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Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 03rd April 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 Wednesday, 29 March 2023 (Selection Day). The following changes to the index composition will become effective as of close of business on Monday, 03 April 2023 (Adjustment Day).

Adjustments:

Issuer Name Coupon Maturity Date
FEDERAL HOME LOAN BANK SYSTEM 5.5 01.04.2024
FEDERAL HOME LOAN BANK SYSTEM 5.51 01.04.2024
FEDERAL HOME LOAN BANK SYSTEM 4.875 13.09.2024
FEDERAL HOME LOAN BANK SYSTEM 5.0 28.02.2025
LANDESBANK BADEN-WURTTEMBERG 4.875 09.03.2026
FNMA 5.0 01.04.2053
GNMA II 4.5 20.03.2053
GNMA II 5.0 20.03.2053
GNMA II 5.5 20.03.2053
GNMA II 6.0 20.03.2053
GNMA II 6.0 20.02.2053
AERCAP IRELAND CAP/GLOBA 3.85 29.10.2041
AMERICAN EXPRESS CO 3.95 01.08.2025
AMGEN INC 3.375 21.02.2050
ANHEUSER-BUSCH INBEV WOR 5.8 23.01.2059
APPLE INC 3.45 09.02.2045
APTIV PLC 3.1 01.12.2051
BANK OF AMERICA CORP 3.5 19.04.2026
BANK OF AMERICA CORP 1.197 24.10.2026
BARCLAYS PLC 4.972 16.05.2029
BARCLAYS PLC 2.852 07.05.2026
BARCLAYS PLC 2.279 24.11.2027
CARRIER GLOBAL CORP 3.377 05.04.2040
CHEVRON CORP 2.236 11.05.2030
COCA-COLA CO/THE 1.45 01.06.2027
DEERE & COMPANY 3.9 09.06.2042
ENBRIDGE INC. 5.7 08.03.2033
EXXON MOBIL CORPORATION 3.095 16.08.2049
GOLDMAN SACHS GROUP INC 1.093 09.12.2026
GOLDMAN SACHS GROUP 3.75 22.05.2025
GOLDMAN SACHS GROUP 5.15 22.05.2045
HSBC HOLDINGS PLC 3.9 25.05.2026
HSBC HOLDINGS PLC 6.332 09.03.2044
HOME DEPOT INC 2.7 15.04.2030
HONEYWELL INTERNATIO 2.5 01.11.2026
JPMORGAN CHASE & CO 3.109 22.04.2051
JPMORGAN CHASE & CO 4.586 26.04.2033
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
MERCK & CO INC 1.7 10.06.2027
MORGAN STANLEY 4.35 08.09.2026
MORGAN STANLEY 3.217 22.04.2042
ORACLE CORPORATION 4.9 06.02.2033
ROYAL BK SCOTLND GRP PLC 4.892 18.05.2029
ROYAL BANK OF CANADA 3.375 14.04.2025
CHARLES SCHWAB CORP 2.45 03.03.2027
SUMITOMO MITSUI FINL GRP 3.04 16.07.2029
TAKEDA PHARMACEUTICAL 3.175 09.07.2050
TARGET CORP 2.25 15.04.2025
TORONTO-DOMINION BANK 3.2 10.03.2032
US BANCORP 2.491 03.11.2036
VALE OVERSEAS LIMITED 3.75 08.07.2030
UPJOHN INC 2.7 22.06.2030
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
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 15.03.2026
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.875 15.02.2043
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.0 28.02.2030
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.0 29.02.2028
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 28.02.2025
AGENCE FRANCAISE DE DEVELOPPEMENT 4.5 17.02.2026
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 4.375 09.03.2028
AFRICAN DEVELOPMENT BANK 4.375 14.03.2028

Deletions:

Issuer Name Coupon Maturity Date
AT&T INC 3.65 15.09.2059
AT&T INC 3.8 01.12.2057
ASIAN DEVELOPMENT BANK 1.625 15.03.2024
BAT CAPITAL CORP 2.259 25.03.2028
BANK OF AMERICA CORP 5.0 21.01.2044
BANK OF AMERICA CORP 4.2 26.08.2024
BANK OF AMERICA CORP 3.97 05.03.2029
BANK OF NY MELLON CORP 5.834 25.10.2033
TRUIST BANK 2.15 06.12.2024
CAPITAL ONE FINANCIAL CO 3.75 28.07.2026
CAPITAL ONE FINANCIAL CO 3.3 30.10.2024
CISCO SYSTEMS INC 2.5 20.09.2026
CITIGROUP INC 3.668 24.07.2028
CITIGROUP INC 2.666 29.01.2031
CRED SUIS GP FUN LTD 4.875 15.05.2045
CREDIT SUISSE NEW YORK 3.625 09.09.2024
CREDIT SUISSE AG (NEW YORK BRANCH) 7.5 15.02.2028
DOMINION ENERGY INC 3.375 01.04.2030
ENERGY TRANSFER OPERATNG 5.25 15.04.2029
EQUINOR ASA 3.125 06.04.2030
EUROPEAN INVESTMENT BANK 2.625 15.03.2024
EXXON MOBIL CORPORATION 4.114 01.03.2046
FEDERAL HOME LOAN BANK 3.25 08.03.2024
FEDERAL HOME LOAN BANK SYSTEM 4.75 08.03.2024
Freddie Mac 3.0 01.11.2049
FEDERAL HOME LOAN MORTGAGE CORPORATION 5.0 26.01.2028
Fannie Mae 3.5 01.05.2043
Fannie Mae 3.0 01.10.2046
Fannie Mae 1.5 01.11.2041
Fannie Mae 2.0 01.05.2035
FOMENTO ECONOMICO MEX 3.5 16.01.2050
GENERAL MOTORS FINL CO 1.25 08.01.2026
GOLDMAN SACHS GROUP INC 3.691 05.06.2028
GOLDMAN SACHS GROUP INC 3.8 15.03.2030
GOLDMAN SACHS GROUP INC 4.482 23.08.2028
HSBC HOLDINGS PLC 3.803 11.03.2025
HSBC HOLDINGS PLC 2.251 22.11.2027
INTL BK RECON & DEVELOP 2.5 19.03.2024
INTL BK RECON & DEVELOP 2.25 28.03.2024
JPMORGAN CHASE & CO 3.875 10.09.2024
JPMORGAN CHASE & CO 3.9 15.07.2025
JPMORGAN CHASE & CO 3.54 01.05.2028
KAISER FOUNDATION HOSPIT 4.15 01.05.2047
KINDER MORGAN INC. 5.2 01.06.2033
KFW 0.25 08.03.2024
ELI LILLY & CO 2.25 15.05.2050
PEPSICO INC 2.25 19.03.2025
ROYAL BK SCOTLND GRP PLC 4.269 22.03.2025
ROYAL BANK OF CANADA 1.15 10.06.2025
SALESFORCE.COM INC 1.95 15.07.2031
SOUTHERN CO 3.25 01.07.2026
T-MOBILE USA INC 4.75 01.02.2028
TORONTO-DOMINION BANK 4.285 13.09.2024
US BANCORP 5.85 21.10.2033
US TREASURY N/B 2.375 29.02.2024
US TREASURY N/B 2.125 29.02.2024
US TREASURY N/B 0.25 15.03.2024
US TREASURY N/B 1.5 29.02.2024
UNITEDHEALTH GROUP INC 5.875 15.02.2053
VMWARE INC 1.4 15.08.2026
VODAFONE GROUP PLC 6.15 27.02.2037
WESTPAC BANKING CORPORATION 5.457 18.11.2027
CAISSE DAMORT DETTE SOC 3.375 20.03.2024
BK OF ENGLAND EURO NOTE 0.25 08.03.2024

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.