Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 1st April 2024
As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD NTR Index (DE000SL0AYF3) was reviewed on Tuesday, 26 March 2024 (Selection Date). The following changes to the index composition will become effective as of Monday, 01 April 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| BANK OF ENGLAND | 4.5 | 05.03.2027 |
| HONG KONG | 2.375 | 02.02.2051 |
| GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION | 4.25 | 07.06.2026 |
| GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION | 4.375 | 11.01.2026 |
| GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION | 5.25 | 11.01.2053 |
| GOVERNMENT OF ISRAEL | 5.375 | 12.03.2029 |
| GOVERNMENT OF ISRAEL | 5.5 | 12.03.2034 |
| GOVERNMENT OF ISRAEL | 5.75 | 12.03.2054 |
| GOVERNMENT OF POLAND | 4.625 | 18.03.2029 |
| GOVERNMENT OF POLAND | 5.125 | 18.09.2034 |
| GOVERNMENT OF POLAND | 5.5 | 18.03.2054 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.18 | 07.04.2025 |
| KFW | 4.375 | 01.03.2027 |
| KFW | 4.375 | 28.02.2034 |
| JAPAN BANK FOR INTERNATIONAL COOPERATION | 2.25 | 04.11.2026 |
| INTER-AMERICAN INVESTMENT CORP. | 4.25 | 14.02.2029 |
| GNMA II | 5.5 | 20.03.2054 |
| GNMA II | 5.0 | 20.03.2054 |
| FNMA | 1.5 | 01.10.2036 |
| FNMA | 2.5 | 01.02.2035 |
| FNMA | 2.0 | 01.03.2036 |
| FHLMC | 5.5 | 01.04.2054 |
| FNMA | 3.5 | 01.12.2046 |
| FHLMC | 5.0 | 01.10.2052 |
| FHLMC | 2.0 | 01.04.2036 |
| FHLMC | 5.5 | 01.04.2054 |
| FNMA | 1.5 | 01.02.2036 |
| GNMA II | 6.0 | 20.03.2054 |
| FHLMC | 2.0 | 01.04.2052 |
| FHLMC | 1.5 | 01.05.2036 |
| FNMA | 2.0 | 01.01.2037 |
| FHLMC | 5.5 | 01.03.2054 |
| FHLMC | 6.0 | 01.03.2054 |
| FNMA | 5.5 | 01.03.2054 |
| HALEON US CAPITAL LLC | 3.375 | 24.03.2027 |
| CISCO SYSTEMS INC. | 4.85 | 26.02.2029 |
| CISCO SYSTEMS INC. | 4.95 | 26.02.2031 |
| ABBVIE INC. | 5.4 | 15.03.2054 |
| APPLE INC. | 3.35 | 09.02.2027 |
| WARNERMEDIA HOLDINGS INC. | 5.05 | 15.03.2042 |
| VIATRIS INC. | 3.85 | 22.06.2040 |
| WARNERMEDIA HOLDINGS INC. | 5.391 | 15.03.2062 |
| BARCLAYS PLC | 5.088 | 20.06.2030 |
| ENERGY TRANSFER OPERATING L.P. | 5.25 | 15.04.2029 |
| PNC FINANCIAL SERVICES GROUP INC. | 5.582 | 12.06.2029 |
| CREDIT SUISSE AG (NEW YORK BRANCH) | 7.5 | 15.02.2028 |
| BANK OF AMERICA CORPORATION | 1.197 | 24.10.2026 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| AMAZON.COM INC. | 2.875 | 12.05.2041 |
| EXXON MOBIL CORPORATION | 3.452 | 15.04.2051 |
| GLAXOSMITHKLINE CAPITAL INC. | 6.375 | 15.05.2038 |
| CISCO SYSTEMS INC. | 5.5 | 15.01.2040 |
| ABBVIE INC. | 5.05 | 15.03.2034 |
| UNITEDHEALTH GROUP INCORPORATED | 5.875 | 15.02.2053 |
| CISCO SYSTEMS INC. | 5.05 | 26.02.2034 |
| AT&T INC. | 3.65 | 01.06.2051 |
| T-MOBILE USA INC. | 3.3 | 15.02.2051 |
| JPMORGAN CHASE & CO. | 6.4 | 15.05.2038 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| GOLDMAN SACHS GROUP INC. | 3.8 | 15.03.2030 |
| CITIGROUP INC. | 3.98 | 20.03.2030 |
| JPMORGAN CHASE BANK NA | 5.11 | 08.12.2026 |
| CITIBANK N.A. | 5.803 | 29.09.2028 |
| GOLDMAN SACHS BANK USA | 5.283 | 18.03.2027 |
| MPLX LP | 4.5 | 15.04.2038 |
| VISA INC. | 2.0 | 15.08.2050 |
| BRISTOL-MYERS SQUIBB COMPANY | 2.55 | 13.11.2050 |
| SABINE PASS LIQUEFACTION LLC | 4.5 | 15.05.2030 |
| CVS HEALTH CORPORATION | 3.75 | 01.04.2030 |
| FOX CORPORATION | 4.709 | 25.01.2029 |
| BANCO SANTANDER S.A. | 6.938 | 07.11.2033 |
| BANK OF NEW YORK MELLON CORPORATION | 5.834 | 25.10.2033 |
| SALESFORCE INC. | 1.95 | 15.07.2031 |
| JOHNSON & JOHNSON | 3.7 | 01.03.2046 |
| CITIBANK N.A. | 5.864 | 29.09.2025 |
| HOME DEPOT INC. | 4.5 | 06.12.2048 |
| HCA INC. | 5.875 | 15.02.2026 |
| COMCAST CORPORATION | 2.987 | 01.11.2063 |
| COMCAST CORPORATION | 2.937 | 01.11.2056 |
| COMCAST CORPORATION | 2.887 | 01.11.2051 |
| GOLDMAN SACHS GROUP INC. | 3.691 | 05.06.2028 |
| GOLDMAN SACHS GROUP INC. | 4.017 | 31.10.2038 |
| BLACKROCK INC. | 1.9 | 28.01.2031 |
| WELLS FARGO & COMPANY | 4.611 | 25.04.2053 |
| VERIZON COMMUNICATIONS INC. | 2.355 | 15.03.2032 |
| BANK OF AMERICA CORPORATION | 3.384 | 02.04.2026 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 3.742 | 07.01.2033 |
| HCA INC. | 3.625 | 15.03.2032 |
| ROGERS COMMUNICATIONS INC. | 3.8 | 15.03.2032 |
| BANK OF AMERICA CORP | 7.75 | 14.05.2038 |
| VERIZON COMMUNICATIONS INC. | 4.4 | 01.11.2034 |
| CITIGROUP INC. | 8.125 | 15.07.2039 |
| CONAGRA BRANDS INC. | 4.85 | 01.11.2028 |
| CHENIERE ENERGY INC. | 4.625 | 15.10.2028 |
| WARNERMEDIA HOLDINGS INC. | 3.755 | 15.03.2027 |
| ROGERS COMMUNICATIONS INC. | 3.2 | 15.03.2027 |
| AON NORTH AMERICA INC. | 5.45 | 01.03.2034 |
| HALEON US CAPITAL LLC | 3.625 | 24.03.2032 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 28.02.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 28.02.2031 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.5 | 15.02.2044 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 28.02.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 15.03.2027 |
| EUROPEAN INVESTMENT BANK | 4.375 | 19.03.2027 |
| AGENCE FRANCAISE DE DEVELOPPEMENT | 4.5 | 05.03.2029 |
| ASIAN DEVELOPMENT BANK | 4.375 | 06.03.2029 |
| EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT | 4.25 | 13.03.2034 |
| ASIAN INFRASTRUCTURE INVESTMENT BANK | 4.25 | 13.03.2034 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC. | 3.65 | 15.09.2059 |
| ABBVIE INC. | 4.5 | 14.05.2035 |
| AMAZON.COM INC. | 3.45 | 13.04.2029 |
| AMAZON.COM INC. | 4.6 | 01.12.2025 |
| AMAZON.COM INC. | 4.55 | 01.12.2027 |
| AMGEN INC. | 3.375 | 21.02.2050 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 5.8 | 23.01.2059 |
| ASIAN DEVELOPMENT BANK | 2.125 | 19.03.2025 |
| BP CAPITAL MARKETS P.L.C. | 4.375 | 31.12.2049 |
| BANCO SANTANDER S.A. | 2.749 | 03.12.2030 |
| BANK OF AMERICA CORPORATION | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORPORATION | 1.898 | 23.07.2031 |
| BANK OF AMERICA CORPORATION | 1.922 | 24.10.2031 |
| BANK OF AMERICA CORPORATION | 2.482 | 21.09.2036 |
| BANK OF AMERICA CORPORATION | 3.846 | 08.03.2037 |
| BANK OF AMERICA CORPORATION | 5.526 | 18.08.2026 |
| BERKSHIRE HATHAWAY FINANCE CORP. | 5.75 | 15.01.2040 |
| BERKSHIRE HATHAWAY INC. | 3.125 | 15.03.2026 |
| BP CAPITAL MARKETS AMERICA INC. | 2.939 | 04.06.2051 |
| BP CAPITAL MARKETS AMERICA INC. | 3.379 | 08.02.2061 |
| CANADIAN NATURAL RESOURCES LIMITED | 3.85 | 01.06.2027 |
| CANADIAN PACIFIC RAILWAY COMPANY | 3.1 | 02.12.2051 |
| CISCO SYSTEMS INC. | 5.9 | 15.02.2039 |
| CITIGROUP INC. | 3.668 | 24.07.2028 |
| CITIGROUP INC. | 4.91 | 24.05.2033 |
| CITIGROUP INC. | 6.27 | 17.11.2033 |
| CITIGROUP INC. | 1.122 | 28.01.2027 |
| COCA-COLA COMPANY | 1.65 | 01.06.2030 |
| COCA-COLA COMPANY | 2.25 | 05.01.2032 |
| JOHN DEERE CAPITAL CORPORATION | 4.95 | 14.07.2028 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 3.547 | 18.09.2031 |
| WALT DISNEY COMPANY | 2.75 | 01.09.2049 |
| ENERGY TRANSFER L.P. | 5.5 | 15.05.2034 |
| ENERGY TRANSFER OPERATING L.P. | 5.0 | 15.05.2050 |
| EUROPEAN INVESTMENT BANK | 1.625 | 14.03.2025 |
| FHLMC | 2.5 | 01.09.2051 |
| FHLMC | 2.5 | 01.02.2051 |
| FHLMC | 2.0 | 01.03.2036 |
| FHLMC | 2.0 | 01.04.2036 |
| FNMA | 3.0 | 01.06.2033 |
| FNMA | 2.0 | 01.12.2040 |
| FNMA | 5.5 | 01.11.2053 |
| GNMA II | 3.5 | 20.12.2045 |
| GNMA II | 6.5 | 20.01.2053 |
| GOLDMAN SACHS GROUP INC. | 6.25 | 01.02.2041 |
| GOLDMAN SACHS GROUP INC. | 5.15 | 22.05.2045 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| HSBC HOLDINGS PLC | 2.251 | 22.11.2027 |
| INTEL CORPORATION | 3.25 | 15.11.2049 |
| INTER-AMERICAN DEVELOPMENT BANK | 1.75 | 14.03.2025 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 0.75 | 11.03.2025 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 2.125 | 03.03.2025 |
| JPMORGAN CHASE & CO. | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO. | 4.203 | 23.07.2029 |
| JPMORGAN CHASE & CO. | 5.299 | 24.07.2029 |
| JPMORGAN CHASE & CO. | 5.04 | 23.01.2028 |
| JPMORGAN CHASE & CO. | 5.012 | 23.01.2030 |
| LOWES COMPANIES INC. | 3.0 | 15.10.2050 |
| WARNERMEDIA HOLDINGS INC. | 6.412 | 15.03.2026 |
| MERCK & CO. INC. | 3.7 | 10.02.2045 |
| MORGAN STANLEY | 1.794 | 13.02.2032 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC. | 0.0 | 01.09.2025 |
| ORACLE CORPORATION | 4.3 | 08.07.2034 |
| QUALCOMM INCORPORATED | 4.8 | 20.05.2045 |
| SHELL INTERNATIONAL FINANCE BV | 2.875 | 10.05.2026 |
| SOUTHWEST AIRLINES CO. | 5.125 | 15.06.2027 |
| SPRINT CORP. | 7.625 | 01.03.2026 |
| T-MOBILE USA INC. | 4.375 | 15.04.2040 |
| T-MOBILE USA INC. | 2.05 | 15.02.2028 |
| TSMC ARIZONA CORP. | 2.5 | 25.10.2031 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| US TREASURY N/B | 2.75 | 28.02.2025 |
| US TREASURY N/B | 1.125 | 28.02.2025 |
| US TREASURY N/B | 1.75 | 15.03.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 28.02.2025 |
| UNITEDHEALTH GROUP INCORPORATED | 2.3 | 15.05.2031 |
| PARAMOUNT GLOBAL | 4.375 | 15.03.2043 |
| WELLS FARGO & COMPANY | 4.4 | 14.06.2046 |
| WELLS FARGO & COMPANY | 4.478 | 04.04.2031 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | 4.7 | 15.09.2028 |
| BNG BANK N.V. | 0.875 | 18.05.2026 |
| BANK OF ENGLAND | 2.0 | 21.03.2025 |
| BNG BANK N.V. | 4.25 | 25.01.2029 |
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.