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 7/1/15) 1 3M CO 2 ABB LTD-SPON 3 ABBOTT LABORATORIES 4 ABBVIE INC 5 ACCENTURE PLC-CL A 6 ACE LTD 7 ACTIVISION BLIZZARD INC 8 ADIDAS AG-SPONSORED 9 ADOBE SYSTEMS INC 10 AETNA INC 11 AFLAC INC 12 AGILENT TECHNOLOGIES INC * * 13 AIR LIQUIDE-UNSPONSORED 14 AIR PRODUCTS & CHEMICALS INC 15 AKAMAI TECHNOLOGIES INC * 16 ALCOA INC 17 ALEXION PHARMACEUTICALS INC 18 ALIBABA GROUP HOLDING-SP 19 ALIMENTATION COUCHE-TARD -B * 20 ALLERGAN INC 21 ALLIANCE DATA SYSTEMS CORP 22 ALLIANZ SE- 23 ALLSTATE CORP 24 ALLSTATE CORP 25 ALLSTATE CORP 26 ALLSTATE CORP 27 ALTERA CORP * 28 ALTRIA GROUP INC 29 AMAZON.COM INC 30 AMBEV SA- * 31 AMERICA MOVIL- SERIES L 32 AMERICAN AIRLINES GROUP INC 33 AMERICAN ELECTRIC POWER 34 AMERICAN EXPRESS CO 35 AMERICAN INTERNATIONAL GROUP 36 AMERICAN TOWER CORP 37 AMERIPRISE FINANCIAL INC 38 AMERISOURCEBERGEN CORP 39 AMGEN INC 40 ANADARKO PETROLEUM CORP 41 ANALOG DEVICES INC ANGLO AMERICAN PLC-UNSP 42 ANHEUSER-BUSCH INBEV SPN 43 44 ANTHEM INC 45 AON PLC 46 APACHE CORP 47 APPLE INC 48 APPLIED MATERIALS INC 49 ARCELORMITTAL-NY REGISTERED 50 ARCHER-DANIELS-MIDLAND CO 51 ARM HOLDINGS PLC-SPONS 52 ASML HOLDING NV-NY REG SHS 53 ASSOC BRITISH FOODS-UNSP 54 ASTRAZENECA PLC-SPONS 55 AT&T INC 56 AUST & NZ BNKG GRP-SPON 57 AUTODESK INC * 58 AUTOMATIC DATA PROCESSING 59 AUTOZONE INC 60 AVAGO TECHNOLOGIES LTD 61 AXA -SPONS 62 BAE SYSTEMS PLC -SPON 63 BAIDU INC - SPON 64 BAKER HUGHES INC 65 BANCO BILBAO VIZCAYA-SP 66 BANCO BRADESCO- 67 BANCO SANTANDER SA-SPON 68 BANK OF AMERICA CORP 69 BANK OF MONTREAL
BANK OF NEW YORK MELLON 70 CORP 71 BANK OF NOVA SCOTIA 72 BARCLAYS PLC-SPONS 73 BARRICK GOLD CORP * 74 BASF SE-SPON 75 BAXTER INTERNATIONAL INC 76 BAYER AG-SPONSORED 77 BB&T CORP 78 BCE INC 79 BECTON DICKINSON AND CO 80 BED BATH & BEYOND INC * 81 BERKSHIRE HATHAWAY INC-CL B 82 BEST BUY CO INC * 83 BG GROUP PLC-SPON 84 BHP BILLITON LTD-SPON 85 BHP BILLITON PLC- 86 BIOGEN IDEC INC 87 BIOMARIN PHARMACEUTICAL INC 88 BLACKROCK INC 89 BNP PARIBAS- 90 BOEING CO/THE 91 BORGWARNER INC * * 92 BOSTON SCIENTIFIC CORP 93 BP PLC-SPONS 94 BRIDGESTONE CORP-UNSPONS 95 BRISTOL-MYERS SQUIBB CO 96 BRITISH AMERICAN TOB-SP 97 BRITISH LAND CO PLC-SPON * 98 BROADCOM CORP-CL A 99 BROOKFIELD ASSET MANAGE-CL A * 100 BT GROUP PLC-SPON 101 BUNGE LTD * * 102 CA INC * * 103 CABOT OIL & GAS CORP * 104 CANADIAN NATL RAILWAY CO 105 CANADIAN NATL RAILWAY CO * 106 CANADIAN NATURAL RESOURCES * 107 CANADIAN PACIFIC RAILWAY LTD 108 CANON INC-SPONS 109 CAPITAL ONE FINANCIAL CORP 110 CARDINAL HEALTH INC 111 CARMAX INC 112 CARNIVAL CORP 113 CARNIVAL PLC- 114 CATERPILLAR INC 115 CBS CORP-CLASS B NON VOTING 116 CELGENE CORP 117 CENTRICA PLC-SP 118 CENTURYLINK INC 119 CERNER CORP 120 CF INDUSTRIES HOLDINGS INC 121 CHARTER COMMUNICATION-A 122 CHECK POINT SOFTWARE TECH * 123 CHENIERE ENERGY INC 124 CHEVRON CORP 125 CHINA LIFE INSURANCE CO- 126 CHINA MOBILE LTD-SPON 127 CHINA PETROLEUM & CHEM- 128 CHINA UNICOM HONG KONG- * 129 CHIPOTLE MEXICAN GRILL INC 130 CHUBB CORP 131 CIGNA CORP 132 CISCO SYSTEMS INC 133 CITIGROUP INC 134 CITIZENS FINANCIAL GROUP * * 135 CLOROX COMPANY * 136 CME GROUP INC 137 CNOOC LTD- 138 COCA-COLA CO/THE 139 COGNIZANT TECH SOLUTIONS-A 140 COLGATE-PALMOLIVE CO 141 COMCAST CORP-CLASS A 142 COMCAST CORP-SPECIAL CL A 143 COMMERZBANK AG-SPONS 144 COMPANHIA DE BEBIDAS-PRF 145 COMPASS GROUP PLC-
146 CONAGRA FOODS INC 147 CONCHO RESOURCES INC * 148 CONOCOPHILLIPS 149 CONSOLIDATED EDISON INC 150 CONSTELLATION BRANDS INC-A 151 CONTINENTAL AG-SPONS 152 CONTINENTAL RESOURCES INC/OK 153 CORNING INC 154 COSTCO WHOLESALE CORP 155 CR BARD INC * * 156 CREDIT SUISSE GROUP-SPON 157 CROWN CASTLE INTL CORP 158 CSX CORP 159 CUMMINS INC 160 CVS CAREMARK CORP 161 DANAHER CORP 162 DANONE-SPONS 163 DAVITA HEALTHCARE PARTNERS I * 164 DEERE & CO 165 DELPHI AUTOMOTIVE PLC 166 DELTA AIR LINES INC 167 DEUTSCHE TELEKOM AG-SPON 168 DEVON ENERGY CORPORATION 169 DIAGEO PLC-SPONSORED 170 DIRECTV 171 DISCOVER FINANCIAL SERVICES 172 DISCOVERY COMMUNICATIONS- A 173 DISH NETWORK CORP-A 174 DNB ASA-SPONSOR 175 DOLLAR GENERAL CORP 176 DOLLAR TREE INC 177 DOMINION RESOURCES INC/VA 178 DOW CHEMICAL CO/THE 179 DR PEPPER SNAPPLE GROUP INC 180 DTE ENERGY COMPANY * 181 DU PONT (E.I.) DE NEMOURS 182 DUKE ENERGY CORP 183 E.ON SE -SPONSORED 184 EATON CORP PLC 185 EBAY INC 186 ECOLAB INC 187 ECOLAB INC 188 ECOLAB INC 189 ECOLAB INC 190 EDISON INTERNATIONAL 191 EDWARDS LIFESCIENCES CORP 192 EISAI CO LTD-SPONSORED 193 ELECTRONIC ARTS INC 194 ELI LILLY & CO 195 EMC CORP/MA 196 EMERSON ELECTRIC CO 197 ENBRIDGE INC 198 ENDO HEALTH SOLUTIONS INC 199 ENERGY TRANSFER EQUITY LP 200 ENI SPA-SPONSORED 201 ENTERGY CORP 202 EOG RESOURCES INC 203 EQT CORP * 204 EQUINIX INC * 205 ERICSSON (LM) TEL-SP 206 ESTEE LAUDER COMPANIES-CL A 207 EUROPEAN AERONAUT-UNSP 208 EXELON CORP 209 EXPEDIA INC * 210 EXPRESS SCRIPTS HOLDING CO 211 EXXON MOBIL CORP 212 FACEBOOK INC-A 213 FASTENAL CO * 214 FEDEX CORP FIAT CHRYSLER AUTOMOBILES 215 NV * 216 FIFTH THIRD BANCORP 217 FIRSTENERGY CORP 218 FISERV INC * 219 FLEETCOR TECHNOLOGIES INC * * 220 FORD MOTOR CO 221 FRANKLIN RESOURCES INC 222 FREEPORT-MCMORAN COPPER
FUJI HEAVY INDUS-UNSPONS 223 224 FUJIFILM HOLDINGS-UNSP * 225 FUJITSU LTD - UNSPON * * 226 GAP INC/THE 227 GAZPROM OAO-SPON * 228 GENERAL DYNAMICS CORP 229 GENERAL ELECTRIC CO 230 GENERAL MILLS INC 231 GENERAL MOTORS CO 232 GILEAD SCIENCES INC 233 GLAXOSMITHKLINE PLC-SPON 234 GOLDCORP INC 235 GOLDMAN SACHS GROUP INC 236 GOOGLE INC-CL A 237 GOOGLE INC-CL A 238 GREEN MOUNTAIN COFFEE ROASTE 239 HALLIBURTON CO 240 HANESBRANDS INC * 241 HARLEY-DAVIDSON INC * 242 HARTFORD FINANCIAL SVCS GRP 243 HCA HOLDINGS INC 244 HDFC BANK LTD- * 245 HERSHEY CO/THE 246 HESS CORP 247 HEWLETT-PACKARD CO 248 HILTON WORLDWIDE HOLDINGS IN 249 HITACHI LTD - 250 HOME DEPOT INC 251 HONDA MOTOR CO LTD-SPONS 252 HONEYWELL INTERNATIONAL INC 253 HOSPIRA INC 254 HSBC HOLDINGS PLC-SPONS 255 HUMANA INC 256 IBERDROLA SA-SPONSORED 257 ICICI BANK LTD-SPON 258 ILLINOIS TOOL WORKS 259 ILLUMINA INC 260 IMPERIAL TOBACCO GROUP- 261 INCYTE CORP 262 INFOSYS LTD-SP ING GROEP N.V.-SPONSORED 263 264 INGERSOLL-RAND PLC 265 INTEL CORP INTERCONTINENTALEXCHANGE 266 INC 267 INTERNATIONAL PAPER CO 268 INTESA SANPAOLO-SPON 269 INTL BUSINESS MACHINES CORP 270 INTL CONSLIDATED A-SPONS 271 INTUIT INC 272 INTUITIVE SURGICAL INC 273 INVESCO LTD ITAU UNIBANCO HLDNG-PREF 274 275 ITOCHU CORP-UNSPONSORED * 276 JD.COM INC- 277 JOHNSON & JOHNSON 278 JOHNSON CONTROLS INC 279 JPMORGAN CHASE & CO 280 KAO CORP-SPONSORED 281 KELLOGG CO 282 KEYCORP * 283 KIMBERLY-CLARK CORP 284 KINDER MORGAN INC 285 KINGFISHER PLC-SPONS * 286 KOHLS CORP * 287 KOMATSU LTD -SPONS * 288 KONINKLIJKE PHILIPS NVR- NY 289 KRAFT FOODS GROUP INC 290 KROGER CO 291 L BRANDS INC 292 LAM RESEARCH CORP * 293 LAS VEGAS SANDS CORP 294 LEGAL & GEN GROUP -SPON 295 LEVEL 3 COMMUNICATIONS INC
296 LIBERTY GLOBAL PLC-A 297 LIBERTY GLOBAL PLC-SERIES C 298 LINCOLN NATIONAL CORP 299 LINKEDIN CORP - A LLOYDS BANKING GROUP PLC- 300 301 LOCKHEED MARTIN CORP 302 L'OREAL-UNSPONSORED 303 LORILLARD INC 304 LOWE'S COS INC LVMH MOET HENNESSY-UNSP 305 306 LYONDELLBASELL INDU-CL A 307 M & T BANK CORP 308 MACY'S INC 309 MAGNA INTERNATIONAL INC 310 MALLINCKRODT PLC * 311 MARATHON OIL CORP 312 MARATHON PETROLEUM CORP 313 MARKS & SPENCER PLC- * 314 MARRIOTT INTERNATIONAL -CL A 315 MARSH & MCLENNAN COS 316 MASTERCARD INC-CLASS A 317 MCDONALD'S CORP 318 MCGRAW HILL FINANCIAL INC 319 MCKESSON CORP 320 MEAD JOHNSON NUTRITION CO 321 MEDTRONIC INC 322 MERCK & CO. INC. 323 METLIFE INC 324 MICHAEL KORS HOLDINGS LTD * 325 MICRON TECHNOLOGY INC 326 MICROSOFT CORP 327 MITSUBISHI CORP-SPONS 328 MITSUBISHI ELECTRIC-UNSP * 329 MITSUBISHI ESTATE-UNSPON 330 MITSUBISHI UFJ FINL GRP- 331 MITSUI & CO LTD-SPONS 332 MIZUHO FINANCIAL GROUP- 333 MOHAWK INDUSTRIES INC * 334 MOLSON COORS BREWING CO -B MONDELEZ INTERNATIONAL INC- 335 A 336 MONSANTO CO 337 MONSTER BEVERAGE CORP 338 MOODY'S CORP 339 MORGAN STANLEY 340 MOSAIC CO/THE 341 MOTOROLA SOLUTIONS INC * 342 MTN GROUP LTD-SPONS * 343 MYLAN INC 344 NASPERS LTD-N SHS SPON 345 NATIONAL AUSTRALIA BK-SP 346 NATIONAL BANK OF CANADA * * 347 NATIONAL GRID PLC-SP 348 NATIONAL OILWELL VARCO INC 349 NESTLE SA-SPONS 350 NETFLIX INC 351 NEXTERA ENERGY INC 352 NIDEC CORPORATION- 353 NIELSEN HOLDINGS NV 354 NIKE INC -CL B 355 NINTENDO CO LTD-UNSPONS 356 NIPPON TELEGRAPH & TELE- 357 NISOURCE INC * 358 NISSAN MOTOR CO LTD-SPON 359 NOBLE ENERGY INC 360 NOKIA CORP-SPON 361 NOMURA HOLDINGS INC- 362 NORDSTROM INC * 363 NORFOLK SOUTHERN CORP 364 NORTHROP GRUMMAN CORP 365 NOVARTIS AG- 366 NOVO-NORDISK A/S-SPONS 367 NTT DOCOMO INC-SPON 368 NUCOR CORP 369 NXP SEMICONDUCTORS NV 370 OCCIDENTAL PETROLEUM CORP 371 OLD MUTUAL PLC-UNSPON
372 OMNICOM GROUP * 373 ORACLE CORP 374 ORANGE-SPON 375 O'REILLY AUTOMOTIVE INC 376 ORIX - SPONSORED 377 P G & E CORP 378 PACCAR INC 379 PANASONIC CORP-SPON 380 PARKER HANNIFIN CORP 381 PAYCHEX INC * 382 PEARSON PLC-SPONSORED 383 PEPSICO INC 384 PERRIGO CO 385 PETROCHINA CO LTD - 386 PETROLEO BRASILEIRO S.A.- 387 PETROLEO BRASILEIRO-SPON 388 PFIZER INC 389 PHARMACYCLICS INC 390 PHILIP MORRIS INTERNATIONAL 391 PHILLIPS 66 392 PING AN INSURANCE- 393 PIONEER NATURAL RESOURCES CO 394 PNC FINANCIAL SERVICES GROUP 395 POTASH CORP OF SASKATCHEWAN 396 PPG INDUSTRIES INC 397 PPL CORPORATION 398 PRAXAIR INC 399 PRECISION CASTPARTS CORP 400 PRICELINE.COM INC 401 PROCTER & GAMBLE CO/THE 402 PROGRESSIVE CORP * 403 PRUDENTIAL FINANCIAL INC 404 PRUDENTIAL PLC- 405 PUBLIC SERVICE ENTERPRISE GP 406 QUALCOMM INC 407 RALPH LAUREN CORP * 408 RAYTHEON COMPANY 409 RED HAT INC * 410 REED ELSEVIER PLC-SPONS 411 REGENERON PHARMACEUTICALS 412 REGIONS FINANCIAL CORP * 413 REPSOL SA-SPONSORED 414 REYNOLDS AMERICAN INC 415 RIO TINTO PLC-SPON 416 ROCHE HOLDINGS LTD-SPONS 417 ROCKWELL AUTOMATION INC 418 ROLLS-ROYCE HOLDINGS-SP 419 ROSS STORES INC 420 ROYAL BANK OF CANADA 421 ROYAL BANK OF CANADA * 422 ROYAL BANK OF SCOT-SPON 423 ROYAL CARIBBEAN CRUISES LTD 424 ROYAL DUTCH SHELL PLC- 425 ROYAL DUTCH SHELL PLC- 426 RWE AKTIENGESELLSCHAF-SP 427 SABMILLER PLC-SPONS 428 SALESFORCE.COM INC 429 SANDISK CORP 430 SANOFI- 431 SAP AG-SPONSORED 432 SASOL LTD-SPONSORED * 433 SBA COMMUNICATIONS CORP-CL A 434 SCHLUMBERGER LTD 435 SCHWAB (CHARLES) CORP 436 SEAGATE TECHNOLOGY 437 SEMPRA ENERGY 438 SHERWIN-WILLIAMS CO/THE 439 SHIRE PLC- 440 SIEMENS AG-SPONS 441 SIGMA-ALDRICH 442 SIRIUS XM RADIO INC 443 SKY PLC-SPN 444 SKYWORKS SOLUTIONS INC 445 SMITH & NEPHEW PLC -SPON 446 SOCIETE GENERALE-SPONS
447 SONY CORP-SPONSORED 448 SOUTHERN CO/THE 449 SOUTHWEST AIRLINES CO 450 SPECTRA ENERGY CORP 451 SSE PLC-SPN 452 ST JUDE MEDICAL INC 453 STANLEY BLACK & DECKER INC 454 STARBUCKS CORP 455 STARWOOD HOTELS & RESORTS 456 STATE STREET CORP 457 STATOIL ASA-SPON 458 STRYKER CORP 459 SUMITOMO MITSUI-SPONS 460 SUN LIFE FINANCIAL INC 461 SUNCOR ENERGY INC 462 SUNCOR ENERGY INC 463 SUNTRUST BANKS INC 464 SWEDBANK AB- * 465 SWISSCOM AG-SPONSORED * 466 SYMANTEC CORP 467 SYNGENTA AG- 468 SYSCO CORP 469 T ROWE PRICE GROUP INC 470 TAIWAN SEMICONDUCTOR-SP 471 TARGET CORP 472 TATA MOTORS LTD-SPON 473 TE CONNECTIVITY LTD 474 TELECOM ITALIA SPA-SPON 475 TELEFONICA SA-SPON 476 TELSTRA CORP- 477 TENARIS SA- 478 TESCO PLC-SPONSORED 479 TESLA MOTORS INC 480 TEVA PHARMACEUTICAL-SP 481 TEXAS INSTRUMENTS INC 482 THERMO FISHER SCIENTIFIC INC 483 TIME WARNER CABLE 484 TIME WARNER INC 485 TJX COMPANIES INC 486 T-MOBILE US INC 487 TOKIO MARINE HOLDINGS- 488 TORONTO-DOMINION BANK 489 TOTAL SA-SPON TOYOTA MOTOR CORP -SPON 490 491 TRANSCANADA CORP 492 TRAVELERS COS INC/THE 493 TURKIYE GARANTI BANKASI- 494 TWENTY-FIRST CENTURY FOX - B 495 TWENTY-FIRST CENTURY FOX-A 496 TWITTER INC 497 TYCO INTERNATIONAL LTD 498 TYSON FOODS INC-CL A 499 UNDER ARMOUR INC-CLASS A 500 UNILEVER N V -NY SHARES 501 UNILEVER PLC-SPONSORED 502 UNION PACIFIC CORP 503 UNITED CONTINENTAL HOLDINGS 504 UNITED PARCEL SERVICE-CL B 505 UNITED TECHNOLOGIES CORP 506 UNITEDHEALTH GROUP INC 507 US BANCORP 508 VALE SA-SP VALEANT PHARMACEUTICALS 509 INTE VALEANT PHARMACEUTICALS 510 INTE 511 VALERO ENERGY CORP 512 VERIZON COMMUNICATIONS INC 513 VERTEX PHARMACEUTICALS INC 514 VF CORP 515 VIACOM INC-CLASS B 516 VINCI S.A.-UNSPONS 517 VIPSHOP HOLDINGS LTD - ADS 518 VISA INC-CLASS A SHARES 519 VMWARE INC-CLASS A 520 VODAFONE GROUP PLC-SP VOLKSWAGEN AG-SPONS 521 PFD 522 VOLVO AB-SPONSORED 523 WALGREEN CO
WALGREENS BOOTS ALLIANCE 524 INC 525 WAL-MART STORES INC 526 WALT DISNEY CO/THE 527 WASTE MANAGEMENT INC 528 WELLPOINT INC 529 WELLS FARGO & CO 530 WESTERN DIGITAL CORP 531 WESTPAC BANKING CORP-SP 532 WEYERHAEUSER CO 533 WHIRLPOOL CORP 534 WHOLE FOODS MARKET INC 535 WILLIAMS COS INC 536 WOLSELEY PLC- 537 WOODSIDE PETROLEUM-SP * 538 WORKDAY INC-CLASS A 539 WPP PLC-SPONSORED 540 WW GRAINGER INC 541 WYNN RESORTS LTD * 542 XCEL ENERGY INC 543 XEROX CORP 544 YAHOO! INC 545 YUM! BRANDS INC 546 ZIMMER BIOMET HOLDINGS 547 ZOETIS INC 548 ZURICH INSURANCE GROUP-