Stocks Eligible for Inclusion in a Broad-Based Index Under Path B
Under Path B, an index is classified as broad based if:
1) The index has 9 or more component securities; 2) No single security comprises more than 30 percent of the index’s weighting; 3) All of the securities are registered under Section 12 of the Exchange Act; and 4) Each security is one of the 750 securities with the largest market capitalization and one of the 675 securities with the largest dollar value of ADTV
The list below shows those registered securities that meet both criteria 3) and 4), in alphabetical order. The list shows those registered securities that are among the 750 largest by market capitalization and that are among the 675 largest in terms of U.S. dollar value of average daily trading volume (ADTV).
The list is updated in January and July based on market capitalization data and dollar value of average daily trading volume provided by Bloomberg Professional Service. CFTC staff collect data on the 1,400 largest companies by market capitalization in order to maintain the required six-month history. Bloomberg Professional Service provides data on the six-month dollar value of average daily trading volume.
The list may change due to variances in the dollar value of average daily trading volume and market capitalization of the component stocks. Stocks indicated by an asterisk are among the bottom 10 percent of the 750 market capitalization list (75 stocks) or among the bottom 10 percent of the 675 value of average daily trading volume list (68 stocks).
Stocks Eligible For Inclusion in a Broad-Based Security Index Under Path B (As of 1/02/20)
Name 750 675 Name 750 675 1 3M CO AMERICAN ELECTRIC 2 ABB LTD-SPON ADR 31 POWER 3 ABBOTT LABORATORIES 32 AMERICAN EXPRESS CO 4 ABBVIE INC AMERICAN INTERNATIONAL 33 GROUP 5 ACCENTURE PLC-CL A 34 AMERICAN TOWER CORP 6 ACTIVISION BLIZZARD INC AMERICAN WATER WORKS ADIDAS AG-SPONSORED 35 CO INC 7 ADR 36 AMERIPRISE FINANCIAL INC 8 ADOBE SYSTEMS INC AMERISOURCEBERGEN 9 ADVANCED MICRO DEVICES 37 CORP 10 AFLAC INC 38 AMETEK INC AGILENT TECHNOLOGIES 39 AMGEN INC 11 INC 40 AMPHENOL CORP-CL A 12 AGNICO EAGLE MINES LTD * * ANADARKO PETROLEUM AIR LIQUIDE-UNSPONSORED 41 CORP 13 ADR 42 ANALOG DEVICES INC AIR PRODUCTS & 14 CHEMICALS INC ANHEUSER-BUSCH INBEV- 43 SPN ADR AIRBUS GROUP SE - UNSP 15 ADR 44 ANSYS INC 16 AKAMAI TECHNOLOGIES INC * 45 ANTHEM INC ALEXION 46 AON PLC 17 PHARMACEUTICALS INC APOLLO MANAGEMENT ALIBABA GROUP HOLDING- 47 GROUP * 18 SP ADR 48 APPLE INC ALIMENTATION COUCHE- 49 APPLIED MATERIALS INC 19 TARD -B 50 APTIV PLC 20 ALLERGAN PLC ARCELORMITTAL-NY 21 ALLIANZ SE-SPON ADR 51 REGISTERED 22 ALLSTATE CORP ARCHER-DANIELS-MIDLAND 23 ALPHABET INC-CL A 52 CO 24 ALPHABET INC-CL C 53 ARISTA NETWORKS INC 25 ALTICE USA INC- A 54 ARTHUR J GALLAGHER & CO * 26 ALTRIA GROUP INC ASML HOLDING NV-NY REG 55 SHS 27 AMAZON.COM INC ASTRAZENECA PLC-SPONS 28 AMBEV SA-ADR 56 ADR 29 AMEREN CORPORATION 57 AT&T INC AMERICAN AIRLINES GROUP 58 ATLASSIAN CORP PLC-CLASS 30 INC * Name 750 675 Name 750 675 A 91 BOEING CO/THE 59 ATMOS ENERGY CORP * * 92 BOOKING HOLDINGS INC AUST & NZ BNKG GRP-SPON 93 BOSTON SCIENTIFIC CORP 60 ADR 94 BP PLC-SPONS ADR 61 AUTODESK INC 95 BRISTOL-MYERS SQUIBB CO AUTOMATIC DATA BRITISH AMERICAN TOB-SP 62 PROCESSING 96 ADR 63 AUTOZONE INC 97 BROADCOM LTD 64 AXA -SPONS ADR BROADRIDGE FINANCIAL 65 BAIDU INC - SPON ADR 98 SOLUTIO * * 66 BALL CORP BROOKFIELD ASSET BANCO BILBAO VIZCAYA-SP 99 MANAGE-CL A 67 ADR BROOKFIELD ASSET 68 BANCO BRADESCO-ADR 100 MANAGE-CL A * BANCO SANTANDER SA- BROWN-FORMAN CORP- 69 SPON ADR 101 CLASS B * 70 BANK OF AMERICA CORP 102 CADENCE DESIGN SYS INC 71 BANK OF MONTREAL 103 CAMPBELL SOUP CO * BANK OF NEW YORK CANADIAN NATL RAILWAY 72 MELLON CORP 104 CO 73 BANK OF NOVA SCOTIA CANADIAN NATL RAILWAY 105 CO * 74 BARCLAYS PLC-SPONS ADR CANADIAN PACIFIC 75 BARRICK GOLD CORP 106 RAILWAY LTD 76 BARRICK GOLD CORP 107 CANON INC-SPONS ADR 77 BASF SE-SPON ADR CAPITAL ONE FINANCIAL BAXTER INTERNATIONAL 108 CORP 78 INC 109 CARDINAL HEALTH INC * 79 BAYER AG-SPONSORED ADR 110 CARMAX INC * 80 BCE INC 111 CARNIVAL CORP 81 BECTON DICKINSON AND CO 112 CATERPILLAR INC BERKSHIRE HATHAWAY INC- 113 CBRE GROUP INC - A * 82 CL A * 114 CDW CORP/DE BERKSHIRE HATHAWAY INC- 83 CL B 115 CELANESE CORP-SERIES A * 84 BEST BUY CO INC 116 CELGENE CORP BHP BILLITON LTD-SPON 117 CENTENE CORP 85 ADR 118 CENTERPOINT ENERGY INC * 86 BHP BILLITON PLC-ADR 119 CENTURYLINK INC * 87 BIOGEN INC 120 CERNER CORP BIOMARIN CHARTER 88 PHARMACEUTICAL INC * 121 COMMUNICATIONS INC-A 89 BLACKROCK INC CHECK POINT SOFTWARE 90 BNP PARIBAS-ADR 122 TECH Name 750 675 Name 750 675 123 CHENIERE ENERGY INC 158 CSX CORP 124 CHEVRON CORP 159 CUMMINS INC CHINA LIFE INSURANCE CO- 160 CVS HEALTH CORP 125 ADR * DAIICHI SANKYO CO-SPON CHINA MOBILE LTD-SPON 161 ADR 126 ADR 162 DANAHER CORP CHIPOTLE MEXICAN GRILL 163 DANONE-SPONS ADR 127 INC 164 DARDEN RESTAURANTS INC * 128 CHUBB LTD DBS GROUP HOLDINGS- 129 CHURCH & DWIGHT CO INC 165 SPON ADR * 130 CIGNA CORP 166 DEERE & CO 131 CINTAS CORP 167 DELTA AIR LINES INC 132 CISCO SYSTEMS INC DEUTSCHE POST AG-SPON 133 CITIGROUP INC 168 ADR 134 CITIZENS FINANCIAL GROUP DEUTSCHE TELEKOM AG- 135 CITRIX SYSTEMS INC * 169 SPON ADR 136 CLOROX COMPANY 170 DEXCOM INC 137 CME GROUP INC DIAGEO PLC-SPONSORED 171 ADR 138 CMS ENERGY CORP 172 DIAMONDBACK ENERGY INC * 139 CNOOC LTD-SPON ADR * DISCOVER FINANCIAL 140 COCA-COLA CO/THE 173 SERVICES COGNIZANT TECH DISCOVERY 141 SOLUTIONS-A 174 COMMUNICATIONS-A 142 COLGATE-PALMOLIVE CO DISCOVERY 143 COMCAST CORP-CLASS A 175 COMMUNICATIONS-A 144 CONAGRA FOODS INC * DISCOVERY 145 CONCHO RESOURCES INC 176 COMMUNICATIONS-C * 146 CONOCOPHILLIPS 177 DISCOVERY INC-A 147 CONSOLIDATED EDISON INC 178 DISCOVERY INC-A CONSTELLATION BRANDS 179 DISH NETWORK CORP-A 148 INC-A 180 DOLLAR GENERAL CORP CONTINENTAL AG-SPONS 181 DOLLAR TREE INC 149 ADR DOMINION RESOURCES 150 COOPER COS INC/THE 182 INC/VA 151 COPART INC 183 DOVER CORP * 152 CORNING INC 184 DR HORTON INC 153 COSTAR GROUP INC 185 DTE ENERGY COMPANY 154 COSTCO WHOLESALE CORP 186 DUKE ENERGY CORP CREDIT SUISSE GROUP- 187 DUPONT DE NEMOURS INC 155 SPON ADR 188 E.ON SE -SPONSORED ADR 156 CRH PLC-SPONSORED ADR * 189 EATON CORP PLC 157 CROWN CASTLE INTL CORP 190 EBAY INC Name 750 675 Name 750 675 191 ECOLAB INC 227 FORTIVE CORP 192 EDISON INTERNATIONAL 228 FRANCO-NEVADA CORP EDWARDS LIFESCIENCES 229 FRANKLIN RESOURCES INC * 193 CORP 230 FREEPORT-MCMORAN INC * EISAI CO LTD-SPONSORED FRESENIUS MEDICAL CARE- 194 ADR * 231 ADR * 195 ELECTRONIC ARTS INC 232 GARMIN LTD 196 ELI LILLY & CO 233 GAZPROM PAO -SPON ADR 197 EMERSON ELECTRIC CO 234 GENERAL DYNAMICS CORP 198 ENBRIDGE INC 235 GENERAL ELECTRIC CO 199 ENBRIDGE INC 236 GENERAL MILLS INC 200 ENGIE-SPON ADR 237 GENERAL MOTORS CO 201 ENI SPA-SPONSORED ADR 238 GILEAD SCIENCES INC 202 ENTERGY CORP GLAXOSMITHKLINE PLC- 203 EOG RESOURCES INC 239 SPON ADR 204 EQUIFAX INC 240 GLOBAL PAYMENTS INC 205 EQUINIX INC GOLDMAN SACHS GROUP 206 EQUINOR ASA-SPON ADR 241 INC 207 ERICSSON (LM) TEL-SP ADR 242 HALLIBURTON CO 208 ESSILOR INTL-UNSPON ADR 243 HARRIS CORP ESTEE LAUDER COMPANIES- HARTFORD FINANCIAL SVCS 209 CL A 244 GRP 210 EVERGY INC. * 245 HASBRO INC * 211 EVERSOURCE ENERGY 246 HCA HOLDINGS INC 212 EXELON CORP 247 HDFC BANK LTD-ADR 213 EXPEDIA INC 248 HERSHEY CO/THE 214 EXXON MOBIL CORP 249 HESS CORP 215 FACEBOOK INC-A HEWLETT PACKARD 250 ENTERPRIS 216 FASTENAL CO HILTON WORLDWIDE 217 FEDEX CORP 251 HOLDINGS IN FIDELITY NATIONAL INFO 252 HITACHI LTD -ADR 218 SERV 253 HOLOGIC INC * 219 FIFTH THIRD BANCORP 254 HOME DEPOT INC 220 FIRST REPUBLIC BANK/CA HONDA MOTOR CO LTD- 221 FIRSTENERGY CORP 255 SPONS ADR 222 FISERV INC HONEYWELL FLEETCOR TECHNOLOGIES 256 INTERNATIONAL INC 223 INC 257 HORMEL FOODS CORP 224 FORD MOTOR CO HOYA CORP-SPONSORED 225 FORTINET INC * 258 ADR 226 FORTIS INC 259 HP INC Name 750 675 Name 750 675 HSBC HOLDINGS PLC-SPONS 291 KANSAS CITY SOUTHERN * 260 ADR 292 KELLOGG CO 261 HUMANA INC 293 KEYCORP HUNTINGTON BANCSHARES 294 KEYSIGHT TECHNOLOGIES IN 262 INC * 295 KIMBERLY-CLARK CORP 263 IAC/INTERACTIVECORP 296 KINDER MORGAN INC IBERDROLA SA-SPONSORED 264 ADR 297 KKR & CO INC -A * 265 ICICI BANK LTD-SPON ADR 298 KLA-TENCOR CORP 266 IDEXX LABORATORIES INC 299 KOMATSU LTD -SPONS ADR 267 IHS MARKIT LTD 300 KONINKLIJKE AHOLD-SP ADR * KONINKLIJKE PHILIPS NVR- 268 ILLINOIS TOOL WORKS 301 NY 269 ILLUMINA INC 302 KRAFT HEINZ CO/THE 270 INCYTE CORP 303 KROGER CO INFINEON TECHNOLOGIES- LABORATORY CRP OF AMER 271 ADR 304 HLDGS 272 INFOSYS LTD-SP ADR 305 LAM RESEARCH CORP ING GROEP N.V.- 273 SPONSORED ADR 306 LAS VEGAS SANDS CORP 274 INGERSOLL-RAND PLC 307 LENNAR CORP-A LIBERTY GLOBAL PLC-SERIES 275 INTEL CORP 308 C INTERCONTINENTAL LIVE NATION 276 EXCHANGE IN 309 ENTERTAINMENT IN * * 277 INTERNATIONAL PAPER CO LLOYDS BANKING GROUP INTESA SANPAOLO-SPON 310 PLC-ADR 278 ADR 311 LOCKHEED MARTIN CORP INTL BUSINESS MACHINES L'OREAL-UNSPONSORED 279 CORP 312 ADR INTL FLAVORS & 280 FRAGRANCES * 313 LOWE'S COS INC 281 INTUIT INC 314 LUKOIL PJSC-SPON ADR 282 INTUITIVE SURGICAL INC 315 LULULEMON ATHLETICA INC LVMH MOET HENNESSY- 283 IQIYI INC-ADR * 316 UNSP ADR 284 IQVIA HOLDINGS INC 317 LYONDELLBASELL INDU-CL A ITAU UNIBANCO H-SPON 285 PRF ADR 318 M & T BANK CORP ITOCHU CORP- MACQUARIE GROUP LTD- 286 UNSPONSORED ADR * 319 ADR * MAGNA INTERNATIONAL 287 JD.COM INC-ADR 320 INC * 288 JOHNSON & JOHNSON MARATHON PETROLEUM JOHNSON CONTROLS 321 CORP 289 INTERNATION MARKETAXESS HOLDINGS 290 JPMORGAN CHASE & CO 322 INC * Name 750 675 Name 750 675 MARRIOTT INTERNATIONAL NATIONAL AUSTRALIA BK-SP 323 -CL A 353 ADR 324 MARSH & MCLENNAN COS NATIONAL BANK OF MARTIN MARIETTA 354 CANADA 325 MATERIALS 355 NATIONAL GRID PLC-SP ADR MARVELL TECHNOLOGY 356 NESTLE SA-SPONS ADR 326 GROUP LTD 357 NETAPP INC * 327 MASTERCARD INC 358 NETEASE INC-ADR 328 MATCH GROUP INC 359 NETFLIX INC MAXIM INTEGRATED NEWCREST MINING LTD- 329 PRODUCTS 360 SPON ADR MCCORMICK & CO-NON 361 NEWMONT MINING CORP 330 VTG SHRS 362 NEXTERA ENERGY INC 331 MCDONALD'S CORP NIDEC CORPORATION-SPON 332 MCKESSON CORP 363 ADR 333 MEDTRONIC PLC 364 NIKE INC -CL B 334 MERCADOLIBRE INC NINTENDO CO LTD- 335 MERCK & CO. INC. 365 UNSPONS ADR 336 METLIFE INC NIPPON TELEGRAPH & TELE- METTLER-TOLEDO 366 ADR 337 INTERNATIONAL NISSAN MOTOR CO LTD- MGM RESORTS 367 SPON ADR * 338 INTERNATIONAL 368 NOKIA CORP-SPON ADR MICROCHIP TECHNOLOGY NOMURA HOLDINGS INC- 339 INC 369 SPON ADR * * 340 MICRON TECHNOLOGY INC 370 NORFOLK SOUTHERN CORP 341 MICROSOFT CORP 371 NORTHERN TRUST CORP MITSUBISHI CORP-SPONS NORTHROP GRUMMAN 342 ADR 372 CORP MITSUBISHI UFJ FINL-SPON 373 NORTON LIFELOCK INC * 343 ADR NOVARTIS AG-SPONSORED MITSUI & CO LTD-SPONS 374 ADR 344 ADR * NOVO-NORDISK A/S-SPONS MIZUHO FINANCIAL GROUP- 375 ADR 345 ADR NTT DOCOMO INC-SPON MONDELEZ INTERNATIONAL 376 ADR 346 INC-A 377 NUCOR CORP 347 MONSTER BEVERAGE CORP 378 NVIDIA CORP 348 MOODY'S CORP 379 NVR INC * 349 MORGAN STANLEY 380 NXP SEMICONDUCTORS NV 350 MOTOROLA SOLUTIONS INC OCCIDENTAL PETROLEUM 351 MSCI INC 381 CORP NASPERS LTD-N SHS SPON OLD DOMINION FREIGHT 352 ADR 382 LINE * Name 750 675 Name 750 675 383 OMNICOM GROUP 416 RAYTHEON COMPANY 384 ONEOK INC REGENERON 385 ORACLE CORP 417 PHARMACEUTICALS 386 ORANGE-SPON ADR 418 REGIONS FINANCIAL CORP 387 O'REILLY AUTOMOTIVE INC 419 RELX PLC - SPON ADR * 388 ORIX - SPONSORED ADR * 420 REPSOL SA-SPONSORED ADR 389 PACCAR INC 421 REPUBLIC SERVICES INC 390 PALO ALTO NETWORKS INC RESTAURANT BRANDS 422 INTERN 391 PARKER HANNIFIN CORP 423 RIO TINTO PLC-SPON ADR 392 PAYCHEX INC ROCHE HOLDINGS LTD- 393 PAYPAL HOLDINGS INC 424 SPONS ADR 394 PEPSICO INC ROCKWELL AUTOMATION PETROLEO BRASILEIRO- 425 INC 395 SPON ADR ROGERS COMMUNICATIONS PETROLEO BRASIL-SP PREF 426 INC-B 396 ADR 427 ROPER TECHNOLOGIES INC 397 PFIZER INC 428 ROSS STORES INC PHILIP MORRIS 429 ROYAL BANK OF CANADA 398 INTERNATIONAL 430 ROYAL BANK OF CANADA * 399 PHILLIPS 66 ROYAL CARIBBEAN CRUISES 400 PINDUODUO INC-ADR 431 LTD 401 PING AN INSURANCE-ADR ROYAL DUTCH SHELL-SPON PIONEER NATURAL 432 ADR-A 402 RESOURCES CO ROYAL DUTCH SHELL-SPON PNC FINANCIAL SERVICES 433 ADR-B 403 GROUP RWE AKTIENGESELLSCHAF- 404 PPG INDUSTRIES INC 434 SP ADR 405 PPL CORP 435 S&P GLOBAL INC PROCTER & GAMBLE 436 SALESFORCE.COM INC 406 CO/THE 437 SANOFI-ADR 407 PROGRESSIVE CORP 438 SAP SE-SPONSORED ADR 408 PRUDENTIAL FINANCIAL INC SBA COMMUNICATIONS 409 PRUDENTIAL PLC-ADR 439 CORP-CL A PUBLIC SERVICE ENTERPRISE SBERBANK PJSC - 410 GP 440 SPONSORED ADR 411 QUALCOMM INC 441 SCHLUMBERGER LTD 412 QUEST DIAGNOSTICS INC * 442 SCHWAB (CHARLES) CORP QUINTILES IMS HOLDINGS 443 SEAGATE TECHNOLOGY * 413 INC 444 SEMPRA ENERGY RANDGOLD RESOURCES 445 SERVICENOW INC 414 LTD-ADR SHERWIN-WILLIAMS RANDGOLD RESOURCES 446 CO/THE 415 LTD-ADR Name 750 675 Name 750 675 SHISEIDO LTD-SPONSORED 479 TARGET CORP 447 ADR TD AMERITRADE HOLDING 448 SHOPIFY INC - CLASS A 480 CORP 449 SIEMENS AG-SPONS ADR 481 TE CONNECTIVITY LTD 450 SIRIUS XM HOLDINGS INC 482 TELEFLEX INC 451 SKYWORKS SOLUTIONS INC * 483 TELEFONICA SA-SPON ADR 452 SNAP INC - A 484 TELSTRA CORP-ADR SOCIETE GENERALE-SPONS 485 TELUS CORP 453 ADR 486 TENARIS SA-ADR * SONY CORP-SPONSORED 487 TESLA MOTORS INC 454 ADR 488 TEXAS INSTRUMENTS INC 455 SOUTHERN CO/THE THERMO FISHER SCIENTIFIC 456 SOUTHWEST AIRLINES CO 489 INC 457 SPLUNK INC 490 TJX COMPANIES INC 458 SPRINT CORP 491 T-MOBILE US INC 459 SQUARE INC - A TOKIO MARINE HOLDINGS- SS&C TECHNOLOGIES 492 ADR 460 HOLDINGS * 493 TORONTO-DOMINION BANK STANLEY BLACK & DECKER 494 TOTAL SA-SPON ADR 461 INC TOTAL SYSTEM SERVICES 462 STARBUCKS CORP 495 INC * 463 STATE STREET CORP TOYOTA MOTOR CORP - STMICROELECTRONICS NV- 496 SPON ADR 464 NY SHS 497 TRANSCANADA CORP 465 STRYKER CORP 498 TRANSDIGM GROUP INC SUMITOMO MITSUI-SPONS 499 TRANSUNION * * 466 ADR 500 TRAVELERS COS INC/THE SUN HUNG KAI PROP LTD-SP 467 ADR * 501 TRIP.COM GROUP LTD 468 SUN LIFE FINANCIAL INC 502 TRUIST FINANCIAL CORP TWENTY-FIRST CENTURY 469 SUNCOR ENERGY INC 503 FOX-A 470 SUNCOR ENERGY INC 504 TWITTER INC 471 SUNTRUST BANKS INC 505 TYSON FOODS INC-CL A 472 SYNCHRONY FINANCIAL ULTA SALON COSMETICS & 473 SYNOPSYS INC 506 FRAGR 474 SYSCO CORP 507 UNILEVER N V -NY SHARES 475 T ROWE PRICE GROUP INC UNILEVER PLC-SPONSORED TAIWAN SEMICONDUCTOR- 508 ADR 476 SP ADR 509 UNION PACIFIC CORP TAKEDA PHARMACEUTIC-SP UNITED CONTINENTAL 477 ADR 510 HOLDINGS TAL EDUCATION GROUP- UNITED PARCEL SERVICE-CL 478 ADR 511 B Name 750 675 Name 750 675 UNITED TECHNOLOGIES 545 WORLDPAY INC 512 CORP 546 WW GRAINGER INC 513 UNITEDHEALTH GROUP INC 547 WYNN RESORTS LTD * 514 US BANCORP 548 XCEL ENERGY INC 515 VALE SA-SP ADR 549 XILINX INC 516 VALERO ENERGY CORP 550 YUM! BRANDS INC 517 VERISIGN INC ZIMMER BIOMET HOLDINGS 518 VERISK ANALYTICS INC 551 INC VERIZON 552 ZOETIS INC 519 COMMUNICATIONS INC ZURICH INSURANCE GROUP- VERTEX PHARMACEUTICALS 553 ADR 520 INC 521 VF CORP 522 VIACOMCBS INC CLASS B 523 VINCI S.A.-UNSPONS ADR 524 VISA INC-CLASS A SHARES 525 VMWARE INC-CLASS A VODAFONE GROUP PLC-SP 526 ADR VOLKSWAGEN AG-SPONS 527 ADR PREF 528 VULCAN MATERIALS CO 529 WABTEC CORP * WALGREENS BOOTS 530 ALLIANCE INC 531 WAL-MART STORES INC 532 WALT DISNEY CO/THE 533 WASTE CONNECTIONS INC * 534 WASTE MANAGEMENT INC 535 WATERS CORP * 536 WEC ENERGY GROUP INC WELLCARE HEALTH PLANS 537 INC * 538 WELLS FARGO & CO 539 WESTERN DIGITAL CORP WESTPAC BANKING CORP- 540 SP ADR 541 WEYERHAEUSER CO 542 WILLIAMS COS INC WILLIS TOWERS WATSON 543 PLC 544 WORKDAY INC-CLASS A