Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 1st May 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 Wednesday, 26 April 2023 (Selection Day). The following changes to the index composition will become effective as of Monday, 01 May 2023 (Effective Date).
Adjustments:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF POLAND | 4.875 | 04.10.2033 |
| GOVERNMENT OF POLAND | 5.5 | 04.04.2053 |
| 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 |
| KFW | 3.625 | 01.04.2026 |
| GNMA II | 4.5 | 20.04.2053 |
| GNMA II | 5.0 | 20.04.2053 |
| GNMA II | 5.5 | 20.04.2053 |
| GNMA II | 6.0 | 20.04.2053 |
| FHLMC | 5.5 | 01.05.2053 |
| FHLMC | 5.0 | 01.04.2053 |
| FNMA | 5.5 | 01.04.2053 |
| AT&T INC | 3.65 | 15.09.2059 |
| AMAZON.COM INC | 2.875 | 12.05.2041 |
| AMGEN INC. | 5.15 | 02.03.2028 |
| AMGEN INC. | 5.25 | 02.03.2030 |
| AMGEN INC. | 5.25 | 02.03.2033 |
| AMGEN INC. | 5.6 | 02.03.2043 |
| AMGEN INC. | 5.65 | 02.03.2053 |
| AMGEN INC. | 5.75 | 02.03.2063 |
| ANHEUSER-BUSCH INBEV WOR | 5.45 | 23.01.2039 |
| ANHEUSER-BUSCH INBEV WOR | 4.6 | 15.04.2048 |
| APPLE INC | 3.85 | 04.08.2046 |
| APPLE INC | 1.125 | 11.05.2025 |
| BAT CAPITAL CORP | 2.259 | 25.03.2028 |
| BANK OF AMERICA CORP | 1.922 | 24.10.2031 |
| BANK OF NY MELLON CORP | 5.834 | 25.10.2033 |
| BARCLAYS PLC | 5.501 | 09.08.2028 |
| BERKSHIRE HATHAWAY FIN | 4.2 | 15.08.2048 |
| BIOGEN INC | 4.05 | 15.09.2025 |
| BOEING CO | 3.625 | 01.02.2031 |
| CITIGROUP INC | 3.668 | 24.07.2028 |
| CITIGROUP INC | 3.98 | 20.03.2030 |
| CITIGROUP INC | 3.07 | 24.02.2028 |
| DOMINION ENERGY INC | 3.375 | 01.04.2030 |
| DUKE ENERGY CORP | 3.75 | 01.09.2046 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| HOME DEPOT INC | 3.3 | 15.04.2040 |
| INTEL CORP | 4.1 | 19.05.2046 |
| JPMORGAN CHASE & CO | 3.9 | 15.07.2025 |
| WARNERMEDIA HOLDINGS INC. | 6.412 | 15.03.2026 |
| MICROSOFT CORP | 2.7 | 12.02.2025 |
| MORGAN STANLEY | 1.928 | 28.04.2032 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| MORGAN STANLEY | 5.164 | 20.04.2029 |
| MORGAN STANLEY | 5.25 | 21.04.2034 |
| NETFLIX INC | 4.875 | 15.04.2028 |
| NETFLIX INC | 5.875 | 15.11.2028 |
| ROYAL BANK OF CANADA | 1.15 | 10.06.2025 |
| ROYAL BANK OF CANADA | 2.3 | 03.11.2031 |
| SALESFORCE.COM INC | 3.7 | 11.04.2028 |
| SALESFORCE.COM INC | 1.95 | 15.07.2031 |
| SHELL INTERNATIONAL FIN | 3.875 | 13.11.2028 |
| SHELL INTERNATIONAL FIN | 2.375 | 07.11.2029 |
| T-MOBILE USA INC | 4.75 | 01.02.2028 |
| TSMC ARIZONA CORP | 3.125 | 25.10.2041 |
| TEXAS INSTRUMENTS INC | 4.15 | 15.05.2048 |
| TORONTO-DOMINION BANK | 1.25 | 10.09.2026 |
| TORONTO-DOMINION BANK | 4.108 | 08.06.2027 |
| VALE OVERSEAS LTD | 6.875 | 10.11.2039 |
| VERIZON COMMUNICATIONS | 2.875 | 20.11.2050 |
| UPJOHN INC | 3.85 | 22.06.2040 |
| 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 | 5.389 | 24.04.2034 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.75 | 15.04.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.625 | 31.03.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.625 | 31.03.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 31.03.2025 |
| NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN N.V. | 4.375 | 04.04.2025 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 3.5 | 12.07.2028 |
| INTER-AMERICAN DEVELOPMENT BANK | 3.5 | 12.04.2033 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC. | 5.539 | 20.02.2026 |
| AERCAP IRELAND CAP/GLOBA | 3.4 | 29.10.2033 |
| AERCAP IRELAND CAP/GLOBA | 3.85 | 29.10.2041 |
| 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 | 3.248 | 21.10.2027 |
| BANK OF AMERICA CORP | 4.244 | 24.04.2038 |
| BANK OF AMERICA CORP | 0.976 | 22.04.2025 |
| BARCLAYS PLC | 3.65 | 16.03.2025 |
| BARCLAYS PLC | 2.852 | 07.05.2026 |
| BERKSHIRE HATHAWAY FIN | 5.75 | 15.01.2040 |
| BERKSHIRE HATHAWAY FIN | 2.85 | 15.10.2050 |
| BIOGEN INC | 2.25 | 01.05.2030 |
| CIGNA CORP | 4.8 | 15.08.2038 |
| CVS HEALTH CORP | 2.875 | 01.06.2026 |
| CARRIER GLOBAL CORP | 3.377 | 05.04.2040 |
| CHEVRON CORP | 2.236 | 11.05.2030 |
| DEERE & COMPANY | 3.9 | 09.06.2042 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 6.72 | 18.01.2029 |
| ENBRIDGE INC. | 5.7 | 08.03.2033 |
| ENERGY TRANSFER OPERATNG | 3.75 | 15.05.2030 |
| EXXON MOBIL CORPORATION | 2.709 | 06.03.2025 |
| EXXON MOBIL CORPORATION | 3.095 | 16.08.2049 |
| Freddie Mac | 3.0 | 01.01.2033 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.5 | 01.04.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.51 | 01.04.2024 |
| Freddie Mac | 3.0 | 01.01.2033 |
| Freddie Mac | 2.0 | 01.02.2042 |
| Freddie Mac | 2.0 | 01.04.2051 |
| Government National Mortgage Association | 3.0 | 20.04.2046 |
| Government National Mortgage Association | 2.5 | 20.02.2050 |
| GOLDMAN SACHS GROUP INC/THE | 6.25 | 01.02.2041 |
| GOLDMAN SACHS GROUP INC | 1.093 | 09.12.2026 |
| GOLDMAN SACHS GROUP | 3.75 | 22.05.2025 |
| GOLDMAN SACHS GROUP | 5.15 | 22.05.2045 |
| HOME DEPOT INC | 4.25 | 01.04.2046 |
| HOME DEPOT INC | 2.7 | 15.04.2030 |
| HONEYWELL INTERNATIONAL | 1.75 | 01.09.2031 |
| INTEL CORP | 3.9 | 25.03.2030 |
| ISRAEL STATE OF (GOVERNMENT) | 5.5 | 26.04.2024 |
| JPMORGAN CHASE & CO | 3.125 | 23.01.2025 |
| JPMORGAN CHASE & CO | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO | 4.586 | 26.04.2033 |
| JOHNSON & JOHNSON | 2.45 | 01.03.2026 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MERCK & CO INC | 1.7 | 10.06.2027 |
| MICROSOFT CORP | 2.675 | 01.06.2060 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| MORGAN STANLEY | 3.217 | 22.04.2042 |
| ORACLE CORP | 3.85 | 01.04.2060 |
| ROYAL BK SCOTLND GRP PLC | 4.892 | 18.05.2029 |
| ROYAL BK SCOTLND GRP PLC | 5.076 | 27.01.2030 |
| ROYAL BANK OF CANADA | 3.375 | 14.04.2025 |
| CHARLES SCHWAB CORP | 2.45 | 03.03.2027 |
| SHELL INTERNATIONAL FIN | 3.25 | 06.04.2050 |
| SUMITOMO MITSUI FINL GRP | 3.04 | 16.07.2029 |
| TAKEDA PHARMACEUTICAL | 3.175 | 09.07.2050 |
| THERMO FISHER SCIENTIFIC | 1.215 | 18.10.2024 |
| US BANCORP | 1.45 | 12.05.2025 |
| US BANCORP | 2.491 | 03.11.2036 |
| US BANCORP | 4.548 | 22.07.2028 |
| US BANCORP | 5.727 | 21.10.2026 |
| U.S. BANCORP | 4.653 | 01.02.2029 |
| US TREASURY N/B | 2.125 | 31.03.2024 |
| US TREASURY N/B | 0.375 | 15.04.2024 |
| US TREASURY N/B | 2.25 | 31.03.2024 |
| UNITEDHEALTH GROUP INC | 4.75 | 15.05.2052 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| IDB TRUST SERVICES LTD | 2.843 | 25.04.2024 |
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.