 09.02.2045 |
| APTIV PLC | 3.1 | 01.12.2051 |
| BANK OF AMERICA CORP | 3.5 | 19.04.2026 |
| BANK OF AMERICA CORP | 1.197 | 24.10.2026 |
| BARCLAYS PLC | 4.972 | 16.05.2029 |
| BARCLAYS PLC | 2.852 | 07.05.2026 |
| BARCLAYS PLC | 2.279 | 24.11.2027 |
| CARRIER GLOBAL CORP | 3.377 | 05.04.2040 |
| CHEVRON CORP | 2.236 | 11.05.2030 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| DEERE & COMPANY | 3.9 | 09.06.2042 |
| ENBRIDGE INC. | 5.7 | 08.03.2033 |
| EXXON MOBIL CORPORATION | 3.095 | 16.08.2049 |
| GOLDMAN SACHS GROUP INC | 1.093 | 09.12.2026 |
| GOLDMAN SACHS GROUP | 3.75 | 22.05.2025 |
| GOLDMAN SACHS GROUP | 5.15 | 22.05.2045 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HSBC HOLDINGS PLC | 6.332 | 09.03.2044 |
| HOME DEPOT INC | 2.7 | 15.04.2030 |
| HONEYWELL INTERNATIO | 2.5 | 01.11.2026 |
| JPMORGAN CHASE & CO | 3.109 | 22.04.2051 |
| JPMORGAN CHASE & CO | 4.586 | 26.04.2033 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MERCK & CO INC | 1.7 | 10.06.2027 |
| MORGAN STANLEY | 4.35 | 08.09.2026 |
| MORGAN STANLEY | 3.217 | 22.04.2042 |
| ORACLE CORPORATION | 4.9 | 06.02.2033 |
| ROYAL BK SCOTLND GRP PLC | 4.892 | 18.05.2029 |
| ROYAL BANK OF CANADA | 3.375 | 14.04.2025 |
| CHARLES SCHWAB CORP | 2.45 | 03.03.2027 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| TAKEDA PHARMACEUTICAL | 3.175 | 09.07.2050 |
| TARGET CORP | 2.25 | 15.04.2025 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| US BANCORP | 2.491 | 03.11.2036 |
| VALE OVERSEAS LIMITED | 3.75 | 08.07.2030 |
| UPJOHN INC | 2.7 | 22.06.2030 |
| 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 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 15.03.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 15.02.2043 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.0 | 28.02.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.0 | 29.02.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 28.02.2025 |
| AGENCE FRANCAISE DE DEVELOPPEMENT | 4.5 | 17.02.2026 |
| EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT | 4.375 | 09.03.2028 |
| AFRICAN DEVELOPMENT BANK | 4.375 | 14.03.2028 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC | 3.65 | 15.09.2059 |
| AT&T INC | 3.8 | 01.12.2057 |
| ASIAN DEVELOPMENT BANK | 1.625 | 15.03.2024 |
| BAT CAPITAL CORP | 2.259 | 25.03.2028 |
| BANK OF AMERICA CORP | 5.0 | 21.01.2044 |
| BANK OF AMERICA CORP | 4.2 | 26.08.2024 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| BANK OF NY MELLON CORP | 5.834 | 25.10.2033 |
| TRUIST BANK | 2.15 | 06.12.2024 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CAPITAL ONE FINANCIAL CO | 3.3 | 30.10.2024 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 2.666 | 29.01.2031 |
| CRED SUIS GP FUN LTD | 4.875 | 15.05.2045 |
| CREDIT SUISSE NEW YORK | 3.625 | 09.09.2024 |
| CREDIT SUISSE AG (NEW YORK BRANCH) | 7.5 | 15.02.2028 |
| DOMINION ENERGY INC | 3.375 | 01.04.2030 |
| ENERGY TRANSFER OPERATNG | 5.25 | 15.04.2029 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| EUROPEAN INVESTMENT BANK | 2.625 | 15.03.2024 |
| EXXON MOBIL CORPORATION | 4.114 | 01.03.2046 |
| FEDERAL HOME LOAN BANK | 3.25 | 08.03.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 4.75 | 08.03.2024 |
| Freddie Mac | 3.0 | 01.11.2049 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 5.0 | 26.01.2028 |
| Fannie Mae | 3.5 | 01.05.2043 |
| Fannie Mae | 3.0 | 01.10.2046 |
| Fannie Mae | 1.5 | 01.11.2041 |
| Fannie Mae | 2.0 | 01.05.2035 |
| FOMENTO ECONOMICO MEX | 3.5 | 16.01.2050 |
| GENERAL MOTORS FINL CO | 1.25 | 08.01.2026 |
| GOLDMAN SACHS GROUP INC | 3.691 | 05.06.2028 |
| GOLDMAN SACHS GROUP INC | 3.8 | 15.03.2030 |
| GOLDMAN SACHS GROUP INC | 4.482 | 23.08.2028 |
| HSBC HOLDINGS PLC | 3.803 | 11.03.2025 |
| HSBC HOLDINGS PLC | 2.251 | 22.11.2027 |
| INTL BK RECON & DEVELOP | 2.5 | 19.03.2024 |
| INTL BK RECON & DEVELOP | 2.25 | 28.03.2024 |
| JPMORGAN CHASE & CO | 3.875 | 10.09.2024 |
| JPMORGAN CHASE & CO | 3.9 | 15.07.2025 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| KAISER FOUNDATION HOSPIT | 4.15 | 01.05.2047 |
| KINDER MORGAN INC. | 5.2 | 01.06.2033 |
| KFW | 0.25 | 08.03.2024 |
| ELI LILLY & CO | 2.25 | 15.05.2050 |
| PEPSICO INC | 2.25 | 19.03.2025 |
| ROYAL BK SCOTLND GRP PLC | 4.269 | 22.03.2025 |
| ROYAL BANK OF CANADA | 1.15 | 10.06.2025 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| SOUTHERN CO | 3.25 | 01.07.2026 |
| T-MOBILE USA INC | 4.75 | 01.02.2028 |
| TORONTO-DOMINION BANK | 4.285 | 13.09.2024 |
| US BANCORP | 5.85 | 21.10.2033 |
| US TREASURY N/B | 2.375 | 29.02.2024 |
| US TREASURY N/B | 2.125 | 29.02.2024 |
| US TREASURY N/B | 0.25 | 15.03.2024 |
| US TREASURY N/B | 1.5 | 29.02.2024 |
| UNITEDHEALTH GROUP INC | 5.875 | 15.02.2053 |
| VMWARE INC | 1.4 | 15.08.2026 |
| VODAFONE GROUP PLC | 6.15 | 27.02.2037 |
| WESTPAC BANKING CORPORATION | 5.457 | 18.11.2027 |
| CAISSE DAMORT DETTE SOC | 3.375 | 20.03.2024 |
| BK OF ENGLAND EURO NOTE | 0.25 | 08.03.2024 |
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.