Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 2nd December 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, 26 November 2024 (Selection Date). The following changes to the index composition will become effective as of Monday, 02 December 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF BELGIUM | 4.35 | 06.11.2034 |
| KFW | 4.0 | 05.11.2026 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.5 | 01.11.2054 |
| FHLMC | 5.5 | 01.12.2054 |
| GNMA II | 4.5 | 20.11.2054 |
| FNMA | 1.5 | 01.04.2037 |
| FHLMC | 1.5 | 01.01.2037 |
| GNMA II | 5.0 | 20.11.2054 |
| FHLMC | 2.0 | 01.02.2052 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.0 | 01.12.2054 |
| FHLMC | 5.0 | 01.12.2054 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 5.0 | 01.12.2054 |
| GNMA II | 5.5 | 20.11.2054 |
| TOTALENERGIES CAPITAL SA | 5.488 | 05.04.2054 |
| WELLS FARGO BANK N.A. | 5.45 | 07.08.2026 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| CITIGROUP INC. | 3.07 | 24.02.2028 |
| JPMORGAN CHASE & CO. | 3.109 | 22.04.2051 |
| T-MOBILE USA INC. | 4.5 | 15.04.2050 |
| ENERGY TRANSFER OPERATING L.P. | 3.75 | 15.05.2030 |
| BANCO SANTANDER S.A. | 2.749 | 03.12.2030 |
| NOVARTIS CAPITAL CORP. | 2.0 | 14.02.2027 |
| NATIONAL AUSTRALIA BANK LTD. (NEW YORK) | 3.905 | 09.06.2027 |
| MERCK & CO. INC. | 2.15 | 10.12.2031 |
| BANK OF AMERICA CORPORATION | 3.248 | 21.10.2027 |
| BANK OF AMERICA CORPORATION | 2.551 | 04.02.2028 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| HSBC HOLDINGS PLC | 5.21 | 11.08.2028 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 4.755 | 09.06.2028 |
| HSBC HOLDINGS PLC | 5.887 | 14.08.2027 |
| MORGAN STANLEY | 5.516 | 19.11.2055 |
| WALT DISNEY COMPANY | 2.75 | 01.09.2049 |
| JPMORGAN CHASE & CO. | 1.953 | 04.02.2032 |
| JPMORGAN CHASE & CO. | 2.545 | 08.11.2032 |
| JPMORGAN CHASE & CO. | 5.766 | 22.04.2035 |
| CIGNA GROUP | 4.8 | 15.08.2038 |
| GOLDMAN SACHS GROUP INC. | 5.851 | 25.04.2035 |
| CITIGROUP INC. | 4.91 | 24.05.2033 |
| BLACKSTONE PRIVATE CREDIT FUND | 2.625 | 15.12.2026 |
| EXXON MOBIL CORPORATION | 3.452 | 15.04.2051 |
| ALPHABET INC. | 1.9 | 15.08.2040 |
| BANK OF AMERICA CORPORATION | 4.244 | 24.04.2038 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 5.45 | 23.01.2039 |
| GOLDMAN SACHS GROUP INC. | 5.561 | 19.11.2045 |
| CITIBANK N.A. | 4.876 | 19.11.2027 |
| CISCO SYSTEMS INC. | 4.8 | 26.02.2027 |
| T-MOBILE USA INC. | 4.375 | 15.04.2040 |
| MORGAN STANLEY | 5.656 | 18.04.2030 |
| SUMITOMO MITSUI FINANCIAL GROUP INC. | 3.04 | 16.07.2029 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| CHEVRON CORPORATION | 2.236 | 11.05.2030 |
| VICI PROPERTIES L.P. | 5.125 | 15.05.2032 |
| VALE OVERSEAS LTD. | 6.125 | 12.06.2033 |
| JPMORGAN CHASE & CO. | 3.96 | 29.01.2027 |
| HSBC HOLDINGS PLC | 5.874 | 18.11.2035 |
| ABBVIE INC. | 4.45 | 14.05.2046 |
| MORGAN STANLEY | 3.217 | 22.04.2042 |
| JPMORGAN CHASE & CO. | 5.6 | 15.07.2041 |
| CHENIERE ENERGY PARTNERS L.P. | 4.5 | 01.10.2029 |
| CHENIERE ENERGY PARTNERS L.P. | 4.0 | 01.03.2031 |
| VIATRIS INC. | 2.7 | 22.06.2030 |
| JPMORGAN CHASE & CO. | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO. | 3.157 | 22.04.2042 |
| ORANGE SA | 9.0 | 01.03.2031 |
| ROGERS COMMUNICATIONS INC. | 5.0 | 15.02.2029 |
| JPMORGAN CHASE & CO. | 5.012 | 23.01.2030 |
| JPMORGAN CHASE & CO. | 6.087 | 23.10.2029 |
| JPMORGAN CHASE & CO. | 4.203 | 23.07.2029 |
| JPMORGAN CHASE & CO. | 3.509 | 23.01.2029 |
| JPMORGAN CHASE & CO. | 4.005 | 23.04.2029 |
| JPMORGAN CHASE & CO. | 3.702 | 06.05.2030 |
| VIATRIS INC. | 4.0 | 22.06.2050 |
| DEUTSCHE BANK AG NEW YORK BRANCH | 6.819 | 20.11.2029 |
| T-MOBILE USA INC. | 4.75 | 01.02.2028 |
| MORGAN STANLEY | 5.466 | 18.01.2035 |
| MORGAN STANLEY | 1.794 | 13.02.2032 |
| MORGAN STANLEY | 1.928 | 28.04.2032 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 31.10.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 31.10.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 31.10.2031 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 15.11.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 15.11.2034 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.5 | 15.11.2054 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AMAZON.COM INC. | 4.25 | 22.08.2057 |
| AMAZON.COM INC. | 1.0 | 12.05.2026 |
| APPLE INC. | 2.45 | 04.08.2026 |
| ASTRAZENECA | 6.45 | 15.09.2037 |
| BANCO SANTANDER S.A. | 5.588 | 08.08.2028 |
| BANCO SANTANDER S.A. | 5.365 | 15.07.2028 |
| BANCO SANTANDER S.A. | 5.439 | 15.07.2031 |
| BANK OF AMERICA CORPORATION | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORPORATION | 3.846 | 08.03.2037 |
| BARCLAYS PLC | 5.2 | 12.05.2026 |
| BRISTOL-MYERS SQUIBB COMPANY | 3.2 | 15.06.2026 |
| BRISTOL-MYERS SQUIBB COMPANY | 3.9 | 20.02.2028 |
| BRISTOL-MYERS SQUIBB COMPANY | 2.95 | 15.03.2032 |
| BRISTOL-MYERS SQUIBB COMPANY | 4.9 | 22.02.2029 |
| BRISTOL-MYERS SQUIBB COMPANY | 5.2 | 22.02.2034 |
| BROADCOM INC. | 5.15 | 15.11.2031 |
| BROADCOM INC. | 4.35 | 15.02.2030 |
| CELANESE US HOLDINGS LLC | 6.165 | 15.07.2027 |
| CHEVRON CORPORATION | 2.954 | 16.05.2026 |
| CHUBB INA HOLDINGS LLC | 5.0 | 15.03.2034 |
| CITIBANK N.A. | 4.838 | 06.08.2029 |
| CITIGROUP INC. | 1.122 | 28.01.2027 |
| COCA-COLA COMPANY | 2.25 | 05.01.2032 |
| COMCAST CORPORATION | 2.987 | 01.11.2063 |
| LA CORPORACION ANDINA DE FOMENTO SA | 5.25 | 21.11.2025 |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC | 8.5 | 18.01.2031 |
| JOHN DEERE CAPITAL CORPORATION | 4.95 | 14.07.2028 |
| DEUTSCHE BANK AG NEW YORK BRANCH | 2.129 | 24.11.2026 |
| DEUTSCHE BANK AG NEW YORK BRANCH | 2.311 | 16.11.2027 |
| DEUTSCHE BANK AG NEW YORK BRANCH | 6.72 | 18.01.2029 |
| ENERGY TRANSFER OPERATING L.P. | 5.25 | 15.04.2029 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT | 0.5 | 25.11.2025 |
| FEDERAL HOME LOAN BANK SYSTEM | 4.5 | 10.11.2025 |
| FHLMC | 2.0 | 01.12.2035 |
| FHLMC | 3.5 | 01.09.2052 |
| FHLMC | 6.5 | 01.10.2053 |
| FHLMC | 6.5 | 01.06.2054 |
| FHLMC | 6.0 | 01.01.2053 |
| FHLMC | 6.0 | 01.08.2053 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.5 | 01.08.2054 |
| FHLMC | 2.0 | 01.02.2052 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.5 | 07.11.2025 |
| FNMA | 3.5 | 01.01.2051 |
| GNMA II | 3.5 | 20.01.2047 |
| GNMA II | 6.0 | 20.11.2052 |
| GNMA II | 6.0 | 20.03.2053 |
| GNMA II | 7.0 | 20.11.2053 |
| GLAXOSMITHKLINE CAPITAL INC. | 3.875 | 15.05.2028 |
| GOLDMAN SACHS GROUP INC. | 1.093 | 09.12.2026 |
| GOLDMAN SACHS GROUP INC. | 3.21 | 22.04.2042 |
| HOME DEPOT INC. | 4.5 | 06.12.2048 |
| HOME DEPOT INC. | 2.95 | 15.06.2029 |
| HOME DEPOT INC. | 4.95 | 25.06.2034 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 3.125 | 20.11.2025 |
| INTERNATIONAL BUSINESS MACHINES CORPORATION | 3.3 | 15.05.2026 |
| IQVIA INC. | 6.25 | 01.02.2029 |
| MPLX LP | 4.5 | 15.04.2038 |
| MPLX LP | 5.5 | 01.06.2034 |
| MERCK & CO. INC. | 3.7 | 10.02.2045 |
| MORGAN STANLEY | 4.35 | 08.09.2026 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| NVIDIA CORPORATION | 1.55 | 15.06.2028 |
| ORACLE CORPORATION | 4.2 | 27.09.2029 |
| PFIZER INVESTMENT ENTERPRISES PTE. LTD. | 4.45 | 19.05.2026 |
| PFIZER INC. | 3.0 | 15.12.2026 |
| PFIZER INC. | 3.45 | 15.03.2029 |
| QUALCOMM INCORPORATED | 3.25 | 20.05.2027 |
| QUALCOMM INCORPORATED | 4.3 | 20.05.2047 |
| ROGERS COMMUNICATIONS INC. | 4.55 | 15.03.2052 |
| ROYAL BANK OF CANADA | 1.2 | 27.04.2026 |
| ROYAL BANK OF CANADA | 6.0 | 01.11.2027 |
| ROYAL BANK OF CANADA | 5.0 | 01.02.2033 |
| ROYAL BANK OF CANADA | 4.65 | 18.10.2030 |
| SHERWIN-WILLIAMS COMPANY | 3.45 | 01.06.2027 |
| SWEDISH EXPORT CREDIT CORP. | 4.625 | 28.11.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.0 | 31.10.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 2.25 | 15.11.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 0.25 | 31.10.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.5 | 15.11.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 5.0 | 31.10.2025 |
| UNITEDHEALTH GROUP INCORPORATED | 2.3 | 15.05.2031 |
| UNITEDHEALTH GROUP INCORPORATED | 3.05 | 15.05.2041 |
| UNITEDHEALTH GROUP INCORPORATED | 3.25 | 15.05.2051 |
| UNITEDHEALTH GROUP INCORPORATED | 5.35 | 15.02.2033 |
| UNITEDHEALTH GROUP INCORPORATED | 5.05 | 15.04.2053 |
| UNITEDHEALTH GROUP INCORPORATED | 4.95 | 15.01.2032 |
| UNITEDHEALTH GROUP INCORPORATED | 5.15 | 15.07.2034 |
| VIATRIS INC. | 3.85 | 22.06.2040 |
| WESTPAC BANKING CORPORATION | 5.457 | 18.11.2027 |
| CAISSE DAMORTISSEMENT DE LA DETTE SOCIALE | 4.625 | 02.11.2025 |
| GOVERNMENT OF DENMARK | 5.0 | 14.11.2025 |
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.