Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 28th June 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 Tuesday, 28 June 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Thursday, 30 June 2022 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| CANADA GOVERNMENT | 2.875 | 28.04.2025 |
| FEDERAL HOME LOAN BANK | 3.375 | 08.12.2023 |
| FEDERAL HOME LOAN BANK | 2.875 | 14.06.2024 |
| Freddie Mac | 3.5 | 01.07.2052 |
| Freddie Mac | 4.0 | 01.07.2052 |
| Freddie Mac | 4.5 | 01.07.2052 |
| Government National Mortgage Association | 3.0 | 20.06.2052 |
| Government National Mortgage Association | 3.5 | 20.06.2052 |
| Government National Mortgage Association | 4.0 | 20.06.2052 |
| Government National Mortgage Association | 4.5 | 20.06.2052 |
| Fannie Mae | 3.5 | 01.07.2052 |
| Fannie Mae | 4.0 | 01.07.2052 |
| Fannie Mae | 4.5 | 01.07.2052 |
| Government National Mortgage Association | 4.5 | 20.05.2052 |
| Freddie Mac | 4.5 | 01.06.2052 |
| Freddie Mac | 4.5 | 01.06.2052 |
| Freddie Mac | 3.0 | 01.06.2052 |
| Freddie Mac | 3.5 | 01.06.2052 |
| Freddie Mac | 4.0 | 01.06.2052 |
| Freddie Mac | 3.0 | 01.06.2052 |
| Freddie Mac | 3.5 | 01.06.2052 |
| Fannie Mae | 4.5 | 01.06.2052 |
| Freddie Mac | 4.0 | 01.05.2052 |
| Freddie Mac | 2.5 | 01.05.2052 |
| Freddie Mac | 4.0 | 01.05.2052 |
| ABBOTT LABORATORIES | 3.75 | 30.11.2026 |
| ABBVIE INC | 3.2 | 14.05.2026 |
| ABBVIE INC | 4.875 | 14.11.2048 |
| AMERICA MOVIL SAB DE CV | 6.125 | 30.03.2040 |
| AMERICAN EXPRESS CO | 3.375 | 03.05.2024 |
| APPLE INC | 3.45 | 09.02.2045 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORP | 1.898 | 23.07.2031 |
| BARCLAYS PLC | 4.972 | 16.05.2029 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| COCA-COLA CO/THE | 2.25 | 05.01.2032 |
| COMCAST CORP | 2.887 | 01.11.2051 |
| COMCAST CORP | 2.937 | 01.11.2056 |
| CREDIT SUISSE NEW YORK | 2.95 | 09.04.2025 |
| DEUTSCHE BANK NY | 3.035 | 28.05.2032 |
| ENERGY TRANSFER OPERATNG | 5.25 | 15.04.2029 |
| GENERAL MOTORS FINL CO | 3.95 | 13.04.2024 |
| GOLDMAN SACHS GROUP INC | 4.25 | 21.10.2025 |
| GOLDMAN SACHS GROUP INC | 2.65 | 21.10.2032 |
| HCA INC | 5.375 | 01.02.2025 |
| HCA INC | 5.875 | 15.02.2026 |
| HCA INC | 3.5 | 01.09.2030 |
| HCA INC | 5.625 | 01.09.2028 |
| JPMORGAN CHASE & CO | 3.9 | 15.07.2025 |
| JPMORGAN CHASE & CO | 3.702 | 06.05.2030 |
| MICROSOFT CORP | 3.125 | 03.11.2025 |
| MICROSOFT CORP | 2.525 | 01.06.2050 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| NATIONAL AUSTRALIA BK/NY | 3.905 | 09.06.2027 |
| NOVARTIS CAPITAL CORP | 3.4 | 06.05.2024 |
| NOVARTIS CAPITAL CORP | 4.4 | 06.05.2044 |
| NOVARTIS CAPITAL CORP | 3.0 | 20.11.2025 |
| ORACLE CORP | 3.4 | 08.07.2024 |
| SALESFORCE.COM INC | 2.7 | 15.07.2041 |
| SHELL INTERNATIONAL FIN | 3.875 | 13.11.2028 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| TORONTO-DOMINION BANK | 3.766 | 06.06.2025 |
| TORONTO-DOMINION BANK | 4.108 | 08.06.2027 |
| TORONTO-DOMINION BANK | 4.456 | 08.06.2032 |
| TRANSCANADA TRUST | 5.3 | 15.03.2077 |
| VERIZON COMMUNICATIONS | 1.75 | 20.01.2031 |
| VMWARE INC | 2.2 | 15.08.2031 |
| VODAFONE GROUP PLC | 4.875 | 19.06.2049 |
| WAL-MART STORES INC | 6.2 | 15.04.2038 |
| WELLS FARGO & COMPANY | 3.9 | 01.05.2045 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| US TREASURY N/B | 3.25 | 15.05.2042 |
| US TREASURY N/B | 2.75 | 31.05.2029 |
| US TREASURY N/B | 2.875 | 15.06.2025 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| AMAZON.COM INC | 4.95 | 05.12.2044 |
| AMAZON.COM INC | 3.45 | 13.04.2029 |
| AMGEN INC | 3.15 | 21.02.2040 |
| BANCO SANTANDER | 0.701 | 30.06.2024 |
| BANK OF AMERICA CORP | 4.0 | 01.04.2024 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BANK OF AMERICA CORP | 2.482 | 21.09.2036 |
| BARCLAYS PLC | 2.279 | 24.11.2027 |
| BECTON DICKINSON AND CO | 3.7 | 06.06.2027 |
| BP CAP MARKETS AMERICA | 3.379 | 08.02.2061 |
| 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 |
| CITIGROUP INC | 2.976 | 05.11.2030 |
| COCA-COLA FEMSA SAB CV | 2.75 | 22.01.2030 |
| COMCAST CORP | 3.7 | 15.04.2024 |
| COUNCIL OF EUROPE | 0.25 | 10.06.2023 |
| DELL INT LLC / EMC CORP | 4.9 | 01.10.2026 |
| DELL INT LLC / EMC CORP | 5.3 | 01.10.2029 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| EXXON MOBIL CORPORATION | 3.095 | 16.08.2049 |
| Freddie Mac | 2.0 | 01.08.2036 |
| Freddie Mac | 2.5 | 01.10.2050 |
| Freddie Mac | 2.5 | 01.02.2051 |
| FEDERAL HOME LOAN BANK | 2.125 | 09.06.2023 |
| Freddie Mac | 3.0 | 01.12.2049 |
| Freddie Mac | 1.5 | 01.12.2035 |
| Freddie Mac | 1.5 | 01.07.2036 |
| FREDDIE MAC | 2.75 | 19.06.2023 |
| FREDDIE MAC | 0.25 | 26.06.2023 |
| Fannie Mae | 3.5 | 01.04.2045 |
| Government National Mortgage Association | 3.5 | 20.07.2042 |
| Government National Mortgage Association | 3.0 | 20.07.2045 |
| Government National Mortgage Association | 4.0 | 20.07.2048 |
| GOLDMAN SACHS GROUP INC | 3.691 | 05.06.2028 |
| GOLDMAN SACHS GROUP INC | 3.436 | 24.02.2043 |
| GOLDMAN SACHS GROUP | 3.75 | 22.05.2025 |
| HALLIBURTON CO | 5.0 | 15.11.2045 |
| HONEYWELL INTERNATIONAL | 1.75 | 01.09.2031 |
| INTL BK RECON & DEVELOP | 1.875 | 19.06.2023 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND | 3.15 | 30.06.2023 |
| JPMORGAN CHASE & CO | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO | 1.953 | 04.02.2032 |
| MICROSOFT CORP | 2.875 | 06.02.2024 |
| MORGAN STANLEY | 4.35 | 08.09.2026 |
| MORGAN STANLEY | 2.802 | 25.01.2052 |
| ORACLE CORP | 4.3 | 08.07.2034 |
| ORACLE CORP | 2.95 | 15.11.2024 |
| 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 |
| SCHLUMBERGER INVESTMENT SA | 3.65 | 01.12.2023 |
| SOUTHERN CO | 4.4 | 01.07.2046 |
| US TREASURY N/B | 2.75 | 31.05.2023 |
| US TREASURY N/B | 1.625 | 31.05.2023 |
| US TREASURY N/B | 0.25 | 15.06.2023 |
| US TREASURY N/B | 0.125 | 31.05.2023 |
| VALE OVERSEAS LTD | 6.875 | 21.11.2036 |
| VALE OVERSEAS LIMITED | 6.25 | 10.08.2026 |
| UPJOHN INC | 3.85 | 22.06.2040 |
| WAL-MART STORES INC | 6.5 | 15.08.2037 |
| WELLS FARGO & COMPANY | 4.4 | 14.06.2046 |
| WELLS FARGO & COMPANY | 4.75 | 07.12.2046 |
| WELLS FARGO & COMPANY | 1.654 | 02.06.2024 |
| WESTPAC BANKING CORP | 1.953 | 20.11.2028 |
| WILLIAMS COS INC/THE | 4.55 | 24.06.2024 |
| NEW DEVELOPM BANK BRICS | 0.625 | 23.06.2023 |
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.