Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | 01st February 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, 27 January 2023 (Selection Day). The following changes to the index composition will become effective as of close of business on Wednesday, 01 February 2023 (Rebalance Day).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION | 4.5 | 11.01.2028 |
| GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION | 4.625 | 11.01.2033 |
| GOVERNMENT OF ISRAEL | 4.5 | 17.01.2033 |
| FEDERAL HOME LOAN BANK SYSTEM | 4.75 | 08.03.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 4.875 | 14.06.2024 |
| SWEDISH EXPORT CREDIT CORP. | 4.625 | 28.11.2025 |
| CAISSE D’AMORTISSEMENT DE LA DETTE SOCIALE | 4.0 | 25.01.2026 |
| JAPAN BANK FOR INTERNATIONAL COOPERATION | 4.25 | 26.01.2026 |
| KFW | 3.75 | 15.02.2028 |
| GNMA II | 5.0 | 20.01.2053 |
| GNMA II | 5.5 | 20.01.2053 |
| GNMA II | 6.0 | 20.01.2053 |
| GNMA II | 6.5 | 20.01.2053 |
| FHLMC | 4.5 | 01.05.2046 |
| FHLMC | 3.5 | 01.09.2047 |
| FHLMC | 5.0 | 01.02.2053 |
| FHLMC | 5.5 | 01.02.2053 |
| FHLMC | 5.0 | 01.01.2053 |
| FHLMC | 5.5 | 01.01.2053 |
| FHLMC | 5.0 | 01.01.2053 |
| FHLMC | 5.5 | 01.01.2053 |
| FHLMC | 6.0 | 01.01.2053 |
| FHLMC | 6.0 | 01.01.2053 |
| GNMA II | 4.5 | 20.12.2052 |
| FHLMC | 3.0 | 01.02.2046 |
| FHLMC | 3.5 | 01.06.2046 |
| FNMA | 5.5 | 01.01.2053 |
| FNMA | 6.0 | 01.01.2053 |
| FHLMC | 3.5 | 01.09.2045 |
| AMAZON.COM INC | 2.7 | 03.06.2060 |
| BAT CAPITAL CORP | 2.259 | 25.03.2028 |
| BANK OF AMERICA CORP | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORP | 1.922 | 24.10.2031 |
| BANK OF AMERICA CORPORATION | 5.08 | 20.01.2027 |
| BERKSHIRE HATHAWAY FIN | 4.2 | 15.08.2048 |
| BIOGEN INC | 4.05 | 15.09.2025 |
| BP CAP MARKETS AMERICA | 2.939 | 04.06.2051 |
| CVS HEALTH CORP | 2.875 | 01.06.2026 |
| CVS HEALTH CORP | 3.75 | 01.04.2030 |
| CHEVRON CORP | 2.236 | 11.05.2030 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 6.72 | 18.01.2029 |
| DEUTSCHE BANK NY | 2.552 | 07.01.2028 |
| DUKE ENERGY CORP | 3.75 | 01.09.2046 |
| ENERGY TRANSFER OPERATNG | 3.75 | 15.05.2030 |
| 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 |
| GENERAL MOTORS CO | 6.25 | 02.10.2043 |
| GOLDMAN SACHS GROUP INC | 3.691 | 05.06.2028 |
| GOLDMAN SACHS GROUP INC | 1.992 | 27.01.2032 |
| 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 | 3.3 | 15.04.2040 |
| JPMORGAN CHASE & CO | 3.157 | 22.04.2042 |
| JOHNSON & JOHNSON | 2.45 | 01.03.2026 |
| KAISER FOUNDATION HOSPIT | 2.81 | 01.06.2041 |
| KINDER MORGAN INC/DELAWA | 4.3 | 01.06.2025 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| NORTHROP GRUMMAN CORP | 4.03 | 15.10.2047 |
| ORACLE CORP | 3.8 | 15.11.2037 |
| PEPSICO INC | 2.25 | 19.03.2025 |
| QUALCOMM INC | 4.3 | 20.05.2047 |
| ROYAL BANK OF CANADA | 5.0 | 01.02.2033 |
| T-MOBILE USA INC | 3.4 | 15.10.2052 |
| TORONTO-DOMINION BANK | 4.285 | 13.09.2024 |
| TOTAL CAPITAL INTL SA | 3.127 | 29.05.2050 |
| UNITED PARCEL SERVICE | 5.3 | 01.04.2050 |
| US BANCORP | 4.967 | 22.07.2033 |
| UNITEDHEALTH GROUP IN | 4.75 | 15.07.2045 |
| VERIZON COMMUNICATIONS | 1.75 | 20.01.2031 |
| VERIZON COMMUNICATIONS | 2.875 | 20.11.2050 |
| VODAFONE GROUP PLC | 4.875 | 19.06.2049 |
| WELLS FARGO & COMPANY | 3.0 | 19.02.2025 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| WESTPAC BANKING CORP | 2.85 | 13.05.2026 |
| WESTPAC BANKING CORP | 1.953 | 20.11.2028 |
| WESTPAC BANKING CORPORATION | 5.457 | 18.11.2027 |
| US TREASURY N/B | 3.875 | 30.11.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 15.01.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 31.12.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 31.12.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 31.12.2024 |
| ASIAN DEVELOPMENT BANK | 4.25 | 09.01.2026 |
| INTER-AMERICAN DEVELOPMENT BANK | 4.0 | 12.01.2028 |
| ASIAN INFRASTRUCTURE INVESTMENT BANK | 4.0 | 18.01.2028 |
| EUROPEAN INVESTMENT BANK | 3.875 | 15.03.2028 |
| ASIAN DEVELOPMENT BANK | 4.0 | 12.01.2033 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| ABBVIE INC | 4.5 | 14.05.2035 |
| ALPHABET INC | 1.9 | 15.08.2040 |
| AMAZON.COM INC | 3.95 | 13.04.2052 |
| ASIAN DEVELOPMENT BANK | 2.625 | 30.01.2024 |
| BANCO SANTANDER SA | 2.706 | 27.06.2024 |
| BANK OF AMERICA CORP | 5.0 | 21.01.2044 |
| BANK OF AMERICA CORP | 4.0 | 22.01.2025 |
| BANK OF AMERICA CORP | 3.5 | 19.04.2026 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BANK OF AMERICA CORP | 1.197 | 24.10.2026 |
| BARCLAYS PLC | 5.501 | 09.08.2028 |
| BERKSHIRE HATHAWAY FIN | 2.85 | 15.10.2050 |
| BRISTOL-MYERS SQUIBB CO | 2.55 | 13.11.2050 |
| CELANESE US HOLDINGS LLC | 5.9 | 05.07.2024 |
| CHENIERE CORP CHRISTI HD | 3.7 | 15.11.2029 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 3.07 | 24.02.2028 |
| COMCAST CORP | 2.987 | 01.11.2063 |
| EUROPEAN BK RECON & DEV | 1.625 | 27.09.2024 |
| EUROPEAN INVESTMENT BANK | 3.25 | 29.01.2024 |
| EXXON MOBIL CORPORATION | 4.114 | 01.03.2046 |
| EXXON MOBIL CORPORATION | 2.44 | 16.08.2029 |
| FMS WERTMANAGEMENT | 2.75 | 30.01.2024 |
| Freddie Mac | 3.0 | 01.03.2043 |
| Freddie Mac | 3.0 | 01.03.2043 |
| FISERV INC | 2.75 | 01.07.2024 |
| Government National Mortgage Association | 3.5 | 20.07.2046 |
| Government National Mortgage Association | 4.0 | 20.08.2048 |
| Government National Mortgage Association | 2.0 | 20.01.2051 |
| GOLDMAN SACHS GROUP INC | 3.85 | 08.07.2024 |
| GOLDMAN SACHS GROUP INC | 3.272 | 29.09.2025 |
| GOLDMAN SACHS GROUP INC | 3.5 | 23.01.2025 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HOME DEPOT INC | 3.35 | 15.04.2050 |
| HOME DEPOT INC | 3.625 | 15.04.2052 |
| INTEL CORP | 2.45 | 15.11.2029 |
| INTER-AMERICAN DEVEL BK | 2.625 | 16.01.2024 |
| JPMORGAN CHASE & CO | 3.9 | 15.07.2025 |
| JPMORGAN CHASE & CO | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO | 2.545 | 08.11.2032 |
| 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 | 2.7 | 12.02.2025 |
| MORGAN STANLEY | 0.791 | 22.01.2025 |
| NATIONAL AUSTRALIA BANK LIMITED | 5.132 | 22.11.2024 |
| ORACLE CORP | 3.4 | 08.07.2024 |
| ORACLE CORP | 3.85 | 01.04.2060 |
| PFIZER INC | 3.45 | 15.03.2029 |
| PROCTER & GAMBLE CO/THE | 3.0 | 25.03.2030 |
| ROYAL BK SCOTLND GRP PLC | 4.892 | 18.05.2029 |
| ROYAL BK SCOTLND GRP PLC | 5.076 | 27.01.2030 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| REPUBLIC OF POLAND | 4.0 | 22.01.2024 |
| SUMITOMO MITSUI FINL GRP | 2.696 | 16.07.2024 |
| TAKEDA PHARMACEUTICAL | 3.175 | 09.07.2050 |
| TELEFONICA EMISIONES SAU | 4.103 | 08.03.2027 |
| UNITED PARCEL SERVICE | 6.2 | 15.01.2038 |
| US TREASURY N/B | 2.625 | 31.12.2023 |
| US TREASURY N/B | 2.25 | 31.12.2023 |
| US TREASURY N/B | 0.125 | 15.01.2024 |
| US TREASURY N/B | 0.75 | 31.12.2023 |
| 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 | 2.2 | 15.08.2031 |
| WELLS FARGO & COMPANY | 3.55 | 29.09.2025 |
| LANDWIRTSCH. RENTENBANK | 2.375 | 23.01.2024 |
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.