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Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

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Page 1: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Credit Derivatives:A New Frontier for Technical Analysis

Market Technicians Association

Robert Schott, CMT

October 2007

Page 2: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

S&P 500, Weekly

Page 3: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

S&P 500, Weekly

Page 4: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

S&P 500, Monthly

Page 5: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

S&P 500, Monthly

Page 6: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

US Five Year, Weekly

Page 7: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

US Five Year, Weekly

Page 8: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

US Five Year Swap Rate, Weekly

Page 9: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

US Five Year Swap Rate, Weekly

Page 10: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

US Five Year Swap Spread, Weekly

Page 11: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

US Five Year Swap Spread, Weekly

Page 12: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Lockheed Martin 5-yr CDS, Weekly

Page 13: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Lockheed Martin 5-yr CDS, Weekly

Page 14: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Lockheed Martin Bond

Page 15: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Lockheed Martin Bond Yield, Weekly

Page 16: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Lockheed Martin Bond Yield, Weekly

Page 17: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CDX Investment Grade Index, Daily

Page 18: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CDX Investment Grade Index, Daily

Page 19: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CDX Crossover Index, Daily

Page 20: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CDX Crossover Index, Daily

Page 21: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Nasdaq 100 vs. CDX High Yield Index

Page 22: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Nasdaq 100 vs. CDX High Yield Index

Page 23: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

S&P 500 vs. CDX Investment Grade Index

Page 24: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

S&P 500 vs. CDX Investment Grade Index

Page 25: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CDS Biggest Movers YTD

Page 26: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CDS Biggest Movers YTD, Financials

Page 27: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Wells Fargo 5-yr CDS, Daily

Page 28: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Wells Fargo 5-yr CDS, Daily

Page 29: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Goldman Sachs 5-yr CDS, Daily

Page 30: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Goldman Sachs 5-yr CDS, Daily

Page 31: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Merrill Lynch 5-yr CDS, Daily

Page 32: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Merrill Lynch 5-yr CDS, Daily

Page 33: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CDS Biggest Movers 1 Month

Page 34: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Ford Motor Credit 5-yr CDS, Weekly

Page 35: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Ford Motor Credit 5-yr CDS, Weekly

Page 36: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

GMAC 5-yr CDS, Weekly

Page 37: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

GMAC 5-yr CDS, Weekly

Page 38: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

IBM 5-yr CDS, Weekly

Page 39: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

IBM 5-yr CDS, Weekly

Page 40: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CSX Debt Distribution

Page 41: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CSX Equity, Daily

Page 42: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CSX Equity, Daily

Page 43: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CSX 5-yr CDS, Daily

Page 44: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CSX 5-yr CDS, Daily

Page 45: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

CSX Credit Ratings

Page 46: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Bear Stearns

Page 47: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Bear Stearns Debt Distribution

Page 48: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Bear Stearns, Weekly

Page 49: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Bear Stearns, Weekly

Page 50: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Bear Stearns 5-yr CDS, Weekly

Page 51: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Bear Stearns 5-yr CDS, Weekly

Page 52: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Bear Stearns Credit Ratings

Page 53: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Bear Stearns CDS Spreads

Page 54: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Goldman Sachs Credit Ratings

Page 55: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Goldman Sachs Stock vs. CDS

Page 56: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Robert Schott, CMT

Goldman Sachs Stock vs. CDS

Page 57: Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007

Credit Derivatives:A New Frontier for Technical Analysis

Robert Schott, CMT

[email protected]