First you need to check whether your version of assembler supports the TSX instructions or not.
Then it could be that your CPU doesn't have TSX feature. As per Intel® 64 and IA-32 architectures software developer’s manual, ch.16.3.1.2 Detection of RTM Support:
A processor supports RTM execution if CPUID.07H.EBX.RTM [bit 11] = 1.
An application must check if the processor supports RTM before it uses
the RTM instructions (XBEGI N, XEND, XABORT). These instructions will
generate a #UD exception when used on a processor that does not
support RTM.
Also to mitigate Zombieload 2 vulnerability, TSX could be disabled by the OS (related info for Windows, for Linux)