Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 27th October 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, 27 October 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Monday, 31 October 2022 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| Government National Mortgage Association | 5.5 | 20.10.2052 |
| Fannie Mae | 4.5 | 01.11.2052 |
| Fannie Mae | 5.0 | 01.11.2052 |
| Fannie Mae | 5.5 | 01.11.2052 |
| Freddie Mac | 4.5 | 01.11.2052 |
| Government National Mortgage Association | 4.0 | 20.10.2052 |
| Government National Mortgage Association | 4.5 | 20.10.2052 |
| Government National Mortgage Association | 5.0 | 20.10.2052 |
| Freddie Mac | 5.0 | 01.10.2052 |
| ABBVIE INC | 3.2 | 14.05.2026 |
| ABBVIE INC | 4.25 | 14.11.2028 |
| ALPHABET INC | 1.9 | 15.08.2040 |
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| AMAZON.COM INC | 4.25 | 22.08.2057 |
| ANHEUSER-BUSCH INBEV WOR | 4.5 | 01.06.2050 |
| APPLE INC | 3.45 | 09.02.2045 |
| BANK OF AMERICA CORP | 1.898 | 23.07.2031 |
| BANK OF AMERICA CORP | 2.972 | 21.07.2052 |
| BANK OF AMERICA CORP | 2.482 | 21.09.2036 |
| BP CAP MARKETS AMERICA | 2.939 | 04.06.2051 |
| BP CAP MARKETS AMERICA | 3.379 | 08.02.2061 |
| BRISTOL-MYERS SQUIBB CO | 2.95 | 15.03.2032 |
| CAPITAL ONE FINANC | 4.2 | 29.10.2025 |
| CISCO SYSTEMS INC | 5.5 | 15.01.2040 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| CITIGROUP INC | 3.07 | 24.02.2028 |
| CITIGROUP INC | 5.61 | 29.09.2026 |
| CITIGROUP INC | 3.057 | 25.01.2033 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| COCA-COLA CO/THE | 2.25 | 05.01.2032 |
| ENERGY TRANSFER OPERATNG | 5.0 | 15.05.2050 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| GOLDMAN SACHS GROUP INC | 3.814 | 23.04.2029 |
| GOLDMAN SACHS GROUP | 3.75 | 22.05.2025 |
| HOME DEPOT INC | 4.5 | 06.12.2048 |
| JPMORGAN CHASE & CO | 4.023 | 05.12.2024 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| MORGAN STANLEY | 1.164 | 21.10.2025 |
| MORGAN STANLEY | 6.342 | 18.10.2033 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| MORGAN STANLEY | 3.217 | 22.04.2042 |
| ORACLE CORP | 4.3 | 08.07.2034 |
| ORACLE CORP | 4.125 | 15.05.2045 |
| ORACLE CORP | 2.95 | 15.11.2024 |
| PG&E WILDFIRE RECOVERY | 4.451 | 01.12.2047 |
| ROYAL BANK OF CANADA | 1.15 | 10.06.2025 |
| SUMITOMO MITSUI FINL GRP | 2.696 | 16.07.2024 |
| SYNCHRONY FINANCIAL | 4.25 | 15.08.2024 |
| T-MOBILE USA INC | 4.75 | 01.02.2028 |
| US BANCORP | 5.727 | 21.10.2026 |
| VMWARE INC | 1.0 | 15.08.2024 |
| WESTPAC BANKING CORP | 1.019 | 18.11.2024 |
| US TREASURY N/B | 3.375 | 15.08.2042 |
| US TREASURY N/B | 3.875 | 30.09.2029 |
| US TREASURY N/B | 4.25 | 15.10.2025 |
| US TREASURY N/B | 4.25 | 30.09.2024 |
| ASIAN DEVELOPMENT BANK | 4.125 | 27.09.2024 |
| INTL BK RECON & DEVELOP | 3.625 | 21.09.2029 |
| ASIAN DEVELOPMENT BANK | 3.875 | 28.09.2032 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AMGEN INC | 3.375 | 21.02.2050 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| APPLE INC | 3.85 | 04.08.2046 |
| ASIAN DEVELOPMENT BANK | 0.25 | 06.10.2023 |
| BANK OF AMERICA CORP | 4.0 | 01.04.2024 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BERKSHIRE HATHAWAY FIN | 2.85 | 15.10.2050 |
| CANADIAN PACIFIC RAILWAY | 2.45 | 02.12.2031 |
| CANADIAN PACIFIC RAILWAY | 3.1 | 02.12.2051 |
| CAPITAL ONE FINANCIAL CO | 3.3 | 30.10.2024 |
| CENTRAL AMERICAN BANK | 1.14 | 09.02.2026 |
| CITIGROUP INC | 0.776 | 30.10.2024 |
| CITIGROUP INC | 3.785 | 17.03.2033 |
| CITIGROUP INC | 1.122 | 28.01.2027 |
| COMCAST CORP | 3.7 | 15.04.2024 |
| COSTCO WHOLESALE CORP | 1.6 | 20.04.2030 |
| COUNCIL OF EUROPE | 0.25 | 20.10.2023 |
| DTE Energy Company | 4.22 | 01.11.2025 |
| EXXON MOBIL CORPORATION | 3.095 | 16.08.2049 |
| EXXON MOBIL CORPORATION | 2.019 | 16.08.2024 |
| EXXON MOBIL CORPORATION | 4.227 | 19.03.2040 |
| FREDDIE MAC | 0.125 | 16.10.2023 |
| Government National Mortgage Association | 3.5 | 20.04.2050 |
| Government National Mortgage Association | 3.5 | 20.02.2052 |
| GENERAL MOTORS FINL CO | 3.95 | 13.04.2024 |
| GENERAL MOTORS FINL CO | 1.25 | 08.01.2026 |
| GOLDMAN SACHS GROUP INC | 0.925 | 21.10.2024 |
| HSBC HOLDINGS PLC | 3.803 | 11.03.2025 |
| INTEL CORP | 3.25 | 15.11.2049 |
| INTER-AMERICAN DEVEL BK | 3.0 | 04.10.2023 |
| JPMORGAN CHASE & CO | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO | 3.157 | 22.04.2042 |
| JPN BANK FOR INTL COOP | 3.375 | 31.10.2023 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| KFW | 0.25 | 19.10.2023 |
| MERCK & CO INC | 1.7 | 10.06.2027 |
| MORGAN STANLEY | 3.875 | 29.04.2024 |
| NOVARTIS CAPITAL CORP | 3.4 | 06.05.2024 |
| NVIDIA CORP | 2.85 | 01.04.2030 |
| PROCTER & GAMBLE CO/THE | 3.0 | 25.03.2030 |
| QUALCOMM INC | 4.3 | 20.05.2047 |
| SABINE PASS LIQUEFACTION | 5.875 | 30.06.2026 |
| SHELL INTERNATIONAL FIN | 2.75 | 06.04.2030 |
| SOUTHWEST AIRLINES CO | 5.125 | 15.06.2027 |
| T-MOBILE USA INC | 3.4 | 15.10.2052 |
| TRANSCANADA TRUST | 5.3 | 15.03.2077 |
| US BANCORP | 1.45 | 12.05.2025 |
| US TREASURY N/B | 2.875 | 30.09.2023 |
| US TREASURY N/B | 1.375 | 30.09.2023 |
| US TREASURY N/B | 0.125 | 15.10.2023 |
| US TREASURY N/B | 0.25 | 30.09.2023 |
| VERIZON COMMUNICATIONS | 3.7 | 22.03.2061 |
| VMWARE INC | 1.4 | 15.08.2026 |
| WALMART INC | 1.8 | 22.09.2031 |
| WELLS FARGO & COMPAN | 4.9 | 17.11.2045 |
| WELLS FARGO & COMPANY | 4.75 | 07.12.2046 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| CENTRAL AMERICAN BANK | 2.0 | 06.05.2025 |
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.