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The 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 or 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.
Markit ABX Closing Prices
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.