FACTBOX-Changes to American high grade CDS index

NEW YORK, March 11 (Reuters) - The new series of the North American benchmark credit default swaps indexes will be introduced in the coming weeks.

A new series, which typically becomes the most traded index, is introduced every six months when some credit default swaps underlying the index are replaced due to changes in ratings, liquidity or other criteria.

The following is a list of changes to the investment grade corporate index when the new series is introduced on March 20.

ADDED

Avnet, Inc (AVT.N)

Boston Properties Limited Partnership (BXP.N)

Canadian Natural Resources Ltd (CNQ.TO)

Cisco Systems, Inc (CSCO.O)

Dell Inc (DELL.O)

Lowe's Companies Inc (LOW.N)

Pfizer Inc (PFE.N)

TJX Companies Inc (TJX.N)

Vornado Realty Trust (VNO.N)

REMOVED

Embarq Corp (EQ.N)

Gannett Co, Inc (GCI.N)