Stocks Eligible for Inclusion in a Broad-Based Index Under Path B
Total Page:16
File Type:pdf, Size:1020Kb
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 7/1/19) Name 750 675 Name 750 675 1 3M CO GROUP 2 ABB LTD-SPON ADR 33 AMERICAN TOWER CORP 3 ABBOTT LABORATORIES AMERICAN WATER WORKS CO 4 ABBVIE INC 34 INC 5 ACCENTURE PLC-CL A 35 AMERIPRISE FINANCIAL INC 6 ACTIVISION BLIZZARD INC 36 AMERISOURCEBERGEN CORP 7 ADIDAS AG-SPONSORED ADR 37 AMETEK INC 8 ADOBE SYSTEMS INC 38 AMGEN INC 9 ADVANCED MICRO DEVICES 39 AMPHENOL CORP-CL A 10 AFLAC INC 40 ANADARKO PETROLEUM CORP 11 AGILENT TECHNOLOGIES INC 41 ANALOG DEVICES INC AIR LIQUIDE-UNSPONSORED ANHEUSER-BUSCH INBEV-SPN 12 ADR 42 ADR 43 ANTHEM INC AIR PRODUCTS & CHEMICALS 13 INC 44 AON PLC 14 AIRBUS GROUP SE - UNSP ADR 45 APPLE INC 15 AKZO NOBEL NV-SPON ADR * 46 APPLIED MATERIALS INC ALEXION PHARMACEUTICALS 47 APTIV PLC 16 INC ARCELORMITTAL-NY ALIBABA GROUP HOLDING-SP 48 REGISTERED 17 ADR ARCHER-DANIELS-MIDLAND ALIMENTATION COUCHE-TARD 49 CO 18 -B 50 ARISTA NETWORKS INC 19 ALLERGAN PLC 51 ARTHUR J GALLAGHER & CO * 20 ALLIANZ SE-SPON ADR ASML HOLDING NV-NY REG 21 ALLSTATE CORP 52 SHS 22 ALPHABET INC-CL A 53 ASTRAZENECA PLC-SPONS ADR 23 ALPHABET INC-CL C 54 AT&T INC 24 ALTICE USA INC- A 55 ATLASSIAN CORP PLC-CLASS A 25 ALTRIA GROUP INC AUST & NZ BNKG GRP-SPON 26 AMAZON.COM INC 56 ADR 27 AMBEV SA-ADR 57 AUTODESK INC 28 AMEREN CORPORATION AUTOMATIC DATA 58 PROCESSING AMERICAN AIRLINES GROUP 59 AUTOZONE INC 29 INC 30 AMERICAN ELECTRIC POWER 60 AXA -SPONS ADR 31 AMERICAN EXPRESS CO 61 BAIDU INC - SPON ADR 32 AMERICAN INTERNATIONAL 62 BALL CORP Name 750 675 Name 750 675 BANCO BILBAO VIZCAYA-SP SOLUTIO 63 ADR BROOKFIELD ASSET MANAGE- 64 BANCO BRADESCO-ADR 97 CL A BANCO SANTANDER SA-SPON 98 CADENCE DESIGN SYS INC 65 ADR 99 CANADIAN NATL RAILWAY CO 66 BANK OF AMERICA CORP 100 CANADIAN NATL RAILWAY CO * 67 BANK OF MONTREAL CANADIAN NATURAL * BANK OF NEW YORK MELLON 101 RESOURCES 68 CORP CANADIAN PACIFIC RAILWAY 69 BANK OF NOVA SCOTIA 102 LTD 70 BARCLAYS PLC-SPONS ADR 103 CANON INC-SPONS ADR 71 BARRICK GOLD CORP 104 CAPITAL ONE FINANCIAL CORP 72 BARRICK GOLD CORP 105 CARDINAL HEALTH INC * 73 BASF SE-SPON ADR 106 CARNIVAL CORP 74 BAXTER INTERNATIONAL INC 107 CATERPILLAR INC 75 BAYER AG-SPONSORED ADR CBS CORP-CLASS B NON 76 BB&T CORP 108 VOTING 77 BCE INC 109 CELANESE CORP-SERIES A * 78 BECTON DICKINSON AND CO 110 CELGENE CORP BERKSHIRE HATHAWAY INC-CL 111 CENTENE CORP * 79 A 112 CENTERPOINT ENERGY INC BERKSHIRE HATHAWAY INC-CL 113 CENTURYLINK INC * 80 B 114 CERNER CORP 81 BEST BUY CO INC CHARTER COMMUNICATIONS 82 BHP BILLITON LTD-SPON ADR 115 INC-A 83 BHP BILLITON PLC-ADR 116 CHECK POINT SOFTWARE TECH 84 BIOGEN INC 117 CHENIERE ENERGY INC BIOMARIN PHARMACEUTICAL 118 CHEVRON CORP 85 INC CHINA LIFE INSURANCE CO- 86 BLACKROCK INC 119 ADR 87 BNP PARIBAS-ADR 120 CHINA MOBILE LTD-SPON ADR 88 BOEING CO/THE CHINA PETROLEUM & CHEM- 89 BOOKING HOLDINGS INC 121 ADR 90 BOSTON SCIENTIFIC CORP 122 CHIPOTLE MEXICAN GRILL INC 91 BP PLC-SPONS ADR 123 CHUBB LTD BRIDGESTONE CORP-UNSPONS 124 CHURCH & DWIGHT CO INC * 92 ADR 125 CIGNA CORP 93 BRISTOL-MYERS SQUIBB CO 126 CINTAS CORP BRITISH AMERICAN TOB-SP 127 CISCO SYSTEMS INC 94 ADR 128 CITIGROUP INC 95 BROADCOM LTD 129 CITIZENS FINANCIAL GROUP 96 BROADRIDGE FINANCIAL * 130 CITRIX SYSTEMS INC * Name 750 675 Name 750 675 131 CLOROX COMPANY DEUTSCHE TELEKOM AG-SPON 132 CME GROUP INC 165 ADR 133 CMS ENERGY CORP 166 DIAGEO PLC-SPONSORED ADR 134 CNOOC LTD-SPON ADR 167 DIAMONDBACK ENERGY INC 135 COCA-COLA CO/THE DISCOVER FINANCIAL 168 SERVICES COGNIZANT TECH SOLUTIONS- 136 A DISCOVERY 169 COMMUNICATIONS-A 137 COLGATE-PALMOLIVE CO DISCOVERY 138 COMCAST CORP-CLASS A 170 COMMUNICATIONS-A 139 CONAGRA FOODS INC * 171 DISCOVERY INC-A 140 CONCHO RESOURCES INC 172 DISCOVERY INC-A 141 CONOCOPHILLIPS 173 DISH NETWORK CORP-A 142 CONSOLIDATED EDISON INC 174 DOLLAR GENERAL CORP CONSTELLATION BRANDS INC- 175 DOLLAR TREE INC 143 A DOMINION RESOURCES 144 CONTINENTAL AG-SPONS ADR 176 INC/VA CONTINENTAL RESOURCES 177 DOVER CORP * 145 INC/OK 178 DR HORTON INC 146 COOPER COS INC/THE * 179 DTE ENERGY COMPANY 147 COPART INC * * 180 DUKE ENERGY CORP 148 CORNING INC 181 DUPONT DE NEMOURS INC 149 COSTAR GROUP INC 182 DXC TECHNOLOGY CO. 150 COSTCO WHOLESALE CORP 183 E.ON SE -SPONSORED ADR CREDIT SUISSE GROUP-SPON 184 EATON CORP PLC 151 ADR 152 CROWN CASTLE INTL CORP 185 EBAY INC 153 CSX CORP 186 ECOLAB INC 187 EDISON INTERNATIONAL CTRIP.COM INTERNATIONAL- 154 ADR 188 EDWARDS LIFESCIENCES CORP 155 CUMMINS INC 189 ELECTRONIC ARTS INC 156 CVS HEALTH CORP 190 ELI LILLY & CO DAIICHI SANKYO CO-SPON 191 EMERSON ELECTRIC CO * 157 ADR 192 ENBRIDGE INC 158 DANAHER CORP 193 ENBRIDGE INC 159 DANONE-SPONS ADR 194 ENGIE-SPON ADR * 160 DARDEN RESTAURANTS INC * 195 ENI SPA-SPONSORED ADR 161 DEERE & CO 196 ENTERGY CORP 162 DELTA AIR LINES INC 197 EOG RESOURCES INC DENSO CORPORATION- * 198 EQUIFAX INC * 163 UNSPON ADR 199 EQUINIX INC DEUTSCHE POST AG-SPON 200 EQUINOR ASA-SPON ADR 164 ADR Name 750 675 Name 750 675 201 ERICSSON (LM) TEL-SP ADR HARTFORD FINANCIAL SVCS 202 ESSILOR INTL-UNSPON ADR 240 GRP 241 HCA HOLDINGS INC ESTEE LAUDER COMPANIES-CL 203 A 242 HDFC BANK LTD-ADR 204 EVERGY INC. * 243 HERSHEY CO/THE 205 EVERSOURCE ENERGY 244 HESS CORP 206 EXELON CORP 245 HEWLETT PACKARD ENTERPRIS 207 EXPEDIA INC HILTON WORLDWIDE 208 EXPEDITORS INTL WASH INC * * 246 HOLDINGS IN 209 EXXON MOBIL CORP 247 HITACHI LTD -ADR 210 FACEBOOK INC-A 248 HOLOGIC INC * * 211 FASTENAL CO 249 HOME DEPOT INC 212 FEDEX CORP HONDA MOTOR CO LTD- 250 SPONS ADR 213 FIDELITY NATIONAL INFO SERV HONEYWELL INTERNATIONAL 214 FIFTH THIRD BANCORP 251 INC 215 FIRST DATA CORP- CLASS A 252 HORMEL FOODS CORP 216 FIRST REPUBLIC BANK/CA 253 HP INC 217 FIRSTENERGY CORP HSBC HOLDINGS PLC-SPONS 218 FISERV INC 254 ADR 219 FLEETCOR TECHNOLOGIES INC 255 HUMANA INC 220 FORD MOTOR CO HUNTINGTON BANCSHARES * 221 FORTINET INC * 256 INC 222 FORTIS INC 257 IAC/INTERACTIVECORP 223 FORTIVE CORP IBERDROLA SA-SPONSORED 258 ADR 224 FRANKLIN RESOURCES INC * 259 ICICI BANK LTD-SPON ADR 225 FREEPORT-MCMORAN INC 260 IDEXX LABORATORIES INC 226 GARMIN LTD * 261 IHS MARKIT LTD 227 GAZPROM PAO -SPON ADR 262 ILLINOIS TOOL WORKS 228 GENERAL DYNAMICS CORP 263 ILLUMINA INC 229 GENERAL ELECTRIC CO 264 INCYTE CORP 230 GENERAL MILLS INC INFINEON TECHNOLOGIES- 231 GENERAL MOTORS CO 265 ADR 232 GENUINE PARTS CO * 266 INFOSYS LTD-SP ADR 233 GILEAD SCIENCES INC ING GROEP N.V.-SPONSORED GLAXOSMITHKLINE PLC-SPON 267 ADR 234 ADR 268 INGERSOLL-RAND PLC 235 GLOBAL PAYMENTS INC 269 INTEL CORP 236 GODADDY INC - CLASS A * INTERCONTINENTAL 237 GOLDMAN SACHS GROUP INC 270 EXCHANGE IN 238 HALLIBURTON CO 271 INTERNATIONAL PAPER CO 239 HARRIS CORP 272 INTESA SANPAOLO-SPON ADR Name 750 675 Name 750 675 INTL BUSINESS MACHINES 308 LULULEMON ATHLETICA INC 273 CORP LVMH MOET HENNESSY-UNSP 274 INTL FLAVORS & FRAGRANCES * 309 ADR 275 INTUIT INC 310 LYONDELLBASELL INDU-CL A 276 INTUITIVE SURGICAL INC 311 M & T BANK CORP 277 IQIYI INC-ADR 312 MACQUARIE GROUP LTD-ADR * 278 IQVIA HOLDINGS INC 313 MAGNA INTERNATIONAL INC ITAU UNIBANCO H-SPON PRF 314 MARATHON OIL CORP * 279 ADR MARATHON PETROLEUM ITOCHU CORP-UNSPONSORED 315 CORP 280 ADR MARRIOTT INTERNATIONAL - 281 JD.COM INC-ADR 316 CL A 282 JM SMUCKER CO/THE * 317 MARSH & MCLENNAN COS 283 JOHNSON & JOHNSON MARTIN MARIETTA * JOHNSON CONTROLS 318 MATERIALS MARVELL TECHNOLOGY 284 INTERNATION * 285 JPMORGAN CHASE & CO 319 GROUP LTD 286 KELLOGG CO 320 MASTERCARD INC 287 KEYCORP 321 MATCH GROUP INC 288 KEYSIGHT TECHNOLOGIES IN MAXIM INTEGRATED 322 PRODUCTS 289 KIMBERLY-CLARK CORP MCCORMICK & CO-NON VTG 290 KINDER MORGAN INC 323 SHRS 291 KKR & CO INC -A * 324 MCDONALD'S CORP 292 KLA-TENCOR CORP 325 MCKESSON CORP 293 KOMATSU LTD -SPONS ADR 326 MEDTRONIC PLC 294 KONINKLIJKE AHOLD-SP ADR 327 MERCADOLIBRE INC 295 KONINKLIJKE PHILIPS NVR- NY 328 MERCK & CO.