The new Markit TABX.HE, or the Markit ABX.HE Tranche Indices, have been constructed using the underlying names of the BBB and BBB- Markit ABX.HE Indices; each set combining the 07-2 and 07-1 reference obligations. The goal of Markit TABX.HE is to provide investors with the ability to gain/hedge their exposure on the underlying names to specific tranches of varying levels of risk within the portfolio structures. The indices will account for Writedowns, Principal Shortfalls, and their respective Reimbursements.

TABX.HE Composite Announcement

Please note that due to lack of submissions recently, Markit has been unable to generate new composite pricing for the TABX.HE Index. Please contact support@markit.com with any questions surrounding this issue.28 July 2008 RCD Tracks July Settlements (pdf) 26 Jun 2008 RCD Tracks June Settlements (pdf)

Click here to register your interest in this product