Updated

This is a rush transcript from "Your World," October 13, 2016. This copy may not be in its final form and may be updated.

NEIL CAVUTO, HOST: All right, Hillary Clinton addressing supporters at fund-raisers in San Francisco right now. In that state, she's got a double-digit lead. She has big leads in a lot of the battleground states as well. That could change, but, for now, it seems to favor her.

Where that magic is not working, for the time being at least, is in the state of Utah, which normally is a runaway Republican state, goes to the Republican standard-bearer, but it's far from a gimme now.

I want you to take a look at these polls, and notice this fellow with the 20 percent. His name is Evan McMullin. He's a rock star in that state. I will explain in a second.

For now, let's go to him, independent presidential candidate Evan McMullin.

Sir, very good to have you.

EVAN MCMULLIN, I-PRESIDENTIAL CANDIDATE: Neil, great to be with you.

CAVUTO: All right, now, you're a Mormon. You know, you're well-known in Utah. Those things matter. You're also benefiting, it would seem, from a lot of the publicity that Mr. Trump has gotten over tapes that have offended a lot of Utah voters.

But there's got to be something more going on here, because that's a pretty impressive number. What is it?

MCMULLIN: Well, I would say it is impressive, and we're very humbled, I'm very humbled that the number is what it is. We're polling at 20 or 22 percent.

But the reality is, is that my name I.D. in Utah is only 52 percent, and so we have got plenty of room to grow. We're finding that, when people hear our message, they tend to, many of them, come on board and join our cause.

So, that's what's happening here, but, you know, people are looking more closely at the candidates as we approach Election Day. And they're not liking, especially here in Utah, what they're seeing in Donald Trump.  People here are principled conservatives.

CAVUTO: Well, how would you feel, though, Evan -- I'm sorry. but how would you feel if -- you know the rap against third-party candidates, that they are active spoilers. You would be a high percentage spoiler, but that's in the end what role you might serve tipping that -- this state, Utah, to Hillary Clinton.

MCMULLIN: Oh, I don't think so.

CAVUTO: What do you make of that?

MCMULLIN: Well, the Constitution allows me to run for the presidency of the United States, and that's exactly what I'm doing, Neil.

I'm a candidate like they are. And it's a three-way race in Utah between Hillary Clinton, Donald Trump, and me. And I believe, with the support of Utahans, that we can prevail here and that we will prevail.

So, that's what this is about. If anything, Donald Trump is a spoiler for conservatism. He's a spoiler for the Republican Party. It's terrible that, here in the state of Utah, he's backed by hundreds of millions of dollars and the RNC, the Republican Party in general, and he can't even beat Hillary Clinton decisively.

So, that's on him, not on me. I'm the only conservative in this race, and I'm standing for principles that this country was founded upon and that are key to our future. And a lot of people here in Utah and elsewhere especially in the Mountain West see that and want to support it.

CAVUTO: All right. When we talk about the Mormon population, they're very, very powerful. They're very wealthy, very keen on you.

And I'm wondering whether Mitt Romney is working either behind the scenes, in front of the scenes to boost you there.

MCMULLIN: Well, we have had some help from some of his strategic advisers, and we're using his e-mail list and things like that. We're paying for that.

But he hasn't come out and endorsed us publicly. So, you know, that's what it is. That's what it is, and that's what it isn't. But, really, what we're focused on is getting the support of regular Utahans and regular people across this country.

And I will tell you, Neil, something truly magical that has happened over the past four days. Our online engagement has increased by over 1600 percent. We are seeing something truly tremendous happen. I think it's in response to the Trump sex tapes and these other revelations about his sexual abuse, alleged, of women through time.

People are looking for another option and realizing that principles really do matter. They matter in life, in our daily lives. But they also matter for our leadership.

CAVUTO: But it only seems for now, Evan, it only -- and, at first blush, it only seems for now to be benefiting you in Utah, not to near that degree in some of these other states.

MCMULLIN: No, I don't think so.

I think we were -- a couple of weeks ago, we were polling at the same level in Idaho. We had access to a poll there that showed that. I think that we have great potential there. We have great potential in Wyoming, as well as Colorado. And we're active in other important states.

Iowa, we have got a great organization there. We have got great support in Virginia, Minnesota, and elsewhere. So, look, we are competing in this election. This election is highly, highly volatile with two major party candidates who are highly combustible.

We're catching fire right now. And it's something truly tremendous.

CAVUTO: Are you on all 50 state ballots, Evan? Do you know?

MCMULLIN: We have ballot access in 34 states.

CAVUTO: I see.

MCMULLIN: And by the time we get to Election Day, it will be 40 to 45. We think probably 43.

The vast majority of Americans will be able to cast a vote for me on Election Day. But we're -- we have got a unique strategy. We may not have time to talk about it now, but we are -- we have the ballot access we need to pursue that strategy. And we are building a new conservative movement in this country, which so badly needs it.

CAVUTO: All right, well, those are impressive numbers regardless.

Evan McMullin, independent presidential candidate, right now essentially pulling even with the two front-runners in that state, maybe in some others. Bears some watching. Could affect an outcome, especially when we get to the Electoral College, tipping one state vs. another. You know that drill. Remember 2000.

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