2 May 2008 Markit to add ABX.HE.PENAAA indices (pdf) Markit will add a Penultimate AAA Sub-Index to existing and future series of the Markit ABX.HE indices. The new ABX.HE.PENAAA sub-index will reference AAA rated bonds that are second to last in principal distribution priority for the ABX.HE deals. The ABX.HE.PENAAA will be added to the existing series of ABX.HE indices on May 14, 2008. 27 November 2006 Markit ABX-HE 06-1 Experiences First Shortfall (pdf) Markit CDS IndexCo Rolling Guide (pdf) 18 July 2007 Markit CDS IndexCo Conduct Roll of ABX Indices (pdf)