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. INC. 296 KRAFT HEINZ CO/THE 329 METLIFE INC 297 KROGER CO METTLER-TOLEDO L-3 COMMUNICATIONS 330 INTERNATIONAL 298 HOLDINGS MGM RESORTS * LABORATORY CRP OF AMER 331 INTERNATIONAL 299 HLDGS 332 MICROCHIP TECHNOLOGY INC 300 LAM RESEARCH CORP 333 MICRON TECHNOLOGY INC 301 LAS VEGAS SANDS CORP 334 MICROSOFT CORP 302 LENNAR CORP-A 335 MITSUBISHI CORP-SPONS ADR 303 LINCOLN NATIONAL CORP * MITSUBISHI UFJ FINL-SPON LLOYDS BANKING GROUP PLC- 336 ADR 304 ADR MIZUHO FINANCIAL GROUP- 305 LOCKHEED MARTIN CORP 337 ADR 306 L'OREAL-UNSPONSORED ADR MOLSON COORS BREWING CO * 307 LOWE'S COS INC 338 -B
Name 750 675 Name 750 675 MONDELEZ INTERNATIONAL CORP 339 INC-A 373 OMNICOM GROUP
340 MONSTER BEVERAGE CORP 374 ONEOK INC
341 MOODY'S CORP 375 ORACLE CORP
342 MORGAN STANLEY 376 ORANGE-SPON ADR
343 MOTOROLA SOLUTIONS INC 377 O'REILLY AUTOMOTIVE INC
344 MSCI INC 378 PACCAR INC
345 MYLAN NV * 379 PALO ALTO NETWORKS INC
346 NASPERS LTD-N SHS SPON ADR 380 PARKER HANNIFIN CORP
NATIONAL AUSTRALIA BK-SP 381 PAYCHEX INC 347 ADR 382 PAYPAL HOLDINGS INC 348 NATIONAL BANK OF CANADA 383 PEPSICO INC 349 NATIONAL GRID PLC-SP ADR PETROLEO BRASILEIRO-SPON 350 NESTLE SA-SPONS ADR 384 ADR 351 NETAPP INC PETROLEO BRASIL-SP PREF 352 NETEASE INC-ADR 385 ADR
353 NETFLIX INC 386 PFIZER INC
354 NEWMONT MINING CORP PHILIP MORRIS
355 NEXTERA ENERGY INC 387 INTERNATIONAL
388 PHILLIPS 66 NIDEC CORPORATION-SPON 356 ADR 389 PINDUODUO INC-ADR
357 NIKE INC -CL B 390 PING AN INSURANCE-ADR
NINTENDO CO LTD-UNSPONS PIONEER NATURAL 358 ADR 391 RESOURCES CO NIPPON TELEGRAPH & TELE- PNC FINANCIAL SERVICES 359 ADR 392 GROUP NISSAN MOTOR CO LTD-SPON 393 PPG INDUSTRIES INC
360 ADR 394 PPL CORP
361 NOKIA CORP-SPON ADR 395 PRINCIPAL FINANCIAL GROUP * * 362 NORFOLK SOUTHERN CORP 396 PROCTER & GAMBLE CO/THE
363 NORTHERN TRUST CORP 397 PROGRESSIVE CORP
364 NORTHROP GRUMMAN CORP 398 PRUDENTIAL FINANCIAL INC
NOVARTIS AG-SPONSORED 399 PRUDENTIAL PLC-ADR 365 ADR PUBLIC SERVICE ENTERPRISE NOVO-NORDISK A/S-SPONS 400 GP 366 ADR 401 QUALCOMM INC 367 NTT DOCOMO INC-SPON ADR 402 QUINTILES IMS HOLDINGS INC 368 NUCOR CORP RANDGOLD RESOURCES LTD- 369 NUTRIEN LTD * 403 ADR 370 NVIDIA CORP RANDGOLD RESOURCES LTD- 371 NXP SEMICONDUCTORS NV 404 ADR
372 OCCIDENTAL PETROLEUM 405 RAYTHEON COMPANY
Name 750 675 Name 750 675 406 RED HAT INC ADR
REGENERON 439 SHOPIFY INC - CLASS A
407 PHARMACEUTICALS 440 SIEMENS AG-SPONS ADR
408 REGIONS FINANCIAL CORP 441 SIRIUS XM HOLDINGS INC
409 RELX PLC - SPON ADR * 442 SKYWORKS SOLUTIONS INC *
410 REPSOL SA-SPONSORED ADR 443 SNAP INC - A *
411 REPUBLIC SERVICES INC SOCIETE GENERALE-SPONS 412 RESMED INC 444 ADR
413 RESTAURANT BRANDS INTERN 445 SONY CORP-SPONSORED ADR
414 RIO TINTO PLC-SPON ADR 446 SOUTHERN CO/THE
ROCHE HOLDINGS LTD-SPONS 447 SOUTHWEST AIRLINES CO
415 ADR 448 SPLUNK INC
416 ROCKWELL AUTOMATION INC 449 SPRINT CORP
ROGERS COMMUNICATIONS 450 SQUARE INC - A 417 INC-B SS&C TECHNOLOGIES 418 ROPER TECHNOLOGIES INC * * 451 HOLDINGS 419 ROSS STORES INC 452 STANLEY BLACK & DECKER INC
420 ROYAL BANK OF CANADA 453 STARBUCKS CORP
ROYAL CARIBBEAN CRUISES 454 STATE STREET CORP 421 LTD STMICROELECTRONICS NV-NY * ROYAL DUTCH SHELL-SPON 455 SHS 422 ADR-A 456 STRYKER CORP ROYAL DUTCH SHELL-SPON SUMITOMO MITSUI-SPONS 423 ADR-B 457 ADR RWE AKTIENGESELLSCHAF-SP * 458 SUN LIFE FINANCIAL INC 424 ADR RYANAIR HOLDINGS PLC-SP 459 SUNCOR ENERGY INC * 460 SUNCOR ENERGY INC 425 ADR 426 S&P GLOBAL INC 461 SUNTRUST BANKS INC
427 SALESFORCE.COM INC 462 SWEDBANK AB-ADR *
428 SANOFI-ADR 463 SYMANTEC CORP *
429 SAP SE-SPONSORED ADR 464 SYNCHRONY FINANCIAL
SBA COMMUNICATIONS 465 SYNOPSYS INC
430 CORP-CL A 466 SYSCO CORP
SBERBANK PJSC -SPONSORED 467 T ROWE PRICE GROUP INC
431 ADR TAIWAN SEMICONDUCTOR-SP 432 SCHLUMBERGER LTD 468 ADR 433 SCHWAB (CHARLES) CORP TAKEDA PHARMACEUTIC-SP 434 SEAGATE TECHNOLOGY * 469 ADR
435 SEMPRA ENERGY 470 TAL EDUCATION GROUP- ADR
436 SERVICENOW INC 471 TARGET CORP
437 SHERWIN-WILLIAMS CO/THE TD AMERITRADE HOLDING
438 SHISEIDO LTD-SPONSORED 472 CORP
Name 750 675 Name 750 675 473 TE CONNECTIVITY LTD INC
474 TELEFLEX INC * VERTEX PHARMACEUTICALS
475 TELEFONICA SA-SPON ADR 508 INC
476 TELSTRA CORP-ADR * 509 VF CORP
477 TELUS CORP 510 VINCI S.A.-UNSPONS ADR
478 TENARIS SA-ADR 511 VISA INC-CLASS A SHARES
479 TESLA MOTORS INC 512 VMWARE INC-CLASS A
TEVA PHARMACEUTICAL-SP VODAFONE GROUP PLC-SP 480 ADR 513 ADR 481 TEXAS INSTRUMENTS INC VOLKSWAGEN AG-SPONS ADR 514 PREF THERMO FISHER SCIENTIFIC 515 VULCAN MATERIALS CO 482 INC 483 TJX COMPANIES INC WALGREENS BOOTS ALLIANCE 516 INC 484 T-MOBILE US INC 517 WAL-MART STORES INC TOKIO MARINE HOLDINGS- 518 WALT DISNEY CO/THE 485 ADR 486 TORONTO-DOMINION BANK 519 WASTE MANAGEMENT INC
487 TOTAL SA-SPON ADR 520 WATERS CORP
488 TOTAL SYSTEM SERVICES INC 521 WAYFAIR INC- CLASS A *
522 WEC ENERGY GROUP INC TOYOTA MOTOR CORP -SPON 489 ADR 523 WEIBO CORP-SPON ADR *
490 TRANSCANADA CORP 524 WELLCARE HEALTH PLANS INC *
491 TRANSDIGM GROUP INC 525 WELLS FARGO & CO
492 TRAVELERS COS INC/THE 526 WESTERN DIGITAL CORP *
493 TWITTER INC WESTPAC BANKING CORP-SP
494 TYSON FOODS INC-CL A 527 ADR
528 WEYERHAEUSER CO ULTA SALON COSMETICS & 495 FRAGR 529 WILLIAMS COS INC
UNILEVER PLC-SPONSORED 530 WILLIS TOWERS WATSON PLC
496 ADR 531 WORKDAY INC-CLASS A
497 UNION PACIFIC CORP 532 WORLDPAY INC
UNITED CONTINENTAL 533 WW GRAINGER INC 498 HOLDINGS 534 WYNN RESORTS LTD * 499 UNITED PARCEL SERVICE-CL B 535 XCEL ENERGY INC 500 UNITED TECHNOLOGIES CORP 536 XILINX INC 501 UNITEDHEALTH GROUP INC 537 YUM! BRANDS INC 502 US BANCORP ZIMMER BIOMET HOLDINGS 503 VALE SA-SP ADR 538 INC 504 VALERO ENERGY CORP 539 ZOETIS INC
505 VERISIGN INC ZURICH INSURANCE GROUP- 506 VERISK ANALYTICS INC 540 ADR
507 VERIZON COMMUNICATIONS