Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 28th January 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 January 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Monday, 31 January 2022 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FEDERAL HOME LOAN BANK | 2.75 | 13.12.2024 |
| Freddie Mac | 2.0 | 01.02.2052 |
| Freddie Mac | 2.5 | 01.02.2052 |
| Government National Mortgage Association | 2.0 | 20.01.2052 |
| Government National Mortgage Association | 2.5 | 20.01.2052 |
| Government National Mortgage Association | 3.0 | 20.01.2052 |
| Freddie Mac | 2.5 | 01.11.2051 |
| Fannie Mae | 2.0 | 01.02.2037 |
| Freddie Mac | 2.0 | 01.02.2052 |
| Freddie Mac | 2.5 | 01.02.2052 |
| Freddie Mac | 2.5 | 01.02.2052 |
| Freddie Mac | 2.0 | 01.02.2052 |
| Fannie Mae | 2.0 | 01.02.2052 |
| Fannie Mae | 2.5 | 01.02.2052 |
| Freddie Mac | 2.0 | 01.01.2042 |
| Freddie Mac | 1.5 | 01.01.2037 |
| Fannie Mae | 2.0 | 01.01.2042 |
| Freddie Mac | 2.0 | 01.01.2037 |
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| AMERICAN TOWER CORP | 3.1 | 15.06.2050 |
| APPLE INC | 0.7 | 08.02.2026 |
| APPLE INC | 2.65 | 08.02.2051 |
| APPLE INC | 1.4 | 05.08.2028 |
| BPCE SA | 4.0 | 15.04.2024 |
| BERKSHIRE HATHAWAY INC | 4.5 | 11.02.2043 |
| CNOOC FINANCE 2015 US | 3.5 | 05.05.2025 |
| CENOVUS ENERGY INC | 6.75 | 15.11.2039 |
| CHENIERE CORP CHRISTI HD | 5.875 | 31.03.2025 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CITIGROUP INC | 1.462 | 09.06.2027 |
| CITIGROUP INC | 3.057 | 25.01.2033 |
| COMCAST CORP | 4.7 | 15.10.2048 |
| DEUTSCHE BANK NY | 2.552 | 07.01.2028 |
| GOLDMAN SACHS GROUP INC | 3.272 | 29.09.2025 |
| GOLDMAN SACHS GROUP INC | 2.64 | 24.02.2028 |
| GOLDMAN SACHS GROUP INC | 3.102 | 24.02.2033 |
| GOLDMAN SACHS GROUP INC | 3.5 | 23.01.2025 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 2.804 | 24.05.2032 |
| HONEYWELL INTERNATIO | 2.5 | 01.11.2026 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO | 2.963 | 25.01.2033 |
| KAISER FOUNDATION HOSPIT | 3.002 | 01.06.2051 |
| KEURIG DR PEPPER INC | 4.597 | 25.05.2028 |
| MERCK & CO INC | 4.0 | 07.03.2049 |
| MERCK & CO INC | 3.4 | 07.03.2029 |
| MICROSOFT CORP | 2.675 | 01.06.2060 |
| MOLSON COORS BREWING CO | 4.2 | 15.07.2046 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MORGAN STANLEY | 2.802 | 25.01.2052 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| MORGAN STANLEY | 3.95 | 23.04.2027 |
| NVIDIA CORP | 3.5 | 01.04.2050 |
| ORACLE CORP | 4.125 | 15.05.2045 |
| ORACLE CORP | 2.95 | 15.11.2024 |
| PFIZER INC | 4.125 | 15.12.2046 |
| PFIZER INC | 4.0 | 15.03.2049 |
| PROCTER & GAMBLE CO/THE | 1.2 | 29.10.2030 |
| ROYAL BK SCOTLND GRP PLC | 4.269 | 22.03.2025 |
| SHELL INTERNATIONAL FIN | 6.375 | 15.12.2038 |
| SOUTHWEST AIRLINES CO | 5.125 | 15.06.2027 |
| TRANSCANADA TRUST | 5.3 | 15.03.2077 |
| VALE OVERSEAS LTD | 6.875 | 10.11.2039 |
| VALE OVERSEAS LIMITED | 6.25 | 10.08.2026 |
| WELLS FARGO & COMPANY | 4.1 | 03.06.2026 |
| WELLS FARGO & COMPANY | 4.75 | 07.12.2046 |
| US TREASURY N/B | 1.25 | 31.12.2026 |
| US TREASURY N/B | 0.75 | 31.12.2023 |
| INTER-AMERICAN DEVEL BK | 1.5 | 13.01.2027 |
| ASIAN DEVELOPMENT BANK | 1.5 | 20.01.2027 |
| EUROPEAN INVESTMENT BANK | 1.375 | 15.03.2027 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| ANHEUSER-BUSCH INBEV WOR | 5.8 | 23.01.2059 |
| APPLE INC | 3.45 | 06.05.2024 |
| APPLE INC | 3.85 | 04.08.2046 |
| APPLE INC | 2.7 | 05.08.2051 |
| BANCO SANTANDER | 0.701 | 30.06.2024 |
| BANK OF AMERICA CORP | 4.0 | 01.04.2024 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| BANK OF AMERICA CORP | 2.972 | 21.07.2052 |
| BARCLAYS PLC | 3.65 | 16.03.2025 |
| BERKSHIRE HATHAWAY FIN | 5.75 | 15.01.2040 |
| BLACKROCK INC | 1.9 | 28.01.2031 |
| BRISTOL-MYERS SQUIBB CO | 4.55 | 20.02.2048 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CARRIER GLOBAL CORP | 3.377 | 05.04.2040 |
| CHENIERE CORP CHRISTI HD | 5.125 | 30.06.2027 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| COMCAST CORP | 3.999 | 01.11.2049 |
| CORP ANDINA DE FOMENTO | 2.75 | 06.01.2023 |
| DEUTSCHE BANK NY | 3.035 | 28.05.2032 |
| DOMINION ENERGY INC | 3.375 | 01.04.2030 |
| EXXON MOBIL CORPORATION | 3.095 | 16.08.2049 |
| Freddie Mac | 3.0 | 01.01.2047 |
| Freddie Mac | 3.5 | 01.10.2043 |
| Freddie Mac | 4.0 | 01.12.2044 |
| Freddie Mac | 3.5 | 01.10.2043 |
| Freddie Mac | 4.0 | 01.12.2044 |
| Freddie Mac | 2.0 | 01.12.2035 |
| Freddie Mac | 2.0 | 01.07.2035 |
| FANNIE MAE | 2.375 | 19.01.2023 |
| Fannie Mae | 2.5 | 01.01.2028 |
| Fannie Mae | 3.0 | 01.03.2046 |
| Fannie Mae | 4.0 | 01.06.2047 |
| Fannie Mae | 2.5 | 01.07.2050 |
| Fannie Mae | 3.5 | 01.10.2047 |
| Fannie Mae | 2.0 | 01.01.2041 |
| FISERV INC | 2.75 | 01.07.2024 |
| FISERV INC | 3.2 | 01.07.2026 |
| Government National Mortgage Association | 3.0 | 20.02.2047 |
| Government National Mortgage Association | 4.0 | 20.04.2049 |
| Government National Mortgage Association | 3.0 | 20.03.2051 |
| GENERAL MOTORS CO | 4.875 | 02.10.2023 |
| GENERAL MOTORS CO | 6.6 | 01.04.2036 |
| GENERAL MOTORS FINL CO | 5.1 | 17.01.2024 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| INTER-AMERICAN DEVEL BK | 2.5 | 18.01.2023 |
| INTL BK RECON & DEVELOP | 7.625 | 19.01.2023 |
| JPMORGAN CHASE & CO | 2.545 | 08.11.2032 |
| JPN BANK FOR INTL COOP | 1.75 | 23.01.2023 |
| KAISER FOUNDATION HOSPIT | 4.15 | 01.05.2047 |
| KFW | 2.125 | 17.01.2023 |
| MERCK & CO INC | 2.75 | 10.12.2051 |
| MERRILL LYNCH & CO INC | 6.11 | 29.01.2037 |
| MICROSOFT CORP | 2.525 | 01.06.2050 |
| MITSUBISHI UFJ FIN GRP | 3.761 | 26.07.2023 |
| MORGAN STANLEY | 5.0 | 24.11.2025 |
| MORGAN STANLEY | 1.794 | 13.02.2032 |
| MORGAN STANLEY | 0.529 | 25.01.2024 |
| MORGAN STANLEY | 2.511 | 20.10.2032 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| ORACLE CORP | 3.85 | 01.04.2060 |
| ORACLE CORP | 2.3 | 25.03.2028 |
| PEPSICO INC | 3.0 | 15.10.2027 |
| PFIZER INC | 7.2 | 15.03.2039 |
| QUALCOMM INC | 4.3 | 20.05.2047 |
| US TREASURY N/B | 2.125 | 31.12.2022 |
| US TREASURY N/B | 1.5 | 15.01.2023 |
| US TREASURY N/B | 0.125 | 31.12.2022 |
| UPJOHN INC | 4.0 | 22.06.2050 |
| VISA INC | 2.0 | 15.08.2050 |
| VODAFONE GROUP PLC | 4.875 | 19.06.2049 |
| WELLS FARGO & COMPANY | 3.0 | 19.02.2025 |
| WELLS FARGO & COMPANY | 4.4 | 14.06.2046 |
| WILLIAMS COMPANIES INC | 2.6 | 15.03.2031 |
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.