Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 3rd June 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, 29 May 2024 (Selection Date). The following changes to the index composition will become effective as of Monday, 03 June 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF CANADA | 4.625 | 30.04.2029 |
| KFW | 5.0 | 16.03.2026 |
| GNMA II | 5.5 | 20.05.2054 |
| GNMA II | 5.0 | 20.05.2054 |
| GNMA II | 6.0 | 20.05.2054 |
| FNMA | 4.5 | 01.07.2052 |
| FHLMC | 6.0 | 01.06.2054 |
| FNMA | 5.5 | 01.06.2054 |
| FNMA | 4.0 | 01.03.2049 |
| FHLMC | 1.5 | 01.02.2036 |
| GNMA II | 6.5 | 20.05.2054 |
| FHLMC | 5.5 | 01.06.2054 |
| FHLMC | 5.5 | 01.06.2054 |
| FNMA | 4.5 | 01.07.2044 |
| FNMA | 3.5 | 01.10.2047 |
| FHLMC | 6.0 | 01.06.2054 |
| FNMA | 2.0 | 01.01.2037 |
| FNMA | 6.0 | 01.06.2054 |
| FHLMC | 2.0 | 01.07.2036 |
| FHLMC | 5.5 | 01.05.2054 |
| GNMA II | 6.5 | 20.04.2054 |
| BRISTOL-MYERS SQUIBB COMPANY | 2.55 | 13.11.2050 |
| AT&T INC. | 4.1 | 15.02.2028 |
| NETFLIX INC. | 4.875 | 15.04.2028 |
| ABBVIE INC. | 5.05 | 15.03.2034 |
| FREEPORT-MCMORAN INC. | 5.45 | 15.03.2043 |
| MERCK & CO. INC. | 2.15 | 10.12.2031 |
| CITIBANK N.A. | 5.438 | 30.04.2026 |
| WELLS FARGO & COMPANY | 4.54 | 15.08.2026 |
| BANK OF AMERICA CORPORATION | 4.45 | 03.03.2026 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| CHENIERE ENERGY PARTNERS L.P. | 5.95 | 30.06.2033 |
| BANK OF AMERICA CORPORATION | 1.898 | 23.07.2031 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| GOLDMAN SACHS GROUP INC. | 4.482 | 23.08.2028 |
| JPMORGAN CHASE & CO. | 6.4 | 15.05.2038 |
| BANK OF AMERICA CORPORATION | 4.244 | 24.04.2038 |
| GE HEALTHCARE TECHNOLOGIES INC. | 5.905 | 22.11.2032 |
| ALTRIA GROUP INC. | 2.45 | 04.02.2032 |
| MPLX LP | 5.5 | 01.06.2034 |
| JOHNSON & JOHNSON | 2.45 | 01.03.2026 |
| MERCK & CO. INC. | 2.75 | 10.12.2051 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| ASTRAZENECA FINANCE LLC | 5.0 | 26.02.2034 |
| UNITEDHEALTH GROUP INCORPORATED | 4.5 | 15.04.2033 |
| UNITEDHEALTH GROUP INCORPORATED | 2.3 | 15.05.2031 |
| CHENIERE ENERGY PARTNERS L.P. | 4.5 | 01.10.2029 |
| ENERGY TRANSFER OPERATING L.P. | 5.25 | 15.04.2029 |
| AMGEN INC. | 3.375 | 21.02.2050 |
| APPLE INC. | 2.2 | 11.09.2029 |
| VISA INC. | 2.0 | 15.08.2050 |
| BERKSHIRE HATHAWAY INC. | 3.125 | 15.03.2026 |
| UNITEDHEALTH GROUP INCORPORATED | 3.05 | 15.05.2041 |
| HOME DEPOT INC. | 4.5 | 06.12.2048 |
| QUALCOMM INCORPORATED | 4.3 | 20.05.2047 |
| ASTRAZENECA | 1.375 | 06.08.2030 |
| ORACLE CORPORATION | 3.95 | 25.03.2051 |
| BRISTOL-MYERS SQUIBB COMPANY | 3.9 | 20.02.2028 |
| GOLDMAN SACHS GROUP INC. | 5.727 | 25.04.2030 |
| BANK OF AMERICA CORPORATION | 3.846 | 08.03.2037 |
| SPRINT CORP. | 7.625 | 01.03.2026 |
| HCA INC. | 5.875 | 15.02.2026 |
| GOLDMAN SACHS BANK USA | 5.414 | 21.05.2027 |
| ENERGY TRANSFER OPERATING L.P. | 5.0 | 15.05.2050 |
| ROGERS COMMUNICATIONS INC. | 4.55 | 15.03.2052 |
| SOUTHERN COMPANY | 4.4 | 01.07.2046 |
| BANK OF AMERICA CORPORATION | 1.197 | 24.10.2026 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| ABBVIE INC. | 4.45 | 14.05.2046 |
| FORD MOTOR CREDIT COMPANY LLC | 5.85 | 17.05.2027 |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION | 4.7 | 15.09.2028 |
| JPMORGAN CHASE & CO. | 5.04 | 23.01.2028 |
| JPMORGAN CHASE & CO. | 5.299 | 24.07.2029 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| TSMC ARIZONA CORP. | 1.75 | 25.10.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 30.04.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 30.04.2031 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.875 | 30.04.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.375 | 15.05.2034 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.5 | 15.05.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.625 | 15.05.2054 |
| EUROPEAN INVESTMENT BANK | 4.75 | 15.06.2029 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AON NORTH AMERICA INC. | 5.75 | 01.03.2054 |
| APPLE INC. | 3.35 | 09.02.2027 |
| ARES CAPITAL CORPORATION | 2.875 | 15.06.2028 |
| ASIAN DEVELOPMENT BANK | 2.875 | 06.05.2025 |
| ASIAN INFRASTRUCTURE INVESTMENT BANK | 0.5 | 28.05.2025 |
| ASTRAZENECA | 3.375 | 16.11.2025 |
| BANK OF AMERICA CORPORATION | 3.97 | 05.03.2029 |
| BANK OF NEW YORK MELLON CORPORATION | 5.834 | 25.10.2033 |
| BANK OF NEW YORK MELLON CORPORATION | 4.947 | 26.04.2027 |
| BRISTOL-MYERS SQUIBB COMPANY | 5.65 | 22.02.2064 |
| CVS HEALTH CORPORATION | 5.125 | 21.02.2030 |
| CARRIER GLOBAL CORP. | 3.377 | 05.04.2040 |
| CARRIER GLOBAL CORP. | 3.577 | 05.04.2050 |
| CHEVRON CORPORATION | 2.954 | 16.05.2026 |
| CITIGROUP INC. | 3.4 | 01.05.2026 |
| COCA-COLA COMPANY | 2.25 | 05.01.2032 |
| DELL INTERNATIONAL LLC | 5.3 | 01.10.2029 |
| EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT | 0.5 | 19.05.2025 |
| FHLMC | 3.5 | 01.01.2044 |
| FHLMC | 2.0 | 01.01.2036 |
| FHLMC | 3.5 | 01.01.2044 |
| FHLMC | 5.5 | 01.05.2053 |
| HALEON US CAPITAL LLC | 3.375 | 24.03.2027 |
| HALEON US CAPITAL LLC | 3.625 | 24.03.2032 |
| HCA INC. | 5.25 | 15.06.2026 |
| HCA INC. | 5.25 | 15.06.2049 |
| HCA INC. | 5.6 | 01.04.2034 |
| HSBC HOLDINGS PLC | 4.3 | 08.03.2026 |
| HESS CORPORATION | 5.6 | 15.02.2041 |
| HOME DEPOT INC. | 2.375 | 15.03.2051 |
| HONEYWELL INTERNATIONAL INC. | 1.75 | 01.09.2031 |
| INTERNATIONAL BUSINESS MACHINES CORPORATION | 4.15 | 15.05.2039 |
| JPMORGAN CHASE & CO. | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO. | 4.203 | 23.07.2029 |
| JPMORGAN CHASE & CO. | 3.109 | 22.04.2051 |
| JPMORGAN CHASE & CO. | 2.545 | 08.11.2032 |
| JPMORGAN CHASE & CO. | 4.08 | 26.04.2026 |
| JPMORGAN CHASE & CO. | 5.766 | 22.04.2035 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| KFW | 2.0 | 02.05.2025 |
| LANDWIRTSCHAFTLICHE RENTENBANK | 0.5 | 27.05.2025 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| MPLX LP | 2.65 | 15.08.2030 |
| WARNERMEDIA HOLDINGS INC. | 6.412 | 15.03.2026 |
| MICROSOFT CORPORATION | 3.125 | 03.11.2025 |
| MORGAN STANLEY | 5.0 | 24.11.2025 |
| MORGAN STANLEY | 2.188 | 28.04.2026 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| MORGAN STANLEY | 5.656 | 18.04.2030 |
| PNC FINANCIAL SERVICES GROUP INC. | 5.582 | 12.06.2029 |
| SABINE PASS LIQUEFACTION LLC | 4.5 | 15.05.2030 |
| SHELL INTERNATIONAL FINANCE BV | 2.875 | 10.05.2026 |
| SOUTHERN COMPANY | 3.25 | 01.07.2026 |
| SUMITOMO MITSUI FINANCIAL GROUP INC. | 3.04 | 16.07.2029 |
| T-MOBILE USA INC. | 4.375 | 15.04.2040 |
| T-MOBILE USA INC. | 2.25 | 15.02.2026 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| US TREASURY N/B | 2.875 | 30.04.2025 |
| US TREASURY N/B | 2.125 | 15.05.2025 |
| US TREASURY N/B | 0.375 | 30.04.2025 |
| US TREASURY N/B | 2.75 | 15.05.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 30.04.2025 |
| UNITEDHEALTH GROUP INCORPORATED | 3.25 | 15.05.2051 |
| WELLS FARGO & COMPANY | 4.811 | 15.01.2026 |
| WELLS FARGO & COMPANY | 4.15 | 24.01.2029 |
| WELLS FARGO & COMPANY | 4.478 | 04.04.2031 |
| WELLS FARGO & COMPANY | 2.188 | 30.04.2026 |
| WESTPAC BANKING CORPORATION | 1.15 | 03.06.2026 |
| CAISSE DAMORTISSEMENT DE LA DETTE SOCIALE | 3.0 | 17.05.2025 |
| NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN N.V. | 2.875 | 19.05.2025 |
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.