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Announcements

Ordinary Rebalance | Solactive US Aggregate Bond CAD NTR Index | Effective Date 1st June 2023

As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD NTR Index (DE000SL0AYF3) was reviewed on Friday, 26 May 2023 (Selection Date). The following changes to the index composition will become effective as of Thursday, 01 June 2023 (Effective Date).

Additions:

Issuer Name Coupon Maturity Date
GOVERNMENT OF CANADA 3.75 26.04.2028
FEDERAL HOME LOAN BANK SYSTEM 5.36 11.06.2024
FEDERAL HOME LOAN MORTGAGE CORPORATION 5.42 17.06.2024
JAPAN BANK FOR INTERNATIONAL COOPERATION 4.25 27.04.2026
FHLMC 5.5 01.06.2053
FHLMC 5.0 01.06.2053
FHLMC 5.5 01.06.2053
GNMA II 4.5 20.05.2053
GNMA II 5.0 20.05.2053
GNMA II 5.5 20.05.2053
GNMA II 6.0 20.05.2053
FNMA 5.0 01.06.2053
FNMA 5.0 01.05.2053
FNMA 5.5 01.05.2053
FHLMC 5.5 01.05.2053
FHLMC 5.0 01.05.2053
AT&T INC 3.8 01.12.2057
AT&T INC. 5.539 20.02.2026
AMGEN INC 3.375 21.02.2050
ANHEUSER-BUSCH INBEV WOR 4.0 13.04.2028
APPLE INC 3.45 09.02.2045
BANK OF AMERICA CORP 5.0 21.01.2044
BANK OF AMERICA CORP 4.0 22.01.2025
BANK OF AMERICA CORP 3.824 20.01.2028
BANK OF AMERICA CORPORATION 5.202 25.04.2029
BANK OF AMERICA CORPORATION 5.288 25.04.2034
BANK OF NEW YORK MELLON CORPORATION 4.947 26.04.2027
BARCLAYS PLC 5.2 12.05.2026
BARCLAYS PLC 4.836 09.05.2028
BERKSHIRE HATHAWAY FIN 5.75 15.01.2040
BP CAP MARKETS AMERICA 3.0 24.02.2050
CVS HEALTH CORP 2.875 01.06.2026
CVS HEALTH CORP 3.25 15.08.2029
CAPITAL ONE FINANC 4.2 29.10.2025
CAPITAL ONE FINANCIAL CO 3.75 28.07.2026
CARRIER GLOBAL CORP 3.377 05.04.2040
CARRIER GLOBAL CORP 3.577 05.04.2050
CISCO SYSTEMS INC 5.9 15.02.2039
CITIGROUP INC 8.125 15.07.2039
DAIMLER FINANCE NORTH AMERICA L 8.5 18.01.2031
META PLATFORMS INC 3.5 15.08.2027
META PLATFORMS INC 3.85 15.08.2032
META PLATFORMS INC 4.45 15.08.2052
META PLATFORMS INC. 4.6 15.05.2028
META PLATFORMS INC. 5.6 15.05.2053
GOLDMAN SACHS GROUP INC/THE 6.25 01.02.2041
GOLDMAN SACHS GROUP INC 3.691 05.06.2028
GOLDMAN SACHS GROUP INC 3.272 29.09.2025
GOLDMAN SACHS GROUP INC 3.8 15.03.2030
GOLDMAN SACHS GROUP INC 4.482 23.08.2028
GOLDMAN SACHS GROUP INC 3.5 23.01.2025
HOME DEPOT INC 4.25 01.04.2046
INTEL CORP 3.9 25.03.2030
JPMORGAN CHASE & CO 3.125 23.01.2025
JPMORGAN CHASE & CO 4.26 22.02.2048
JPMORGAN CHASE & CO 3.54 01.05.2028
JPMORGAN CHASE & CO 4.203 23.07.2029
JPMORGAN CHASE & CO 2.005 13.03.2026
JPMORGAN CHASE & CO 4.586 26.04.2033
KINDER MORGAN INC. 5.2 01.06.2033
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
MAGALLANES INC 3.638 15.03.2025
WARNERMEDIA HOLDINGS INC. 3.755 15.03.2027
MAGALLANES INC 4.279 15.03.2032
MAGALLANES INC 5.05 15.03.2042
MAGALLANES INC 5.141 15.03.2052
WARNERMEDIA HOLDINGS INC. 5.391 15.03.2062
MERRILL LYNCH & CO INC 6.11 29.01.2037
MORGAN STANLEY 3.971 22.07.2038
MORGAN STANLEY 5.297 20.04.2037
NEXTERA ENERGY CAPITAL HOLDINGS INC. 0.0 01.03.2025
ORACLE CORP 3.85 01.04.2060
ROYAL BANK OF CANADA 4.95 25.04.2025
SPRINT CAPITAL CORP 6.875 15.11.2028
SPRINT CAPITAL CORP 8.75 15.03.2032
SPRINT CORP 7.625 01.03.2026
T-MOBILE USA INC. 5.05 15.07.2033
TSMC ARIZONA CORP 3.25 25.10.2051
TOTAL CAPITAL INTL SA 3.127 29.05.2050
TRANSCANADA TRUST 5.3 15.03.2077
UNITEDHEALTH GROUP INCORPORATED 5.05 15.04.2053
VISA INC 2.05 15.04.2030
WAL-MART STORES INC 5.25 01.09.2035
WESTPAC BANKING CORP 1.15 03.06.2026
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.375 15.05.2033
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.625 15.05.2026
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.625 15.05.2053
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.5 30.04.2028
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.5 30.04.2030
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.875 30.04.2025
NEW DEVELOPMENT BANK 5.125 26.04.2026
ASIAN DEVELOPMENT BANK 3.75 25.04.2028
EUROPEAN INVESTMENT BANK 3.625 15.07.2030

Deletions:

Issuer Name Coupon Maturity Date
ABBVIE INC 2.6 21.11.2024
AERCAP IRELAND CAP/GLOBA 1.65 29.10.2024
AMAZON.COM INC 1.5 03.06.2030
AMAZON.COM INC 2.875 12.05.2041
AMERICAN EXPRESS CO 3.95 01.08.2025
ANHEUSER-BUSCH INBEV WOR 5.8 23.01.2059
APPLE INC 3.85 04.08.2046
APTIV PLC 3.1 01.12.2051
ASIAN INFRASTRUCTURE INV 2.25 16.05.2024
BANK OF AMERICA CORP 3.95 21.04.2025
BANK OF AMERICA CORP 1.197 24.10.2026
BANK OF AMERICA CORP 1.922 24.10.2031
BARCLAYS PLC 4.972 16.05.2029
BARCLAYS PLC 3.932 07.05.2025
BARCLAYS PLC 2.279 24.11.2027
BARCLAYS PLC 5.501 09.08.2028
BARCLAYS PLC 7.437 02.11.2033
BERKSHIRE HATHAWAY FIN 4.2 15.08.2048
BIOGEN INC 4.05 15.09.2025
CITIGROUP INC 3.352 24.04.2025
CITIGROUP INC 4.91 24.05.2033
CITIGROUP INC 1.122 28.01.2027
COCA-COLA CO/THE 1.45 01.06.2027
COMCAST CORP 2.987 01.11.2063
WALT DISNEY COMPANY/THE 2.65 13.01.2031
DOMINION ENERGY INC 3.375 01.04.2030
DUKE ENERGY CORP 3.75 01.09.2046
EXXON MOBIL CORPORATION 2.44 16.08.2029
Freddie Mac 3.0 01.05.2046
FEDERAL HOME LOAN BANK SYSTEM 5.35 03.05.2024
FEDERAL HOME LOAN BANK SYSTEM 5.35 03.05.2024
FEDERAL HOME LOAN BANK SYSTEM 5.36 10.05.2024
FEDERAL HOME LOAN BANK SYSTEM 5.2 17.05.2024
Freddie Mac 3.0 01.05.2046
Freddie Mac 2.0 01.11.2050
Fannie Mae 5.0 01.07.2052
GILEAD SCIENCES INC 4.75 01.03.2046
GOLDMAN SACHS GROUP INC 1.992 27.01.2032
GOLDMAN SACHS GROUP INC 4.017 31.10.2038
HCA INC 5.875 15.02.2026
HCA INC 5.25 15.06.2026
HCA INC 5.25 15.06.2049
HCA INC 5.625 01.09.2028
HSBC HOLDINGS PLC 3.9 25.05.2026
HOME DEPOT INC 3.3 15.04.2040
INTEL CORP 4.1 19.05.2046
IBM CORP 4.15 15.05.2039
ITALY GOVT INT BOND 0.875 06.05.2024
JPMORGAN CHASE & CO 3.157 22.04.2042
JPN BANK FOR INTL COOP 2.5 23.05.2024
MPLX LP 2.65 15.08.2030
MORGAN STANLEY 4.35 08.09.2026
MORGAN STANLEY 5.597 24.03.2051
MORGAN STANLEY 1.928 28.04.2032
MORGAN STANLEY 1.164 21.10.2025
MORGAN STANLEY 5.123 01.02.2029
MORGAN STANLEY 3.7 23.10.2024
ORACLE CORP 2.95 15.11.2024
ORACLE CORPORATION 4.9 06.02.2033
QUALCOMM INC 4.8 20.05.2045
ROYAL BANK OF CANADA 2.25 01.11.2024
ROYAL BANK OF CANADA 1.15 10.06.2025
SALESFORCE.COM INC 3.7 11.04.2028
SHELL INTERNATIONAL FIN 2.375 07.11.2029
T-MOBILE USA INC 4.75 01.02.2028
T-MOBILE USA INC 4.5 15.04.2050
T-MOBILE USA INC 3.3 15.02.2051
TSMC ARIZONA CORP 3.125 25.10.2041
TEXAS INSTRUMENTS INC 4.15 15.05.2048
US TREASURY N/B 2.25 30.04.2024
US TREASURY N/B 2.5 15.05.2024
US TREASURY N/B 2.0 30.04.2024
US TREASURY N/B 0.25 15.05.2024
US TREASURY N/B 2.5 30.04.2024
VERIZON COMMUNICATIONS 2.875 20.11.2050
UPJOHN INC 3.85 22.06.2040
UPJOHN INC 4.0 22.06.2050
VMWARE INC 1.4 15.08.2026
VODAFONE GROUP PLC 6.15 27.02.2037
VODAFONE GROUP PLC 4.25 17.09.2050
WAL-MART STORES INC 6.2 15.04.2038
WELLS FARGO & COMPANY 3.55 29.09.2025
WELLS FARGO & COMPANY 3.196 17.06.2027
WYETH LLC 5.95 01.04.2037
HONG KONG 2.5 28.05.2024
CAISSE DAMORT DETTE SOC 0.375 27.05.2024
KFW 1.625 10.05.2024
CAISSE D’AMORTISSEMENT DE LA DETTE SOCIALE 4.0 25.01.2026

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.