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

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Presentation on theme: "Credit Derivatives: A New Frontier for Technical Analysis Market Technicians Association Robert Schott, CMT October 2007."— Presentation transcript:

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

2 Robert Schott, CMT S&P 500, Weekly

3 Robert Schott, CMT S&P 500, Weekly

4 Robert Schott, CMT S&P 500, Monthly

5 Robert Schott, CMT S&P 500, Monthly

6 Robert Schott, CMT US Five Year, Weekly

7 Robert Schott, CMT US Five Year, Weekly

8 Robert Schott, CMT US Five Year Swap Rate, Weekly

9 Robert Schott, CMT US Five Year Swap Rate, Weekly

10 Robert Schott, CMT US Five Year Swap Spread, Weekly

11 Robert Schott, CMT US Five Year Swap Spread, Weekly

12 Robert Schott, CMT Lockheed Martin 5-yr CDS, Weekly

13 Robert Schott, CMT Lockheed Martin 5-yr CDS, Weekly

14 Robert Schott, CMT Lockheed Martin Bond

15 Robert Schott, CMT Lockheed Martin Bond Yield, Weekly

16 Robert Schott, CMT Lockheed Martin Bond Yield, Weekly

17 Robert Schott, CMT CDX Investment Grade Index, Daily

18 Robert Schott, CMT CDX Investment Grade Index, Daily

19 Robert Schott, CMT CDX Crossover Index, Daily

20 Robert Schott, CMT CDX Crossover Index, Daily

21 Robert Schott, CMT Nasdaq 100 vs. CDX High Yield Index

22 Robert Schott, CMT Nasdaq 100 vs. CDX High Yield Index

23 Robert Schott, CMT S&P 500 vs. CDX Investment Grade Index

24 Robert Schott, CMT S&P 500 vs. CDX Investment Grade Index

25 Robert Schott, CMT CDS Biggest Movers YTD

26 Robert Schott, CMT CDS Biggest Movers YTD, Financials

27 Robert Schott, CMT Wells Fargo 5-yr CDS, Daily

28 Robert Schott, CMT Wells Fargo 5-yr CDS, Daily

29 Robert Schott, CMT Goldman Sachs 5-yr CDS, Daily

30 Robert Schott, CMT Goldman Sachs 5-yr CDS, Daily

31 Robert Schott, CMT Merrill Lynch 5-yr CDS, Daily

32 Robert Schott, CMT Merrill Lynch 5-yr CDS, Daily

33 Robert Schott, CMT CDS Biggest Movers 1 Month

34 Robert Schott, CMT Ford Motor Credit 5-yr CDS, Weekly

35 Robert Schott, CMT Ford Motor Credit 5-yr CDS, Weekly

36 Robert Schott, CMT GMAC 5-yr CDS, Weekly

37 Robert Schott, CMT GMAC 5-yr CDS, Weekly

38 Robert Schott, CMT IBM 5-yr CDS, Weekly

39 Robert Schott, CMT IBM 5-yr CDS, Weekly

40 Robert Schott, CMT CSX Debt Distribution

41 Robert Schott, CMT CSX Equity, Daily

42 Robert Schott, CMT CSX Equity, Daily

43 Robert Schott, CMT CSX 5-yr CDS, Daily

44 Robert Schott, CMT CSX 5-yr CDS, Daily

45 Robert Schott, CMT CSX Credit Ratings

46 Robert Schott, CMT Bear Stearns

47 Robert Schott, CMT Bear Stearns Debt Distribution

48 Robert Schott, CMT Bear Stearns, Weekly

49 Robert Schott, CMT Bear Stearns, Weekly

50 Robert Schott, CMT Bear Stearns 5-yr CDS, Weekly

51 Robert Schott, CMT Bear Stearns 5-yr CDS, Weekly

52 Robert Schott, CMT Bear Stearns Credit Ratings

53 Robert Schott, CMT Bear Stearns CDS Spreads

54 Robert Schott, CMT Goldman Sachs Credit Ratings

55 Robert Schott, CMT Goldman Sachs Stock vs. CDS

56 Robert Schott, CMT Goldman Sachs Stock vs. CDS

57 Credit Derivatives: A New Frontier for Technical Analysis Robert Schott, CMT rfschott@msn.com


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