Ordinary Adjustment | Solactive US Aggregate Bond CAD NTR Index | 31st July 2021
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, 28 July 2021 (Selection Day). The following changes to the index composition will become effective as of close of business on Saturday, 31 July 2021 (Adjustment Day).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| KFW | 0.5 | 20.09.2024 |
| Government National Mortgage Association | 2 | 20.07.2051 |
| Government National Mortgage Association | 2.5 | 20.07.2051 |
| Government National Mortgage Association | 3 | 20.07.2051 |
| Freddie Mac | 2 | 01.08.2051 |
| Freddie Mac | 2.5 | 01.08.2051 |
| Fannie Mae | 2 | 01.08.2051 |
| Fannie Mae | 2.5 | 01.08.2051 |
| Fannie Mae | 1.5 | 01.08.2036 |
| Fannie Mae | 2 | 01.08.2036 |
| Freddie Mac | 2.5 | 01.08.2051 |
| Freddie Mac | 2 | 01.08.2051 |
| Freddie Mac | 2 | 01.08.2051 |
| Freddie Mac | 2.5 | 01.08.2051 |
| Freddie Mac | 2.5 | 01.06.2051 |
| Freddie Mac | 2.5 | 01.07.2051 |
| Freddie Mac | 2 | 01.07.2051 |
| Fannie Mae | 2 | 01.07.2051 |
| Fannie Mae | 2.5 | 01.07.2051 |
| Fannie Mae | 1.5 | 01.07.2036 |
| Fannie Mae | 2 | 01.07.2036 |
| Fannie Mae | 2 | 01.07.2041 |
| Government National Mortgage Association | 2 | 20.06.2051 |
| Government National Mortgage Association | 2.5 | 20.06.2051 |
| Freddie Mac | 2 | 01.07.2036 |
| Government National Mortgage Association | 3 | 20.06.2051 |
| Freddie Mac | 2 | 01.07.2051 |
| Freddie Mac | 2.5 | 01.07.2051 |
| Freddie Mac | 2 | 01.07.2041 |
| Freddie Mac | 1.5 | 01.07.2036 |
| Freddie Mac | 1.5 | 01.07.2036 |
| Freddie Mac | 2 | 01.07.2036 |
| Freddie Mac | 2 | 01.07.2051 |
| Freddie Mac | 2.5 | 01.07.2051 |
| Freddie Mac | 1.5 | 01.06.2036 |
| Freddie Mac | 2 | 01.06.2036 |
| Freddie Mac | 1.5 | 01.06.2051 |
| Fannie Mae | 3.5 | 01.01.2051 |
| Freddie Mac | 2 | 01.06.2051 |
| Freddie Mac | 2.5 | 01.06.2051 |
| Freddie Mac | 1.5 | 01.06.2036 |
| Freddie Mac | 2 | 01.06.2036 |
| Fannie Mae | 1.5 | 01.06.2036 |
| Fannie Mae | 2 | 01.06.2036 |
| Freddie Mac | 1.5 | 01.06.2051 |
| Freddie Mac | 2 | 01.06.2051 |
| Freddie Mac | 2.5 | 01.06.2051 |
| Freddie Mac | 2.5 | 01.05.2051 |
| Freddie Mac | 2.5 | 01.05.2051 |
| COUNCIL OF EUROPE | 0.375 | 10.06.2024 |
| ASIAN DEVELOPMENT BANK | 0.375 | 11.06.2024 |
| INTL BK RECON & DEVELOP | 0.875 | 15.07.2026 |
| ASIAN DEVELOPMENT BANK | 1.25 | 09.06.2028 |
| INTER-AMERICAN DEVEL BK | 1.125 | 20.07.2028 |
| APPLE INC | 2.65 | 08.02.2051 |
| APPLE INC | 3.85 | 04.08.2046 |
| ABBVIE INC | 3.2 | 14.05.2026 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| AMGEN INC | 4.4 | 01.05.2045 |
| ANTHEM INC | 3.6 | 15.03.2051 |
| BANK OF AMERICA CORP | 2.299 | 21.07.2032 |
| BANK OF AMERICA CORP | 2.087 | 14.06.2029 |
| BANK OF AMERICA CORP | 3.97 | 05.03.2029 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORP | 2.972 | 21.07.2052 |
| BARCLAYS PLC | 3.65 | 16.03.2025 |
| BRISTOL-MYERS SQUIBB CO | 3.9 | 20.02.2028 |
| BP CAP MARKETS AMERICA | 2.939 | 04.06.2051 |
| CITIGROUP INC | 1.462 | 09.06.2027 |
| CITIGROUP INC | 3.98 | 20.03.2030 |
| CITIGROUP INC | 8.125 | 15.07.2039 |
| COMCAST CORP | 4.6 | 15.08.2045 |
| SALESFORCE.COM INC | 2.9 | 15.07.2051 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| DEUTSCHE BANK NY | 3.035 | 28.05.2032 |
| DOWDUPONT INC | 4.205 | 15.11.2023 |
| DOWDUPONT INC | 5.419 | 15.11.2048 |
| DELL INT LLC / EMC CORP | 6.02 | 15.06.2026 |
| DELL INT LLC / EMC CORP | 5.45 | 15.06.2023 |
| DELL INT LLC / EMC CORP | 8.35 | 15.07.2046 |
| DELL INT LLC / EMC CORP | 5.3 | 01.10.2029 |
| DELL INT LLC / EMC CORP | 4.9 | 01.10.2026 |
| DELL INT LLC / EMC CORP | 8.1 | 15.07.2036 |
| FIDELITY NATL INFO SERV | 2.25 | 01.03.2031 |
| FISERV INC | 4.4 | 01.07.2049 |
| FISERV INC | 2.75 | 01.07.2024 |
| ALPHABET INC | 2.05 | 15.08.2050 |
| GOLDMAN SACHS GROUP INC | 2.383 | 21.07.2032 |
| GOLDMAN SACHS GROUP INC | 1.542 | 10.09.2027 |
| GOLDMAN SACHS GROUP INC | 3.8 | 15.03.2030 |
| HOME DEPOT INC | 3.3 | 15.04.2040 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| INTEL CORP | 3.25 | 15.11.2049 |
| JOHNSON & JOHNSON | 3.4 | 15.01.2038 |
| JPMORGAN CHASE & CO | 2.005 | 13.03.2026 |
| JPMORGAN CHASE & CO | 3.375 | 01.05.2023 |
| JPMORGAN CHASE & CO | 2.7 | 18.05.2023 |
| JPMORGAN CHASE & CO | 5.6 | 15.07.2041 |
| KAISER FOUNDATION HOSPIT | 2.81 | 01.06.2041 |
| MORGAN STANLEY | 2.239 | 21.07.2032 |
| MORGAN STANLEY | 1.512 | 20.07.2027 |
| MORGAN STANLEY | 0.79 | 30.05.2025 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| MORGAN STANLEY | 5 | 24.11.2025 |
| MORGAN STANLEY | 3.95 | 23.04.2027 |
| MORGAN STANLEY | 0.731 | 05.04.2024 |
| MITSUBISHI UFJ FIN GRP | 3.761 | 26.07.2023 |
| ORACLE CORP | 3.8 | 15.11.2037 |
| PEPSICO INC | 3 | 15.10.2027 |
| PFIZER INC | 2.7 | 28.05.2050 |
| COOPERATIEVE RA | 5.25 | 24.05.2041 |
| BANCO SANTANDER | 0.701 | 30.06.2024 |
| TARGET CORP | 2.25 | 15.04.2025 |
| T-MOBILE USA INC | 3.875 | 15.04.2030 |
| T-MOBILE USA INC | 3.75 | 15.04.2027 |
| T-MOBILE USA INC | 3.3 | 15.02.2051 |
| T-MOBILE USA INC | 4.5 | 15.04.2050 |
| T-MOBILE USA INC | 3.5 | 15.04.2025 |
| T-MOBILE USA INC | 3 | 15.02.2041 |
| T-MOBILE USA INC | 2.55 | 15.02.2031 |
| T-MOBILE USA INC | 4.375 | 15.04.2040 |
| T-MOBILE USA INC | 2.05 | 15.02.2028 |
| US BANCORP | 1.45 | 12.05.2025 |
| VISA INC | 2 | 15.08.2050 |
| VISA INC | 1.9 | 15.04.2027 |
| VERIZON COMMUNICATIO | 4.672 | 15.03.2055 |
| WELLS FARGO & COMPANY | 4.75 | 07.12.2046 |
| WELLS FARGO & COMPANY | 4.4 | 14.06.2046 |
| WALMART INC | 2.85 | 08.07.2024 |
| WALMART INC | 3.25 | 08.07.2029 |
| WESTPAC BANKING CORP | 2.85 | 13.05.2026 |
| EXXON MOBIL CORPORATION | 4.114 | 01.03.2046 |
| EXXON MOBIL CORPORATION | 3.095 | 16.08.2049 |
| US TREASURY N/B | 2.375 | 15.05.2051 |
| US TREASURY N/B | 2.25 | 15.05.2041 |
| US TREASURY N/B | 1.625 | 15.05.2031 |
| US TREASURY N/B | 0.25 | 15.05.2024 |
| US TREASURY N/B | 0.125 | 31.05.2023 |
| US TREASURY N/B | 1.25 | 31.05.2028 |
| US TREASURY N/B | 0.75 | 31.05.2026 |
| US TREASURY N/B | 0.25 | 15.06.2024 |
| US TREASURY N/B | 1.25 | 30.06.2028 |
| US TREASURY N/B | 0.875 | 30.06.2026 |
| US TREASURY N/B | 0.125 | 30.06.2023 |
| US TREASURY N/B | 0.375 | 15.07.2024 |
| REPUBLIC OF AUSTRIA | 0.67 | 22.04.2025 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC | 3.5 | 01.02.2061 |
| ALPHABET INC | 1.1 | 15.08.2030 |
| AMAZON.COM INC | 2.7 | 03.06.2060 |
| AMERICAN TOWER CORP | 3.8 | 15.08.2029 |
| AMERISOURCEBERGEN CORP | 0.737 | 15.03.2023 |
| ANHEUSER-BUSCH INBEV WOR | 4 | 13.04.2028 |
| APPLE INC | 3.45 | 09.02.2045 |
| ASIAN DEVELOPMENT BANK | 1.875 | 19.07.2022 |
| BANK OF AMERICA CORP | 3.3 | 11.01.2023 |
| BANK OF AMERICA CORP | 3.5 | 19.04.2026 |
| BANK OF AMERICA CORP | 1.898 | 23.07.2031 |
| BANK OF AMERICA CORP | 1.197 | 24.10.2026 |
| BARCLAYS PLC | 3.684 | 10.01.2023 |
| BERKSHIRE HATHAWAY INC | 3.125 | 15.03.2026 |
| BOEING CO | 3.625 | 01.02.2031 |
| 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 |
| CARRIER GLOBAL CORP | 3.377 | 05.04.2040 |
| CARRIER GLOBAL CORP | 3.577 | 05.04.2050 |
| CHEVRON CORP | 3.191 | 24.06.2023 |
| CISCO SYSTEMS INC | 5.9 | 15.02.2039 |
| CITIGROUP INC | 4.75 | 18.05.2046 |
| CITIGROUP INC | 2.876 | 24.07.2023 |
| COMCAST CORP | 2.45 | 15.08.2052 |
| CORP ANDINA DE FOMENTO | 4.375 | 15.06.2022 |
| DEUTSCHE BANK NY | 3.547 | 18.09.2031 |
| DOW CHEMICAL CO/THE | 3.6 | 15.11.2050 |
| ENERGY TRANSFER OPERATNG | 5.25 | 15.04.2029 |
| EUROPEAN INVESTMENT BANK | 2.375 | 15.06.2022 |
| EXPORT DEVELOPMNT CANADA | 1.75 | 18.07.2022 |
| EXXON MOBIL CORPORATION | 2.709 | 06.03.2025 |
| Freddie Mac | 2.5 | 01.11.2028 |
| Freddie Mac | 3.5 | 01.10.2047 |
| Freddie Mac | 3.5 | 01.12.2047 |
| Freddie Mac | 4 | 01.09.2048 |
| Freddie Mac | 3.5 | 01.09.2045 |
| Freddie Mac | 3.5 | 01.10.2045 |
| Freddie Mac | 3.5 | 01.05.2045 |
| Freddie Mac | 3.5 | 01.07.2045 |
| Freddie Mac | 3 | 01.06.2046 |
| Freddie Mac | 3 | 01.12.2046 |
| Freddie Mac | 3.5 | 01.07.2045 |
| Freddie Mac | 3.5 | 01.05.2045 |
| Freddie Mac | 3.5 | 01.09.2045 |
| Freddie Mac | 3.5 | 01.10.2045 |
| Freddie Mac | 3.5 | 01.10.2047 |
| Freddie Mac | 3.5 | 01.12.2047 |
| Freddie Mac | 4 | 01.09.2048 |
| Freddie Mac | 2.5 | 01.11.2028 |
| Freddie Mac | 3.5 | 01.10.2042 |
| Freddie Mac | 4 | 01.12.2043 |
| Freddie Mac | 4 | 01.02.2047 |
| Freddie Mac | 3.5 | 01.06.2046 |
| Freddie Mac | 4 | 01.02.2049 |
| Freddie Mac | 3.5 | 01.07.2049 |
| Freddie Mac | 3 | 01.08.2049 |
| Freddie Mac | 3.5 | 01.08.2049 |
| Freddie Mac | 3 | 01.07.2046 |
| Freddie Mac | 3.5 | 01.10.2042 |
| Freddie Mac | 4 | 01.12.2043 |
| Freddie Mac | 4 | 01.02.2047 |
| Freddie Mac | 4 | 01.02.2049 |
| FEDERAL HOME LOAN BANK | 2.125 | 10.06.2022 |
| Freddie Mac | 2.5 | 01.12.2049 |
| Freddie Mac | 3 | 01.09.2049 |
| Freddie Mac | 2.5 | 01.11.2049 |
| Freddie Mac | 3 | 01.05.2050 |
| Freddie Mac | 2.5 | 01.01.2050 |
| Freddie Mac | 2 | 01.05.2051 |
| Freddie Mac | 2 | 01.08.2040 |
| Freddie Mac | 1.5 | 01.02.2041 |
| Freddie Mac | 2 | 01.01.2036 |
| FREDDIE MAC | 0.25 | 08.06.2022 |
| FREDDIE MAC | 0.125 | 25.07.2022 |
| Fannie Mae | 4 | 01.06.2043 |
| Fannie Mae | 4 | 01.02.2043 |
| Fannie Mae | 3.5 | 01.12.2046 |
| Fannie Mae | 4.5 | 01.01.2048 |
| Fannie Mae | 4 | 01.01.2049 |
| Fannie Mae | 4 | 01.09.2049 |
| Fannie Mae | 4 | 01.11.2048 |
| Fannie Mae | 4 | 01.12.2048 |
| Fannie Mae | 3.5 | 01.11.2047 |
| Fannie Mae | 3.5 | 01.09.2049 |
| Fannie Mae | 2.5 | 01.03.2050 |
| Fannie Mae | 2.5 | 01.05.2035 |
| FISERV INC | 3.2 | 01.07.2026 |
| Government National Mortgage Association | 3.5 | 20.05.2043 |
| Government National Mortgage Association | 3.5 | 20.03.2045 |
| Government National Mortgage Association | 3.5 | 20.08.2044 |
| Government National Mortgage Association | 3.5 | 20.09.2044 |
| Government National Mortgage Association | 3.5 | 20.10.2044 |
| Government National Mortgage Association | 3.5 | 20.12.2044 |
| Government National Mortgage Association | 3.5 | 20.01.2045 |
| Government National Mortgage Association | 4 | 20.04.2047 |
| Government National Mortgage Association | 4.5 | 20.07.2048 |
| Government National Mortgage Association | 4.5 | 20.08.2048 |
| Government National Mortgage Association | 4 | 20.07.2047 |
| Government National Mortgage Association | 4 | 20.08.2047 |
| Government National Mortgage Association | 3 | 20.08.2047 |
| Government National Mortgage Association | 3 | 20.09.2047 |
| Government National Mortgage Association | 4 | 20.09.2047 |
| Government National Mortgage Association | 3 | 20.10.2047 |
| Government National Mortgage Association | 4 | 20.03.2048 |
| Government National Mortgage Association | 2.5 | 20.10.2049 |
| Government National Mortgage Association | 4.5 | 20.09.2048 |
| Government National Mortgage Association | 4.5 | 20.10.2048 |
| Government National Mortgage Association | 4.5 | 20.11.2048 |
| Government National Mortgage Association | 4.5 | 20.12.2048 |
| Government National Mortgage Association | 4.5 | 20.01.2049 |
| Government National Mortgage Association | 3.5 | 20.04.2049 |
| Government National Mortgage Association | 4 | 20.08.2049 |
| Government National Mortgage Association | 3 | 20.01.2051 |
| Government National Mortgage Association | 3.5 | 20.06.2050 |
| Government National Mortgage Association | 3.5 | 20.07.2050 |
| Government National Mortgage Association | 4.5 | 15.01.2040 |
| GENERAL ELECTRIC CO | 4.35 | 01.05.2050 |
| GENERAL ELECTRIC CAPITAL CORP | 5.875 | 14.01.2038 |
| GENERAL ELECTRIC CAPITAL CORP | 6.875 | 10.01.2039 |
| GENERAL MOTORS CO | 4.875 | 02.10.2023 |
| GENERAL MOTORS CO | 6.25 | 02.10.2043 |
| GENERAL MOTORS FINL CO | 5.1 | 17.01.2024 |
| GLAXOSMITHKLINE CAP INC | 3.375 | 15.05.2023 |
| GOLDMAN SACHS GROUP INC/THE | 3.625 | 22.01.2023 |
| GOLDMAN SACHS GROUP INC | 2.905 | 24.07.2023 |
| GOLDMAN SACHS GROUP INC | 3.272 | 29.09.2025 |
| GOLDMAN SACHS GROUP INC | 3.814 | 23.04.2029 |
| HOME DEPOT INC | 3.125 | 15.12.2049 |
| INTL BK RECON & DEVELOP | 2.125 | 01.07.2022 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND | 4 | 30.06.2022 |
| JPMORGAN CHASE & CO | 3.2 | 25.01.2023 |
| JPMORGAN CHASE & CO | 3.109 | 22.04.2051 |
| JPMORGAN CHASE & CO | 1.514 | 01.06.2024 |
| JPMORGAN CHASE & CO | 0.697 | 16.03.2024 |
| KFW | 2.125 | 15.06.2022 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MEDTRONIC INC | 4.375 | 15.03.2035 |
| MICROSOFT CORP | 2.7 | 12.02.2025 |
| MICROSOFT CORP | 2.675 | 01.06.2060 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MORGAN STANLEY | 1.794 | 13.02.2032 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| MORGAN STANLEY | 3.125 | 23.01.2023 |
| NOVARTIS CAPITAL CORP | 3 | 20.11.2025 |
| ORACLE CORP | 3.4 | 08.07.2024 |
| PACIFIC GAS & ELECTRIC | 3.5 | 01.08.2050 |
| PETROLEOS MEXICANOS | 6.49 | 23.01.2027 |
| PFIZER INC | 1.7 | 28.05.2030 |
| REGENERON PHARMACEUTICAL | 1.75 | 15.09.2030 |
| RIO TINTO FIN USA LTD | 5.2 | 02.11.2040 |
| ROYAL BANK OF CANADA | 3.7 | 05.10.2023 |
| ROYAL BANK OF CANADA | 2.25 | 01.11.2024 |
| SABINE PASS LIQUEFACTION LLC | 5.625 | 15.04.2023 |
| SHELL INTERNATIONAL FIN | 2.375 | 07.11.2029 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| TJX COS INC | 3.5 | 15.04.2025 |
| TELEDYNE TECHNOLOGIES IN | 2.75 | 01.04.2031 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| TOYOTA MOTOR CREDIT CORP | 2.9 | 30.03.2023 |
| US TREASURY N/B | 1.75 | 15.06.2022 |
| US TREASURY N/B | 1.75 | 15.07.2022 |
| US TREASURY N/B | 1.875 | 31.05.2022 |
| US TREASURY N/B | 2.125 | 30.06.2022 |
| US TREASURY N/B | 1.75 | 31.05.2022 |
| US TREASURY N/B | 1.75 | 30.06.2022 |
| US TREASURY N/B | 0.125 | 31.05.2022 |
| US TREASURY N/B | 0.125 | 30.06.2022 |
| VALE OVERSEAS LIMITED | 3.75 | 08.07.2030 |
| VERIZON COMMUNICATIONS INC | 5.15 | 15.09.2023 |
| VERIZON COMMUNICATIONS INC | 4.4 | 01.11.2034 |
| VERIZON COMMUNICATIONS | 1.45 | 20.03.2026 |
| VISA INC | 4.15 | 14.12.2035 |
| WAL-MART STORES INC | 3.3 | 22.04.2024 |
| WELLS FARGO & CO | 3.45 | 13.02.2023 |
| WELLS FARGO & COMPANY | 3 | 19.02.2025 |
| WELLS FARGO & COMPAN | 4.9 | 17.11.2045 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| FMS WERTMANAGEMENT | 0.275 | 28.07.2022 |
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.