Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 1st July 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 Wednesday, 26 June 2024 (Selection Date). The following changes to the index composition will become effective as of Monday, 01 July 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF LATVIA | 5.125 | 30.07.2034 |
| CAISSE DAMORTISSEMENT DE LA DETTE SOCIALE | 4.5 | 22.05.2029 |
| FNMA | 3.0 | 01.06.2052 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 5.0 | 20.06.2054 |
| FHLMC | 1.5 | 01.02.2051 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 6.0 | 20.06.2054 |
| FNMA | 2.0 | 01.06.2036 |
| FHLMC | 1.5 | 01.07.2036 |
| FHLMC | 6.5 | 01.07.2054 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 6.5 | 20.06.2054 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 5.5 | 20.06.2054 |
| FNMA | 4.0 | 01.02.2047 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 6.0 | 01.07.2054 |
| FHLMC | 6.0 | 01.07.2054 |
| FHLMC | 6.5 | 01.06.2054 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 5.45 | 23.01.2039 |
| CITIGROUP INC. | 4.91 | 24.05.2033 |
| UNITEDHEALTH GROUP INCORPORATED | 3.25 | 15.05.2051 |
| IQVIA INC. | 6.25 | 01.02.2029 |
| CITIBANK N.A. | 5.57 | 30.04.2034 |
| ALPHABET INC. | 1.9 | 15.08.2040 |
| INTEL CORPORATION | 3.25 | 15.11.2049 |
| JPMORGAN CHASE & CO. | 3.109 | 22.04.2051 |
| MORGAN STANLEY BANK N.A. | 5.504 | 26.05.2028 |
| CISCO SYSTEMS INC. | 4.8 | 26.02.2027 |
| UNITEDHEALTH GROUP INCORPORATED | 4.2 | 15.05.2032 |
| ROYAL BANK OF CANADA | 2.3 | 03.11.2031 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| CHENIERE ENERGY PARTNERS L.P. | 4.0 | 01.03.2031 |
| BARCLAYS PLC | 5.829 | 09.05.2027 |
| CISCO SYSTEMS INC. | 5.3 | 26.02.2054 |
| SHELL INTERNATIONAL FINANCE BV | 3.25 | 06.04.2050 |
| HOME DEPOT INC. | 2.375 | 15.03.2051 |
| NOVARTIS CAPITAL CORP. | 2.2 | 14.08.2030 |
| AT&T INC. | 3.65 | 01.06.2051 |
| T-MOBILE USA INC. | 3.3 | 15.02.2051 |
| APPLE INC. | 1.65 | 11.05.2030 |
| HCA INC. | 4.625 | 15.03.2052 |
| DELL INTERNATIONAL LLC | 5.3 | 01.10.2029 |
| CVS HEALTH CORPORATION | 3.75 | 01.04.2030 |
| CHEVRON CORPORATION | 2.954 | 16.05.2026 |
| WELLS FARGO & COMPANY | 4.478 | 04.04.2031 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| VIATRIS INC. | 4.0 | 22.06.2050 |
| INTEL CORPORATION | 5.7 | 10.02.2053 |
| CITIGROUP INC. | 5.449 | 11.06.2035 |
| INTERNATIONAL BUSINESS MACHINES CORPORATION | 4.15 | 15.05.2039 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| GOLDMAN SACHS GROUP INC. | 5.15 | 22.05.2045 |
| AON NORTH AMERICA INC. | 5.75 | 01.03.2054 |
| JPMORGAN CHASE & CO. | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO. | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO. | 4.203 | 23.07.2029 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| SUMITOMO MITSUI FINANCIAL GROUP INC. | 3.04 | 16.07.2029 |
| ABBVIE INC. | 4.8 | 15.03.2029 |
| JPMORGAN CHASE & CO. | 2.545 | 08.11.2032 |
| JPMORGAN CHASE & CO. | 5.766 | 22.04.2035 |
| HCA INC. | 5.6 | 01.04.2034 |
| NOVARTIS CAPITAL CORP. | 2.0 | 14.02.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.5 | 31.05.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 15.05.2044 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 31.05.2031 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.875 | 31.05.2026 |
| COUNCIL OF EUROPE DEVELOPMENT BANK | 4.625 | 11.06.2027 |
| INTERNATIONAL DEVELOPMENT ASSOCIATION | 4.375 | 11.06.2029 |
| NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN N.V. | 4.5 | 12.06.2029 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC. | 3.8 | 01.12.2057 |
| ABBVIE INC. | 4.45 | 14.05.2046 |
| AMAZON.COM INC. | 4.25 | 22.08.2057 |
| AMAZON.COM INC. | 4.55 | 01.12.2027 |
| AMGEN INC. | 3.375 | 21.02.2050 |
| APPLE INC. | 2.2 | 11.09.2029 |
| ASIAN DEVELOPMENT BANK | 4.625 | 13.06.2025 |
| ASIAN INFRASTRUCTURE INVESTMENT BANK | 3.375 | 29.06.2025 |
| ASTRAZENECA FINANCE LLC | 5.0 | 26.02.2034 |
| BANK OF AMERICA CORPORATION | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORPORATION | 4.244 | 24.04.2038 |
| BANK OF AMERICA CORPORATION | 1.319 | 19.06.2026 |
| BANK OF AMERICA CORPORATION | 1.898 | 23.07.2031 |
| BERKSHIRE HATHAWAY FINANCE CORP. | 4.2 | 15.08.2048 |
| COMCAST CORPORATION | 2.987 | 01.11.2063 |
| COUNCIL OF EUROPE DEVELOPMENT BANK | 3.0 | 16.06.2025 |
| DELL INTERNATIONAL LLC | 4.9 | 01.10.2026 |
| DIAMONDBACK ENERGY INC. | 5.4 | 18.04.2034 |
| ENERGY TRANSFER OPERATING L.P. | 5.0 | 15.05.2050 |
| FHLMC | 2.5 | 01.05.2041 |
| FHLMC | 7.0 | 01.12.2053 |
| FHLMC | 5.5 | 01.01.2053 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.5 | 17.06.2025 |
| FNMA | 4.0 | 01.04.2044 |
| FORD MOTOR CREDIT COMPANY LLC | 5.85 | 17.05.2027 |
| GNMA II | 3.5 | 20.02.2047 |
| GOLDMAN SACHS GROUP INC. | 3.8 | 15.03.2030 |
| GOLDMAN SACHS GROUP INC. | 4.482 | 23.08.2028 |
| GOLDMAN SACHS GROUP INC. | 3.5 | 16.11.2026 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HSBC HOLDINGS PLC | 2.804 | 24.05.2032 |
| HOME DEPOT INC. | 4.5 | 06.12.2048 |
| JPMORGAN CHASE & CO. | 1.953 | 04.02.2032 |
| JPMORGAN CHASE & CO. | 5.299 | 24.07.2029 |
| JPMORGAN CHASE & CO. | 5.012 | 23.01.2030 |
| JOHNSON & JOHNSON | 0.95 | 01.09.2027 |
| KFW | 3.125 | 10.06.2025 |
| KRAFT HEINZ FOODS CO. | 3.0 | 01.06.2026 |
| MPLX LP | 4.5 | 15.04.2038 |
| MERCK & CO. INC. | 2.15 | 10.12.2031 |
| MERCK & CO. INC. | 2.75 | 10.12.2051 |
| BANK OF AMERICA CORP | 6.11 | 29.01.2037 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| ORACLE CORPORATION | 5.375 | 15.07.2040 |
| ORACLE CORPORATION | 3.85 | 01.04.2060 |
| PACIFIC GAS AND ELECTRIC COMPANY | 3.15 | 01.01.2026 |
| QUALCOMM INCORPORATED | 4.3 | 20.05.2047 |
| SHELL INTERNATIONAL FINANCE BV | 2.75 | 06.04.2030 |
| SPRINT CORP. | 7.625 | 01.03.2026 |
| TSMC ARIZONA CORP. | 1.75 | 25.10.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 2.875 | 31.05.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 0.25 | 31.05.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 2.875 | 15.06.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 31.05.2025 |
| UNITEDHEALTH GROUP INCORPORATED | 2.3 | 15.05.2031 |
| VISA INC. | 3.15 | 14.12.2025 |
| WELLS FARGO & COMPANY | 4.54 | 15.08.2026 |
| EUROPEAN INVESTMENT BANK | 2.875 | 13.06.2025 |
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.