Overview
Announcements

Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 1st July 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, 26 June 2024 (Selection Date). The following changes to the index composition will become effective as of Monday, 01 July 2024 (Effective Date).

Additions:

Issuer Name Coupon Maturity Date
GOVERNMENT OF LATVIA 5.125 30.07.2034
CAISSE DAMORTISSEMENT DE LA DETTE SOCIALE 4.5 22.05.2029
FNMA 3.0 01.06.2052
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.0 20.06.2054
FHLMC 1.5 01.02.2051
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.0 20.06.2054
FNMA 2.0 01.06.2036
FHLMC 1.5 01.07.2036
FHLMC 6.5 01.07.2054
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 6.5 20.06.2054
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 5.5 20.06.2054
FNMA 4.0 01.02.2047
FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.0 01.07.2054
FHLMC 6.0 01.07.2054
FHLMC 6.5 01.06.2054
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 5.45 23.01.2039
CITIGROUP INC. 4.91 24.05.2033
UNITEDHEALTH GROUP INCORPORATED 3.25 15.05.2051
IQVIA INC. 6.25 01.02.2029
CITIBANK N.A. 5.57 30.04.2034
ALPHABET INC. 1.9 15.08.2040
INTEL CORPORATION 3.25 15.11.2049
JPMORGAN CHASE & CO. 3.109 22.04.2051
MORGAN STANLEY BANK N.A. 5.504 26.05.2028
CISCO SYSTEMS INC. 4.8 26.02.2027
UNITEDHEALTH GROUP INCORPORATED 4.2 15.05.2032
ROYAL BANK OF CANADA 2.3 03.11.2031
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
CHENIERE ENERGY PARTNERS L.P. 4.0 01.03.2031
BARCLAYS PLC 5.829 09.05.2027
CISCO SYSTEMS INC. 5.3 26.02.2054
SHELL INTERNATIONAL FINANCE BV 3.25 06.04.2050
HOME DEPOT INC. 2.375 15.03.2051
NOVARTIS CAPITAL CORP. 2.2 14.08.2030
AT&T INC. 3.65 01.06.2051
T-MOBILE USA INC. 3.3 15.02.2051
APPLE INC. 1.65 11.05.2030
HCA INC. 4.625 15.03.2052
DELL INTERNATIONAL LLC 5.3 01.10.2029
CVS HEALTH CORPORATION 3.75 01.04.2030
CHEVRON CORPORATION 2.954 16.05.2026
WELLS FARGO & COMPANY 4.478 04.04.2031
WELLS FARGO & COMPANY 4.15 24.01.2029
VIATRIS INC. 4.0 22.06.2050
INTEL CORPORATION 5.7 10.02.2053
CITIGROUP INC. 5.449 11.06.2035
INTERNATIONAL BUSINESS MACHINES CORPORATION 4.15 15.05.2039
JOHNSON & JOHNSON 2.9 15.01.2028
GOLDMAN SACHS GROUP INC. 5.15 22.05.2045
AON NORTH AMERICA INC. 5.75 01.03.2054
JPMORGAN CHASE & CO. 3.54 01.05.2028
JPMORGAN CHASE & CO. 4.452 05.12.2029
JPMORGAN CHASE & CO. 4.203 23.07.2029
MORGAN STANLEY 0.985 10.12.2026
SUMITOMO MITSUI FINANCIAL GROUP INC. 3.04 16.07.2029
ABBVIE INC. 4.8 15.03.2029
JPMORGAN CHASE & CO. 2.545 08.11.2032
JPMORGAN CHASE & CO. 5.766 22.04.2035
HCA INC. 5.6 01.04.2034
NOVARTIS CAPITAL CORP. 2.0 14.02.2027
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.5 31.05.2029
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 15.05.2044
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 31.05.2031
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.875 31.05.2026
COUNCIL OF EUROPE DEVELOPMENT BANK 4.625 11.06.2027
INTERNATIONAL DEVELOPMENT ASSOCIATION 4.375 11.06.2029
NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN N.V. 4.5 12.06.2029

Deletions:

Issuer Name Coupon Maturity Date
AT&T INC. 3.8 01.12.2057
ABBVIE INC. 4.45 14.05.2046
AMAZON.COM INC. 4.25 22.08.2057
AMAZON.COM INC. 4.55 01.12.2027
AMGEN INC. 3.375 21.02.2050
APPLE INC. 2.2 11.09.2029
ASIAN DEVELOPMENT BANK 4.625 13.06.2025
ASIAN INFRASTRUCTURE INVESTMENT BANK 3.375 29.06.2025
ASTRAZENECA FINANCE LLC 5.0 26.02.2034
BANK OF AMERICA CORPORATION 4.443 20.01.2048
BANK OF AMERICA CORPORATION 4.244 24.04.2038
BANK OF AMERICA CORPORATION 1.319 19.06.2026
BANK OF AMERICA CORPORATION 1.898 23.07.2031
BERKSHIRE HATHAWAY FINANCE CORP. 4.2 15.08.2048
COMCAST CORPORATION 2.987 01.11.2063
COUNCIL OF EUROPE DEVELOPMENT BANK 3.0 16.06.2025
DELL INTERNATIONAL LLC 4.9 01.10.2026
DIAMONDBACK ENERGY INC. 5.4 18.04.2034
ENERGY TRANSFER OPERATING L.P. 5.0 15.05.2050
FHLMC 2.5 01.05.2041
FHLMC 7.0 01.12.2053
FHLMC 5.5 01.01.2053
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.5 17.06.2025
FNMA 4.0 01.04.2044
FORD MOTOR CREDIT COMPANY LLC 5.85 17.05.2027
GNMA II 3.5 20.02.2047
GOLDMAN SACHS GROUP INC. 3.8 15.03.2030
GOLDMAN SACHS GROUP INC. 4.482 23.08.2028
GOLDMAN SACHS GROUP INC. 3.5 16.11.2026
HSBC HOLDINGS PLC 4.041 13.03.2028
HSBC HOLDINGS PLC 4.95 31.03.2030
HSBC HOLDINGS PLC 2.804 24.05.2032
HOME DEPOT INC. 4.5 06.12.2048
JPMORGAN CHASE & CO. 1.953 04.02.2032
JPMORGAN CHASE & CO. 5.299 24.07.2029
JPMORGAN CHASE & CO. 5.012 23.01.2030
JOHNSON & JOHNSON 0.95 01.09.2027
KFW 3.125 10.06.2025
KRAFT HEINZ FOODS CO. 3.0 01.06.2026
MPLX LP 4.5 15.04.2038
MERCK & CO. INC. 2.15 10.12.2031
MERCK & CO. INC. 2.75 10.12.2051
BANK OF AMERICA CORP 6.11 29.01.2037
MORGAN STANLEY 4.21 20.04.2028
MORGAN STANLEY 6.375 24.07.2042
ORACLE CORPORATION 5.375 15.07.2040
ORACLE CORPORATION 3.85 01.04.2060
PACIFIC GAS AND ELECTRIC COMPANY 3.15 01.01.2026
QUALCOMM INCORPORATED 4.3 20.05.2047
SHELL INTERNATIONAL FINANCE BV 2.75 06.04.2030
SPRINT CORP. 7.625 01.03.2026
TSMC ARIZONA CORP. 1.75 25.10.2026
GOVERNMENT OF THE UNITED STATES OF AMERICA 2.875 31.05.2025
GOVERNMENT OF THE UNITED STATES OF AMERICA 0.25 31.05.2025
GOVERNMENT OF THE UNITED STATES OF AMERICA 2.875 15.06.2025
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.25 31.05.2025
UNITEDHEALTH GROUP INCORPORATED 2.3 15.05.2031
VISA INC. 3.15 14.12.2025
WELLS FARGO & COMPANY 4.54 15.08.2026
EUROPEAN INVESTMENT BANK 2.875 13.06.2025

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.