Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 26th May 2022
As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD NTR Index (DE000SL0AYF3) was reviewed on Thursday, 26 May 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Tuesday, 31 May 2022 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| CAISSE D’AMORT DETTE SOC | 3.0 | 17.05.2025 |
| KFW | 3.0 | 20.05.2027 |
| EXPORT DEVELOPMNT CANADA | 3.0 | 25.05.2027 |
| Government National Mortgage Association | 3.5 | 20.05.2052 |
| Government National Mortgage Association | 4.0 | 20.05.2052 |
| Freddie Mac | 3.5 | 01.06.2052 |
| Freddie Mac | 4.0 | 01.06.2052 |
| Fannie Mae | 3.0 | 01.06.2052 |
| Fannie Mae | 3.5 | 01.06.2052 |
| Fannie Mae | 4.0 | 01.06.2052 |
| Government National Mortgage Association | 2.5 | 20.05.2052 |
| Government National Mortgage Association | 3.0 | 20.05.2052 |
| Government National Mortgage Association | 2.0 | 20.04.2052 |
| Government National Mortgage Association | 4.0 | 20.04.2052 |
| Fannie Mae | 4.0 | 01.05.2052 |
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| AMAZON.COM INC | 4.95 | 05.12.2044 |
| AMAZON.COM INC | 2.8 | 22.08.2024 |
| AMAZON.COM INC | 3.45 | 13.04.2029 |
| AMGEN INC | 3.15 | 21.02.2040 |
| APPLE INC | 2.65 | 08.02.2051 |
| BANCO SANTANDER SA | 3.892 | 24.05.2024 |
| BARCLAYS PLC | 3.65 | 16.03.2025 |
| BARCLAYS PLC | 3.932 | 07.05.2025 |
| BARCLAYS PLC | 2.279 | 24.11.2027 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CAPITAL ONE FINANCIAL CO | 3.9 | 29.01.2024 |
| CARRIER GLOBAL CORP | 3.577 | 05.04.2050 |
| CHENIERE CORP CHRISTI HD | 3.7 | 15.11.2029 |
| CHEVRON CORP | 2.954 | 16.05.2026 |
| CITIGROUP INC | 0.0 | 10.01.2028 |
| CITIGROUP INC | 1.462 | 09.06.2027 |
| CITIGROUP INC | 2.976 | 05.11.2030 |
| COCA-COLA FEMSA SAB CV | 2.75 | 22.01.2030 |
| CRED SUIS GP FUN LTD | 3.75 | 26.03.2025 |
| DOWDUPONT INC | 5.419 | 15.11.2048 |
| ENERGY TRANSFER OPERATNG | 3.75 | 15.05.2030 |
| GENERAL ELECTRIC CAPITAL CORP | 6.75 | 15.03.2032 |
| GENERAL MOTORS FINL CO | 5.1 | 17.01.2024 |
| GOLDMAN SACHS GROUP INC | 3.85 | 08.07.2024 |
| GOLDMAN SACHS GROUP INC | 3.691 | 05.06.2028 |
| GOLDMAN SACHS GROUP INC | 3.272 | 29.09.2025 |
| GOLDMAN SACHS GROUP INC | 1.542 | 10.09.2027 |
| GOLDMAN SACHS GROUP INC | 3.436 | 24.02.2043 |
| GOLDMAN SACHS GROUP INC | 3.0 | 15.03.2024 |
| GOLDMAN SACHS GROUP | 3.5 | 16.11.2026 |
| GOLDMAN SACHS GROUP INC | 3.5 | 23.01.2025 |
| GOLDMAN SACHS GROUP | 3.75 | 22.05.2025 |
| HOME DEPOT INC | 3.3 | 15.04.2040 |
| INTEL CORP | 4.75 | 25.03.2050 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO | 1.953 | 04.02.2032 |
| JOHNSON & JOHNSON | 0.95 | 01.09.2027 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MORGAN STANLEY | 3.217 | 22.04.2042 |
| NORTHROP GRUMMAN CORP | 4.03 | 15.10.2047 |
| ORACLE CORP | 4.3 | 08.07.2034 |
| PEPSICO INC | 3.0 | 15.10.2027 |
| PEPSICO INC | 2.75 | 19.03.2030 |
| PFIZER INC | 4.125 | 15.12.2046 |
| ROYAL BK SCOTLND GRP PLC | 4.269 | 22.03.2025 |
| ROYAL BK SCOTLND GRP PLC | 5.076 | 27.01.2030 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| SHELL INTERNATIONAL FIN | 2.875 | 10.05.2026 |
| SOUTHERN CO | 4.4 | 01.07.2046 |
| TORONTO-DOMINION BANK | 2.35 | 08.03.2024 |
| VERIZON COMMUNICATIONS | 2.355 | 15.03.2032 |
| UPJOHN INC | 3.85 | 22.06.2040 |
| WALMART INC | 3.7 | 26.06.2028 |
| WELLS FARGO & COMPANY | 3.3 | 09.09.2024 |
| WELLS FARGO & COMPANY | 4.4 | 14.06.2046 |
| WESTPAC BANKING CORP | 3.3 | 26.02.2024 |
| WILLIAMS COMPANIES INC | 2.6 | 15.03.2031 |
| US TREASURY N/B | 2.875 | 15.05.2052 |
| US TREASURY N/B | 2.625 | 15.04.2025 |
| US TREASURY N/B | 2.5 | 30.04.2024 |
| US TREASURY N/B | 2.875 | 30.04.2029 |
| US TREASURY N/B | 2.75 | 30.04.2027 |
| US TREASURY N/B | 2.875 | 15.05.2032 |
| US TREASURY N/B | 2.75 | 15.05.2025 |
| ASIAN DEVELOPMENT BANK | 2.875 | 06.05.2025 |
| ASIAN DEVELOPMENT BANK | 3.125 | 27.04.2032 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC | 3.65 | 01.06.2051 |
| AT&T INC | 3.1 | 01.02.2043 |
| AERCAP IRELAND CAP/GLOBA | 1.15 | 29.10.2023 |
| ALPHABET INC | 1.998 | 15.08.2026 |
| ALPHABET INC | 1.1 | 15.08.2030 |
| ALTRIA GROUP INC | 2.45 | 04.02.2032 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| BANCO SANTANDER SA | 2.706 | 27.06.2024 |
| BANK OF AMERICA CORP | 5.875 | 07.02.2042 |
| BANK OF AMERICA CORP | 5.0 | 21.01.2044 |
| BANK OF AMERICA CORP | 3.248 | 21.10.2027 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORP | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| BANK OF AMERICA CORP | 3.194 | 23.07.2030 |
| BARCLAYS PLC | 4.338 | 16.05.2024 |
| BRISTOL-MYERS SQUIBB CO | 3.9 | 20.02.2028 |
| BRISTOL-MYERS SQUIBB CO | 0.537 | 13.11.2023 |
| CAPITAL ONE FINANC | 4.2 | 29.10.2025 |
| CENOVUS ENERGY INC | 6.75 | 15.11.2039 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| COMCAST CORP | 3.999 | 01.11.2049 |
| COMCAST CORP | 3.75 | 01.04.2040 |
| CORP ANDINA DE FOMENTO | 2.375 | 12.05.2023 |
| DOWDUPONT INC | 4.205 | 15.11.2023 |
| ENERGY TRANSFER OPERATNG | 5.25 | 15.04.2029 |
| EUROPEAN INVESTMENT BANK | 1.375 | 15.05.2023 |
| Freddie Mac | 3.0 | 01.11.2046 |
| Freddie Mac | 4.0 | 01.05.2045 |
| Freddie Mac | 4.0 | 01.05.2045 |
| Freddie Mac | 3.0 | 01.02.2050 |
| FANNIE MAE | 0.25 | 22.05.2023 |
| FREDDIE MAC | 0.375 | 05.05.2023 |
| Fannie Mae | 4.0 | 01.02.2045 |
| Fannie Mae | 2.0 | 01.12.2036 |
| Fannie Mae | 2.5 | 01.06.2035 |
| Fannie Mae | 2.5 | 01.02.2051 |
| FISERV INC | 3.2 | 01.07.2026 |
| Government National Mortgage Association | 4.0 | 20.06.2048 |
| Government National Mortgage Association | 2.5 | 20.01.2050 |
| GOLDMAN SACHS GROUP INC | 4.25 | 21.10.2025 |
| GOLDMAN SACHS GROUP INC | 3.814 | 23.04.2029 |
| GOLDMAN SACHS GROUP INC | 2.65 | 21.10.2032 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 2.251 | 22.11.2027 |
| INTER-AMERICAN DEVEL BK | 0.5 | 24.05.2023 |
| JPMORGAN CHASE & CO | 3.9 | 15.07.2025 |
| JPMORGAN CHASE & CO | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO | 1.561 | 10.12.2025 |
| JPN BANK FOR INTL COOP | 0.625 | 22.05.2023 |
| MERCK & CO INC | 2.15 | 10.12.2031 |
| MICROSOFT CORP | 3.125 | 03.11.2025 |
| MITSUBISHI UFJ FIN GRP | 3.85 | 01.03.2026 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| MORGAN STANLEY | 5.297 | 20.04.2037 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| MORGAN STANLEY | 3.95 | 23.04.2027 |
| NOVARTIS CAPITAL CORP | 3.4 | 06.05.2024 |
| NOVARTIS CAPITAL CORP | 4.4 | 06.05.2044 |
| ORACLE CORP | 4.125 | 15.05.2045 |
| PACIFIC GAS & ELECTRIC | 3.5 | 01.08.2050 |
| PHILIP MORRIS INTL INC | 4.25 | 10.11.2044 |
| ROYAL BANK OF CANADA | 2.3 | 03.11.2031 |
| ROYAL BANK OF CANADA | 3.375 | 14.04.2025 |
| CHARLES SCHWAB CORP | 0.75 | 18.03.2024 |
| SHELL INTERNATIONAL FIN | 3.25 | 06.04.2050 |
| SUMITOMO MITSUI FINL GRP | 2.632 | 14.07.2026 |
| SUMITOMO MITSUI FINL GRP | 1.474 | 08.07.2025 |
| SVENSKA HANDELSBANKEN AB | 3.9 | 20.11.2023 |
| TAKEDA PHARMACEUTICAL | 4.4 | 26.11.2023 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| US TREASURY N/B | 2.75 | 30.04.2023 |
| US TREASURY N/B | 1.625 | 30.04.2023 |
| US TREASURY N/B | 1.75 | 15.05.2023 |
| US TREASURY N/B | 0.125 | 15.05.2023 |
| US TREASURY N/B | 0.125 | 30.04.2023 |
| VISA INC | 2.0 | 15.08.2050 |
| VMWARE INC | 2.2 | 15.08.2031 |
| CAISSE DAMORT DETTE SOC | 0.375 | 19.05.2023 |
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.