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Announcements

Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 01st March 2023

As part of the ordinary adjustment of the index, the composition of the Solactive US Aggregate Bond CAD NTR Index (DE000SL0AYF3) was reviewed on Friday, 24 February 2023 (Selection Day). The following changes to the index composition will become effective as of close of business on Wednesday, 01 March 2023 (Adjustment Day).

Adjustments:

Issuer Name Coupon Maturity Date
SWEDISH EXPORT CREDIT CORP. 4.375 13.02.2026
FEDERAL HOME LOAN MORTGAGE CORPORATION 5.0 26.01.2028
EXPORT DEVELOPMENT CANADA 3.875 14.02.2028
GNMA II 5.0 20.02.2053
GNMA II 5.5 20.02.2053
FHLMC 5.0 01.02.2053
FHLMC 5.5 01.02.2053
FNMA 5.5 01.02.2053
FHLMC 4.5 01.05.2046
FHLMC 3.5 01.09.2047
AT&T INC. 5.539 20.02.2026
ABBVIE INC 4.5 14.05.2035
AMAZON.COM INC 3.95 13.04.2052
ANHEUSER-BUSCH INBEV WOR 4.0 13.04.2028
BANK OF AMERICA CORP 5.0 21.01.2044
BANK OF AMERICA CORP 3.248 21.10.2027
BANK OF AMERICA CORP 4.244 24.04.2038
BANK OF AMERICA CORP 3.97 05.03.2029
BANK OF AMERICA CORP 0.976 22.04.2025
TRUIST BANK 2.15 06.12.2024
BERKSHIRE HATHAWAY FIN 5.75 15.01.2040
BERKSHIRE HATHAWAY FIN 2.85 15.10.2050
BRISTOL-MYERS SQUIBB CO 2.55 13.11.2050
CVS HEALTH CORPORATION 5.25 21.02.2033
CAPITAL ONE FINANCIAL CO 3.75 28.07.2026
CISCO SYSTEMS INC 2.5 20.09.2026
CITIGROUP INC 3.668 24.07.2028
CITIGROUP INC 2.666 29.01.2031
COMCAST CORP 2.987 01.11.2063
CREDIT SUISSE AG (NEW YORK BRANCH) 7.5 15.02.2028
EQUINOR ASA 3.125 06.04.2030
EXXON MOBIL CORPORATION 4.114 01.03.2046
EXXON MOBIL CORPORATION 2.44 16.08.2029
GENERAL MOTORS FINL CO 1.25 08.01.2026
GOLDMAN SACHS GROUP INC 4.482 23.08.2028
HSBC HOLDINGS PLC 2.251 22.11.2027
INTEL CORP 3.734 08.12.2047
INTEL CORP 2.45 15.11.2029
INTEL CORP 3.4 25.03.2025
INTEL CORP 3.9 25.03.2030
INTEL CORP 4.9 05.08.2052
INTEL CORPORATION 4.875 10.02.2026
INTEL CORPORATION 4.875 10.02.2028
INTEL CORPORATION 5.2 10.02.2033
INTEL CORPORATION 5.7 10.02.2053
IBM CORP 4.15 15.05.2039
JPMORGAN CHASE & CO 3.9 15.07.2025
JPMORGAN CHASE & CO 3.3 01.04.2026
JPMORGAN CHASE & CO 3.54 01.05.2028
KAISER FOUNDATION HOSPIT 4.15 01.05.2047
KINDER MORGAN INC. 5.2 01.06.2033
ELI LILLY & CO 2.25 15.05.2050
MPLX LP 2.65 15.08.2030
MERCK & CO INC 3.7 10.02.2045
MERCK & CO INC 2.15 10.12.2031
MICROSOFT CORP 2.675 01.06.2060
MORGAN STANLEY 1.794 13.02.2032
ORACLE CORP 3.85 01.04.2060
ORACLE CORPORATION 5.55 06.02.2053
PFIZER INC 3.45 15.03.2029
ROYAL BK SCOTLND GRP PLC 5.076 27.01.2030
SALESFORCE.COM INC 1.95 15.07.2031
SHELL INTERNATIONAL FIN 3.25 06.04.2050
TELEFONICA EMISIONES SAU 4.103 08.03.2027
US BANCORP 5.85 21.10.2033
U.S. BANCORP 4.653 01.02.2029
UNITEDHEALTH GROUP INC 4.75 15.05.2052
UNITEDHEALTH GROUP INC 5.875 15.02.2053
UPJOHN INC 4.0 22.06.2050
VISA INC 1.9 15.04.2027
VMWARE INC 1.4 15.08.2026
VMWARE INC 2.2 15.08.2031
VODAFONE GROUP PLC 6.15 27.02.2037
WELLS FARGO & COMPANY 3.55 29.09.2025
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.5 15.02.2033
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.625 15.02.2053
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.0 15.02.2026
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.5 31.01.2028
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.5 31.01.2030
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.125 31.01.2025
EUROPEAN BK RECON & DEV 1.625 27.09.2024
LA CORPORACION ANDINA DE FOMENTO SA 4.75 01.04.2026
COUNCIL OF EUROPE DEVELOPMENT BANK 3.625 26.01.2028
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.875 14.02.2030
EUROPEAN INVESTMENT BANK 3.75 14.02.2033

Deletions:

Issuer Name Coupon Maturity Date
ALTRIA GROUP INC 5.375 31.01.2044
AMAZON.COM INC 2.8 22.08.2024
AMAZON.COM INC 2.7 03.06.2060
AMAZON.COM INC 2.875 12.05.2041
AMGEN INC 3.375 21.02.2050
APPLE INC 3.45 09.02.2045
BAT CAPITAL CORP 3.222 15.08.2024
BANK OF AMERICA CORP 1.922 24.10.2031
BERKSHIRE HATHAWAY FIN 4.2 15.08.2048
BIOGEN INC 4.05 15.09.2025
BP CAP MARKETS AMERICA 3.0 24.02.2050
BRISTOL-MYERS SQUIBB CO 2.9 26.07.2024
CVS HEALTH CORP 3.75 01.04.2030
CHENIERE CORP CHRISTI HD 5.875 31.03.2025
CHEVRON CORP 2.236 11.05.2030
CITIGROUP INC 3.98 20.03.2030
COUNCIL OF EUROPE 2.5 27.02.2024
DEUTSCHE BANK NY 2.552 07.01.2028
DUKE ENERGY CORP 3.75 01.09.2046
EXPORT DEVELOPMNT CANADA 2.625 21.02.2024
EXXON MOBIL CORPORATION 3.095 16.08.2049
META PLATFORMS INC 3.5 15.08.2027
META PLATFORMS INC 3.85 15.08.2032
META PLATFORMS INC 4.45 15.08.2052
Freddie Mac 2.0 01.05.2035
Freddie Mac 3.0 01.01.2047
FHLMC 5.0 01.01.2053
Freddie Mac 2.0 01.10.2040
FANNIE MAE 2.5 05.02.2024
Fannie Mae 4.5 01.09.2042
GENERAL MOTORS CO 6.25 02.10.2043
GOLDMAN SACHS GROUP INC 3.21 22.04.2042
HSBC HOLDINGS PLC 3.9 25.05.2026
HSBC HOLDINGS PLC 4.041 13.03.2028
HOME DEPOT INC 4.5 06.12.2048
HOME DEPOT INC 2.7 15.04.2030
HOME DEPOT INC 3.3 15.04.2040
HONEYWELL INTERNATIO 2.5 01.11.2026
INTER-AMERICAN DEVEL BK 3.0 21.02.2024
JPMORGAN CHASE & CO 3.109 22.04.2051
KAISER FOUNDATION HOSPIT 2.81 01.06.2041
KINDER MORGAN INC/DELAWA 4.3 01.06.2025
KFW 2.625 28.02.2024
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
MORGAN STANLEY 3.971 22.07.2038
MORGAN STANLEY 4.21 20.04.2028
MORGAN STANLEY 5.123 01.02.2029
MORGAN STANLEY 6.375 24.07.2042
MORGAN STANLEY 3.217 22.04.2042
ORACLE CORP 3.8 15.11.2037
QUALCOMM INC 4.3 20.05.2047
ROYAL BANK OF CANADA 3.97 26.07.2024
SALESFORCE.COM INC 3.7 11.04.2028
CHARLES SCHWAB CORP 2.45 03.03.2027
SUMITOMO MITSUI FINL GRP 3.04 16.07.2029
T-MOBILE USA INC 3.4 15.10.2052
TARGET CORP 2.25 15.04.2025
TORONTO-DOMINION BANK 3.2 10.03.2032
TORONTO-DOMINION BANK 4.108 08.06.2027
TOTAL CAPITAL INTL SA 3.127 29.05.2050
UNITED PARCEL SERVICE 5.3 01.04.2050
US BANCORP 4.967 22.07.2033
US TREASURY N/B 2.5 31.01.2024
US TREASURY N/B 2.75 15.02.2024
US TREASURY N/B 2.25 31.01.2024
US TREASURY N/B 0.125 15.02.2024
US TREASURY N/B 0.875 31.01.2024
UNITEDHEALTH GROUP IN 4.75 15.07.2045
VALE OVERSEAS LIMITED 3.75 08.07.2030
VERIZON COMMUNICATIONS 1.75 20.01.2031
VERIZON COMMUNICATIONS 2.875 20.11.2050
VODAFONE GROUP PLC 5.25 30.05.2048
VODAFONE GROUP PLC 4.875 19.06.2049
WAL-MART STORES INC 6.2 15.04.2038
WELLS FARGO & COMPANY 3.0 19.02.2025
WELLS FARGO & COMPANY 4.15 24.01.2029
WELLS FARGO & COMPANY 4.478 04.04.2031
WESTPAC BANKING CORP 1.953 20.11.2028
WYETH LLC 5.95 01.04.2037
REPUBLIC OF SLOVENIA 5.25 18.02.2024

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.