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Announcements

Ordinary Adjustment | Solactive US Aggregate Bond Index | 30th October 2020

As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond Index (DE000SL0AYC0) was reviewed on Wednesday, 28 October 2020 (Selection Day). The following changes to the index composition will become effective as of close of business on Friday, 30 October 2020 (Adjustment Day).

Adjustments:

Issuer Name Coupon Maturity Date
FREDDIE MAC 0.125 16.10.2023
FREDDIE MAC 0.375 23.09.2025
FANNIE MAE 0.75 08.10.2027
CAISSE D’AMORT DETTE SOC 1 21.10.2030
KINGDOM OF SWEDEN 0.125 14.10.2022
US TREASURY N/B 0.125 15.10.2023
US TREASURY N/B 0.375 30.09.2027
US TREASURY N/B 0.25 30.09.2025
US TREASURY N/B 0.125 30.09.2022
Freddie Mac 2.5 01.11.2050
Fannie Mae 2 01.11.2050
Freddie Mac 2 01.10.2050
Freddie Mac 1.5 01.11.2050
Freddie Mac 1.5 01.11.2035
Freddie Mac 2 01.11.2035
Fannie Mae 2 01.11.2040
Fannie Mae 1.5 01.11.2035
Fannie Mae 2 01.11.2035
Fannie Mae 1.5 01.11.2050
Fannie Mae 2 01.11.2050
Fannie Mae 2.5 01.11.2050
Freddie Mac 2 01.11.2050
Government National Mortgage Association 2 20.10.2050
Government National Mortgage Association 2.5 20.10.2050
Freddie Mac 1.5 01.11.2050
Government National Mortgage Association 3 20.10.2050
Freddie Mac 2 01.11.2050
Freddie Mac 1.5 01.11.2050
Freddie Mac 2 01.11.2050
Freddie Mac 2 01.11.2040
Freddie Mac 2 01.11.2050
Freddie Mac 1.5 01.11.2035
Freddie Mac 2 01.11.2035
Freddie Mac 2 01.11.2050
Freddie Mac 2.5 01.11.2050
Freddie Mac 2.5 01.10.2050
Freddie Mac 2.5 01.10.2050
Freddie Mac 2.5 01.10.2050
NEW DEVELOPM BANK BRICS 0.625 23.06.2023
ASIAN DEVELOPMENT BANK 0.25 06.10.2023
COUNCIL OF EUROPE 0.25 20.10.2023
CENTRAL AMERICAN BANK 2 06.05.2025
INTL DEVELOPMENT ASSOC 0.375 23.09.2025
CORP ANDINA DE FOMENTO 1.625 23.09.2025
EUROPEAN INVESTMENT BANK 0.625 21.10.2027
EUROPEAN INVESTMENT BANK 0.75 23.09.2030
ASIAN DEVELOPMENT BANK 0.75 08.10.2030
AT&T INC 4.25 01.03.2027
ABBVIE INC 4.45 14.05.2046
ACTIVISION BLIZZARD 2.5 15.09.2050
ANHEUSER-BUSCH INBEV WOR 4.5 01.06.2050
APPLE INC 1.125 11.05.2025
BANK OF AMERICA CORP 3.95 21.04.2025
BANK OF AMERICA CORP 4.244 24.04.2038
BANK OF AMERICA CORP 2.456 22.10.2025
BARCLAYS PLC 3.65 16.03.2025
BARCLAYS PLC 3.932 07.05.2025
BERKSHIRE HATHAWAY INC 3.125 15.03.2026
BRISTOL-MYERS SQUIBB CO 3.9 20.02.2028
BRISTOL-MYERS SQUIBB CO 4.55 20.02.2048
CNOOC FINANCE 2013 LTD 3 09.05.2023
CISCO SYSTEMS INC 5.5 15.01.2040
CITIGROUP INC 3.142 24.01.2023
CITIGROUP INC 3.98 20.03.2030
CITIGROUP INC 2.666 29.01.2031
COCA-COLA CO/THE 2.5 15.03.2051
COMCAST CORP 3.999 01.11.2049
COMCAST CORP 4.95 15.10.2058
CONAGRA BRANDS INC 4.85 01.11.2028
CREDIT SUISSE NEW YORK 2.95 09.04.2025
DEERE & COMPANY 3.9 09.06.2042
DOW CHEMICAL CO/THE 3.6 15.11.2050
ORANGE SA 9 01.03.2031
GENERAL ELECTRIC CAPITAL CORP 6.875 10.01.2039
GENERAL MOTORS CO 4.875 02.10.2023
GENERAL MOTORS FINL CO 3.15 30.06.2022
GOLDMAN SACHS GROUP 4.75 21.10.2045
GOLDMAN SACHS GROUP INC 2.905 24.07.2023
HCA INC 5.25 15.06.2026
HSBC HOLDINGS PLC 3.9 25.05.2026
HSBC HOLDINGS PLC 4.292 12.09.2026
HSBC HOLDINGS PLC 3.803 11.03.2025
KINDER MORGAN INC/DELAWA 5.55 01.06.2045
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
MPLX LP 4.5 15.04.2038
MASTERCARD INC 3.35 26.03.2030
MICROSOFT CORP 3.5 12.02.2035
MICROSOFT CORP 2.4 08.08.2026
MORGAN STANLEY 3.971 22.07.2038
MORGAN STANLEY 3.95 23.04.2027
PETROLEOS MEXICANOS 6.49 23.01.2027
PETROLEOS MEXICANOS 6.84 23.01.2030
SUMITOMO MITSUI FINL GRP 3.04 16.07.2029
UNION PACIFIC CORP 3.25 05.02.2050
VALE OVERSEAS LTD 6.875 21.11.2036
VALE OVERSEAS LIMITED 6.25 10.08.2026
VALE OVERSEAS LIMITED 3.75 08.07.2030
VISA INC 4.15 14.12.2035

Deletions:

Issuer Name Coupon Maturity Date
FANNIE MAE 1.375 07.10.2021
FEDERAL HOME LOAN BANK 3 12.10.2021
US TREASURY N/B 2.875 15.10.2021
US TREASURY N/B 2.125 30.09.2021
US TREASURY N/B 1.125 30.09.2021
US TREASURY N/B 1.5 30.09.2021
Freddie Mac 2 01.07.2050
Fannie Mae 3.5 01.06.2049
Fannie Mae 2.5 01.03.2035
Freddie Mac 3 01.02.2050
Fannie Mae 3.5 01.02.2050
Fannie Mae 3.5 01.01.2050
Government National Mortgage Association 4 20.10.2049
Fannie Mae 4 01.09.2049
Fannie Mae 2.5 01.09.2049
Freddie Mac 3.5 01.07.2049
Freddie Mac 4 01.06.2047
Freddie Mac 4 01.07.2047
Freddie Mac 3.5 01.03.2048
Freddie Mac 3 01.01.2043
Freddie Mac 3.5 01.08.2043
Fannie Mae 4 01.04.2048
Freddie Mac 3.5 01.03.2048
Freddie Mac 4 01.07.2047
Freddie Mac 4 01.06.2047
Freddie Mac 3.5 01.02.2047
Fannie Mae 3 01.07.2029
Freddie Mac 3 01.05.2046
Freddie Mac 3.5 01.09.2045
Freddie Mac 3.5 01.07.2045
Government National Mortgage Association 3.5 20.02.2045
Government National Mortgage Association 4 20.10.2043
Freddie Mac 3.5 01.08.2043
Freddie Mac 3 01.07.2043
Freddie Mac 3 01.01.2043
AFRICAN DEVELOPMENT BANK 2.376 23.09.2021
CORP ANDINA DE FOMENTO 2.125 27.09.2021
EUROPEAN INVESTMENT BANK 2.125 15.10.2021
ABBOTT LABORATORIES 4.75 30.11.2036
ABBVIE INC 3.2 14.05.2026
ALTRIA GROUP INC 5.8 14.02.2039
APPLE INC 2.45 04.08.2026
BAT CAPITAL CORP 2.764 15.08.2022
BANK OF AMERICA CORP 3.97 05.03.2029
BARCLAYS BANK PLC 1.7 12.05.2022
CAPITAL ONE FINANCIAL CO 3.75 28.07.2026
CAPITAL ONE FINANCIAL CO 3.3 30.10.2024
CISCO SYSTEMS INC 5.9 15.02.2039
CISCO SYSTEMS INC 2.5 20.09.2026
CITIGROUP INC 2.75 25.04.2022
CITIGROUP INC 3.668 24.07.2028
CITIGROUP INC 2.976 05.11.2030
COCA-COLA CO/THE 2.6 01.06.2050
COMCAST CORP 2.8 15.01.2051
CREDIT SUISSE NEW YORK 2.8 08.04.2022
CREDIT SUISSE NEW YORK 1 05.05.2023
DEUTSCHE BANK NY 3.547 18.09.2031
EXXON MOBIL CORPORATION 3.043 01.03.2026
GENERAL MOTORS FINL CO 3.45 10.04.2022
GILEAD SCIENCES INC 4.8 01.04.2044
GOLDMAN SACHS GROUP INC 3 26.04.2022
GOLDMAN SACHS GROUP INC 3.691 05.06.2028
HALLIBURTON CO 5 15.11.2045
HOME DEPOT INC 3.35 15.04.2050
IBM CORP 3.45 19.02.2026
JPMORGAN CHASE & CO 3.625 13.05.2024
JPMORGAN CHASE & CO 3.9 15.07.2025
JPMORGAN CHASE & CO 3.3 01.04.2026
JPMORGAN CHASE & CO 2.7 18.05.2023
JPMORGAN CHASE & CO 3.54 01.05.2028
MCDONALD’S CORP 3.625 01.09.2049
MICROSOFT CORP 3.3 06.02.2027
MORGAN STANLEY 6.375 24.07.2042
NORTHROP GRUMMAN CORP 2.93 15.01.2025
NOVARTIS CAPITAL CORP 2.2 14.08.2030
PEPSICO INC 3 15.10.2027
ROYAL BANK OF CANADA 3.7 05.10.2023
SABINE PASS LIQUEFACTION 5.875 30.06.2026
SHELL INTERNATIONAL FIN 4.125 11.05.2035
SHERWIN-WILLIAMS CO 3.45 01.06.2027
SOUTHWEST AIRLINES CO 5.125 15.06.2027
SUNOCO LOGISTICS PARTNER 5.4 01.10.2047
TARGET CORP 4 01.07.2042
VERIZON COMMUNICATIONS 5.012 15.04.2049
VERIZON COMMUNICATIONS 5.25 16.03.2037
VIACOM INC 5.85 01.09.2043
WELLS FARGO & CO 4.125 15.08.2023
WELLS FARGO & COMPANY 3.3 09.09.2024
WELLS FARGO & COMPAN 4.9 17.11.2045

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.