Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 3rd September 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, 28 August 2024 (Selection Date). The following changes to the index composition will become effective as of Tuesday, 03 September 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION | 4.25 | 24.07.2027 |
| BNG BANK N.V. | 0.875 | 18.05.2026 |
| BNG BANK N.V. | 4.25 | 25.01.2029 |
| BNG BANK N.V. | 4.5 | 01.03.2027 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.0 | 01.09.2054 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 5.5 | 20.08.2054 |
| FNMA | 2.0 | 01.08.2035 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 6.0 | 01.09.2054 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 5.0 | 20.08.2054 |
| FHLMC | 5.5 | 01.09.2054 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 6.0 | 20.08.2054 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.5 | 01.09.2054 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 6.5 | 20.08.2054 |
| FHLMC | 2.0 | 01.08.2051 |
| FHLMC | 1.5 | 01.11.2036 |
| FNMA | 1.5 | 01.07.2036 |
| FHLMC | 6.0 | 01.09.2054 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 6.5 | 01.08.2054 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 5.5 | 01.08.2054 |
| FEDERAL HOME LOAN MORTGAGE CORP. | 6.5 | 01.08.2054 |
| JPMORGAN CHASE & CO. | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO. | 5.571 | 22.04.2028 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| ABBVIE INC. | 4.8 | 15.03.2029 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 5.8 | 23.01.2059 |
| JPMORGAN CHASE & CO. | 3.109 | 22.04.2051 |
| UNITEDHEALTH GROUP INCORPORATED | 5.15 | 15.07.2034 |
| META PLATFORMS INC. | 5.55 | 15.08.2064 |
| HSBC HOLDINGS PLC | 4.292 | 12.09.2026 |
| NATIONAL AUSTRALIA BANK LTD. (NEW YORK) | 3.905 | 09.06.2027 |
| WESTPAC BANKING CORPORATION | 5.457 | 18.11.2027 |
| CITIGROUP INC. | 1.462 | 09.06.2027 |
| ORACLE CORPORATION | 3.8 | 15.11.2037 |
| CANADIAN NATURAL RESOURCES LIMITED | 6.25 | 15.03.2038 |
| INTERNATIONAL BUSINESS MACHINES CORPORATION | 4.15 | 15.05.2039 |
| BANK OF AMERICA CORPORATION | 5.425 | 15.08.2035 |
| EQUINOR ASA | 3.125 | 06.04.2030 |
| AMAZON.COM INC. | 2.875 | 12.05.2041 |
| ALPHABET INC. | 1.9 | 15.08.2040 |
| APPLE INC. | 2.45 | 04.08.2026 |
| VERIZON COMMUNICATIONS INC. | 3.7 | 22.03.2061 |
| ABBVIE INC. | 4.5 | 14.05.2035 |
| WARNERMEDIA HOLDINGS INC. | 6.412 | 15.03.2026 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| CAPITAL ONE FINANCIAL CORPORATION | 3.75 | 28.07.2026 |
| APPLE INC. | 3.85 | 04.08.2046 |
| ROGERS COMMUNICATIONS INC. | 5.3 | 15.02.2034 |
| HCA INC. | 5.6 | 01.04.2034 |
| SHERWIN-WILLIAMS COMPANY | 3.45 | 01.06.2027 |
| HCA INC. | 5.25 | 15.06.2049 |
| MORGAN STANLEY | 6.342 | 18.10.2033 |
| UNITEDHEALTH GROUP INCORPORATED | 5.625 | 15.07.2054 |
| CANADIAN NATURAL RESOURCES LIMITED | 3.85 | 01.06.2027 |
| WARNERMEDIA HOLDINGS INC. | 4.054 | 15.03.2029 |
| QUALCOMM INCORPORATED | 4.8 | 20.05.2045 |
| HOME DEPOT INC. | 5.15 | 25.06.2026 |
| BANK OF AMERICA NA | 5.526 | 18.08.2026 |
| T-MOBILE USA INC. | 4.375 | 15.04.2040 |
| META PLATFORMS INC. | 5.4 | 15.08.2054 |
| HCA INC. | 5.45 | 01.04.2031 |
| UNITEDHEALTH GROUP INCORPORATED | 5.75 | 15.07.2064 |
| AMGEN INC. | 3.375 | 21.02.2050 |
| INTEL CORPORATION | 3.25 | 15.11.2049 |
| SHELL INTERNATIONAL FINANCE BV | 3.25 | 06.04.2050 |
| BANK OF AMERICA CORPORATION | 4.443 | 20.01.2048 |
| BANK OF AMERICA CORPORATION | 4.45 | 03.03.2026 |
| BAXTER INTERNATIONAL INC. | 2.539 | 01.02.2032 |
| META PLATFORMS INC. | 4.75 | 15.08.2034 |
| GOLDMAN SACHS GROUP INC. | 5.15 | 22.05.2045 |
| WELLS FARGO & COMPANY | 4.4 | 14.06.2046 |
| BIOGEN INC. | 2.25 | 01.05.2030 |
| BANCO SANTANDER S.A. | 2.749 | 03.12.2030 |
| BANK OF AMERICA CORPORATION | 3.846 | 08.03.2037 |
| GOLDMAN SACHS GROUP INC. | 5.851 | 25.04.2035 |
| AT&T INC. | 3.65 | 01.06.2051 |
| T-MOBILE USA INC. | 3.4 | 15.10.2052 |
| COCA-COLA COMPANY | 2.25 | 05.01.2032 |
| MORGAN STANLEY | 5.656 | 18.04.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.0 | 31.07.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 31.07.2031 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.375 | 31.07.2026 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.75 | 15.08.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 15.08.2034 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 15.08.2054 |
| INTER-AMERICAN DEVELOPMENT BANK | 4.375 | 17.07.2034 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| ABBOTT LABORATORIES | 3.75 | 30.11.2026 |
| AMAZON.COM INC. | 4.25 | 22.08.2057 |
| AMERICA MOVIL S.A.B. DE C.V | 6.125 | 30.03.2040 |
| APPLE INC. | 3.25 | 23.02.2026 |
| ARES CAPITAL CORPORATION | 2.875 | 15.06.2028 |
| B.A.T CAPITAL CORPORATION | 3.557 | 15.08.2027 |
| B.A.T CAPITAL CORPORATION | 4.54 | 15.08.2047 |
| B.A.T CAPITAL CORPORATION | 2.259 | 25.03.2028 |
| BANK OF AMERICA CORPORATION | 3.5 | 19.04.2026 |
| BANK OF AMERICA CORPORATION | 3.824 | 20.01.2028 |
| BANK OF AMERICA CORPORATION | 3.97 | 05.03.2029 |
| BARCLAYS PLC | 5.829 | 09.05.2027 |
| BERKSHIRE HATHAWAY FINANCE CORP. | 5.75 | 15.01.2040 |
| BERKSHIRE HATHAWAY FINANCE CORP. | 4.2 | 15.08.2048 |
| BOEING COMPANY | 2.196 | 04.02.2026 |
| BP CAPITAL MARKETS AMERICA INC. | 2.939 | 04.06.2051 |
| BRISTOL-MYERS SQUIBB COMPANY | 2.55 | 13.11.2050 |
| 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. | 4.0 | 01.03.2031 |
| CHENIERE ENERGY INC. | 4.625 | 15.10.2028 |
| CITIGROUP INC. | 4.91 | 24.05.2033 |
| CITIBANK N.A. | 5.438 | 30.04.2026 |
| COMCAST CORPORATION | 2.987 | 01.11.2063 |
| DUPONT DE NEMOURS INC. | 5.419 | 15.11.2048 |
| EUROPEAN INVESTMENT BANK | 2.75 | 15.08.2025 |
| EXPORT DEVELOPMENT CANADA | 3.375 | 26.08.2025 |
| EXXON MOBIL CORPORATION | 3.452 | 15.04.2051 |
| META PLATFORMS INC. | 4.95 | 15.05.2033 |
| FHLMC | 2.0 | 01.06.2036 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.375 | 25.08.2025 |
| FNMA | 3.0 | 01.11.2046 |
| FNMA | 2.0 | 01.04.2037 |
| FNMA | 6.0 | 01.01.2053 |
| FISERV INC. | 4.4 | 01.07.2049 |
| GENERAL MOTORS FINANCIAL COMPANY INC. | 5.8 | 07.01.2029 |
| GOLDMAN SACHS GROUP INC. | 3.21 | 22.04.2042 |
| GOLDMAN SACHS GROUP INC. | 5.798 | 10.08.2026 |
| HCA INC. | 5.875 | 15.02.2026 |
| HCA INC. | 5.25 | 15.06.2026 |
| HOME DEPOT INC. | 4.5 | 06.12.2048 |
| INTEL CORPORATION | 5.7 | 10.02.2053 |
| JPMORGAN CHASE & CO. | 3.3 | 01.04.2026 |
| JPMORGAN CHASE & CO. | 4.26 | 22.02.2048 |
| JPMORGAN CHASE & CO. | 3.54 | 01.05.2028 |
| JPMORGAN CHASE & CO. | 5.299 | 24.07.2029 |
| JPMORGAN CHASE & CO. | 5.04 | 23.01.2028 |
| JPMORGAN CHASE & CO. | 5.766 | 22.04.2035 |
| JOHNSON & JOHNSON | 3.7 | 01.03.2046 |
| MPLX LP | 2.65 | 15.08.2030 |
| MERCK & CO. INC. | 2.15 | 10.12.2031 |
| MICROSOFT CORPORATION | 2.675 | 01.06.2060 |
| MORGAN STANLEY | 3.875 | 27.01.2026 |
| MORGAN STANLEY | 6.375 | 24.07.2042 |
| NOVARTIS CAPITAL CORP. | 2.0 | 14.02.2027 |
| NOVARTIS CAPITAL CORP. | 2.2 | 14.08.2030 |
| ORACLE CORPORATION | 3.85 | 01.04.2060 |
| ORACLE CORPORATION | 5.55 | 06.02.2053 |
| PNC FINANCIAL SERVICES GROUP INC. | 5.582 | 12.06.2029 |
| REYNOLDS AMERICAN INC. | 5.85 | 15.08.2045 |
| ROYAL BANK OF CANADA | 2.3 | 03.11.2031 |
| SALESFORCE INC. | 2.9 | 15.07.2051 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 6.875 | 15.08.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 2.0 | 15.08.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 2.875 | 31.07.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 0.25 | 31.07.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.125 | 15.08.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.75 | 31.07.2025 |
| VERIZON COMMUNICATIONS INC. | 2.875 | 20.11.2050 |
| VERIZON COMMUNICATIONS INC. | 2.1 | 22.03.2028 |
| VIATRIS INC. | 3.85 | 22.06.2040 |
| VISA INC. | 2.0 | 15.08.2050 |
| VODAFONE GROUP PLC | 5.75 | 28.06.2054 |
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.