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SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

SEC Follow Up Exhibits Part C SEC_OEA_FCIC_001760-2501

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# of Security Days with Some Reported Activity in Form SH<br />

300<br />

250<br />

200<br />

150<br />

100<br />

50<br />

0<br />

30-35<br />

35-40<br />

40-45<br />

Form SH Reported Volume as a Percent of Total Daily Volume<br />

Security Days where Form SH Volume is 30%+<br />

December 2008<br />

45-50<br />

50-55<br />

55-60<br />

60-65<br />

65-70<br />

Form SH Reported Volume as a Percent of Total Daily Volume<br />

Significant Negative Return Typical Return Significant Positive Return % of Security Days with Significant Negative<br />

70-75<br />

75-80<br />

80-85<br />

85-90<br />

90-95<br />

95-100<br />

100+<br />

100%<br />

90%<br />

80%<br />

70%<br />

60%<br />

50%<br />

40%<br />

30%<br />

20%<br />

10%<br />

0%<br />

% of Security Days with Significant Negative Return

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