Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 1st November 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, 29 October 2024 (Selection Date). The following changes to the index composition will become effective as of Friday, 01 November 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| FEDERAL HOME LOAN BANK SYSTEM | 4.5 | 10.11.2025 |
| KFW | 3.5 | 27.08.2027 |
| BNG BANK N.V. | 3.625 | 01.10.2026 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.0 | 01.10.2054 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 6.5 | 20.09.2054 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.5 | 01.10.2054 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 4.5 | 20.09.2054 |
| FHLMC | 5.0 | 01.10.2054 |
| FNMA | 5.0 | 01.11.2054 |
| FHLMC | 5.0 | 01.11.2054 |
| GNMA II | 5.0 | 20.10.2054 |
| FHLMC | 5.0 | 01.11.2054 |
| FHLMC | 5.5 | 01.11.2054 |
| FHLMC | 5.5 | 01.11.2054 |
| GNMA II | 4.5 | 20.10.2054 |
| FHLMC | 2.0 | 01.06.2051 |
| FNMA | 2.5 | 01.08.2035 |
| FHLMC | 6.0 | 01.11.2054 |
| FHLMC | 5.5 | 01.11.2054 |
| FHLMC | 2.0 | 01.02.2036 |
| GNMA II | 6.0 | 20.10.2054 |
| FHLMC | 2.5 | 01.10.2051 |
| GNMA II | 5.5 | 20.10.2054 |
| GOLDMAN SACHS GROUP INC. | 4.017 | 31.10.2038 |
| GOLDMAN SACHS GROUP INC. | 5.016 | 23.10.2035 |
| BANK OF AMERICA CORPORATION | 5.518 | 25.10.2035 |
| BROADCOM INC. | 4.35 | 15.02.2030 |
| AON NORTH AMERICA INC. | 5.75 | 01.03.2054 |
| VODAFONE GROUP PLC | 5.75 | 28.06.2054 |
| FISERV INC. | 4.4 | 01.07.2049 |
| GOLDMAN SACHS GROUP INC. | 3.21 | 22.04.2042 |
| HEWLETT PACKARD ENTERPRISE COMPANY | 5.0 | 15.10.2034 |
| ORACLE CORPORATION | 4.7 | 27.09.2034 |
| AMAZON.COM INC. | 4.25 | 22.08.2057 |
| CITIBANK N.A. | 5.57 | 30.04.2034 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| BANK OF AMERICA CORPORATION | 4.443 | 20.01.2048 |
| MORGAN STANLEY | 4.35 | 08.09.2026 |
| GOLDMAN SACHS GROUP INC. | 1.093 | 09.12.2026 |
| AMAZON.COM INC. | 2.875 | 12.05.2041 |
| AT&T INC. | 3.65 | 15.09.2059 |
| ROYAL BANK OF CANADA | 4.65 | 18.10.2030 |
| BANCO SANTANDER S.A. | 5.439 | 15.07.2031 |
| PNC FINANCIAL SERVICES GROUP INC. | 5.582 | 12.06.2029 |
| JPMORGAN CHASE & CO. | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO. | 5.299 | 24.07.2029 |
| BANK OF AMERICA CORPORATION | 3.97 | 05.03.2029 |
| BANK OF AMERICA CORPORATION | 3.824 | 20.01.2028 |
| VISA INC. | 2.0 | 15.08.2050 |
| MICROSOFT CORP | 3.4 | 15.09.2026 |
| MASTERCARD INCORPORATED | 3.35 | 26.03.2030 |
| CITIBANK N.A. | 4.838 | 06.08.2029 |
| WARNERMEDIA HOLDINGS INC. | 4.054 | 15.03.2029 |
| CHENIERE ENERGY INC. | 4.625 | 15.10.2028 |
| IQVIA INC. | 6.25 | 01.02.2029 |
| CITIGROUP INC. | 5.449 | 11.06.2035 |
| BANK OF AMERICA CORPORATION | 1.898 | 23.07.2031 |
| JPMORGAN CHASE & CO. | 4.603 | 22.10.2030 |
| MORGAN STANLEY | 4.654 | 18.10.2030 |
| CITIGROUP INC. | 1.122 | 28.01.2027 |
| CHUBB INA HOLDINGS LLC | 5.0 | 15.03.2034 |
| AT&T INC. | 3.8 | 01.12.2057 |
| AMAZON.COM INC. | 4.55 | 01.12.2027 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| ORACLE CORPORATION | 4.2 | 27.09.2029 |
| HEWLETT PACKARD ENTERPRISE COMPANY | 4.55 | 15.10.2029 |
| BRISTOL-MYERS SQUIBB COMPANY | 2.55 | 13.11.2050 |
| ROYAL BANK OF CANADA | 6.0 | 01.11.2027 |
| BRISTOL-MYERS SQUIBB COMPANY | 3.9 | 20.02.2028 |
| JBS USA LUX S.A. | 5.75 | 01.04.2033 |
| BROADCOM INC. | 4.8 | 15.10.2034 |
| JPMORGAN CHASE & CO. | 4.946 | 22.10.2035 |
| CISCO SYSTEMS INC. | 5.3 | 26.02.2054 |
| QUALCOMM INCORPORATED | 4.3 | 20.05.2047 |
| HOME DEPOT INC. | 4.5 | 06.12.2048 |
| ABBVIE INC. | 5.05 | 15.03.2034 |
| COMCAST CORPORATION | 2.987 | 01.11.2063 |
| SHELL FINANCE US INC. | 4.375 | 11.05.2045 |
| WELLS FARGO & COMPANY | 4.478 | 04.04.2031 |
| DEUTSCHE BANK AG NEW YORK BRANCH | 6.72 | 18.01.2029 |
| SHERWIN-WILLIAMS COMPANY | 3.45 | 01.06.2027 |
| ENERGY TRANSFER OPERATING L.P. | 5.25 | 15.04.2029 |
| CANADIAN NATURAL RESOURCES LIMITED | 6.25 | 15.03.2038 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.5 | 30.09.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.5 | 30.09.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.625 | 30.09.2031 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 15.10.2027 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 3.875 | 16.10.2029 |
| NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN N.V. | 3.75 | 10.10.2029 |
| ASIAN INFRASTRUCTURE INVESTMENT BANK | 4.0 | 15.01.2027 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AGENCE FRANCAISE DE DEVELOPPEMENT | 5.375 | 24.10.2025 |
| ALPHABET INC. | 1.9 | 15.08.2040 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 5.8 | 23.01.2059 |
| BANK OF AMERICA CORPORATION | 5.425 | 15.08.2035 |
| BRISTOL-MYERS SQUIBB COMPANY | 5.65 | 22.02.2064 |
| BROADCOM INC. | 5.05 | 12.07.2027 |
| CIGNA GROUP | 4.8 | 15.08.2038 |
| CVS HEALTH CORPORATION | 3.75 | 01.04.2030 |
| CHENIERE ENERGY PARTNERS L.P. | 4.5 | 01.10.2029 |
| CHENIERE ENERGY PARTNERS L.P. | 5.95 | 30.06.2033 |
| CISCO SYSTEMS INC. | 4.8 | 26.02.2027 |
| CITIGROUP INC. | 3.98 | 20.03.2030 |
| CITIGROUP INC. | 5.61 | 29.09.2026 |
| DEUTSCHE BANK AG NEW YORK BRANCH | 6.819 | 20.11.2029 |
| ENERGY TRANSFER OPERATING L.P. | 3.75 | 15.05.2030 |
| EXXON MOBIL CORPORATION | 4.327 | 19.03.2050 |
| EXXON MOBIL CORPORATION | 3.452 | 15.04.2051 |
| FHLMC | 2.0 | 01.06.2035 |
| FHLMC | 3.0 | 01.03.2050 |
| FHLMC | 7.0 | 01.01.2054 |
| FHLMC | 2.5 | 01.07.2050 |
| FHLMC | 1.5 | 01.02.2036 |
| FNMA | 4.0 | 01.06.2044 |
| FNMA | 2.0 | 01.02.2036 |
| FNMA | 2.0 | 01.02.2042 |
| GNMA II | 6.0 | 20.02.2053 |
| GENERAL MOTORS FINANCIAL COMPANY INC. | 5.8 | 07.01.2029 |
| GOLDMAN SACHS GROUP INC. | 5.851 | 25.04.2035 |
| GOLDMAN SACHS GROUP INC. | 4.482 | 23.08.2028 |
| HCA INC. | 5.25 | 15.06.2049 |
| HCA INC. | 5.6 | 01.04.2034 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HOME DEPOT INC. | 2.7 | 15.04.2030 |
| HONEYWELL INTERNATIONAL INC. | 2.5 | 01.11.2026 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 0.5 | 28.10.2025 |
| JPMORGAN CHASE & CO. | 3.882 | 24.07.2038 |
| JPMORGAN CHASE & CO. | 3.109 | 22.04.2051 |
| JPMORGAN CHASE & CO. | 1.045 | 19.11.2026 |
| JPMORGAN CHASE & CO. | 1.953 | 04.02.2032 |
| JPMORGAN CHASE & CO. | 3.157 | 22.04.2042 |
| JPMORGAN CHASE & CO. | 5.766 | 22.04.2035 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| KROGER CO. | 5.5 | 15.09.2054 |
| MERCK & CO. INC. | 3.4 | 07.03.2029 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| NVIDIA CORPORATION | 2.85 | 01.04.2030 |
| ONEOK INC. | 5.05 | 01.11.2034 |
| PEPSICO INC. | 2.75 | 19.03.2030 |
| ROGERS COMMUNICATIONS INC. | 5.0 | 15.02.2029 |
| SHELL INTERNATIONAL FINANCE BV | 4.375 | 11.05.2045 |
| SHELL INTERNATIONAL FINANCE BV | 4.0 | 10.05.2046 |
| SHELL INTERNATIONAL FINANCE BV | 2.75 | 06.04.2030 |
| SHELL INTERNATIONAL FINANCE BV | 3.25 | 06.04.2050 |
| SOUTHERN COMPANY | 4.4 | 01.07.2046 |
| T-MOBILE USA INC. | 4.375 | 15.04.2040 |
| T-MOBILE USA INC. | 4.5 | 15.04.2050 |
| T-MOBILE USA INC. | 3.4 | 15.10.2052 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| TORONTO-DOMINION BANK | 4.108 | 08.06.2027 |
| TORONTO-DOMINION BANK | 4.456 | 08.06.2032 |
| TORONTO-DOMINION BANK | 4.693 | 15.09.2027 |
| TORONTO-DOMINION BANK | 5.532 | 17.07.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.0 | 30.09.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 0.25 | 30.09.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 15.10.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 5.0 | 30.09.2025 |
| UNITEDHEALTH GROUP INCORPORATED | 4.75 | 15.05.2052 |
| UNITEDHEALTH GROUP INCORPORATED | 5.5 | 15.07.2044 |
| UNITEDHEALTH GROUP INCORPORATED | 5.75 | 15.07.2064 |
| VALE OVERSEAS LTD. | 6.125 | 12.06.2033 |
| VERIZON COMMUNICATIONS INC. | 3.7 | 22.03.2061 |
| WELLS FARGO & COMPANY | 3.0 | 22.04.2026 |
| WILLIAMS COMPANIES INC. | 2.6 | 15.03.2031 |
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.