Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 31st December 2020
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, 29 December 2020 (Selection Day). The following changes to the index composition will become effective as of close of business on Thursday, 31 December 2020 (Adjustment Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FANNIE MAE | 0.25 | 27.11.2023 |
| FREDDIE MAC | 0.25 | 04.12.2023 |
| Freddie Mac | 2 | 01.01.2051 |
| Freddie Mac | 1.5 | 01.01.2036 |
| Freddie Mac | 2 | 01.01.2036 |
| Government National Mortgage Association | 2 | 20.12.2050 |
| Government National Mortgage Association | 2.5 | 20.12.2050 |
| Freddie Mac | 1.5 | 01.01.2051 |
| Freddie Mac | 2.5 | 01.01.2051 |
| Freddie Mac | 2 | 01.01.2051 |
| Freddie Mac | 2 | 01.01.2051 |
| Freddie Mac | 2 | 01.01.2051 |
| Freddie Mac | 1.5 | 01.01.2036 |
| Freddie Mac | 2 | 01.01.2036 |
| Freddie Mac | 1.5 | 01.01.2051 |
| Freddie Mac | 2 | 01.01.2051 |
| Fannie Mae | 1.5 | 01.01.2036 |
| Freddie Mac | 2.5 | 01.01.2051 |
| Fannie Mae | 2 | 01.01.2036 |
| Fannie Mae | 1.5 | 01.01.2051 |
| Fannie Mae | 2 | 01.01.2051 |
| Fannie Mae | 2.5 | 01.01.2051 |
| Freddie Mac | 2 | 01.12.2050 |
| Freddie Mac | 1.5 | 01.12.2050 |
| Freddie Mac | 2 | 01.01.2051 |
| Government National Mortgage Association | 2 | 20.11.2050 |
| Government National Mortgage Association | 3 | 20.11.2050 |
| Freddie Mac | 2.5 | 01.11.2050 |
| Fannie Mae | 3.5 | 01.07.2050 |
| Freddie Mac | 2 | 01.12.2050 |
| Freddie Mac | 1.5 | 01.12.2035 |
| Freddie Mac | 3.5 | 01.06.2046 |
| INTL BK RECON & DEVELOP | 0.25 | 24.11.2023 |
| NEW DEVELOPM BANK BRICS | 0.625 | 29.09.2025 |
| EUROPEAN BK RECON & DEV | 0.5 | 25.11.2025 |
| INTL BK RECON & DEVELOP | 0.75 | 24.11.2027 |
| INTL DEVELOPMENT ASSOC | 1 | 03.12.2030 |
| APPLE INC | 2.65 | 11.05.2050 |
| APPLE INC | 1.125 | 11.05.2025 |
| ABBVIE INC | 4.45 | 14.05.2046 |
| ABBVIE INC | 3.2 | 14.05.2026 |
| AMERICA MOVIL SAB DE CV | 6.125 | 30.03.2040 |
| AMAZON.COM INC | 2.5 | 29.11.2022 |
| ALIBABA GROUP HOLDING | 4.2 | 06.12.2047 |
| BANK OF AMERICA CORP | 4 | 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 | 3.5 | 19.04.2026 |
| BANK OF AMERICA CORP | 3.248 | 21.10.2027 |
| MERRILL LYNCH & CO INC | 6.11 | 29.01.2037 |
| BARCLAYS PLC | 4.972 | 16.05.2029 |
| BERKSHIRE HATHAWAY INC | 2.75 | 15.03.2023 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| CARRIER GLOBAL CORP | 2.242 | 15.02.2025 |
| CARRIER GLOBAL CORP | 3.577 | 05.04.2050 |
| CARRIER GLOBAL CORP | 2.722 | 15.02.2030 |
| CISCO SYSTEMS INC | 2.5 | 20.09.2026 |
| CVS HEALTH CORP | 1.3 | 21.08.2027 |
| GOLDMAN SACHS GROUP INC/THE | 3.625 | 22.01.2023 |
| HCA INC | 5.25 | 15.06.2026 |
| HONEYWELL INTERNATIO | 2.5 | 01.11.2026 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 6.5 | 02.05.2036 |
| JPMORGAN CHASE & CO | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO | 4.203 | 23.07.2029 |
| JPMORGAN CHASE & CO | 3.702 | 06.05.2030 |
| JPMORGAN CHASE & CO | 3.22 | 01.03.2025 |
| COCA-COLA CO/THE | 2.5 | 15.03.2051 |
| COCA-COLA CO/THE | 1.65 | 01.06.2030 |
| ALTRIA GROUP INC | 2.85 | 09.08.2022 |
| MORGAN STANLEY | 5 | 24.11.2025 |
| MORGAN STANLEY | 3.95 | 23.04.2027 |
| MICROSOFT CORP | 4.1 | 06.02.2037 |
| NOVARTIS CAPITAL CORP | 2.4 | 21.09.2022 |
| ORACLE CORP | 5.375 | 15.07.2040 |
| PEPSICO INC | 2.75 | 19.03.2030 |
| PROCTER & GAMBLE CO/THE | 2.15 | 11.08.2022 |
| PHILIP MORRIS INTL INC | 4.25 | 10.11.2044 |
| QUALCOMM INC | 4.8 | 20.05.2045 |
| SHELL INTERNATIONAL FIN | 3.875 | 13.11.2028 |
| SHELL INTERNATIONAL FIN | 2.375 | 06.04.2025 |
| BANCO SANTANDER SA | 2.749 | 03.12.2030 |
| BANCO SANTANDER SA | 2.706 | 27.06.2024 |
| SANTANDER UK PLC | 2.1 | 13.01.2023 |
| SABINE PASS LIQUEFACTION LLC | 5.625 | 15.04.2023 |
| VISA INC | 4.15 | 14.12.2035 |
| WELLS FARGO & COMPANY | 3.9 | 01.05.2045 |
| EXXON MOBIL CORPORATION | 1.571 | 15.04.2023 |
| EXXON MOBIL CORPORATION | 3.043 | 01.03.2026 |
| US TREASURY N/B | 1.375 | 15.11.2040 |
| US TREASURY N/B | 0.125 | 15.12.2023 |
| US TREASURY N/B | 0.625 | 30.11.2027 |
| US TREASURY N/B | 0.125 | 30.11.2022 |
| US TREASURY N/B | 0.375 | 30.11.2025 |
| ITALY GOV’T INT BOND | 1.25 | 17.02.2026 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FEDERAL HOME LOAN BANK | 2.625 | 10.12.2021 |
| KFW | 3.125 | 15.12.2021 |
| FEDERAL HOME LOAN BANK | 1.625 | 20.12.2021 |
| Fannie Mae | 3 | 01.09.2050 |
| Freddie Mac | 1.5 | 01.08.2035 |
| Fannie Mae | 2 | 01.07.2040 |
| Fannie Mae | 3 | 01.01.2048 |
| Fannie Mae | 2.5 | 01.01.2035 |
| Freddie Mac | 2.5 | 01.10.2049 |
| Freddie Mac | 5 | 01.10.2049 |
| Fannie Mae | 3.5 | 01.10.2049 |
| Freddie Mac | 3.5 | 01.08.2049 |
| Fannie Mae | 4 | 01.02.2049 |
| Freddie Mac | 3 | 01.06.2045 |
| Freddie Mac | 2.5 | 01.12.2031 |
| Fannie Mae | 4 | 01.09.2048 |
| Government National Mortgage Association | 4 | 20.02.2048 |
| Freddie Mac | 3.5 | 01.12.2047 |
| Freddie Mac | 3.5 | 01.10.2047 |
| Freddie Mac | 3.5 | 01.09.2047 |
| Fannie Mae | 4 | 01.08.2047 |
| Fannie Mae | 3.5 | 01.07.2047 |
| Freddie Mac | 2.5 | 01.12.2031 |
| Fannie Mae | 3.5 | 01.10.2045 |
| Fannie Mae | 4.5 | 01.01.2041 |
| Freddie Mac | 3 | 01.06.2045 |
| Freddie Mac | 3 | 01.04.2045 |
| Government National Mortgage Association | 3.5 | 20.07.2044 |
| Fannie Mae | 4.5 | 01.10.2039 |
| AFRICAN DEVELOPMENT BANK | 3 | 06.12.2021 |
| INTL BK RECON & DEVELOP | 2.126 | 13.12.2021 |
| EUROPEAN INVESTMENT BANK | 2.875 | 15.12.2021 |
| IDB TRUST SERVICES LTD | 2.263 | 07.12.2021 |
| APPLE INC | 3.35 | 09.02.2027 |
| ABBOTT LABORATORIES | 4.75 | 30.11.2036 |
| BOEING CO | 3.625 | 01.02.2031 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| BANK OF AMERICA CORP | 3.194 | 23.07.2030 |
| BANK OF AMERICA CORP | 1.922 | 24.10.2031 |
| BIOGEN INC | 5.2 | 15.09.2045 |
| BRISTOL-MYERS SQUIBB CO | 0.537 | 13.11.2023 |
| CITIGROUP INC | 3.142 | 24.01.2023 |
| CRED SUIS GP FUN LTD | 3.75 | 26.03.2025 |
| CRED SUIS GP FUN LTD | 3.8 | 15.09.2022 |
| CREDIT SUISSE NEW YORK | 2.95 | 09.04.2025 |
| CVS HEALTH CORP | 4.1 | 25.03.2025 |
| CHEVRON CORP | 1.554 | 11.05.2025 |
| DEERE & COMPANY | 3.9 | 09.06.2042 |
| WALT DISNEY COMPANY/THE | 2.75 | 01.09.2049 |
| EQUINIX INC | 5.375 | 15.05.2027 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| ENERGY TRANSFER OPERATNG | 5.25 | 15.04.2029 |
| ENERGY TRANSFER OPERATNG | 3.75 | 15.05.2030 |
| FISERV INC | 3.2 | 01.07.2026 |
| GENERAL MOTORS CO | 4.875 | 02.10.2023 |
| GLAXOSMITHKLINE CAPITAL | 2.875 | 01.06.2022 |
| HOME DEPOT INC | 2.625 | 01.06.2022 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| JPMORGAN CHASE & CO | 3.207 | 01.04.2023 |
| JPMORGAN CHASE & CO | 2.525 | 19.11.2041 |
| COCA-COLA CO/THE | 2.6 | 01.06.2050 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| COCA-COLA CO/THE | 2.5 | 01.06.2040 |
| MONDELEZ INTERNATIONAL | 2.75 | 13.04.2030 |
| ALTRIA GROUP INC | 5.8 | 14.02.2039 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| MITSUBISHI UFJ FIN GRP | 2.623 | 18.07.2022 |
| NIKE INC | 2.85 | 27.03.2030 |
| NOVARTIS CAPITAL CORP | 2.2 | 14.08.2030 |
| ROYAL BK SCOTLND GRP PLC | 4.892 | 18.05.2029 |
| ORACLE CORP | 3.4 | 08.07.2024 |
| ORACLE CORP | 2.95 | 15.11.2024 |
| PACIFIC GAS & ELECTRIC | 1.75 | 16.06.2022 |
| WYETH LLC | 5.95 | 01.04.2037 |
| PFIZER INC | 4.125 | 15.12.2046 |
| SHELL INTERNATIONAL FIN | 2 | 07.11.2024 |
| ROYAL BANK OF CANADA | 1.15 | 10.06.2025 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| AT&T INC | 4.5 | 09.03.2048 |
| AT&T INC | 4.125 | 17.02.2026 |
| AT&T INC | 4.1 | 15.02.2028 |
| WELLS FARGO & COMPANY | 3 | 19.02.2025 |
| WELLS FARGO & COMPANY | 4.4 | 14.06.2046 |
| WESTPAC BANKING CORP | 3.3 | 26.02.2024 |
| EXXON MOBIL CORPORATION | 2.992 | 19.03.2025 |
| US TREASURY N/B | 2.625 | 15.12.2021 |
| US TREASURY N/B | 1.875 | 30.11.2021 |
| US TREASURY N/B | 1.75 | 30.11.2021 |
| US TREASURY N/B | 1.5 | 30.11.2021 |
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.