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Announcements

Ordinary Adjustment | Solactive US Aggregate Bond Index | 29th August 2022

As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond Index (DE000SL0AYC0) 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.