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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 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 1/04/21)

Name 750 675 Name 750 675 1 3M CO AMERICAN WATER WORKS CO 2 ABB LTD-SPON ADR 33 INC 3 ABBOTT LABORATORIES 34 AMERIPRISE FINANCIAL INC 4 ABBVIE INC 35 AMERISOURCEBERGEN CORP 5 ACCENTURE PLC-CL A 36 AMETEK INC 6 INC 37 INC 7 ADIDAS AG-SPONSORED ADR 38 AMPHENOL CORP-CL A 8 ADOBE INC 39 INC 9 ANHEUSER-BUSCH INBEV-SPN 10 AES CORP * 40 ADR 11 AFLAC INC 41 INC 12 AGILENT TECHNOLOGIES INC 42 ANTHEM INC 13 AGNICO EAGLE MINES LTD 43 AON PLC-CLASS A AIR LIQUIDE-UNSPONSORED 44 APPLE INC 14 ADR 45 INC AIR PRODUCTS & CHEMICALS 46 APTIV PLC 15 INC ARCELORMITTAL-NY 16 AIRBUS SE - UNSP ADR 47 REGISTERED 17 INC 48 ARCHER-DANIELS-MIDLAND CO 49 ARISTA NETWORKS INC 18 INC 50 ARTHUR J GALLAGHER & CO HOLDING-SP 51 ASML HOLDING NV-NY REG SHS 19 ADR 52 ASTRAZENECA PLC-SPONS ADR ALIMENTATION COUCHE-TARD - 53 AT&T INC 20 B 54 CORP PLC-CLASS A 21 ALLSTATE CORP AUST & NZ BNKG GRP-SPON 22 ALPHABET INC-CL A 55 ADR 23 ALPHABET INC-CL C 56 INC 24 ALTICE USA INC- A 57 AUTOMATIC DATA PROCESSING 25 ALTRIA GROUP INC 58 AUTOZONE INC 26 .COM INC 59 AXA -SPONS ADR 27 AMBEV SA-ADR 60 INC - SPON ADR 28 AMEREN CORPORATION 61 BALL CORP 29 62 BANCO BILBAO VIZCAYA-SP ADR 30 AMERICAN EXPRESS CO 63 BANCO BRADESCO-ADR AMERICAN INTERNATIONAL BANCO SANTANDER SA-SPON 31 GROUP 64 ADR 32 AMERICAN TOWER CORP 65 BANK OF AMERICA CORP 66 Name 750 675 Name 750 675 BANK OF MELLON 67 CORP 104 LTD 68 BANK OF NOVA SCOTIA 105 CANON INC-SPONS ADR 69 BARCLAYS PLC-SPONS ADR 106 CAPITAL ONE FINANCIAL CORP 70 CORP 107 CARDINAL HEALTH INC 71 BARRICK GOLD CORP 108 CARMAX INC 72 BARRICK GOLD CORP 109 CARNIVAL CORP 73 BARRICK GOLD CORP 110 CATERPILLAR INC 74 BASF SE-SPON ADR 111 CBRE GROUP INC - A 75 BAXTER INTERNATIONAL INC 112 CDW CORP/DE 76 BAYER AG-SPONSORED ADR 113 CELANESE CORP * 77 BCE INC 114 CENTENE CORP 78 BECTON DICKINSON AND CO 115 CORP 79 BERKSHIRE HATHAWAY INC-CL A 80 BERKSHIRE HATHAWAY INC-CL B 116 INC-A 81 CO INC 117 SOFTWARE TECH 82 BHP GROUP LTD-SPON ADR 118 CHENIERE ENERGY INC * * 83 BHP GROUP PLC-ADR 119 CHEVRON CORP 84 INC 120 CHEWY INC - CLASS A BIOMARIN PHARMACEUTICAL 121 LIFE INSURANCE CO-ADR 85 INC 122 CHINA MOBILE LTD-SPON ADR 86 BIO-RAD LABORATORIES-A 123 CHIPOTLE MEXICAN GRILL INC 87 BLACKROCK INC 124 CHUBB LTD 88 BNP PARIBAS-ADR 125 CHURCH & DWIGHT CO INC 89 BOEING CO/THE 126 CIGNA CORP 90 INC 127 CINCINNATI FINANCIAL CORP * * 91 BOSTON SCIENTIFIC CORP 128 CORP 92 BP PLC-SPONS ADR 129 INC 93 BRISTOL-MYERS SQUIBB CO 130 CITIGROUP INC 94 BRITISH AMERICAN TOB-SP ADR 131 CITRIX SYSTEMS INC 95 BROADCOM INC 132 CLOROX COMPANY BROOKFIELD ASSET MANAGE-CL 133 CME GROUP INC 96 A 134 CMS ENERGY CORP BROOKFIELD ASSET MANAGE-CL 135 CNOOC LTD-SPON ADR 97 A * 136 COCA-COLA CO/THE 98 BURLINGTON STORES INC * 137 TECH SOLUTIONS-A C.H. ROBINSON WORLDWIDE 138 COLGATE-PALMOLIVE CO 99 INC * 139 CORP-CLASS A 100 CADENCE DESIGN SYS INC 140 CONAGRA BRANDS INC 101 CAMPBELL SOUP CO 141 CONOCOPHILLIPS 102 CANADIAN NATL RAILWAY CO 142 CONSOLIDATED EDISON INC 103 CANADIAN NATL RAILWAY CO * 143 CONSTELLATION BRANDS INC-A 144 COOPER COS INC/THE Name 750 675 Name 750 675 145 INC 183 E.ON SE -SPONSORED ADR 146 CORNING INC 184 EATON CORP PLC 147 COSTAR GROUP INC 185 EBAY INC 148 WHOLESALE CORP 186 ECOLAB INC CREDIT SUISSE GROUP-SPON 187 EDISON INTERNATIONAL 149 ADR 188 EDWARDS LIFESCIENCES CORP 150 CRH PLC-SPONSORED ADR * 189 INC CROWDSTRIKE HOLDINGS INC - 190 ELI LILLY & CO 151 A 191 CO 152 CROWN CASTLE INTL CORP 192 INC 153 CSX CORP 193 ENBRIDGE INC 154 CUMMINS INC 194 ENGIE-SPON ADR * 155 CVS HEALTH CORP 195 ENI SPA-SPONSORED ADR 156 DAIICHI SANKYO CO-SPON ADR 196 ENTERGY CORP 157 DANAHER CORP 197 EOG RESOURCES INC 158 DANONE-SPONS ADR 198 EQUIFAX INC 159 DARDEN RESTAURANTS INC * 199 EQUINIX INC 160 DATADOG INC - CLASS A 200 ERICSSON (LM) TEL-SP ADR DBS GROUP HOLDINGS-SPON 201 ESSILORLUXOT-UNSPON ADR 161 ADR * 202 ESTEE LAUDER COMPANIES-CL A 162 DEERE & CO 203 EVERGY INC * 163 DELTA AIR LINES INC 204 EVERSOURCE ENERGY DENSO CORPORATION-UNSPON 205 CORP 164 ADR * 206 GROUP INC * 165 DEUTSCHE POST AG-SPON ADR DEUTSCHE TELEKOM AG-SPON 207 EXPEDITORS INTL WASH INC 166 ADR 208 EXXON MOBIL CORP 167 INC 209 FACEBOOK INC-CLASS A 168 DIAGEO PLC-SPONSORED ADR 210 CO 169 DISCOVER FINANCIAL SERVICES 211 FEDEX CORP 170 DISCOVERY INC - A 212 FIDELITY NATIONAL INFO SERV 171 DISCOVERY INC - A 213 FIFTH THIRD BANCORP 172 DISCOVERY INC - A 214 FIRST REPUBLIC BANK/CA 173 DISCOVERY INC - A 215 FIRSTENERGY CORP 174 DISH NETWORK CORP-A 216 INC 175 CORP 217 FLEETCOR TECHNOLOGIES INC 176 INC 218 FORD MOTOR CO 177 DOMINION ENERGY INC 219 FORTINET INC 178 DOVER CORP * 220 FORTIS INC 179 DR HORTON INC 221 FORTIVE CORP 180 DTE ENERGY COMPANY 222 FOX CORP - CLASS A 181 DUKE ENERGY CORP 223 FRANCO- CORP 182 DUPONT DE NEMOURS INC 224 FRANCO-NEVADA CORP Name 750 675 Name 750 675 225 FREEPORT-MCMORAN INC 262 IHS MARKIT LTD 226 FUJIFILM HOLDINGS-UNSP ADR 263 227 FUJITSU LTD - UNSPON ADR 264 ILLUMINA INC 228 GARMIN LTD * 265 CORP 229 GAZPROM PJSC-SPON ADR 266 INFINEON TECHNOLOGIES-ADR 230 GENERAL DYNAMICS CORP 267 INFOSYS LTD-SP ADR 231 CO ING GROEP N.V.-SPONSORED 232 GENERAL MILLS INC 268 ADR 233 GENERAL MOTORS CO 269 INGERSOLL-RAND INC * 234 GENUINE PARTS CO * * 270 CORP 235 INC INTERCONTINENTAL EXCHANGE GLAXOSMITHKLINE PLC-SPON 271 IN 236 ADR 272 INTERNATIONAL PAPER CO 237 GLOBAL PAYMENTS INC 273 INTESA SANPAOLO-SPON ADR 238 GODADDY INC - CLASS A * 274 INTL BUSINESS MACHINES CORP 239 GOLDMAN SACHS GROUP INC 275 INTL FLAVORS & FRAGRANCES * 240 HALLIBURTON CO * 276 INC HARTFORD FINANCIAL SVCS 277 INC 241 GRP 278 IQIYI INC-ADR 242 HCA HEALTHCARE INC 279 IQVIA HOLDINGS INC 243 HDFC BANK LTD-ADR ITAU UNIBANCO H-SPON PRF 244 HERSHEY CO/THE 280 ADR 245 HESS CORP * ITOCHU CORP-UNSPONSORED 246 HEWLETT PACKARD ENTERPRISE * 281 ADR HILTON WORLDWIDE HOLDINGS 282 JACK HENRY & ASSOCIATES INC * 247 IN 283 JD.COM INC-ADR 248 LTD -ADR 284 JM SMUCKER CO/THE * 249 HOLOGIC INC 285 JOHNSON & JOHNSON 250 HOME DEPOT INC HONDA MOTOR CO LTD-SPONS 286 INTERNATION 251 ADR 287 JPMORGAN CHASE & CO HONEYWELL INTERNATIONAL 288 KANSAS CITY SOUTHERN 252 INC 289 KB FINANCIAL GROUP INC-ADR * 253 HORMEL FOODS CORP * 290 KELLOGG CO 254 HOYA CORP-SPONSORED ADR 291 INC 255 HP INC 292 KEYCORP * HSBC HOLDINGS PLC-SPONS 293 KEYSIGHT TECHNOLOGIES IN 256 ADR 294 KIMBERLY-CLARK CORP 257 HUMANA INC 295 KINDER MORGAN INC 258 HUNT (JB) TRANSPRT SVCS INC * 296 KKR & CO INC 259 IBERDROLA SA-SPONSORED ADR 297 KLA CORP 260 ICICI BANK LTD-SPON ADR 298 KOMATSU LTD -SPONS ADR * 261 INC 299 KONINKLIJKE AHOLD-SP ADR Name 750 675 Name 750 675 300 KONINKLIJKE NVR- NY 336 METLIFE INC 301 CO/THE METTLER-TOLEDO 302 KROGER CO 337 INTERNATIONAL 303 L3HARRIS TECHNOLOGIES INC 338 INC LABORATORY CRP OF AMER 339 INC 304 HLDGS 340 CORP 305 CORP 341 MITSUBISHI CORP-SPONS ADR 306 LAS VEGAS SANDS CORP 342 MITSUBISHI UFJ FINL-SPON ADR 307 LEIDOS HOLDINGS INC * * MIZUHO FINANCIAL GROUP- 308 LENNAR CORP-A 343 ADR LIVE NATION ENTERTAINMENT 344 MMC NORILSK NICKEL PJSC-ADR * 309 IN * LLOYDS BANKING GROUP PLC- 345 INC-A 310 ADR 346 CORP 311 LOCKHEED MARTIN CORP 347 MOODY'S CORP 312 L'OREAL-UNSPONSORED ADR 348 MORGAN STANLEY 313 LOWE'S COS INC 349 MOTOROLA SOLUTIONS INC 314 LUKOIL PJSC-SPON ADR 350 MSCI INC 315 INC 351 INC LVMH MOET HENNESSY-UNSP 352 NASPERS LTD-N SHS SPON ADR 316 ADR NATIONAL AUSTRALIA BK-SP 317 LYONDELLBASELL INDU-CL A 353 ADR 318 M & T BANK CORP * 354 NATIONAL BANK OF 319 MACQUARIE GROUP LTD-ADR 355 NATIONAL GRID PLC-SP ADR 320 INC 356 NESTLE SA-SPONS ADR 321 MARATHON PETROLEUM CORP 357 NETEASE INC-ADR 322 MARKETAXESS HOLDINGS INC 358 INC -CL NEWCREST LTD-SPON 323 A 359 ADR 324 MARSH & MCLENNAN COS 360 NEWMONT CORP 325 MARTIN MARIETTA MATERIALS 361 NEXTERA ENERGY INC MARVELL TECHNOLOGY GROUP CORPORATION-SPON 326 LTD 362 ADR 327 MASCO CORP 363 NIKE INC -CL B 328 MASTERCARD INC - A NINTENDO CO LTD-UNSPONS 329 PRODUCTS 364 ADR MCCORMICK & CO-NON VTG NIPPON TELEGRAPH & TELE- 330 SHRS 365 ADR 331 MCDONALD'S CORP NISSAN MOTOR CO LTD-SPON 332 MCKESSON CORP 366 ADR 333 MEDTRONIC PLC 367 NOKIA CORP-SPON ADR 334 MERCADOLIBRE INC 368 NORFOLK SOUTHERN CORP 335 MERCK & CO. INC. 369 NORTHERN TRUST CORP * 370 NORTHROP GRUMMAN CORP Name 750 675 Name 750 675 371 NORTONLIFELOCK INC * 411 PRUDENTIAL FINANCIAL INC 372 NOVARTIS AG-SPONSORED ADR 412 PRUDENTIAL PLC-ADR * 373 NOVO-NORDISK A/S-SPONS ADR 413 PUBLIC SERVICE ENTERPRISE GP 374 NTT DOCOMO INC-SPON ADR 414 QORVO INC 375 NUCOR CORP * 415 INC 376 CORP 416 QUEST DIAGNOSTICS INC 377 NVR INC * RAYTHEON TECHNOLOGIES 378 NXP SEMICONDUCTORS NV 417 CORP 379 OCCIDENTAL PETROLEUM CORP * REGENERON 380 OLD DOMINION FREIGHT LINE 418 PHARMACEUTICALS 381 ONEOK INC * 419 REGIONS FINANCIAL CORP * 382 ORACLE CORP 420 RELX PLC - SPON ADR 383 ORANGE-SPON ADR 421 REPSOL SA-SPONSORED ADR * 384 O'REILLY AUTOMOTIVE INC 422 REPUBLIC SERVICES INC 385 ORIX - SPONSORED ADR 423 RESMED INC 386 P G & E CORP 424 RESTAURANT BRANDS INTERN 387 INC 425 RIO TINTO PLC-SPON ADR 388 PALO ALTO NETWORKS INC ROCHE HOLDINGS LTD-SPONS 426 ADR 389 PARKER HANNIFIN CORP 427 ROCKWELL AUTOMATION INC 390 INC 391 PAYPAL HOLDINGS INC 428 INC-B 392 PELOTON INTERACTIVE INC-A 429 ROPER TECHNOLOGIES INC 393 PEPSICO INC 430 INC 394 PERKINELMER INC * 431 PETROLEO BRASILEIRO-SPON 432 ROYAL CARIBBEAN CRUISES LTD * 395 ADR ROYAL DUTCH SHELL-SPON 396 PETROLEO BRASIL-SP PREF ADR 433 ADR-A 397 PFIZER INC ROYAL DUTCH SHELL-SPON 398 PHILIP MORRIS INTERNATIONAL 434 ADR-B 399 PHILLIPS 66 RWE AKTIENGESELLSCHAF-SP 400 INC-ADR 435 ADR 401 PING AN INSURANCE-ADR 436 RYANAIR HOLDINGS PLC-SP ADR * 402 PINTEREST INC- CLASS A 437 S&P GLOBAL INC PIONEER NATURAL RESOURCES 438 .COM INC 403 CO 439 SANOFI-ADR PNC FINANCIAL SERVICES 440 SAP SE-SPONSORED ADR 404 GROUP 441 SBA COMMUNICATIONS CORP 405 POSCO- SPON ADR * SBERBANK PJSC -SPONSORED 406 POWER CORP OF CANADA * * 442 ADR 407 PPG INDUSTRIES INC 443 SCHLUMBERGER LTD 408 PPL CORP 444 SCHWAB (CHARLES) CORP 409 PROCTER & GAMBLE CO/THE 445 SEAGATE TECHNOLOGY * 410 PROGRESSIVE CORP Name 750 675 Name 750 675 SEMICONDUCTOR MANUFACT- TD AMERITRADE HOLDING 446 ADR 483 CORP * 447 SEMPRA ENERGY 484 TDK CORP-SPONSORED ADR 448 SERVICENOW INC 485 TE CONNECTIVITY LTD 449 SHERWIN-WILLIAMS CO/THE 486 TELEFLEX INC * SHINHAN FINANCIAL GROUP- 487 TELEFONICA SA-SPON ADR 450 ADR * * 488 CORP-ADR 451 SHISEIDO LTD-SPONSORED ADR 489 CORP 452 INC - CLASS A 490 TERADYNE INC 453 SIEMENS AG-SPONS ADR 491 TESLA INC 454 SIRIUS XM HOLDINGS INC 492 INSTRUMENTS INC 455 SK TELECOM CO LTD-SPON ADR 493 THERMO FISHER SCIENTIFIC INC 456 INC 494 THOMSON CORP * 457 SNAP INC - A 495 TIFFANY & CO 458 SOCIETE GENERALE-SPONS ADR * 496 TJX COMPANIES INC 459 SONY CORP-SPONSORED ADR 497 T-MOBILE US INC 460 SOUTHERN CO/THE 498 TOKIO MARINE HOLDINGS-ADR * 461 SOUTHWEST AIRLINES CO 499 TORONTO-DOMINION BANK 462 INC 500 TOTAL SE-SPON ADR 463 SQUARE INC - A TOYOTA MOTOR CORP -SPON 464 STANLEY BLACK & DECKER INC 501 ADR 465 CORP 502 TRACTOR SUPPLY COMPANY 466 STATE STREET CORP 503 TRANSDIGM GROUP INC STMICROELECTRONICS NV-NY 504 TRANSUNION 467 SHS 505 TRAVELERS COS INC/THE 468 STRYKER CORP 506 TRIP.COM GROUP LTD-ADR 469 SUMITOMO MITSUI-SPONS ADR 507 TRUIST FINANCIAL CORP 470 INC 508 INC 471 INC 509 TYLER TECHNOLOGIES INC 472 SUNCOR ENERGY INC 510 TYSON FOODS INC-CL A 473 SVB FINANCIAL GROUP * 511 TECHNOLOGIES INC 474 SYNCHRONY FINANCIAL 512 ULTA BEAUTY INC * 475 INC 513 UNILEVER N V -NY SHARES 476 SYSCO CORP 514 UNILEVER PLC-SPONSORED ADR 477 T ROWE PRICE GROUP INC 515 UNION PACIFIC CORP SEMICONDUCTOR-SP UNITED MICROELECTRON-SP 478 ADR 516 ADR * TAKEDA PHARMACEUTIC-SP 517 UNITED PARCEL SERVICE-CL B 479 ADR 518 UNITED RENTALS INC * 480 TAL EDUCATION GROUP- ADR 519 UNITEDHEALTH GROUP INC 481 TARGET CORP 520 US BANCORP 482 TC ENERGY CORP 521 VALE SA-SP ADR 522 VALERO ENERGY CORP Name 750 675 Name 750 675 523 VARIAN MEDICAL SYSTEMS INC 559 INC 524 INC 560 INC 525 INC 561 XYLEM INC * VERIZON COMMUNICATIONS 562 NV-A 526 INC 563 YUM! BRANDS INC 527 INC ZEBRA TECHNOLOGIES CORP-CL VESTAS WIND SYSTEMS-UNSP 564 A 528 ADR 565 ZILLOW GROUP INC - A * 529 VF CORP 566 ZILLOW GROUP INC - C 530 VIACOMCBS INC - CLASS B 567 ZIMMER BIOMET HOLDINGS INC 531 VIACOMCBS INC - CLASS B 568 ZOETIS INC 532 VINCI S.A.-UNSPONS ADR ZOOM 533 VIPSHOP HOLDINGS LTD - ADR * 569 COMMUNICATIONS-A 534 VISA INC-CLASS A SHARES 570 ZTO EXPRESS CAYMAN INC-ADR 535 VMWARE INC-CLASS A ZURICH INSURANCE GROUP- 536 VODAFONE GROUP PLC-SP ADR 571 ADR VOLKSWAGEN AG-SPONS ADR 537 PREF 538 VULCAN MATERIALS CO 539 WABTEC CORP * * 540 INC 541 WALMART INC 542 WALT DISNEY CO/THE 543 WASTE CONNECTIONS INC * 544 WASTE MANAGEMENT INC 545 WATERS CORP * 546 INC- CLASS A 547 WEC ENERGY GROUP INC 548 WELLS FARGO & CO WEST PHARMACEUTICAL 549 SERVICES 550 CORP * WESTPAC BANKING CORP-SP 551 ADR 552 WEYERHAEUSER CO 553 CORP 554 WILLIAMS COS INC 555 WILLIS TOWERS WATSON PLC 556 WIPRO LTD-ADR * 557 WORKDAY INC-CLASS A 558 WW GRAINGER INC