Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 1st August 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 Monday, 29 July 2024 (Selection Date). The following changes to the index composition will become effective as of Thursday, 01 August 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF FINLAND | 4.375 | 02.07.2034 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 6.0 | 01.08.2054 |
| FHLMC | 3.0 | 01.04.2052 |
| FHLMC | 2.0 | 01.11.2050 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 5.5 | 20.07.2054 |
| FHLMC | 6.5 | 01.08.2054 |
| FNMA | 1.5 | 01.02.2051 |
| FNMA | 3.0 | 01.01.2047 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 5.0 | 20.07.2054 |
| FHLMC | 6.0 | 01.08.2054 |
| FNMA | 4.5 | 01.10.2052 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 6.5 | 20.07.2054 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 6.0 | 20.07.2054 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.0 | 01.08.2054 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.5 | 01.07.2054 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 6.5 | 01.07.2054 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.5 | 01.07.2054 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.0 | 01.07.2054 |
| BANCO SANTANDER S.A. | 5.365 | 15.07.2028 |
| HCA INC. | 5.25 | 15.06.2026 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| BERKSHIRE HATHAWAY FINANCE CORP. | 4.2 | 15.08.2048 |
| MERCK & CO. INC. | 2.15 | 10.12.2031 |
| SALESFORCE INC. | 2.9 | 15.07.2051 |
| GOLDMAN SACHS GROUP INC. | 3.8 | 15.03.2030 |
| GOLDMAN SACHS GROUP INC. | 5.049 | 23.07.2030 |
| HOME DEPOT INC. | 4.5 | 06.12.2048 |
| GOLDMAN SACHS GROUP INC. | 5.33 | 23.07.2035 |
| AMERICA MOVIL S.A.B. DE C.V | 6.125 | 30.03.2040 |
| ORACLE CORPORATION | 3.85 | 01.04.2060 |
| AT&T INC. | 3.8 | 01.12.2057 |
| HOME DEPOT INC. | 4.95 | 25.06.2034 |
| ROYAL BANK OF CANADA | 4.969 | 02.08.2030 |
| BANCO SANTANDER S.A. | 5.439 | 15.07.2031 |
| MICROSOFT CORPORATION | 2.675 | 01.06.2060 |
| VODAFONE GROUP PLC | 5.75 | 28.06.2054 |
| ENERGY TRANSFER OPERATING L.P. | 5.0 | 15.05.2050 |
| DUPONT DE NEMOURS INC. | 5.419 | 15.11.2048 |
| GENERAL MOTORS FINANCIAL COMPANY INC. | 5.8 | 07.01.2029 |
| CAPITAL ONE FINANCIAL CORPORATION | 4.927 | 10.05.2028 |
| ELEVANCE HEALTH INC. | 3.65 | 01.12.2027 |
| BROADCOM INC. | 5.15 | 15.11.2031 |
| DIAMONDBACK ENERGY INC. | 5.4 | 18.04.2034 |
| JPMORGAN CHASE & CO. | 4.995 | 22.07.2030 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| MORGAN STANLEY | 5.32 | 19.07.2035 |
| JPMORGAN CHASE & CO. | 5.294 | 22.07.2035 |
| GOLDMAN SACHS GROUP INC. | 3.5 | 16.11.2026 |
| HSBC HOLDINGS PLC | 2.804 | 24.05.2032 |
| JPMORGAN CHASE & CO. | 1.953 | 04.02.2032 |
| WALMART INC. | 3.7 | 26.06.2028 |
| SHELL INTERNATIONAL FINANCE BV | 2.75 | 06.04.2030 |
| MPLX LP | 4.5 | 15.04.2038 |
| BROADCOM INC. | 5.05 | 12.07.2029 |
| PNC FINANCIAL SERVICES GROUP INC. | 5.582 | 12.06.2029 |
| BANK OF AMERICA CORPORATION | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORPORATION | 3.97 | 05.03.2029 |
| JPMORGAN CHASE & CO. | 5.299 | 24.07.2029 |
| SHELL INTERNATIONAL FINANCE BV | 6.375 | 15.12.2038 |
| CITIGROUP INC. | 3.4 | 01.05.2026 |
| MORGAN STANLEY | 4.35 | 08.09.2026 |
| JOHNSON & JOHNSON | 0.95 | 01.09.2027 |
| COMCAST CORPORATION | 2.987 | 01.11.2063 |
| ARES CAPITAL CORPORATION | 2.875 | 15.06.2028 |
| ORACLE CORPORATION | 5.375 | 15.07.2040 |
| MPLX LP | 2.65 | 15.08.2030 |
| JPMORGAN CHASE & CO. | 4.26 | 22.02.2048 |
| AMAZON.COM INC. | 4.25 | 22.08.2057 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 15.06.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.375 | 15.07.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 30.06.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 30.06.2031 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 30.06.2026 |
| EUROPEAN INVESTMENT BANK | 4.375 | 10.10.2031 |
| INTERNATIONAL FINANCE CORP. | 4.25 | 02.07.2029 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC. | 3.65 | 01.06.2051 |
| ABBVIE INC. | 4.5 | 14.05.2035 |
| ABBVIE INC. | 4.8 | 15.03.2029 |
| AFRICAN DEVELOPMENT BANK | 3.375 | 07.07.2025 |
| ALPHABET INC. | 1.998 | 15.08.2026 |
| ALPHABET INC. | 1.9 | 15.08.2040 |
| AMAZON.COM INC. | 3.875 | 22.08.2037 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 5.45 | 23.01.2039 |
| AON NORTH AMERICA INC. | 5.75 | 01.03.2054 |
| APPLE INC. | 1.65 | 11.05.2030 |
| ASTRAZENECA | 1.375 | 06.08.2030 |
| BANK OF AMERICA CORPORATION | 4.45 | 03.03.2026 |
| BANK OF AMERICA CORPORATION | 1.197 | 24.10.2026 |
| BANK OF AMERICA CORPORATION | 2.482 | 21.09.2036 |
| BANK OF AMERICA CORPORATION | 3.846 | 08.03.2037 |
| BANK OF AMERICA NA | 5.526 | 18.08.2026 |
| BARCLAYS PLC | 4.375 | 12.01.2026 |
| BRISTOL-MYERS SQUIBB COMPANY | 3.9 | 20.02.2028 |
| CAPITAL ONE FINANCIAL CORPORATION | 3.75 | 28.07.2026 |
| CISCO SYSTEMS INC. | 4.8 | 26.02.2027 |
| CISCO SYSTEMS INC. | 5.3 | 26.02.2054 |
| CITIGROUP INC. | 1.462 | 09.06.2027 |
| CITIBANK N.A. | 5.57 | 30.04.2034 |
| ENERGY TRANSFER LP | 5.75 | 15.02.2033 |
| ENERGY TRANSFER LP | 6.55 | 01.12.2033 |
| ENERGY TRANSFER OPERATING L.P. | 3.75 | 15.05.2030 |
| EUROPEAN INVESTMENT BANK | 0.625 | 25.07.2025 |
| FHLMC | 3.5 | 01.04.2052 |
| FHLMC | 2.0 | 01.12.2040 |
| FHLMC | 1.5 | 01.05.2041 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 0.375 | 21.07.2025 |
| FNMA | 4.0 | 01.06.2042 |
| FNMA | 6.0 | 01.04.2054 |
| FNMA | 5.5 | 01.02.2053 |
| GNMA II | 3.5 | 20.01.2046 |
| GNMA II | 6.5 | 20.12.2052 |
| GOLDMAN SACHS GROUP INC. | 5.15 | 22.05.2045 |
| HCA INC. | 4.625 | 15.03.2052 |
| HCA INC. | 5.6 | 01.04.2034 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| HOME DEPOT INC. | 2.375 | 15.03.2051 |
| INTEL CORPORATION | 3.25 | 15.11.2049 |
| INTER-AMERICAN DEVELOPMENT BANK | 0.625 | 15.07.2025 |
| INTER-AMERICAN INVESTMENT CORP. | 4.25 | 14.02.2029 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 2.5 | 29.07.2025 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 0.375 | 28.07.2025 |
| INTERNATIONAL BUSINESS MACHINES CORPORATION | 4.15 | 15.05.2039 |
| INTERNATIONAL FINANCE CORP. | 0.375 | 16.07.2025 |
| IQVIA INC. | 6.25 | 01.02.2029 |
| JPMORGAN CHASE & CO. | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO. | 3.109 | 22.04.2051 |
| JPMORGAN CHASE & CO. | 6.254 | 23.10.2034 |
| JAPAN BANK FOR INTERNATIONAL COOPERATION | 0.625 | 15.07.2025 |
| JOHNSON & JOHNSON | 2.45 | 01.03.2026 |
| KFW | 0.375 | 18.07.2025 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| MORGAN STANLEY | 6.342 | 18.10.2033 |
| NETFLIX INC. | 4.875 | 15.04.2028 |
| NETFLIX INC. | 5.875 | 15.11.2028 |
| SHELL INTERNATIONAL FINANCE BV | 3.25 | 06.04.2050 |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DESIGNATED ACTIVITY COMPANY | 3.2 | 23.09.2026 |
| SUMITOMO MITSUI FINANCIAL GROUP INC. | 3.04 | 16.07.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 2.75 | 30.06.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 0.25 | 30.06.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.0 | 15.07.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 30.06.2025 |
| UNITEDHEALTH GROUP INCORPORATED | 4.2 | 15.05.2032 |
| VALE OVERSEAS LTD. | 6.875 | 21.11.2036 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| WELLS FARGO & COMPANY | 5.198 | 23.01.2030 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | 4.7 | 15.09.2028 |
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.