Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 1st June 2023
As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD NTR Index (DE000SL0AYF3) was reviewed on Friday, 26 May 2023 (Selection Date). The following changes to the index composition will become effective as of Thursday, 01 June 2023 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF CANADA | 3.75 | 26.04.2028 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.36 | 11.06.2024 |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 5.42 | 17.06.2024 |
| JAPAN BANK FOR INTERNATIONAL COOPERATION | 4.25 | 27.04.2026 |
| FHLMC | 5.5 | 01.06.2053 |
| FHLMC | 5.0 | 01.06.2053 |
| FHLMC | 5.5 | 01.06.2053 |
| GNMA II | 4.5 | 20.05.2053 |
| GNMA II | 5.0 | 20.05.2053 |
| GNMA II | 5.5 | 20.05.2053 |
| GNMA II | 6.0 | 20.05.2053 |
| FNMA | 5.0 | 01.06.2053 |
| FNMA | 5.0 | 01.05.2053 |
| FNMA | 5.5 | 01.05.2053 |
| FHLMC | 5.5 | 01.05.2053 |
| FHLMC | 5.0 | 01.05.2053 |
| AT&T INC | 3.8 | 01.12.2057 |
| AT&T INC. | 5.539 | 20.02.2026 |
| AMGEN INC | 3.375 | 21.02.2050 |
| ANHEUSER-BUSCH INBEV WOR | 4.0 | 13.04.2028 |
| APPLE INC | 3.45 | 09.02.2045 |
| BANK OF AMERICA CORP | 5.0 | 21.01.2044 |
| BANK OF AMERICA CORP | 4.0 | 22.01.2025 |
| BANK OF AMERICA CORP | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORPORATION | 5.202 | 25.04.2029 |
| BANK OF AMERICA CORPORATION | 5.288 | 25.04.2034 |
| BANK OF NEW YORK MELLON CORPORATION | 4.947 | 26.04.2027 |
| BARCLAYS PLC | 5.2 | 12.05.2026 |
| BARCLAYS PLC | 4.836 | 09.05.2028 |
| BERKSHIRE HATHAWAY FIN | 5.75 | 15.01.2040 |
| BP CAP MARKETS AMERICA | 3.0 | 24.02.2050 |
| CVS HEALTH CORP | 2.875 | 01.06.2026 |
| CVS HEALTH CORP | 3.25 | 15.08.2029 |
| CAPITAL ONE FINANC | 4.2 | 29.10.2025 |
| CAPITAL ONE FINANCIAL CO | 3.75 | 28.07.2026 |
| CARRIER GLOBAL CORP | 3.377 | 05.04.2040 |
| CARRIER GLOBAL CORP | 3.577 | 05.04.2050 |
| CISCO SYSTEMS INC | 5.9 | 15.02.2039 |
| CITIGROUP INC | 8.125 | 15.07.2039 |
| DAIMLER FINANCE NORTH AMERICA L | 8.5 | 18.01.2031 |
| META PLATFORMS INC | 3.5 | 15.08.2027 |
| META PLATFORMS INC | 3.85 | 15.08.2032 |
| META PLATFORMS INC | 4.45 | 15.08.2052 |
| META PLATFORMS INC. | 4.6 | 15.05.2028 |
| META PLATFORMS INC. | 5.6 | 15.05.2053 |
| GOLDMAN SACHS GROUP INC/THE | 6.25 | 01.02.2041 |
| GOLDMAN SACHS GROUP INC | 3.691 | 05.06.2028 |
| GOLDMAN SACHS GROUP INC | 3.272 | 29.09.2025 |
| GOLDMAN SACHS GROUP INC | 3.8 | 15.03.2030 |
| GOLDMAN SACHS GROUP INC | 4.482 | 23.08.2028 |
| GOLDMAN SACHS GROUP INC | 3.5 | 23.01.2025 |
| HOME DEPOT INC | 4.25 | 01.04.2046 |
| INTEL CORP | 3.9 | 25.03.2030 |
| JPMORGAN CHASE & CO | 3.125 | 23.01.2025 |
| JPMORGAN CHASE & CO | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO | 4.203 | 23.07.2029 |
| JPMORGAN CHASE & CO | 2.005 | 13.03.2026 |
| JPMORGAN CHASE & CO | 4.586 | 26.04.2033 |
| KINDER MORGAN INC. | 5.2 | 01.06.2033 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MAGALLANES INC | 3.638 | 15.03.2025 |
| WARNERMEDIA HOLDINGS INC. | 3.755 | 15.03.2027 |
| MAGALLANES INC | 4.279 | 15.03.2032 |
| MAGALLANES INC | 5.05 | 15.03.2042 |
| MAGALLANES INC | 5.141 | 15.03.2052 |
| WARNERMEDIA HOLDINGS INC. | 5.391 | 15.03.2062 |
| MERRILL LYNCH & CO INC | 6.11 | 29.01.2037 |
| MORGAN STANLEY | 3.971 | 22.07.2038 |
| MORGAN STANLEY | 5.297 | 20.04.2037 |
| NEXTERA ENERGY CAPITAL HOLDINGS INC. | 0.0 | 01.03.2025 |
| ORACLE CORP | 3.85 | 01.04.2060 |
| ROYAL BANK OF CANADA | 4.95 | 25.04.2025 |
| SPRINT CAPITAL CORP | 6.875 | 15.11.2028 |
| SPRINT CAPITAL CORP | 8.75 | 15.03.2032 |
| SPRINT CORP | 7.625 | 01.03.2026 |
| T-MOBILE USA INC. | 5.05 | 15.07.2033 |
| TSMC ARIZONA CORP | 3.25 | 25.10.2051 |
| TOTAL CAPITAL INTL SA | 3.127 | 29.05.2050 |
| TRANSCANADA TRUST | 5.3 | 15.03.2077 |
| UNITEDHEALTH GROUP INCORPORATED | 5.05 | 15.04.2053 |
| VISA INC | 2.05 | 15.04.2030 |
| WAL-MART STORES INC | 5.25 | 01.09.2035 |
| WESTPAC BANKING CORP | 1.15 | 03.06.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.375 | 15.05.2033 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.625 | 15.05.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.625 | 15.05.2053 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.5 | 30.04.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.5 | 30.04.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 30.04.2025 |
| NEW DEVELOPMENT BANK | 5.125 | 26.04.2026 |
| ASIAN DEVELOPMENT BANK | 3.75 | 25.04.2028 |
| EUROPEAN INVESTMENT BANK | 3.625 | 15.07.2030 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| ABBVIE INC | 2.6 | 21.11.2024 |
| AERCAP IRELAND CAP/GLOBA | 1.65 | 29.10.2024 |
| AMAZON.COM INC | 1.5 | 03.06.2030 |
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| AMERICAN EXPRESS CO | 3.95 | 01.08.2025 |
| ANHEUSER-BUSCH INBEV WOR | 5.8 | 23.01.2059 |
| APPLE INC | 3.85 | 04.08.2046 |
| APTIV PLC | 3.1 | 01.12.2051 |
| ASIAN INFRASTRUCTURE INV | 2.25 | 16.05.2024 |
| BANK OF AMERICA CORP | 3.95 | 21.04.2025 |
| BANK OF AMERICA CORP | 1.197 | 24.10.2026 |
| BANK OF AMERICA CORP | 1.922 | 24.10.2031 |
| BARCLAYS PLC | 4.972 | 16.05.2029 |
| BARCLAYS PLC | 3.932 | 07.05.2025 |
| BARCLAYS PLC | 2.279 | 24.11.2027 |
| BARCLAYS PLC | 5.501 | 09.08.2028 |
| BARCLAYS PLC | 7.437 | 02.11.2033 |
| BERKSHIRE HATHAWAY FIN | 4.2 | 15.08.2048 |
| BIOGEN INC | 4.05 | 15.09.2025 |
| CITIGROUP INC | 3.352 | 24.04.2025 |
| CITIGROUP INC | 4.91 | 24.05.2033 |
| CITIGROUP INC | 1.122 | 28.01.2027 |
| COCA-COLA CO/THE | 1.45 | 01.06.2027 |
| COMCAST CORP | 2.987 | 01.11.2063 |
| WALT DISNEY COMPANY/THE | 2.65 | 13.01.2031 |
| DOMINION ENERGY INC | 3.375 | 01.04.2030 |
| DUKE ENERGY CORP | 3.75 | 01.09.2046 |
| EXXON MOBIL CORPORATION | 2.44 | 16.08.2029 |
| Freddie Mac | 3.0 | 01.05.2046 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.35 | 03.05.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.35 | 03.05.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.36 | 10.05.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.2 | 17.05.2024 |
| Freddie Mac | 3.0 | 01.05.2046 |
| Freddie Mac | 2.0 | 01.11.2050 |
| Fannie Mae | 5.0 | 01.07.2052 |
| GILEAD SCIENCES INC | 4.75 | 01.03.2046 |
| GOLDMAN SACHS GROUP INC | 1.992 | 27.01.2032 |
| GOLDMAN SACHS GROUP INC | 4.017 | 31.10.2038 |
| HCA INC | 5.875 | 15.02.2026 |
| HCA INC | 5.25 | 15.06.2026 |
| HCA INC | 5.25 | 15.06.2049 |
| HCA INC | 5.625 | 01.09.2028 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HOME DEPOT INC | 3.3 | 15.04.2040 |
| INTEL CORP | 4.1 | 19.05.2046 |
| IBM CORP | 4.15 | 15.05.2039 |
| ITALY GOVT INT BOND | 0.875 | 06.05.2024 |
| JPMORGAN CHASE & CO | 3.157 | 22.04.2042 |
| JPN BANK FOR INTL COOP | 2.5 | 23.05.2024 |
| MPLX LP | 2.65 | 15.08.2030 |
| MORGAN STANLEY | 4.35 | 08.09.2026 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| MORGAN STANLEY | 1.928 | 28.04.2032 |
| MORGAN STANLEY | 1.164 | 21.10.2025 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| MORGAN STANLEY | 3.7 | 23.10.2024 |
| ORACLE CORP | 2.95 | 15.11.2024 |
| ORACLE CORPORATION | 4.9 | 06.02.2033 |
| QUALCOMM INC | 4.8 | 20.05.2045 |
| ROYAL BANK OF CANADA | 2.25 | 01.11.2024 |
| ROYAL BANK OF CANADA | 1.15 | 10.06.2025 |
| SALESFORCE.COM INC | 3.7 | 11.04.2028 |
| SHELL INTERNATIONAL FIN | 2.375 | 07.11.2029 |
| T-MOBILE USA INC | 4.75 | 01.02.2028 |
| T-MOBILE USA INC | 4.5 | 15.04.2050 |
| T-MOBILE USA INC | 3.3 | 15.02.2051 |
| TSMC ARIZONA CORP | 3.125 | 25.10.2041 |
| TEXAS INSTRUMENTS INC | 4.15 | 15.05.2048 |
| US TREASURY N/B | 2.25 | 30.04.2024 |
| US TREASURY N/B | 2.5 | 15.05.2024 |
| US TREASURY N/B | 2.0 | 30.04.2024 |
| US TREASURY N/B | 0.25 | 15.05.2024 |
| US TREASURY N/B | 2.5 | 30.04.2024 |
| VERIZON COMMUNICATIONS | 2.875 | 20.11.2050 |
| UPJOHN INC | 3.85 | 22.06.2040 |
| UPJOHN INC | 4.0 | 22.06.2050 |
| VMWARE INC | 1.4 | 15.08.2026 |
| VODAFONE GROUP PLC | 6.15 | 27.02.2037 |
| VODAFONE GROUP PLC | 4.25 | 17.09.2050 |
| WAL-MART STORES INC | 6.2 | 15.04.2038 |
| WELLS FARGO & COMPANY | 3.55 | 29.09.2025 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| WYETH LLC | 5.95 | 01.04.2037 |
| HONG KONG | 2.5 | 28.05.2024 |
| CAISSE DAMORT DETTE SOC | 0.375 | 27.05.2024 |
| KFW | 1.625 | 10.05.2024 |
| CAISSE D’AMORTISSEMENT DE LA DETTE SOCIALE | 4.0 | 25.01.2026 |
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.