Ordinary Rebalance | Solactive US Aggregate Bond CAD Index | Effective Date 1st October 2024
As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Thursday, 26 September 2024 (Selection Date). The following changes to the index composition will become effective as of Tuesday, 01 October 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| EXPORT DEVELOPMENT CANADA | 3.75 | 07.09.2027 |
| CAISSE DAMORTISSEMENT DE LA DETTE SOCIALE | 3.75 | 12.09.2027 |
| FHLMC | 6.0 | 01.10.2054 |
| GNMA II | 6.0 | 20.09.2054 |
| GNMA II | 5.5 | 20.09.2054 |
| FHLMC | 5.5 | 01.10.2054 |
| FHLMC | 5.5 | 01.10.2054 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 5.5 | 01.09.2054 |
| GNMA II | 5.0 | 20.09.2054 |
| FHLMC | 6.5 | 01.09.2054 |
| FNMA | 3.5 | 01.09.2045 |
| FHLMC | 2.0 | 01.07.2035 |
| FHLMC | 2.0 | 01.02.2051 |
| FNMA | 2.0 | 01.09.2050 |
| FHLMC | 2.0 | 01.11.2035 |
| GOLDMAN SACHS GROUP INC. | 4.482 | 23.08.2028 |
| CITIGROUP INC. | 3.668 | 24.07.2028 |
| WELLS FARGO & COMPANY | 5.198 | 23.01.2030 |
| NVIDIA CORPORATION | 2.85 | 01.04.2030 |
| CHENIERE ENERGY PARTNERS L.P. | 4.5 | 01.10.2029 |
| DEUTSCHE BANK AG NEW YORK BRANCH | 6.819 | 20.11.2029 |
| GENERAL MOTORS FINANCIAL COMPANY INC. | 5.8 | 07.01.2029 |
| NVIDIA CORPORATION | 1.55 | 15.06.2028 |
| UNITEDHEALTH GROUP INCORPORATED | 5.5 | 15.07.2044 |
| MERCK & CO. INC. | 3.7 | 10.02.2045 |
| BRISTOL-MYERS SQUIBB COMPANY | 5.65 | 22.02.2064 |
| KRAFT HEINZ FOODS CO. | 3.0 | 01.06.2026 |
| ROGERS COMMUNICATIONS INC. | 5.0 | 15.02.2029 |
| BROADCOM INC. | 5.05 | 12.07.2027 |
| UNITEDHEALTH GROUP INCORPORATED | 4.95 | 15.01.2032 |
| UNITEDHEALTH GROUP INCORPORATED | 2.3 | 15.05.2031 |
| JPMORGAN CHASE & CO. | 5.766 | 22.04.2035 |
| JPMORGAN CHASE & CO. | 6.254 | 23.10.2034 |
| ALPHABET INC. | 1.998 | 15.08.2026 |
| VIATRIS INC. | 3.85 | 22.06.2040 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| BP CAPITAL MARKETS AMERICA INC. | 2.939 | 04.06.2051 |
| EXXON MOBIL CORPORATION | 3.452 | 15.04.2051 |
| JOHNSON & JOHNSON | 3.7 | 01.03.2046 |
| PEPSICO INC. | 2.75 | 19.03.2030 |
| BERKSHIRE HATHAWAY FINANCE CORP. | 5.75 | 15.01.2040 |
| ALPHABET INC. | 2.05 | 15.08.2050 |
| WILLIAMS COMPANIES INC. | 2.6 | 15.03.2031 |
| ENERGY TRANSFER OPERATING L.P. | 3.75 | 15.05.2030 |
| CVS HEALTH CORPORATION | 3.75 | 01.04.2030 |
| KROGER CO. | 5.0 | 15.09.2034 |
| ONEOK INC. | 5.05 | 01.11.2034 |
| UBER TECHNOLOGIES INC. | 4.8 | 15.09.2034 |
| HCA INC. | 5.25 | 15.06.2026 |
| JPMORGAN CHASE & CO. | 3.157 | 22.04.2042 |
| JPMORGAN CHASE & CO. | 5.04 | 23.01.2028 |
| JPMORGAN CHASE & CO. | 3.54 | 01.05.2028 |
| ORACLE CORPORATION | 5.55 | 06.02.2053 |
| KROGER CO. | 5.5 | 15.09.2054 |
| WALT DISNEY COMPANY | 2.65 | 13.01.2031 |
| VERIZON COMMUNICATIONS INC. | 2.875 | 20.11.2050 |
| ABBOTT LABORATORIES | 3.75 | 30.11.2026 |
| CITIGROUP INC. | 4.542 | 19.09.2030 |
| AMAZON.COM INC. | 3.3 | 13.04.2027 |
| CISCO SYSTEMS INC. | 4.8 | 26.02.2027 |
| CIGNA GROUP | 4.8 | 15.08.2038 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.375 | 15.09.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.625 | 31.08.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.75 | 31.08.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.75 | 31.08.2031 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 15.08.2044 |
| ASIAN DEVELOPMENT BANK | 3.625 | 28.08.2029 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 3.875 | 28.08.2034 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 4.0 | 27.08.2026 |
| EUROPEAN INVESTMENT BANK | 3.75 | 15.11.2029 |
| AFRICAN DEVELOPMENT BANK | 3.5 | 18.09.2029 |
| INTER-AMERICAN DEVELOPMENT BANK | 3.625 | 17.09.2031 |
| LA CORPORACION ANDINA DE FOMENTO SA | 4.125 | 07.01.2028 |
| AGENCE FRANCAISE DE DEVELOPPEMENT | 4.0 | 15.06.2027 |
| INTERNATIONAL DEVELOPMENT ASSOCIATION | 3.75 | 12.09.2031 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC. | 3.65 | 15.09.2059 |
| AT&T INC. | 1.7 | 25.03.2026 |
| AT&T INC. | 3.8 | 01.12.2057 |
| ABBVIE INC. | 5.05 | 15.03.2034 |
| AMAZON.COM INC. | 2.875 | 12.05.2041 |
| AMGEN INC. | 3.375 | 21.02.2050 |
| APPLE INC. | 3.85 | 04.08.2046 |
| ASIAN DEVELOPMENT BANK | 0.375 | 03.09.2025 |
| BANCO SANTANDER S.A. | 5.439 | 15.07.2031 |
| BANCO SANTANDER S.A. | 2.749 | 03.12.2030 |
| BANK OF AMERICA CORPORATION | 4.45 | 03.03.2026 |
| BANK OF AMERICA CORPORATION | 4.443 | 20.01.2048 |
| BANK OF AMERICA NA | 5.526 | 18.08.2026 |
| BAXTER INTERNATIONAL INC. | 2.539 | 01.02.2032 |
| BERKSHIRE HATHAWAY INC. | 3.125 | 15.03.2026 |
| BIOGEN INC. | 2.25 | 01.05.2030 |
| CANADIAN NATURAL RESOURCES LIMITED | 6.25 | 15.03.2038 |
| CANADIAN NATURAL RESOURCES LIMITED | 3.85 | 01.06.2027 |
| CITIGROUP INC. | 3.4 | 01.05.2026 |
| CITIGROUP INC. | 5.449 | 11.06.2035 |
| LA CORPORACION ANDINA DE FOMENTO SA | 1.625 | 23.09.2025 |
| DIAMONDBACK ENERGY INC. | 5.4 | 18.04.2034 |
| ENERGY TRANSFER OPERATING L.P. | 5.25 | 15.04.2029 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| EXXON MOBIL CORPORATION | 3.043 | 01.03.2026 |
| FHLMC | 2.0 | 01.01.2037 |
| FHLMC | 2.5 | 01.01.2050 |
| FHLMC | 6.5 | 01.02.2054 |
| FHLMC | 4.0 | 01.05.2049 |
| FHLMC | 6.0 | 01.02.2054 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 0.375 | 23.09.2025 |
| FNMA | 6.5 | 01.10.2053 |
| Government National Mortgage Association | 3.5 | 20.08.2042 |
| GNMA II | 6.5 | 20.07.2053 |
| GNMA II | 7.0 | 20.01.2054 |
| GILEAD SCIENCES INC. | 3.65 | 01.03.2026 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| HOME DEPOT INC. | 5.15 | 25.06.2026 |
| INTERNATIONAL BUSINESS MACHINES CORPORATION | 4.15 | 15.05.2039 |
| INTERNATIONAL FINANCE CORP. | 3.625 | 15.09.2025 |
| JPMORGAN CHASE & CO. | 6.4 | 15.05.2038 |
| JPMORGAN CHASE & CO. | 4.203 | 23.07.2029 |
| JPMORGAN CHASE & CO. | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO. | 2.545 | 08.11.2032 |
| KFW | 5.125 | 29.09.2025 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| WARNERMEDIA HOLDINGS INC. | 4.054 | 15.03.2029 |
| WARNERMEDIA HOLDINGS INC. | 6.412 | 15.03.2026 |
| MORGAN STANLEY | 4.35 | 08.09.2026 |
| MORGAN STANLEY | 5.656 | 18.04.2030 |
| NATIONAL AUSTRALIA BANK LTD. (NEW YORK) | 3.905 | 09.06.2027 |
| ORACLE CORPORATION | 1.65 | 25.03.2026 |
| QUALCOMM INCORPORATED | 4.8 | 20.05.2045 |
| ROGERS COMMUNICATIONS INC. | 5.3 | 15.02.2034 |
| ROYAL BANK OF CANADA | 4.969 | 02.08.2030 |
| SHERWIN-WILLIAMS COMPANY | 3.45 | 01.06.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 2.75 | 31.08.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 0.25 | 31.08.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.5 | 15.09.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 5.0 | 31.08.2025 |
| UNITEDHEALTH GROUP INCORPORATED | 4.5 | 15.04.2033 |
| VIATRIS INC. | 4.0 | 22.06.2050 |
| WELLS FARGO BANK N.A. | 5.45 | 07.08.2026 |
| WELLS FARGO & COMPANY | 4.478 | 04.04.2031 |
| CAISSE DAMORTISSEMENT DE LA DETTE SOCIALE | 0.375 | 23.09.2025 |
| INTERNATIONAL DEVELOPMENT ASSOCIATION | 0.375 | 23.09.2025 |
| NEW DEVELOPMENT BANK | 0.625 | 29.09.2025 |
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.