Ordinary Rebalance | Solactive US Aggregate Bond CAD Index | Effective Date 1st February 2024
As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Monday, 29 January 2024 (Selection Date). The following changes to the index composition will become effective as of Thursday, 01 February 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| LANDESKREDITBANK BADEN-WURTTEMBERG – FORDERBANK | 4.5 | 26.01.2026 |
| CAISSE DAMORTISSEMENT DE LA DETTE SOCIALE | 4.25 | 24.01.2027 |
| BNG BANK N.V. | 1.0 | 25.01.2029 |
| KFW | 4.0 | 15.03.2029 |
| FNMA | 2.5 | 01.09.2051 |
| FNMA | 6.5 | 01.02.2054 |
| FNMA | 2.0 | 01.12.2050 |
| FNMA | 1.5 | 01.02.2037 |
| FNMA | 3.0 | 01.04.2052 |
| GNMA II | 6.5 | 20.01.2054 |
| FHLMC | 4.0 | 01.08.2052 |
| FNMA | 6.0 | 01.02.2054 |
| FHLMC | 2.5 | 01.02.2052 |
| GNMA II | 5.0 | 20.01.2054 |
| FHLMC | 4.0 | 01.10.2052 |
| GNMA II | 5.5 | 20.01.2054 |
| GNMA II | 6.0 | 20.01.2054 |
| FHLMC | 1.5 | 01.04.2051 |
| FHLMC | 6.0 | 01.01.2054 |
| FNMA | 7.0 | 01.01.2054 |
| FHLMC | 7.0 | 01.01.2054 |
| UNITEDHEALTH GROUP INCORPORATED | 5.2 | 15.04.2063 |
| APPLE INC. | 3.35 | 09.02.2027 |
| APPLE INC. | 1.2 | 08.02.2028 |
| WELLS FARGO & COMPANY | 5.499 | 23.01.2035 |
| WESTPAC BANKING CORPORATION | 1.15 | 03.06.2026 |
| MORGAN STANLEY | 5.597 | 24.03.2051 |
| INTERNATIONAL BUSINESS MACHINES CORPORATION | 4.15 | 15.05.2039 |
| JPMORGAN CHASE & CO. | 5.012 | 23.01.2030 |
| COCA-COLA COMPANY | 2.25 | 05.01.2032 |
| WELLS FARGO & COMPANY | 3.196 | 17.06.2027 |
| GOLDMAN SACHS GROUP INC. | 4.482 | 23.08.2028 |
| GOLDMAN SACHS GROUP INC. | 3.691 | 05.06.2028 |
| WELLS FARGO & COMPANY | 4.811 | 15.01.2026 |
| CITIGROUP INC. | 6.27 | 17.11.2033 |
| WELLS FARGO & COMPANY | 2.572 | 11.02.2031 |
| JPMORGAN CHASE & CO. | 5.336 | 23.01.2035 |
| MORGAN STANLEY | 5.466 | 18.01.2035 |
| BANK OF AMERICA CORPORATION | 5.468 | 23.01.2035 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 3.742 | 07.01.2033 |
| NOVARTIS CAPITAL CORP. | 2.2 | 14.08.2030 |
| DUPONT DE NEMOURS INC. | 5.419 | 15.11.2048 |
| GOLDMAN SACHS GROUP INC. | 3.21 | 22.04.2042 |
| CISCO SYSTEMS INC. | 5.5 | 15.01.2040 |
| CVS HEALTH CORPORATION | 3.75 | 01.04.2030 |
| DOMINION ENERGY INC. | 3.375 | 01.04.2030 |
| ABBOTT LABORATORIES | 4.75 | 30.11.2036 |
| ALPHABET INC. | 2.05 | 15.08.2050 |
| ALPHABET INC. | 1.9 | 15.08.2040 |
| GE HEALTHCARE TECHNOLOGIES INC. | 5.905 | 22.11.2032 |
| VISA INC. | 2.0 | 15.08.2050 |
| ENERGY TRANSFER OPERATING L.P. | 5.25 | 15.04.2029 |
| TORONTO-DOMINION BANK | 4.108 | 08.06.2027 |
| TORONTO-DOMINION BANK | 4.693 | 15.09.2027 |
| JOHNSON & JOHNSON | 2.9 | 15.01.2028 |
| WELLS FARGO & COMPANY | 5.198 | 23.01.2030 |
| CAPITAL ONE FINANCIAL CORPORATION | 4.2 | 29.10.2025 |
| PROCTER & GAMBLE COMPANY | 1.2 | 29.10.2030 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| BANK OF AMERICA CORPORATION | 1.197 | 24.10.2026 |
| BANK OF AMERICA CORPORATION | 3.824 | 20.01.2028 |
| JPMORGAN CHASE & CO. | 5.04 | 23.01.2028 |
| HSBC HOLDINGS PLC | 2.251 | 22.11.2027 |
| INTEL CORPORATION | 4.875 | 10.02.2026 |
| CVS HEALTH CORPORATION | 2.875 | 01.06.2026 |
| GE HEALTHCARE TECHNOLOGIES INC. | 5.65 | 15.11.2027 |
| HCA INC. | 4.5 | 15.02.2027 |
| JPMORGAN CHASE & CO. | 1.953 | 04.02.2032 |
| QUALCOMM INCORPORATED | 4.3 | 20.05.2047 |
| CITIBANK N.A. | 5.488 | 04.12.2026 |
| BP CAPITAL MARKETS AMERICA INC. | 3.0 | 24.02.2050 |
| WALT DISNEY COMPANY | 2.75 | 01.09.2049 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.0 | 15.01.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.75 | 31.12.2028 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.75 | 31.12.2030 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 31.12.2025 |
| ASIAN DEVELOPMENT BANK | 4.125 | 12.01.2027 |
| ASIAN INFRASTRUCTURE INVESTMENT BANK | 4.125 | 18.01.2029 |
| EUROPEAN INVESTMENT BANK | 4.0 | 15.02.2029 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 4.0 | 10.01.2031 |
| ASIAN DEVELOPMENT BANK | 4.125 | 12.01.2034 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AGENCE FRANCAISE DE DEVELOPPEMENT | 1.375 | 21.01.2025 |
| AT&T INC. | 3.8 | 01.12.2057 |
| AT&T INC. | 5.539 | 20.02.2026 |
| AMAZON.COM INC. | 2.7 | 03.06.2060 |
| AMAZON.COM INC. | 3.95 | 13.04.2052 |
| AMAZON.COM INC. | 4.55 | 01.12.2027 |
| 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 |
| APPLE INC. | 0.7 | 08.02.2026 |
| ASIAN DEVELOPMENT BANK | 2.0 | 22.01.2025 |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED | 5.088 | 08.12.2025 |
| BANK OF NEW YORK MELLON CORPORATION | 4.947 | 26.04.2027 |
| BERKSHIRE HATHAWAY FINANCE CORP. | 5.75 | 15.01.2040 |
| BIOGEN INC. | 2.25 | 01.05.2030 |
| BOEING COMPANY | 3.625 | 01.02.2031 |
| BP CAPITAL MARKETS AMERICA INC. | 2.939 | 04.06.2051 |
| CVS HEALTH CORPORATION | 3.875 | 20.07.2025 |
| CVS HEALTH CORPORATION | 5.125 | 21.02.2030 |
| CANADA GOVERNMENT | 1.625 | 22.01.2025 |
| CISCO SYSTEMS INC. | 5.9 | 15.02.2039 |
| CITIGROUP INC. | 3.98 | 20.03.2030 |
| CITIGROUP INC. | 3.07 | 24.02.2028 |
| CITIBANK N.A. | 5.864 | 29.09.2025 |
| CITIGROUP INC. | 1.122 | 28.01.2027 |
| COMCAST CORPORATION | 2.987 | 01.11.2063 |
| EXXON MOBIL CORPORATION | 3.095 | 16.08.2049 |
| FHLMC | 2.0 | 01.01.2042 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 1.625 | 07.01.2025 |
| FNMA | 5.5 | 01.01.2053 |
| FNMA | 7.0 | 01.12.2053 |
| FISERV INC. | 4.4 | 01.07.2049 |
| GOLDMAN SACHS GROUP INC. | 3.8 | 15.03.2030 |
| HCA INC. | 5.875 | 15.02.2026 |
| HSBC HOLDINGS PLC | 3.9 | 25.05.2026 |
| HOME DEPOT INC. | 3.3 | 15.04.2040 |
| INTER-AMERICAN DEVELOPMENT BANK | 2.125 | 15.01.2025 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 1.625 | 15.01.2025 |
| JPMORGAN CHASE & CO. | 6.4 | 15.05.2038 |
| JPMORGAN CHASE & CO. | 3.9 | 15.07.2025 |
| JPMORGAN CHASE & CO. | 4.26 | 22.02.2048 |
| JOHNSON & JOHNSON | 3.7 | 01.03.2046 |
| JOHNSON & JOHNSON | 2.45 | 01.03.2026 |
| JOHNSON & JOHNSON | 0.95 | 01.09.2027 |
| KFW | 1.25 | 31.01.2025 |
| LANDWIRTSCHAFTLICHE RENTENBANK | 2.0 | 13.01.2025 |
| LLOYDS BANKING GROUP PLC | 4.65 | 24.03.2026 |
| WARNERMEDIA HOLDINGS INC. | 6.412 | 15.03.2026 |
| MERCK & CO. INC. | 2.15 | 10.12.2031 |
| MORGAN STANLEY | 4.0 | 23.07.2025 |
| MORGAN STANLEY | 0.985 | 10.12.2026 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 5.297 | 20.04.2037 |
| PNC FINANCIAL SERVICES GROUP INC. | 5.582 | 12.06.2029 |
| SALESFORCE INC. | 3.7 | 11.04.2028 |
| SUMITOMO MITSUI FINANCIAL GROUP INC. | 1.474 | 08.07.2025 |
| TAKEDA PHARMACEUTICAL COMPANY LIMITED | 3.175 | 09.07.2050 |
| US TREASURY N/B | 2.25 | 31.12.2024 |
| US TREASURY N/B | 1.75 | 31.12.2024 |
| US TREASURY N/B | 1.125 | 15.01.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.25 | 31.12.2024 |
| UNITEDHEALTH GROUP INCORPORATED | 3.75 | 15.07.2025 |
| UNITEDHEALTH GROUP INCORPORATED | 5.875 | 15.02.2053 |
| UNITEDHEALTH GROUP INCORPORATED | 5.05 | 15.04.2053 |
| VIATRIS INC. | 4.0 | 22.06.2050 |
| VISA INC. | 2.05 | 15.04.2030 |
| NEDERLANDSE WATERSCHAPSBANK N.V. | 1.75 | 15.01.2025 |
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.