Ordinary Rebalance | Solactive US Aggregate Bond CAD Index | Effective Date 1st May 2024
As part of the ordinary rebalance of the index, the composition of the Solactive US Aggregate Bond CAD Index (DE000SL0AYD8) was reviewed on Friday, 26 April 2024 (Selection Date). The following changes to the index composition will become effective as of Wednesday, 01 May 2024 (Effective Date).
Additions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| GOVERNMENT OF BELGIUM | 4.875 | 10.06.2055 |
| FHLMC | 6.0 | 01.05.2054 |
| GNMA II | 5.5 | 20.04.2054 |
| FHLMC | 6.0 | 01.05.2054 |
| GNMA II | 4.5 | 20.04.2054 |
| FNMA | 2.0 | 01.01.2037 |
| FNMA | 1.5 | 01.05.2051 |
| FNMA | 1.5 | 01.09.2036 |
| FHLMC | 5.5 | 01.05.2054 |
| FHLMC | 3.5 | 01.08.2052 |
| GNMA II | 6.0 | 20.04.2054 |
| FNMA | 5.5 | 01.05.2054 |
| FHLMC | 4.5 | 01.10.2052 |
| FNMA | 2.5 | 01.02.2050 |
| GNMA II | 5.0 | 20.04.2054 |
| FHLMC | 2.5 | 01.09.2051 |
| FNMA | 6.0 | 01.05.2054 |
| FNMA | 6.0 | 01.04.2054 |
| FHLMC | 6.0 | 01.04.2054 |
| FNMA | 5.5 | 01.04.2054 |
| MORGAN STANLEY | 5.0 | 24.11.2025 |
| CITIGROUP INC. | 3.4 | 01.05.2026 |
| GOLDMAN SACHS GROUP INC. | 5.798 | 10.08.2026 |
| SHELL INTERNATIONAL FINANCE BV | 2.875 | 10.05.2026 |
| INTERNATIONAL BUSINESS MACHINES CORPORATION | 4.15 | 15.05.2039 |
| FISERV INC. | 4.4 | 01.07.2049 |
| AON NORTH AMERICA INC. | 5.75 | 01.03.2054 |
| FIRSTENERGY CORP. | 3.9 | 15.07.2027 |
| T-MOBILE USA INC. | 2.25 | 15.02.2026 |
| HESS CORPORATION | 5.6 | 15.02.2041 |
| DIAMONDBACK ENERGY INC. | 5.4 | 18.04.2034 |
| T-MOBILE USA INC. | 4.375 | 15.04.2040 |
| BERKSHIRE HATHAWAY FINANCE CORP. | 4.2 | 15.08.2048 |
| CITIGROUP INC. | 6.27 | 17.11.2033 |
| TORONTO-DOMINION BANK | 3.2 | 10.03.2032 |
| HONEYWELL INTERNATIONAL INC. | 1.75 | 01.09.2031 |
| HOME DEPOT INC. | 2.375 | 15.03.2051 |
| BP CAPITAL MARKETS AMERICA INC. | 2.939 | 04.06.2051 |
| WARNERMEDIA HOLDINGS INC. | 6.412 | 15.03.2026 |
| HCA INC. | 5.25 | 15.06.2026 |
| COCA-COLA COMPANY | 2.25 | 05.01.2032 |
| WELLS FARGO & COMPANY | 4.478 | 04.04.2031 |
| JPMORGAN CHASE & CO. | 4.203 | 23.07.2029 |
| MORGAN STANLEY | 5.123 | 01.02.2029 |
| HSBC HOLDINGS PLC | 4.041 | 13.03.2028 |
| BANK OF AMERICA CORPORATION | 3.97 | 05.03.2029 |
| BERKSHIRE HATHAWAY FINANCE CORP. | 5.75 | 15.01.2040 |
| DELL INTERNATIONAL LLC | 4.9 | 01.10.2026 |
| T-MOBILE USA INC. | 2.05 | 15.02.2028 |
| SOUTHWEST AIRLINES CO. | 5.125 | 15.06.2027 |
| BECTON DICKINSON AND COMPANY | 3.7 | 06.06.2027 |
| GOLDMAN SACHS GROUP INC. | 6.25 | 01.02.2041 |
| MPLX LP | 2.65 | 15.08.2030 |
| BANK OF AMERICA CORPORATION | 5.526 | 18.08.2026 |
| AMAZON.COM INC. | 4.55 | 01.12.2027 |
| META PLATFORMS INC. | 4.95 | 15.05.2033 |
| BANK OF AMERICA CORPORATION | 4.443 | 20.01.2048 |
| VALE OVERSEAS LTD. | 3.75 | 08.07.2030 |
| BRISTOL-MYERS SQUIBB COMPANY | 5.65 | 22.02.2064 |
| BRISTOL-MYERS SQUIBB COMPANY | 3.7 | 15.03.2052 |
| ABBVIE INC. | 4.5 | 14.05.2035 |
| MORGAN STANLEY | 5.831 | 19.04.2035 |
| JPMORGAN CHASE & CO. | 5.766 | 22.04.2035 |
| WELLS FARGO & COMPANY | 5.707 | 22.04.2028 |
| META PLATFORMS INC. | 4.6 | 15.05.2028 |
| AMAZON.COM INC. | 4.25 | 22.08.2057 |
| WALMART INC. | 1.8 | 22.09.2031 |
| AT&T INC. | 3.65 | 15.09.2059 |
| ENBRIDGE INC. | 5.7 | 08.03.2033 |
| ORACLE CORPORATION | 4.3 | 08.07.2034 |
| BANK OF AMERICA CORPORATION | 3.5 | 19.04.2026 |
| JPMORGAN CHASE & CO. | 3.3 | 01.04.2026 |
| MORGAN STANLEY | 5.656 | 18.04.2030 |
| JPMORGAN CHASE & CO. | 5.012 | 23.01.2030 |
| JPMORGAN CHASE & CO. | 5.581 | 22.04.2030 |
| BANCO SANTANDER S.A. | 5.588 | 08.08.2028 |
| JOHN DEERE CAPITAL CORPORATION | 4.95 | 14.07.2028 |
| BANK OF AMERICA CORPORATION | 2.482 | 21.09.2036 |
| CIGNA GROUP | 4.8 | 15.08.2038 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.5 | 15.04.2027 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 31.03.2029 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.125 | 31.03.2031 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 4.5 | 31.03.2026 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 4.75 | 10.04.2026 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 4.5 | 10.04.2031 |
Deletions:
| Issuer Name | Coupon | Maturity Date |
|---|---|---|
| AT&T INC. | 3.65 | 01.06.2051 |
| ABBVIE INC. | 5.05 | 15.03.2034 |
| ALPHABET INC. | 1.9 | 15.08.2040 |
| ALTRIA GROUP INC. | 2.45 | 04.02.2032 |
| AMAZON.COM INC. | 2.875 | 12.05.2041 |
| AMAZON.COM INC. | 3.3 | 13.04.2027 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 5.45 | 23.01.2039 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC. | 4.0 | 13.04.2028 |
| APPLE INC. | 3.85 | 04.08.2046 |
| ASIAN DEVELOPMENT BANK | 0.625 | 29.04.2025 |
| BANCO SANTANDER S.A. | 6.938 | 07.11.2033 |
| BANK OF AMERICA CORPORATION | 1.197 | 24.10.2026 |
| BANK OF AMERICA CORPORATION | 3.384 | 02.04.2026 |
| BLACKROCK INC. | 1.9 | 28.01.2031 |
| BLACKROCK INC. | 4.75 | 25.05.2033 |
| BRISTOL-MYERS SQUIBB COMPANY | 2.55 | 13.11.2050 |
| CVS HEALTH CORPORATION | 2.875 | 01.06.2026 |
| CVS HEALTH CORPORATION | 3.75 | 01.04.2030 |
| CANADA GOVERNMENT | 2.875 | 28.04.2025 |
| CAPITAL ONE FINANCIAL CORPORATION | 4.2 | 29.10.2025 |
| CITIGROUP INC. | 8.125 | 15.07.2039 |
| CITIGROUP INC. | 3.106 | 08.04.2026 |
| CITIBANK N.A. | 5.864 | 29.09.2025 |
| COMCAST CORPORATION | 3.95 | 15.10.2025 |
| DEUTSCHE BANK AKTIENGESELLSCHAFT | 3.742 | 07.01.2033 |
| DOMINION ENERGY INC. | 3.375 | 01.04.2030 |
| ENERGY TRANSFER OPERATING L.P. | 5.25 | 15.04.2029 |
| META PLATFORMS INC. | 4.45 | 15.08.2052 |
| FEDERAL HOME LOAN BANK SYSTEM | 0.5 | 14.04.2025 |
| FEDERAL HOME LOAN BANK SYSTEM | 5.18 | 07.04.2025 |
| FHLMC | 2.0 | 01.02.2037 |
| FHLMC | 6.0 | 01.01.2054 |
| FHLMC | 6.0 | 01.03.2054 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 0.625 | 22.04.2025 |
| FNMA | 3.5 | 01.05.2045 |
| GNMA II | 3.5 | 20.03.2046 |
| GNMA II | 3.5 | 20.04.2046 |
| GNMA II | 3.5 | 20.06.2049 |
| GNMA II | 2.0 | 20.04.2052 |
| GENERAL MOTORS COMPANY | 6.125 | 01.10.2025 |
| GOLDMAN SACHS GROUP INC. | 4.25 | 21.10.2025 |
| GOLDMAN SACHS GROUP INC. | 3.691 | 05.06.2028 |
| GOLDMAN SACHS GROUP INC. | 4.017 | 31.10.2038 |
| HCA INC. | 5.875 | 15.02.2026 |
| HSBC HOLDINGS PLC | 4.95 | 31.03.2030 |
| HEWLETT PACKARD ENTERPRISE COMPANY | 4.9 | 15.10.2025 |
| HOME DEPOT INC. | 3.0 | 01.04.2026 |
| HOME DEPOT INC. | 4.5 | 06.12.2048 |
| INTER-AMERICAN DEVELOPMENT BANK | 0.875 | 03.04.2025 |
| INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | 0.625 | 22.04.2025 |
| JPMORGAN CHASE & CO. | 6.4 | 15.05.2038 |
| JPMORGAN CHASE & CO. | 4.452 | 05.12.2029 |
| JPMORGAN CHASE & CO. | 3.702 | 06.05.2030 |
| JPMORGAN CHASE & CO. | 2.083 | 22.04.2026 |
| JPMORGAN CHASE & CO. | 3.157 | 22.04.2042 |
| BANK OF AMERICA CORP | 7.75 | 14.05.2038 |
| MORGAN STANLEY | 4.21 | 20.04.2028 |
| MORGAN STANLEY | 5.466 | 18.01.2035 |
| MORGAN STANLEY | 3.217 | 22.04.2042 |
| ORACLE CORPORATION | 3.95 | 25.03.2051 |
| PACIFICORP | 5.8 | 15.01.2055 |
| SALESFORCE INC. | 3.7 | 11.04.2028 |
| SALESFORCE INC. | 1.95 | 15.07.2031 |
| SALESFORCE INC. | 2.9 | 15.07.2051 |
| SHELL INTERNATIONAL FINANCE BV | 6.375 | 15.12.2038 |
| SOUTHERN COMPANY | 4.4 | 01.07.2046 |
| T-MOBILE USA INC. | 3.3 | 15.02.2051 |
| US TREASURY N/B | 2.625 | 31.03.2025 |
| US TREASURY N/B | 0.5 | 31.03.2025 |
| US TREASURY N/B | 2.625 | 15.04.2025 |
| GOVERNMENT OF THE UNITED STATES OF AMERICA | 3.875 | 31.03.2025 |
| VERIZON COMMUNICATIONS INC. | 4.4 | 01.11.2034 |
| VIATRIS INC. | 4.0 | 22.06.2050 |
| VISA INC. | 2.0 | 15.08.2050 |
| WALMART INC. | 1.5 | 22.09.2028 |
| WELLS FARGO & COMPANY | 3.55 | 29.09.2025 |
| WELLS FARGO & COMPANY | 3.908 | 25.04.2026 |
| WESTPAC BANKING CORPORATION | 2.85 | 13.05.2026 |
| REPUBLIC OF AUSTRIA | 0.67 | 22.04.2025 |
| NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN N.V. | 4.375 | 04.04.2025 |
| BANK GOSPODARSTWA KRAJOWEGO SA | 5.375 | 22.05.2033 |
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.