Sept. 2 (Bloomberg) — Home Depot Inc., the largest home- improvement chain, fell as much as 3.4% in New York trading after saying it was working with banks and law enforcement to investigate a possible data breach.

"We're looking into some unusual activity," Paula Drake, a spokeswoman for the Atlanta-based company, said in an emailed statement. "We are aggressively gathering facts at this point while working to protect customers. If we confirm that a breach has occurred, we will make sure customers are notified immediately."

Brian Krebs, the independent journalist who uncovered a hacker attack at Target Corp. last year, reported that a "massive" batch of stolen credit- and debit-card information went on sale this morning. There's evidence that the cards are linked to Home Depot stores, Krebs said on his website, KrebsOnSecurity.

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