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 07-1 and 06-2 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.

Important Notice: TABX.HE Composites

Please note that Markit has not been able to generate composites for the TABX.HE Index recently. This is because the number of submissions has been below the requirement defined by the Index Rules. The contributors have been notified of this issue and composite generation will resume when the required data becomes available. Please contact support@markit.com with any questions.