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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

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Index (15:20 = 1)<br />

1.01<br />

1<br />

0.99<br />

0.98<br />

0.97<br />

0.96<br />

0.95<br />

0.94<br />

SP500<br />

energy<br />

Figure 13<br />

End-of-Day Returns on S&P 500 and Components<br />

October 29, 2008<br />

financials<br />

healthcare<br />

information technology<br />

retail<br />

other<br />

21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59<br />

Minutes After 15:00<br />

Table 2:<br />

S&P 500 Stocks with the Most Negative End-of-Day Returns on 10/29/2008<br />

Stock<br />

Return<br />

3:45-4:00<br />

MetLife -9.59%<br />

Prudential Financial -8.79%<br />

Bank of New York Mellon -8.65%<br />

Office Depot -8.30%<br />

Hartford Financial Services Grp -8.07%<br />

Morgan Stanley -7.71%<br />

Ameriprise Financial -7.27%<br />

Public Storage -7.17%<br />

Lincoln National -7.14%<br />

Micron Technology -6.99%<br />

Massey Energy -6.96%<br />

Host Hotels & Resorts -6.93%<br />

Assurant -6.81%<br />

Sprint Nextel -6.80%<br />

State Street -6.69%<br />

19<br />

DRAFT: Produced by <strong>OEA</strong><br />

<strong>SEC</strong>_<strong>OEA</strong>_<strong>FCIC</strong>_001820

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