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

Additions:

Issuer Name Coupon Maturity Date
BANK OF ENGLAND 4.5 05.03.2027
HONG KONG 2.375 02.02.2051
GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION 4.25 07.06.2026
GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION 4.375 11.01.2026
GOVERNMENT OF HONG KONG SPECIAL ADMINISTRATIVE REGION 5.25 11.01.2053
GOVERNMENT OF ISRAEL 5.375 12.03.2029
GOVERNMENT OF ISRAEL 5.5 12.03.2034
GOVERNMENT OF ISRAEL 5.75 12.03.2054
GOVERNMENT OF POLAND 4.625 18.03.2029
GOVERNMENT OF POLAND 5.125 18.09.2034
GOVERNMENT OF POLAND 5.5 18.03.2054
FEDERAL HOME LOAN BANK SYSTEM 5.18 07.04.2025
KFW 4.375 01.03.2027
KFW 4.375 28.02.2034
JAPAN BANK FOR INTERNATIONAL COOPERATION 2.25 04.11.2026
INTER-AMERICAN INVESTMENT CORP. 4.25 14.02.2029
GNMA II 5.5 20.03.2054
GNMA II 5.0 20.03.2054
FNMA 1.5 01.10.2036
FNMA 2.5 01.02.2035
FNMA 2.0 01.03.2036
FHLMC 5.5 01.04.2054
FNMA 3.5 01.12.2046
FHLMC 5.0 01.10.2052
FHLMC 2.0 01.04.2036
FHLMC 5.5 01.04.2054
FNMA 1.5 01.02.2036
GNMA II 6.0 20.03.2054
FHLMC 2.0 01.04.2052
FHLMC 1.5 01.05.2036
FNMA 2.0 01.01.2037
FHLMC 5.5 01.03.2054
FHLMC 6.0 01.03.2054
FNMA 5.5 01.03.2054
HALEON US CAPITAL LLC 3.375 24.03.2027
CISCO SYSTEMS INC. 4.85 26.02.2029
CISCO SYSTEMS INC. 4.95 26.02.2031
ABBVIE INC. 5.4 15.03.2054
APPLE INC. 3.35 09.02.2027
WARNERMEDIA HOLDINGS INC. 5.05 15.03.2042
VIATRIS INC. 3.85 22.06.2040
WARNERMEDIA HOLDINGS INC. 5.391 15.03.2062
BARCLAYS PLC 5.088 20.06.2030
ENERGY TRANSFER OPERATING L.P. 5.25 15.04.2029
PNC FINANCIAL SERVICES GROUP INC. 5.582 12.06.2029
CREDIT SUISSE AG (NEW YORK BRANCH) 7.5 15.02.2028
BANK OF AMERICA CORPORATION 1.197 24.10.2026
MORGAN STANLEY 4.21 20.04.2028
AMAZON.COM INC. 2.875 12.05.2041
EXXON MOBIL CORPORATION 3.452 15.04.2051
GLAXOSMITHKLINE CAPITAL INC. 6.375 15.05.2038
CISCO SYSTEMS INC. 5.5 15.01.2040
ABBVIE INC. 5.05 15.03.2034
UNITEDHEALTH GROUP INCORPORATED 5.875 15.02.2053
CISCO SYSTEMS INC. 5.05 26.02.2034
AT&T INC. 3.65 01.06.2051
T-MOBILE USA INC. 3.3 15.02.2051
JPMORGAN CHASE & CO. 6.4 15.05.2038
JOHNSON & JOHNSON 2.9 15.01.2028
GOLDMAN SACHS GROUP INC. 3.8 15.03.2030
CITIGROUP INC. 3.98 20.03.2030
JPMORGAN CHASE BANK NA 5.11 08.12.2026
CITIBANK N.A. 5.803 29.09.2028
GOLDMAN SACHS BANK USA 5.283 18.03.2027
MPLX LP 4.5 15.04.2038
VISA INC. 2.0 15.08.2050
BRISTOL-MYERS SQUIBB COMPANY 2.55 13.11.2050
SABINE PASS LIQUEFACTION LLC 4.5 15.05.2030
CVS HEALTH CORPORATION 3.75 01.04.2030
FOX CORPORATION 4.709 25.01.2029
BANCO SANTANDER S.A. 6.938 07.11.2033
BANK OF NEW YORK MELLON CORPORATION 5.834 25.10.2033
SALESFORCE INC. 1.95 15.07.2031
JOHNSON & JOHNSON 3.7 01.03.2046
CITIBANK N.A. 5.864 29.09.2025
HOME DEPOT INC. 4.5 06.12.2048
HCA INC. 5.875 15.02.2026
COMCAST CORPORATION 2.987 01.11.2063
COMCAST CORPORATION 2.937 01.11.2056
COMCAST CORPORATION 2.887 01.11.2051
GOLDMAN SACHS GROUP INC. 3.691 05.06.2028
GOLDMAN SACHS GROUP INC. 4.017 31.10.2038
BLACKROCK INC. 1.9 28.01.2031
WELLS FARGO & COMPANY 4.611 25.04.2053
VERIZON COMMUNICATIONS INC. 2.355 15.03.2032
BANK OF AMERICA CORPORATION 3.384 02.04.2026
DEUTSCHE BANK AKTIENGESELLSCHAFT 3.742 07.01.2033
HCA INC. 3.625 15.03.2032
ROGERS COMMUNICATIONS INC. 3.8 15.03.2032
BANK OF AMERICA CORP 7.75 14.05.2038
VERIZON COMMUNICATIONS INC. 4.4 01.11.2034
CITIGROUP INC. 8.125 15.07.2039
CONAGRA BRANDS INC. 4.85 01.11.2028
CHENIERE ENERGY INC. 4.625 15.10.2028
WARNERMEDIA HOLDINGS INC. 3.755 15.03.2027
ROGERS COMMUNICATIONS INC. 3.2 15.03.2027
AON NORTH AMERICA INC. 5.45 01.03.2034
HALEON US CAPITAL LLC 3.625 24.03.2032
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.25 28.02.2029
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.25 28.02.2031
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.5 15.02.2044
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 28.02.2026
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.25 15.03.2027
EUROPEAN INVESTMENT BANK 4.375 19.03.2027
AGENCE FRANCAISE DE DEVELOPPEMENT 4.5 05.03.2029
ASIAN DEVELOPMENT BANK 4.375 06.03.2029
EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT 4.25 13.03.2034
ASIAN INFRASTRUCTURE INVESTMENT BANK 4.25 13.03.2034

Deletions:

Issuer Name Coupon Maturity Date
AT&T INC. 3.65 15.09.2059
ABBVIE INC. 4.5 14.05.2035
AMAZON.COM INC. 3.45 13.04.2029
AMAZON.COM INC. 4.6 01.12.2025
AMAZON.COM INC. 4.55 01.12.2027
AMGEN INC. 3.375 21.02.2050
ANHEUSER-BUSCH INBEV WORLDWIDE INC. 5.8 23.01.2059
ASIAN DEVELOPMENT BANK 2.125 19.03.2025
BP CAPITAL MARKETS P.L.C. 4.375 31.12.2049
BANCO SANTANDER S.A. 2.749 03.12.2030
BANK OF AMERICA CORPORATION 3.824 20.01.2028
BANK OF AMERICA CORPORATION 1.898 23.07.2031
BANK OF AMERICA CORPORATION 1.922 24.10.2031
BANK OF AMERICA CORPORATION 2.482 21.09.2036
BANK OF AMERICA CORPORATION 3.846 08.03.2037
BANK OF AMERICA CORPORATION 5.526 18.08.2026
BERKSHIRE HATHAWAY FINANCE CORP. 5.75 15.01.2040
BERKSHIRE HATHAWAY INC. 3.125 15.03.2026
BP CAPITAL MARKETS AMERICA INC. 2.939 04.06.2051
BP CAPITAL MARKETS AMERICA INC. 3.379 08.02.2061
CANADIAN NATURAL RESOURCES LIMITED 3.85 01.06.2027
CANADIAN PACIFIC RAILWAY COMPANY 3.1 02.12.2051
CISCO SYSTEMS INC. 5.9 15.02.2039
CITIGROUP INC. 3.668 24.07.2028
CITIGROUP INC. 4.91 24.05.2033
CITIGROUP INC. 6.27 17.11.2033
CITIGROUP INC. 1.122 28.01.2027
COCA-COLA COMPANY 1.65 01.06.2030
COCA-COLA COMPANY 2.25 05.01.2032
JOHN DEERE CAPITAL CORPORATION 4.95 14.07.2028
DEUTSCHE BANK AKTIENGESELLSCHAFT 3.547 18.09.2031
WALT DISNEY COMPANY 2.75 01.09.2049
ENERGY TRANSFER L.P. 5.5 15.05.2034
ENERGY TRANSFER OPERATING L.P. 5.0 15.05.2050
EUROPEAN INVESTMENT BANK 1.625 14.03.2025
FHLMC 2.5 01.09.2051
FHLMC 2.5 01.02.2051
FHLMC 2.0 01.03.2036
FHLMC 2.0 01.04.2036
FNMA 3.0 01.06.2033
FNMA 2.0 01.12.2040
FNMA 5.5 01.11.2053
GNMA II 3.5 20.12.2045
GNMA II 6.5 20.01.2053
GOLDMAN SACHS GROUP INC. 6.25 01.02.2041
GOLDMAN SACHS GROUP INC. 5.15 22.05.2045
HSBC HOLDINGS PLC 3.9 25.05.2026
HSBC HOLDINGS PLC 4.041 13.03.2028
HSBC HOLDINGS PLC 4.292 12.09.2026
HSBC HOLDINGS PLC 2.251 22.11.2027
INTEL CORPORATION 3.25 15.11.2049
INTER-AMERICAN DEVELOPMENT BANK 1.75 14.03.2025
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 0.75 11.03.2025
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 2.125 03.03.2025
JPMORGAN CHASE & CO. 3.3 01.04.2026
JPMORGAN CHASE & CO. 4.203 23.07.2029
JPMORGAN CHASE & CO. 5.299 24.07.2029
JPMORGAN CHASE & CO. 5.04 23.01.2028
JPMORGAN CHASE & CO. 5.012 23.01.2030
LOWES COMPANIES INC. 3.0 15.10.2050
WARNERMEDIA HOLDINGS INC. 6.412 15.03.2026
MERCK & CO. INC. 3.7 10.02.2045
MORGAN STANLEY 1.794 13.02.2032
NEXTERA ENERGY CAPITAL HOLDINGS INC. 0.0 01.09.2025
ORACLE CORPORATION 4.3 08.07.2034
QUALCOMM INCORPORATED 4.8 20.05.2045
SHELL INTERNATIONAL FINANCE BV 2.875 10.05.2026
SOUTHWEST AIRLINES CO. 5.125 15.06.2027
SPRINT CORP. 7.625 01.03.2026
T-MOBILE USA INC. 4.375 15.04.2040
T-MOBILE USA INC. 2.05 15.02.2028
TSMC ARIZONA CORP. 2.5 25.10.2031
TORONTO-DOMINION BANK 3.2 10.03.2032
US TREASURY N/B 2.75 28.02.2025
US TREASURY N/B 1.125 28.02.2025
US TREASURY N/B 1.75 15.03.2025
GOVERNMENT OF THE UNITED STATES OF AMERICA 4.625 28.02.2025
UNITEDHEALTH GROUP INCORPORATED 2.3 15.05.2031
PARAMOUNT GLOBAL 4.375 15.03.2043
WELLS FARGO & COMPANY 4.4 14.06.2046
WELLS FARGO & COMPANY 4.478 04.04.2031
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION 4.7 15.09.2028
BNG BANK N.V. 0.875 18.05.2026
BANK OF ENGLAND 2.0 21.03.2025
BNG BANK N.V. 4.25 25.01.2029

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.