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

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

Adjustments:

Issuer Name Coupon Maturity Date
GOVERNMENT OF POLAND 4.875 04.10.2033
GOVERNMENT OF POLAND 5.5 04.04.2053
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
KFW 3.625 01.04.2026
GNMA II 4.5 20.04.2053
GNMA II 5.0 20.04.2053
GNMA II 5.5 20.04.2053
GNMA II 6.0 20.04.2053
FHLMC 5.5 01.05.2053
FHLMC 5.0 01.04.2053
FNMA 5.5 01.04.2053
AT&T INC 3.65 15.09.2059
AMAZON.COM INC 2.875 12.05.2041
AMGEN INC. 5.15 02.03.2028
AMGEN INC. 5.25 02.03.2030
AMGEN INC. 5.25 02.03.2033
AMGEN INC. 5.6 02.03.2043
AMGEN INC. 5.65 02.03.2053
AMGEN INC. 5.75 02.03.2063
ANHEUSER-BUSCH INBEV WOR 5.45 23.01.2039
ANHEUSER-BUSCH INBEV WOR 4.6 15.04.2048
APPLE INC 3.85 04.08.2046
APPLE INC 1.125 11.05.2025
BAT CAPITAL CORP 2.259 25.03.2028
BANK OF AMERICA CORP 1.922 24.10.2031
BANK OF NY MELLON CORP 5.834 25.10.2033
BARCLAYS PLC 5.501 09.08.2028
BERKSHIRE HATHAWAY FIN 4.2 15.08.2048
BIOGEN INC 4.05 15.09.2025
BOEING CO 3.625 01.02.2031
CITIGROUP INC 3.668 24.07.2028
CITIGROUP INC 3.98 20.03.2030
CITIGROUP INC 3.07 24.02.2028
DOMINION ENERGY INC 3.375 01.04.2030
DUKE ENERGY CORP 3.75 01.09.2046
EQUINOR ASA 3.125 06.04.2030
HSBC HOLDINGS PLC 4.292 12.09.2026
HOME DEPOT INC 3.3 15.04.2040
INTEL CORP 4.1 19.05.2046
JPMORGAN CHASE & CO 3.9 15.07.2025
WARNERMEDIA HOLDINGS INC. 6.412 15.03.2026
MICROSOFT CORP 2.7 12.02.2025
MORGAN STANLEY 1.928 28.04.2032
MORGAN STANLEY 4.21 20.04.2028
MORGAN STANLEY 5.123 01.02.2029
MORGAN STANLEY 5.164 20.04.2029
MORGAN STANLEY 5.25 21.04.2034
NETFLIX INC 4.875 15.04.2028
NETFLIX INC 5.875 15.11.2028
ROYAL BANK OF CANADA 1.15 10.06.2025
ROYAL BANK OF CANADA 2.3 03.11.2031
SALESFORCE.COM INC 3.7 11.04.2028
SALESFORCE.COM INC 1.95 15.07.2031
SHELL INTERNATIONAL FIN 3.875 13.11.2028
SHELL INTERNATIONAL FIN 2.375 07.11.2029
T-MOBILE USA INC 4.75 01.02.2028
TSMC ARIZONA CORP 3.125 25.10.2041
TEXAS INSTRUMENTS INC 4.15 15.05.2048
TORONTO-DOMINION BANK 1.25 10.09.2026
TORONTO-DOMINION BANK 4.108 08.06.2027
VALE OVERSEAS LTD 6.875 10.11.2039
VERIZON COMMUNICATIONS 2.875 20.11.2050
UPJOHN INC 3.85 22.06.2040
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 5.389 24.04.2034
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.75 15.04.2026
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.625 31.03.2028
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.625 31.03.2030
GOVERNMENT OF THE UNITED STATES OF AMERICA 3.875 31.03.2025
NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN N.V. 4.375 04.04.2025
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 3.5 12.07.2028
INTER-AMERICAN DEVELOPMENT BANK 3.5 12.04.2033

Deletions:

Issuer Name Coupon Maturity Date
AT&T INC. 5.539 20.02.2026
AERCAP IRELAND CAP/GLOBA 3.4 29.10.2033
AERCAP IRELAND CAP/GLOBA 3.85 29.10.2041
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 3.248 21.10.2027
BANK OF AMERICA CORP 4.244 24.04.2038
BANK OF AMERICA CORP 0.976 22.04.2025
BARCLAYS PLC 3.65 16.03.2025
BARCLAYS PLC 2.852 07.05.2026
BERKSHIRE HATHAWAY FIN 5.75 15.01.2040
BERKSHIRE HATHAWAY FIN 2.85 15.10.2050
BIOGEN INC 2.25 01.05.2030
CIGNA CORP 4.8 15.08.2038
CVS HEALTH CORP 2.875 01.06.2026
CARRIER GLOBAL CORP 3.377 05.04.2040
CHEVRON CORP 2.236 11.05.2030
DEERE & COMPANY 3.9 09.06.2042
DEUTSCHE BANK AKTIENGESELLSCHAFT 6.72 18.01.2029
ENBRIDGE INC. 5.7 08.03.2033
ENERGY TRANSFER OPERATNG 3.75 15.05.2030
EXXON MOBIL CORPORATION 2.709 06.03.2025
EXXON MOBIL CORPORATION 3.095 16.08.2049
Freddie Mac 3.0 01.01.2033
FEDERAL HOME LOAN BANK SYSTEM 5.5 01.04.2024
FEDERAL HOME LOAN BANK SYSTEM 5.51 01.04.2024
Freddie Mac 3.0 01.01.2033
Freddie Mac 2.0 01.02.2042
Freddie Mac 2.0 01.04.2051
Government National Mortgage Association 3.0 20.04.2046
Government National Mortgage Association 2.5 20.02.2050
GOLDMAN SACHS GROUP INC/THE 6.25 01.02.2041
GOLDMAN SACHS GROUP INC 1.093 09.12.2026
GOLDMAN SACHS GROUP 3.75 22.05.2025
GOLDMAN SACHS GROUP 5.15 22.05.2045
HOME DEPOT INC 4.25 01.04.2046
HOME DEPOT INC 2.7 15.04.2030
HONEYWELL INTERNATIONAL 1.75 01.09.2031
INTEL CORP 3.9 25.03.2030
ISRAEL STATE OF (GOVERNMENT) 5.5 26.04.2024
JPMORGAN CHASE & CO 3.125 23.01.2025
JPMORGAN CHASE & CO 4.26 22.02.2048
JPMORGAN CHASE & CO 4.586 26.04.2033
JOHNSON & JOHNSON 2.45 01.03.2026
LLOYDS BANKING GROUP PLC 4.65 24.03.2026
MERCK & CO INC 1.7 10.06.2027
MICROSOFT CORP 2.675 01.06.2060
MORGAN STANLEY 0.985 10.12.2026
MORGAN STANLEY 3.217 22.04.2042
ORACLE CORP 3.85 01.04.2060
ROYAL BK SCOTLND GRP PLC 4.892 18.05.2029
ROYAL BK SCOTLND GRP PLC 5.076 27.01.2030
ROYAL BANK OF CANADA 3.375 14.04.2025
CHARLES SCHWAB CORP 2.45 03.03.2027
SHELL INTERNATIONAL FIN 3.25 06.04.2050
SUMITOMO MITSUI FINL GRP 3.04 16.07.2029
TAKEDA PHARMACEUTICAL 3.175 09.07.2050
THERMO FISHER SCIENTIFIC 1.215 18.10.2024
US BANCORP 1.45 12.05.2025
US BANCORP 2.491 03.11.2036
US BANCORP 4.548 22.07.2028
US BANCORP 5.727 21.10.2026
U.S. BANCORP 4.653 01.02.2029
US TREASURY N/B 2.125 31.03.2024
US TREASURY N/B 0.375 15.04.2024
US TREASURY N/B 2.25 31.03.2024
UNITEDHEALTH GROUP INC 4.75 15.05.2052
WELLS FARGO & COMPANY 4.15 24.01.2029
IDB TRUST SERVICES LTD 2.843 25.04.2024

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.