Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 29th August 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 Monday, 29 August 2022 (Selection Day). The following changes to the index composition will become effective as of close of business on Wednesday, 31 August 2022 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FEDERAL HOME LOAN BANK | 3.375 | 08.09.2023 |
| FEDERAL HOME LOAN BANK | 3.25 | 08.03.2024 |
| KFW | 3.375 | 23.08.2024 |
| EXPORT DEVELOPMNT CANADA | 3.375 | 26.08.2025 |
| Fannie Mae | 4.0 | 01.09.2052 |
| Fannie Mae | 4.5 | 01.09.2052 |
| Government National Mortgage Association | 4.0 | 20.08.2052 |
| Government National Mortgage Association | 4.5 | 20.08.2052 |
| Government National Mortgage Association | 5.0 | 20.08.2052 |
| Freddie Mac | 4.0 | 01.09.2052 |
| Freddie Mac | 4.5 | 01.09.2052 |
| Freddie Mac | 5.0 | 01.09.2052 |
| Freddie Mac | 4.0 | 01.09.2052 |
| Freddie Mac | 4.5 | 01.09.2052 |
| Fannie Mae | 5.0 | 01.09.2052 |
| Freddie Mac | 5.0 | 01.09.2052 |
| Fannie Mae | 5.0 | 01.08.2052 |
| Freddie Mac | 5.0 | 01.08.2052 |
| Government National Mortgage Association | 3.5 | 20.07.2052 |
| AT&T INC | 3.65 | 01.06.2051 |
| AERCAP IRELAND CAP/GLOBA | 3.4 | 29.10.2033 |
| AMAZON.COM INC | 3.25 | 12.05.2061 |
| AMGEN INC | 3.15 | 21.02.2040 |
| BANCO SANTANDER SA | 2.706 | 27.06.2024 |
| BANCO SANTANDER SA | 3.892 | 24.05.2024 |
| BANK OF AMERICA CORP | 4.2 | 26.08.2024 |
| BANK OF AMERICA CORP | 4.0 | 22.01.2025 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORP | 1.898 | 23.07.2031 |
| BANK OF AMERICA CORP | 1.197 | 24.10.2026 |
| BARCLAYS PLC | 3.932 | 07.05.2025 |
| BRISTOL-MYERS SQUIBB CO | 3.55 | 15.03.2042 |
| CARRIER GLOBAL CORP | 3.577 | 05.04.2050 |
| CHENIERE CORP CHRISTI HD | 5.875 | 31.03.2025 |
| CHENIERE CORP CHRISTI HD | 5.125 | 30.06.2027 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 2.561 | 01.05.2032 |
| CITIGROUP INC | 3.07 | 24.02.2028 |
| CITIGROUP INC | 2.976 | 05.11.2030 |
| CITIGROUP INC | 1.122 | 28.01.2027 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| COMCAST CORP | 2.987 | 01.11.2063 |
| EXXON MOBIL CORPORATION | 2.019 | 16.08.2024 |
| FISERV INC | 3.2 | 01.07.2026 |
| HCA INC | 5.625 | 01.09.2028 |
| HOME DEPOT INC | 2.375 | 15.03.2051 |
| JPMORGAN CHASE & CO | 3.702 | 06.05.2030 |
| KAISER FOUNDATION HOSPIT | 2.81 | 01.06.2041 |
| KRAFT HEINZ FOODS CO | 3.875 | 15.05.2027 |
| MERCK & CO INC | 3.7 | 10.02.2045 |
| MERCK & CO INC | 2.15 | 10.12.2031 |
| MICROSOFT CORP | 2.525 | 01.06.2050 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MORGAN STANLEY | 2.802 | 25.01.2052 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| MORGAN STANLEY | 1.164 | 21.10.2025 |
| NATIONAL AUSTRALIA BK/NY | 3.905 | 09.06.2027 |
| OTIS WORLDWIDE CORP | 2.565 | 15.02.2030 |
| PFIZER INC | 4.0 | 15.03.2049 |
| SABINE PASS LIQUEFACTION | 4.2 | 15.03.2028 |
| CHARLES SCHWAB CORP | 2.45 | 03.03.2027 |
| T-MOBILE USA INC | 2.25 | 15.02.2026 |
| T-MOBILE USA INC | 3.375 | 15.04.2029 |
| T-MOBILE USA INC | 3.5 | 15.04.2031 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| TYSON FOODS INC | 3.95 | 15.08.2024 |
| UNITEDHEALTH GROUP IN | 4.75 | 15.07.2045 |
| VALE OVERSEAS LTD | 6.875 | 21.11.2036 |
| VODAFONE GROUP PLC | 4.875 | 19.06.2049 |
| WYETH LLC | 5.95 | 01.04.2037 |
| US TREASURY N/B | 3.0 | 15.08.2052 |
| US TREASURY N/B | 3.0 | 31.07.2024 |
| US TREASURY N/B | 2.75 | 31.07.2027 |
| US TREASURY N/B | 2.625 | 31.07.2029 |
| US TREASURY N/B | 3.125 | 15.08.2025 |
| US TREASURY N/B | 2.75 | 15.08.2032 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| ABBVIE INC | 4.25 | 14.11.2028 |
| ALPHABET INC | 1.1 | 15.08.2030 |
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| AMERICAN EXPRESS CO | 3.375 | 03.05.2024 |
| AMGEN INC | 3.375 | 21.02.2050 |
| ANHEUSER-BUSCH INBEV WOR | 5.8 | 23.01.2059 |
| ASTRAZENECA PLC | 6.45 | 15.09.2037 |
| BANK OF AMERICA CORP | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BOEING CO | 1.433 | 04.02.2024 |
| BRISTOL-MYERS SQUIBB CO | 2.55 | 13.11.2050 |
| CAPITAL ONE FINANC | 4.2 | 29.10.2025 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| DEUTSCHE BANK NY | 3.035 | 28.05.2032 |
| DEUTSCHE BANK NY | 2.552 | 07.01.2028 |
| WALT DISNEY COMPANY/THE | 2.75 | 01.09.2049 |
| ENERGY TRANSFER OPERATNG | 3.75 | 15.05.2030 |
| EUROPEAN INVESTMENT BANK | 2.875 | 15.08.2023 |
| Freddie Mac | 1.5 | 01.02.2037 |
| Freddie Mac | 3.0 | 01.12.2046 |
| Freddie Mac | 4.0 | 01.08.2052 |
| FREDDIE MAC | 0.25 | 24.08.2023 |
| Fannie Mae | 2.5 | 01.03.2029 |
| Fannie Mae | 3.0 | 01.11.2046 |
| Fannie Mae | 4.0 | 01.02.2047 |
| Fannie Mae | 3.5 | 01.04.2044 |
| Government National Mortgage Association | 3.5 | 20.10.2049 |
| GENERAL MOTORS FINL CO | 3.95 | 13.04.2024 |
| GENERAL MOTORS FINL CO | 1.25 | 08.01.2026 |
| GOLDMAN SACHS GROUP INC | 3.85 | 08.07.2024 |
| GOLDMAN SACHS GROUP INC | 3.691 | 05.06.2028 |
| GOLDMAN SACHS GROUP INC | 3.814 | 23.04.2029 |
| GOLDMAN SACHS GROUP | 3.75 | 22.05.2025 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HALLIBURTON CO | 5.0 | 15.11.2045 |
| HOME DEPOT INC | 3.3 | 15.04.2040 |
| HONEYWELL INTERNATIO | 2.5 | 01.11.2026 |
| JPMORGAN CHASE & CO | 1.045 | 19.11.2026 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| MERCK & CO INC | 1.7 | 10.06.2027 |
| MICROCHIP TECHNOLOGY INC | 0.972 | 15.02.2024 |
| PHILIP MORRIS INTL INC | 6.375 | 16.05.2038 |
| ROYAL BK SCOTLND GRP PLC | 4.892 | 18.05.2029 |
| ROYAL BK SCOTLND GRP PLC | 4.269 | 22.03.2025 |
| SABINE PASS LIQUEFACTION | 5.875 | 30.06.2026 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| CHARLES SCHWAB CORP | 0.75 | 18.03.2024 |
| SHELL INTERNATIONAL FIN | 2.75 | 06.04.2030 |
| TSMC ARIZONA CORP | 1.75 | 25.10.2026 |
| TORONTO-DOMINION BANK | 2.35 | 08.03.2024 |
| UNITED PARCEL SERVICE | 5.3 | 01.04.2050 |
| US TREASURY N/B | 6.25 | 15.08.2023 |
| US TREASURY N/B | 1.25 | 31.07.2023 |
| US TREASURY N/B | 2.5 | 15.08.2023 |
| US TREASURY N/B | 2.75 | 31.07.2023 |
| US TREASURY N/B | 0.125 | 15.08.2023 |
| US TREASURY N/B | 0.125 | 31.07.2023 |
| UNITEDHEALTH GROUP INC | 4.75 | 15.05.2052 |
| VALE OVERSEAS LIMITED | 3.75 | 08.07.2030 |
| UPJOHN INC | 3.85 | 22.06.2040 |
| VISA INC | 4.15 | 14.12.2035 |
| VMWARE INC | 2.2 | 15.08.2031 |
| WELLS FARGO & COMPANY | 3.0 | 19.02.2025 |
| WELLS FARGO & COMPANY | 4.4 | 14.06.2046 |
| WESTPAC BANKING CORP | 3.3 | 26.02.2024 |
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.