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Markit ABX.HE Indices

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Index Documentation

Marketing Presentation (pdf) Index Rules (doc) The ABX.HE index rules were revised on May 8, 2008 to include ABX.HE.PENAAA tranches. Standard Terms (pdf) Confirmation Form (doc) Confirmation Form - Novation (doc) Floating Payment Form (pdf) Rolling Guide (pdf) 12 January 2006 Markit ABX.HE Accrual Calendar Convention (pdf)