Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 30th April 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 Wednesday, 28 April 2021 (Selection Day). The following changes to the index composition will become effective as of close of business on Friday, 30 April 2021 (Adjustment Day).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| NEDER WATERSCHAPSBANK | 0.125 | 15.02.2023 |
| L-BANK BW FOERDERBANK | 0.25 | 27.04.2023 |
| CAISSE D’AMORT DETTE SOC | 0.375 | 27.05.2024 |
| FREDDIE MAC | 6.25 | 15.07.2032 |
| TENN VALLEY AUTHORITY | 5.25 | 15.09.2039 |
| Government National Mortgage Association | 2.5 | 20.05.2051 |
| Government National Mortgage Association | 3 | 20.05.2051 |
| Freddie Mac | 2 | 01.06.2051 |
| Freddie Mac | 2.5 | 01.06.2051 |
| Fannie Mae | 2 | 01.06.2051 |
| Fannie Mae | 2.5 | 01.06.2051 |
| Fannie Mae | 2 | 01.06.2041 |
| Freddie Mac | 2 | 01.06.2041 |
| Government National Mortgage Association | 2 | 20.05.2051 |
| Freddie Mac | 1.5 | 01.05.2051 |
| Freddie Mac | 2 | 01.05.2036 |
| Freddie Mac | 2 | 01.05.2051 |
| Freddie Mac | 1.5 | 01.05.2041 |
| Freddie Mac | 1.5 | 01.05.2036 |
| Freddie Mac | 2 | 01.05.2051 |
| Fannie Mae | 2 | 01.05.2036 |
| Government National Mortgage Association | 3 | 20.04.2051 |
| Freddie Mac | 2 | 01.05.2051 |
| Freddie Mac | 2 | 01.05.2051 |
| Freddie Mac | 2.5 | 01.05.2051 |
| Freddie Mac | 2 | 01.05.2051 |
| Freddie Mac | 1.5 | 01.05.2051 |
| Freddie Mac | 2 | 01.05.2051 |
| Fannie Mae | 3.5 | 01.07.2050 |
| Freddie Mac | 2 | 01.04.2041 |
| EUROPEAN INVESTMENT BANK | 0.375 | 24.07.2024 |
| NEW DEVELOPM BANK BRICS | 1.125 | 27.04.2026 |
| INTL DEVELOPMENT ASSOC | 0.875 | 28.04.2026 |
| EUROPEAN INVESTMENT BANK | 1.625 | 13.05.2031 |
| ABBVIE INC | 4.25 | 14.11.2028 |
| AMERISOURCEBERGEN CORP | 0.737 | 15.03.2023 |
| ANHEUSER-BUSCH INBEV WOR | 4 | 13.04.2028 |
| ABBOTT LABORATORIES | 3.75 | 30.11.2026 |
| ADOBE INC | 2.3 | 01.02.2030 |
| AMGEN INC | 3.15 | 21.02.2040 |
| AMAZON.COM INC | 3.1 | 12.05.2051 |
| AMAZON.COM INC | 2.1 | 12.05.2031 |
| AMAZON.COM INC | 1 | 12.05.2026 |
| AMAZON.COM INC | 0.45 | 12.05.2024 |
| AMAZON.COM INC | 1.65 | 12.05.2028 |
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| BANK OF AMERICA CORP | 3.5 | 19.04.2026 |
| BANK OF AMERICA CORP | 1.658 | 11.03.2027 |
| BANK OF AMERICA CORP | 1.197 | 24.10.2026 |
| BARCLAYS PLC | 3.684 | 10.01.2023 |
| BRISTOL-MYERS SQUIBB CO | 4.125 | 15.06.2039 |
| BRISTOL-MYERS SQUIBB CO | 2.55 | 13.11.2050 |
| BRISTOL-MYERS SQUIBB CO | 4.55 | 20.02.2048 |
| BRISTOL-MYERS SQUIBB CO | 1.45 | 13.11.2030 |
| CITIGROUP INC | 2.561 | 01.05.2032 |
| CITIGROUP INC | 0.776 | 30.10.2024 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| ENERGY TRANSFER OPERATNG | 5.25 | 15.04.2029 |
| FISERV INC | 3.2 | 01.07.2026 |
| GE CAPITAL FUNDING LLC | 4.4 | 15.05.2030 |
| GENERAL MOTORS CO | 4.875 | 02.10.2023 |
| GENERAL MOTORS CO | 6.6 | 01.04.2036 |
| ALPHABET INC | 1.1 | 15.08.2030 |
| HOME DEPOT INC | 4.5 | 06.12.2048 |
| HOME DEPOT INC | 3.35 | 15.04.2050 |
| HOME DEPOT INC | 3.125 | 15.12.2049 |
| HOME DEPOT INC | 1.375 | 15.03.2031 |
| HONEYWELL INTERNATIO | 2.5 | 01.11.2026 |
| HSBC HOLDINGS PLC | 2.804 | 24.05.2032 |
| HSBC HOLDINGS PLC | 4.25 | 14.03.2024 |
| JPMORGAN CHASE & CO | 3.109 | 22.04.2051 |
| JPMORGAN CHASE & CO | 1.514 | 01.06.2024 |
| COCA-COLA CO/THE | 2.25 | 05.01.2032 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| SOUTHWEST AIRLINES CO | 5.125 | 15.06.2027 |
| ALTRIA GROUP INC | 4.8 | 14.02.2029 |
| ALTRIA GROUP INC | 5.375 | 31.01.2044 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MICROSOFT CORP | 3.3 | 06.02.2027 |
| MICROSOFT CORP | 2.675 | 01.06.2060 |
| MICROSOFT CORP | 2.7 | 12.02.2025 |
| MICROSOFT CORP | 2 | 08.08.2023 |
| PFIZER INC | 1.7 | 28.05.2030 |
| SHELL INTERNATIONAL FIN | 2.375 | 07.11.2029 |
| RIO TINTO FIN USA LTD | 5.2 | 02.11.2040 |
| ROYAL BANK OF CANADA | 3.7 | 05.10.2023 |
| ROYAL BANK OF CANADA | 2.25 | 01.11.2024 |
| BANCO SANTANDER SA | 2.706 | 27.06.2024 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| SUMITOMO MITSUI FINL GRP | 1.474 | 08.07.2025 |
| AT&T INC | 3.5 | 01.02.2061 |
| TELEDYNE TECHNOLOGIES IN | 2.75 | 01.04.2031 |
| TJX COS INC | 3.5 | 15.04.2025 |
| TOYOTA MOTOR CREDIT CORP | 2.9 | 30.03.2023 |
| VALE OVERSEAS LIMITED | 3.75 | 08.07.2030 |
| VERIZON COMMUNICATIONS | 2.987 | 30.10.2056 |
| VERIZON COMMUNICATIONS INC | 4.4 | 01.11.2034 |
| WELLS FARGO & COMPANY | 3 | 19.02.2025 |
| WAL-MART STORES INC | 3.3 | 22.04.2024 |
| US TREASURY N/B | 0.75 | 30.04.2026 |
| US TREASURY N/B | 0.125 | 30.04.2023 |
| US TREASURY N/B | 1.25 | 30.04.2028 |
| BK OF ENGLAND EURO NOTE | 0.25 | 08.03.2024 |
| ITALY GOV’T INT BOND | 0.875 | 06.05.2024 |
| CANADA GOVERNMENT | 0.75 | 19.05.2026 |
| ITALY GOV’T INT BOND | 3.875 | 06.05.2051 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| Freddie Mac | 1.5 | 01.02.2041 |
| Fannie Mae | 2.5 | 01.05.2035 |
| Freddie Mac | 2.5 | 01.01.2050 |
| Freddie Mac | 3 | 01.08.2049 |
| Freddie Mac | 3.5 | 01.07.2049 |
| Freddie Mac | 3.5 | 01.06.2046 |
| Government National Mortgage Association | 4.5 | 20.12.2048 |
| Fannie Mae | 4 | 01.12.2048 |
| Freddie Mac | 3.5 | 01.05.2045 |
| Government National Mortgage Association | 4.5 | 20.09.2048 |
| Freddie Mac | 4 | 01.09.2048 |
| Freddie Mac | 3.5 | 01.10.2045 |
| Freddie Mac | 3.5 | 01.10.2042 |
| Freddie Mac | 4 | 01.02.2047 |
| Freddie Mac | 4 | 01.12.2043 |
| Freddie Mac | 4 | 01.09.2048 |
| Government National Mortgage Association | 4.5 | 20.07.2048 |
| Freddie Mac | 4 | 01.02.2047 |
| Government National Mortgage Association | 4 | 20.03.2048 |
| Fannie Mae | 3.5 | 01.11.2047 |
| Government National Mortgage Association | 3 | 20.09.2047 |
| Government National Mortgage Association | 4 | 20.09.2047 |
| Government National Mortgage Association | 4 | 20.04.2047 |
| Freddie Mac | 4 | 01.12.2043 |
| Freddie Mac | 3.5 | 01.10.2042 |
| Freddie Mac | 3.5 | 01.10.2045 |
| Freddie Mac | 3.5 | 01.05.2045 |
| Government National Mortgage Association | 3.5 | 20.03.2045 |
| Government National Mortgage Association | 3.5 | 20.01.2045 |
| Government National Mortgage Association | 3.5 | 20.12.2044 |
| Government National Mortgage Association | 3.5 | 20.05.2043 |
| EUROPEAN INVESTMENT BANK | 2.625 | 20.05.2022 |
| ASIAN DEVELOPMENT BANK | 1.625 | 24.01.2023 |
| APPLE INC | 2.65 | 08.02.2051 |
| APPLE INC | 1.125 | 11.05.2025 |
| ABBVIE INC | 2.9 | 06.11.2022 |
| ABBVIE INC | 2.3 | 21.11.2022 |
| ABBVIE INC | 3.2 | 14.05.2026 |
| ANHEUSER-BUSCH INBEV WOR | 4.15 | 23.01.2025 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| AMGEN INC | 4.4 | 01.05.2045 |
| AMAZON.COM INC | 3.875 | 22.08.2037 |
| AMAZON.COM INC | 2.8 | 22.08.2024 |
| AMAZON.COM INC | 4.95 | 05.12.2044 |
| ALIBABA GROUP HOLDING | 4.2 | 06.12.2047 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| CITIGROUP INC | 3.98 | 20.03.2030 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 1.122 | 28.01.2027 |
| CHENIERE CORP CHRISTI HD | 5.125 | 30.06.2027 |
| COMCAST CORP | 3.999 | 01.11.2049 |
| COSTCO WHOLESALE CORP | 1.6 | 20.04.2030 |
| DOWDUPONT INC | 4.205 | 15.11.2023 |
| ECOPETROL SA | 6.875 | 29.04.2030 |
| ECOPETROL SA | 5.875 | 28.05.2045 |
| ECOPETROL SA | 5.875 | 18.09.2023 |
| ENERGY TRANSFER OPERATNG | 3.75 | 15.05.2030 |
| FISERV INC | 2.75 | 01.07.2024 |
| GLAXOSMITHKLINE CAP INC | 2.8 | 18.03.2023 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HSBC HOLDINGS PLC | 3.6 | 25.05.2023 |
| INTERNATIONAL BUSINESS MACHINES | 3.625 | 12.02.2024 |
| INTERNATIONAL BUSINESS MACHINES | 3.375 | 01.08.2023 |
| IBM CORP | 1.95 | 15.05.2030 |
| INTEL CORP | 3.25 | 15.11.2049 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO | 2.005 | 13.03.2026 |
| JPMORGAN CHASE & CO | 5.6 | 15.07.2041 |
| KEURIG DR PEPPER INC | 4.597 | 25.05.2028 |
| COCA-COLA CO/THE | 2.875 | 27.10.2025 |
| COCA-COLA CO/THE | 2.5 | 15.03.2051 |
| KAISER FOUNDATION HOSPIT | 4.15 | 01.05.2047 |
| MORGAN STANLEY | 1.928 | 28.04.2032 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| MORGAN STANLEY | 5 | 24.11.2025 |
| MORGAN STANLEY | 4.875 | 01.11.2022 |
| MICROSOFT CORP | 2.4 | 08.08.2026 |
| MICROSOFT CORP | 2.875 | 06.02.2024 |
| MICROSOFT CORP | 2.65 | 03.11.2022 |
| MITSUBISHI UFJ FIN GRP | 3.761 | 26.07.2023 |
| NORTHROP GRUMMAN CORP | 3.25 | 15.01.2028 |
| NOVARTIS CAPITAL CORP | 4.4 | 06.05.2044 |
| NOVARTIS CAPITAL CORP | 2.2 | 14.08.2030 |
| PEPSICO INC | 3 | 15.10.2027 |
| PHILIP MORRIS INTL INC | 4.25 | 10.11.2044 |
| SHELL INTERNATIONAL FIN | 3.25 | 06.04.2050 |
| SHELL INTERNATIONAL FIN | 3.875 | 13.11.2028 |
| SCHLUMBERGER INVESTMENT | 2.65 | 26.06.2030 |
| SOUTHERN CO | 4.4 | 01.07.2046 |
| SABINE PASS LIQUEFACTION | 5.875 | 30.06.2026 |
| SUZANO AUSTRIA GMBH | 3.75 | 15.01.2031 |
| AT&T INC | 3.85 | 01.06.2060 |
| TRUIST BANK | 1.25 | 09.03.2023 |
| TARGET CORP | 2.25 | 15.04.2025 |
| VERIZON COMMUNICATIO | 4.672 | 15.03.2055 |
| VERIZON COMMUNICATIONS | 3 | 20.11.2060 |
| WELLS FARGO & CO | 5.375 | 02.11.2043 |
| EXXON MOBIL CORPORATION | 4.114 | 01.03.2046 |
| US TREASURY N/B | 2.125 | 15.05.2022 |
| US TREASURY N/B | 1.75 | 15.05.2022 |
| US TREASURY N/B | 1.75 | 30.04.2022 |
| US TREASURY N/B | 1.875 | 30.04.2022 |
| US TREASURY N/B | 0.125 | 30.04.2022 |
| SLOVAK REPUBLIC | 4.375 | 21.05.2022 |
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.