Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 26th November 2021
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, 26 November 2021 (Selection Day). The following changes to the index composition will become effective as of close of business on Tuesday, 30 November 2021 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| CAISSE D’AMORT DETTE SOC | 1.25 | 28.10.2026 |
| Government National Mortgage Association | 3.0 | 20.11.2051 |
| Freddie Mac | 2.0 | 01.12.2051 |
| Freddie Mac | 2.5 | 01.12.2051 |
| Freddie Mac | 1.5 | 01.12.2036 |
| Freddie Mac | 1.5 | 01.12.2036 |
| Freddie Mac | 2.0 | 01.12.2051 |
| Freddie Mac | 2.5 | 01.12.2051 |
| Freddie Mac | 2.5 | 01.12.2051 |
| Freddie Mac | 2.0 | 01.12.2051 |
| Fannie Mae | 2.0 | 01.12.2051 |
| Fannie Mae | 2.5 | 01.12.2051 |
| Fannie Mae | 1.5 | 01.12.2036 |
| Government National Mortgage Association | 2.0 | 20.11.2051 |
| Government National Mortgage Association | 2.5 | 20.11.2051 |
| Freddie Mac | 2.0 | 01.11.2041 |
| Freddie Mac | 1.5 | 01.11.2036 |
| Fannie Mae | 2.0 | 01.11.2036 |
| Fannie Mae | 1.5 | 01.11.2041 |
| Fannie Mae | 2.0 | 01.11.2041 |
| ABBVIE INC | 4.45 | 14.05.2046 |
| ABBVIE INC | 4.55 | 15.03.2035 |
| AERCAP IRELAND CAP/GLOBA | 3.85 | 29.10.2041 |
| AMAZON.COM INC | 2.7 | 03.06.2060 |
| APPLE INC | 3.85 | 04.08.2046 |
| APPLE INC | 2.7 | 05.08.2051 |
| BANCO SANTANDER SA | 2.749 | 03.12.2030 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BANK OF AMERICA CORP | 0.976 | 22.04.2025 |
| BANK OF AMERICA CORP | 2.972 | 21.07.2052 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CREDIT SUISSE NEW YORK | 0.52 | 09.08.2023 |
| DELL INT LLC / EMC CORP | 5.45 | 15.06.2023 |
| DEUTSCHE BANK NY | 3.035 | 28.05.2032 |
| DEUTSCHE BANK NY | 2.311 | 16.11.2027 |
| ENERGY TRANSFER OPERATNG | 5.25 | 15.04.2029 |
| ENERGY TRANSFER OPERATNG | 5.0 | 15.05.2050 |
| EXXON MOBIL CORPORATION | 3.043 | 01.03.2026 |
| FIDELITY NATL INFO SERV | 2.25 | 01.03.2031 |
| FISERV INC | 3.2 | 01.07.2026 |
| ORANGE SA | 9.0 | 01.03.2031 |
| GENERAL MOTORS FINL CO | 5.1 | 17.01.2024 |
| GOLDMAN SACHS GROUP INC | 3.272 | 29.09.2025 |
| GOLDMAN SACHS GROUP INC | 3.5 | 23.01.2025 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HOME DEPOT INC | 3.35 | 15.04.2050 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO | 4.203 | 23.07.2029 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO | 2.545 | 08.11.2032 |
| KAISER FOUNDATION HOSPIT | 4.15 | 01.05.2047 |
| KEURIG DR PEPPER INC | 4.597 | 25.05.2028 |
| MICROSOFT CORP | 2.875 | 06.02.2024 |
| MITSUBISHI UFJ FIN GRP | 3.85 | 01.03.2026 |
| MORGAN STANLEY | 5.0 | 24.11.2025 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MORGAN STANLEY | 2.802 | 25.01.2052 |
| NOVARTIS CAPITAL CORP | 3.4 | 06.05.2024 |
| PFIZER INC | 4.0 | 15.03.2049 |
| ROYAL BANK OF CANADA | 2.3 | 03.11.2031 |
| SHELL INTERNATIONAL FIN | 3.875 | 13.11.2028 |
| SHELL INTERNATIONAL FIN | 2.75 | 06.04.2030 |
| TAKEDA PHARMACEUTICAL | 4.4 | 26.11.2023 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| UPJOHN INC | 4.0 | 22.06.2050 |
| VMWARE INC | 2.2 | 15.08.2031 |
| WELLS FARGO & COMPAN | 4.9 | 17.11.2045 |
| WELLS FARGO & COMPANY | 4.4 | 14.06.2046 |
| WELLS FARGO & COMPANY | 4.75 | 07.12.2046 |
| WESTPAC BANKING CORP | 1.15 | 03.06.2026 |
| WILLIAMS COMPANIES INC | 2.6 | 15.03.2031 |
| US TREASURY N/B | 1.875 | 15.11.2051 |
| US TREASURY N/B | 0.375 | 31.10.2023 |
| US TREASURY N/B | 1.375 | 15.11.2031 |
| CORP ANDINA DE FOMENTO | 1.25 | 26.10.2024 |
| INTL BK RECON & DEVELOP | 1.625 | 03.11.2031 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC | 5.25 | 01.03.2037 |
| ABBVIE INC | 4.875 | 14.11.2048 |
| AFRICAN DEVELOPMENT BANK | 2.125 | 16.11.2022 |
| ALPHABET INC | 2.05 | 15.08.2050 |
| ALTRIA GROUP INC | 4.8 | 14.02.2029 |
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| APPLE INC | 2.4 | 03.05.2023 |
| APPLE INC | 3.45 | 09.02.2045 |
| APPLE INC | 0.7 | 08.02.2026 |
| APPLE INC | 2.65 | 08.02.2051 |
| BANK OF AMERICA CORP | 3.5 | 19.04.2026 |
| BANK OF AMERICA CORP | 3.248 | 21.10.2027 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORP | 3.194 | 23.07.2030 |
| BANK OF AMERICA CORP | 1.197 | 24.10.2026 |
| BOEING CO | 4.508 | 01.05.2023 |
| BP CAP MARKETS AMERICA | 3.0 | 24.02.2050 |
| CNOOC FINANCE 2013 LTD | 3.0 | 09.05.2023 |
| CANADA GOVERNMENT | 2.0 | 15.11.2022 |
| CARRIER GLOBAL CORP | 3.377 | 05.04.2040 |
| CHEVRON CORP | 2.954 | 16.05.2026 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| CITIGROUP INC | 0.0 | 10.01.2028 |
| COSTCO WHOLESALE CORP | 1.6 | 20.04.2030 |
| CREDIT SUISSE NEW YORK | 1.0 | 05.05.2023 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| Freddie Mac | 3.0 | 01.12.2049 |
| Fannie Mae | 3.0 | 01.10.2044 |
| Fannie Mae | 3.5 | 01.05.2047 |
| Fannie Mae | 3.5 | 01.12.2047 |
| Fannie Mae | 3.0 | 01.08.2049 |
| Fannie Mae | 2.5 | 01.10.2049 |
| FISERV INC | 2.75 | 01.07.2024 |
| Government National Mortgage Association | 3.5 | 20.11.2046 |
| Government National Mortgage Association | 4.0 | 20.06.2049 |
| Government National Mortgage Association | 2.0 | 20.02.2051 |
| Government National Mortgage Association | 3.5 | 20.02.2050 |
| GENERAL MOTORS CO | 4.875 | 02.10.2023 |
| HCA INC | 5.25 | 15.06.2049 |
| HSBC HOLDINGS PLC | 6.5 | 02.05.2036 |
| HOME DEPOT INC | 4.25 | 01.04.2046 |
| JPMORGAN CHASE & CO | 2.7 | 18.05.2023 |
| JPMORGAN CHASE & CO | 1.953 | 04.02.2032 |
| ELI LILLY & CO | 2.25 | 15.05.2050 |
| LLOYDS BANKING GROUP PLC | 2.907 | 07.11.2023 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MERCK & CO INC | 2.8 | 18.05.2023 |
| MICROSOFT CORP | 3.625 | 15.12.2023 |
| MORGAN STANLEY | 4.1 | 22.05.2023 |
| ORACLE CORP | 4.125 | 15.05.2045 |
| ORACLE CORP | 2.3 | 25.03.2028 |
| PFIZER INC | 4.125 | 15.12.2046 |
| REYNOLDS AMERICAN INC | 5.85 | 15.08.2045 |
| SOUTHERN CO | 4.4 | 01.07.2046 |
| TARGET CORP | 2.25 | 15.04.2025 |
| US BANCORP | 1.375 | 22.07.2030 |
| US TREASURY N/B | 7.625 | 15.11.2022 |
| US TREASURY N/B | 2.0 | 31.10.2022 |
| US TREASURY N/B | 1.875 | 31.10.2022 |
| US TREASURY N/B | 1.625 | 15.11.2022 |
| US TREASURY N/B | 0.125 | 31.10.2022 |
| VALE OVERSEAS LTD | 6.875 | 10.11.2039 |
| VERIZON COMMUNICATIO | 4.522 | 15.09.2048 |
| VMWARE INC | 1.4 | 15.08.2026 |
| WELLS FARGO & COMPANY | 3.0 | 19.02.2025 |
| WELLS FARGO & COMPANY | 3.9 | 01.05.2045 |
| WELLS FARGO & COMPANY | 3.55 | 29.09.2025 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
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.