30 September 2008 ABX.HE 05-2 Master List (pdf) The launch of the ABX.HE 05-2 index has been postponed. A new launch date has not yet been determined. Marketing Presentation (pdf) Index Rules (pdf) The ABX.HE index rules were revised on September 5, 2008 to include the launch of the ABX.HE 05-2 Index Standard Terms (pdf) 05 September 2008 (revised) ABX.HE Constituents - Implied Writedown List (pdf) Markit has compiled this list based on interpretation of the deal documentation for each ABX.HE constituent. The list indicates whether or not each reference obligation is able to have principal written down and how it is affected by the possibility of an implied writedown. Please email support@markit.com with any questions. 23 September 2008 Markit ABX.HE upfronts will change to T+3 (pdf) It was recently decided by the dealer community and confirmed by the OMG to change to T+3 for ABX.HE & TABX.HE up front settlements and post trade events. This change will become effective on September 23rd, 2008. All upfront payments agreed on after 9/23/08 will settle three business days after the trade effective date.
Confirmation Form (doc) The Markit ABX.HE Confirmation form was updated as of September 23rd, 2008 to incorporate the new market convention of settling upfront payments for index trades T+3. This settlement period will apply to post trade events as well, including assignments and terminations. Confirmation Form - Novation (doc) Floating Payment Form (pdf) Rolling Guide (pdf) 12 January 2006 Markit ABX.HE Accrual Calendar Convention (pdf)