Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 2nd January 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, 27 December 2023 (Selection Date). The following changes to the index composition will become effective as of Tuesday, 02 January 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF ISRAEL | 6.25 | 21.11.2027 |
| FHLMC | 6.5 | 01.01.2054 |
| FHLMC | 3.5 | 01.03.2049 |
| FHLMC | 3.0 | 01.07.2050 |
| FNMA | 2.5 | 01.02.2035 |
| FNMA | 6.5 | 01.01.2054 |
| GNMA II | 6.0 | 20.12.2053 |
| FNMA | 4.0 | 01.01.2051 |
| FHLMC | 2.0 | 01.10.2036 |
| FNMA | 2.0 | 01.01.2052 |
| FHLMC | 7.0 | 01.01.2054 |
| GNMA II | 6.5 | 20.12.2053 |
| FHLMC | 2.0 | 01.02.2037 |
| GNMA II | 7.0 | 20.12.2053 |
| FHLMC | 6.5 | 01.01.2054 |
| FNMA | 3.5 | 01.08.2052 |
| FHLMC | 2.0 | 01.05.2037 |
| FHLMC | 7.0 | 01.12.2053 |
| FNMA | 7.0 | 01.12.2053 |
| AT&T INC. | 3.65 | 01.06.2051 |
| AMAZON.COM INC. | 2.7 | 03.06.2060 |
| AMAZON.COM INC. | 3.95 | 13.04.2052 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 5.45 | 23.01.2039 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 5.8 | 23.01.2059 |
| APPLE INC. | 3.85 | 04.08.2046 |
| BANCO SANTANDER S.A. | 6.938 | 07.11.2033 |
| BIOGEN INC. | 2.25 | 01.05.2030 |
| BLACKROCK INC. | 1.9 | 28.01.2031 |
| BLACKSTONE PRIVATE CREDIT FUND | 2.625 | 15.12.2026 |
| BP CAPITAL MARKETS AMERICA INC. | 2.939 | 04.06.2051 |
| CVS HEALTH CORPORATION | 5.125 | 21.02.2030 |
| CANADIAN NATURAL RESOURCES LIMITED | 3.85 | 01.06.2027 |
| CAPITAL ONE FINANCIAL CORPORATION | 3.75 | 28.07.2026 |
| CISCO SYSTEMS INC. | 5.9 | 15.02.2039 |
| CITIGROUP INC. | 3.07 | 24.02.2028 |
| CITIBANK N.A. | 5.864 | 29.09.2025 |
| CITIGROUP INC. | 1.122 | 28.01.2027 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 3.729 | 14.01.2032 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 7.079 | 10.02.2034 |
| ENERGY TRANSFER OPERATING L.P. | 5.0 | 15.05.2050 |
| EXXON MOBIL CORPORATION | 3.095 | 16.08.2049 |
| GLAXOSMITHKLINE CAPITAL INC. | 6.375 | 15.05.2038 |
| GOLDMAN SACHS GROUP INC. | 5.15 | 22.05.2045 |
| HCA INC. | 5.875 | 15.02.2026 |
| HCA INC. | 5.25 | 15.06.2049 |
| HOME DEPOT INC. | 2.7 | 15.04.2030 |
| HONEYWELL INTERNATIONAL INC. | 1.75 | 01.09.2031 |
| JPMORGAN CHASE & CO. | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO. | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO. | 3.54 | 01.05.2028 |
| JOHNSON & JOHNSON | 3.7 | 01.03.2046 |
| JOHNSON & JOHNSON | 0.95 | 01.09.2027 |
| JPMORGAN CHASE BANK NA | 5.11 | 08.12.2026 |
| MERCK & CO. INC. | 3.7 | 10.02.2045 |
| MERCK & CO. INC. | 2.15 | 10.12.2031 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| ORACLE CORPORATION | 4.3 | 08.07.2034 |
| ORACLE CORPORATION | 3.95 | 25.03.2051 |
| PNC FINANCIAL SERVICES GROUP INC. | 5.582 | 12.06.2029 |
| ROGERS COMMUNICATIONS INC. | 3.2 | 15.03.2027 |
| SHELL INTERNATIONAL FINANCE BV | 2.75 | 06.04.2030 |
| SUMITOMO MITSUI FINANCIAL GROUP INC. | 1.474 | 08.07.2025 |
| T-MOBILE USA INC. | 3.3 | 15.02.2051 |
| TOTALENERGIES CAPITAL INTERNATIONAL SA | 3.127 | 29.05.2050 |
| VERIZON COMMUNICATIONS INC. | 4.4 | 01.11.2034 |
| VERIZON COMMUNICATIONS INC. | 3.7 | 22.03.2061 |
| VISA INC. | 2.05 | 15.04.2030 |
| WELLS FARGO BANK N.A. | 5.254 | 11.12.2026 |
| YALE UNIVERSITY | 1.482 | 15.04.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.375 | 30.11.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.375 | 30.11.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.75 | 15.11.2043 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.875 | 30.11.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.375 | 15.12.2026 |
| AFRICAN DEVELOPMENT BANK | 4.625 | 04.01.2027 |
| INTERNATIONAL FINANCE CORP. | 4.375 | 15.01.2027 |
| INTER-AMERICAN DEVELOPMENT BANK (BRAZIL) | 4.375 | 01.02.2027 |
| NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN N.V. | 4.75 | 15.11.2028 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| ABBOTT LABORATORIES | 4.75 | 30.11.2036 |
| ABBVIE INC. | 4.45 | 14.05.2046 |
| ALPHABET INC. | 1.9 | 15.08.2040 |
| ALPHABET INC. | 2.05 | 15.08.2050 |
| AMAZON.COM INC. | 2.875 | 12.05.2041 |
| AMERICAN EXPRESS COMPANY | 3.95 | 01.08.2025 |
| BANK OF AMERICA CORPORATION | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORPORATION | 4.244 | 24.04.2038 |
| BANK OF AMERICA CORPORATION | 1.197 | 24.10.2026 |
| BANK OF AMERICA CORPORATION | 3.846 | 08.03.2037 |
| BLACKROCK INC. | 4.75 | 25.05.2033 |
| CIGNA GROUP | 4.125 | 15.11.2025 |
| CVS HEALTH CORPORATION | 2.875 | 01.06.2026 |
| CAPITAL ONE FINANCIAL CORPORATION | 4.2 | 29.10.2025 |
| CARRIER GLOBAL CORP. | 3.577 | 05.04.2050 |
| CISCO SYSTEMS INC. | 5.5 | 15.01.2040 |
| CITIGROUP INC. | 4.4 | 10.06.2025 |
| CITIGROUP INC. | 3.668 | 24.07.2028 |
| JOHN DEERE CAPITAL CORPORATION | 4.95 | 14.07.2028 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 6.72 | 18.01.2029 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| FEDERAL HOME LOAN BANK SYSTEM | 2.75 | 13.12.2024 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.515 | 16.12.2024 |
| FNMA | 3.0 | 01.05.2045 |
| FNMA | 1.5 | 01.12.2040 |
| FNMA | 2.0 | 01.02.2041 |
| FNMA | 1.5 | 01.02.2037 |
| GNMA II | 3.5 | 20.05.2046 |
| GNMA II | 3.5 | 20.09.2049 |
| GE HEALTHCARE TECHNOLOGIES INC. | 5.65 | 15.11.2027 |
| HCA INC. | 5.25 | 15.06.2026 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| HSBC HOLDINGS PLC | 2.251 | 22.11.2027 |
| HONEYWELL INTERNATIONAL INC. | 2.5 | 01.11.2026 |
| INTEL CORPORATION | 4.875 | 10.02.2026 |
| INTERNATIONAL BUSINESS MACHINES CORPORATION | 4.15 | 15.05.2039 |
| JBS USA LUX S.A. | 6.5 | 01.12.2052 |
| JPMORGAN CHASE & CO. | 1.561 | 10.12.2025 |
| JPMORGAN CHASE & CO. | 5.546 | 15.12.2025 |
| MPLX LP | 4.5 | 15.04.2038 |
| MEDTRONIC INC. | 4.375 | 15.03.2035 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| NETFLIX INC. | 4.875 | 15.04.2028 |
| NOVARTIS CAPITAL CORP. | 3.0 | 20.11.2025 |
| ORACLE CORPORATION | 3.85 | 01.04.2060 |
| PFIZER INC. | 7.2 | 15.03.2039 |
| REYNOLDS AMERICAN INC. | 4.45 | 12.06.2025 |
| SOUTHWEST AIRLINES CO. | 5.125 | 15.06.2027 |
| SUMITOMO MITSUI FINANCIAL GROUP INC. | 3.04 | 16.07.2029 |
| T-MOBILE USA INC. | 2.05 | 15.02.2028 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| TORONTO-DOMINION BANK | 4.108 | 08.06.2027 |
| TORONTO-DOMINION BANK | 4.693 | 15.09.2027 |
| US TREASURY N/B | 2.125 | 30.11.2024 |
| US TREASURY N/B | 1.5 | 30.11.2024 |
| US TREASURY N/B | 1.0 | 15.12.2024 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.5 | 30.11.2024 |
| UNITEDHEALTH GROUP INCORPORATED | 2.3 | 15.05.2031 |
| VALE OVERSEAS LTD. | 6.875 | 10.11.2039 |
| VMWARE INC. | 2.2 | 15.08.2031 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| WELLS FARGO & COMPANY | 2.572 | 11.02.2031 |
| NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN N.V. | 1.75 | 12.12.2024 |
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.