* Initial claims drop more than expected
* Import prices jump, but broad inflation remains muted
* Bed, Bath & Beyond slumps after earnings
* Imperva drops after preliminary results
* Futures off: Dow 19 pts, S&P 2.25 pts, Nasdaq 5.25 pts
(Adds data, updates prices)
NEW YORK, April 10 (Reuters) - U.S. stocks were set for a slightly lower open on Thursday, after the S&P 500 notched its biggest gain in over a month, as strong economic data was offset by some disappointing corporate earnings.
* Bed, Bath & Beyond shares slumped 6 percent to $63.85 before the opening bell after the domestic merchandise retailer reported fourth-quarter earnings.
* Family Dollar Stores Inc lost 1.8 percent to $58 in premarket after it reported second-quarter results and gave an outlook that fell short of expectations. The discount retailer also said it would cut jobs, shut about 370 underperforming stores and lower prices on about 1,000 basic items.
* The lackluster earnings overshadowed optimistic data on the labor front, as the number of Americans filing new claims for unemployment benefits fell to 300,000 last week, the lowest level in almost seven years and well below the 320,000 estimate.
* Financials JPMorgan Chase & Co and Wells Fargo & Co will close out the week with results on Friday.
* The S&P 500 scored its biggest gain since March 4 after minutes from the Federal Reserve's latest policy meeting showed a more supportive central bank than investors had previously expected.
* In minutes of the Federal Reserve meeting published on Wednesday, several participants said forecasts "overstated the shift in the projections," suggesting the Fed is not as eager to tighten policy as the rate forecasts had seemed to suggest.
* S&P 500 e-mini futures shed 2.25 points and were slightly below fair value, a formula that evaluates pricing by taking into account interest rates, dividends and time to expiration on the contract. Dow Jones industrial average futures declined 19 points and Nasdaq 100 futures slipped 5.25 points.
* U.S. import prices increased 0.6 percent in March, their largest jump in three years, after an unrevised 0.9 percent increase in February, but there was little sign of a broader pickup in imported inflation.
* Earlier, data in China showed exports unexpectedly fell for the second straight month in March and import growth dropped sharply, intensifying concerns about weak manufacturing and slowing growth in the world's second-largest economy.
* EBay Inc and Carl Icahn ended their proxy fight, with the activist investor dropping his proposal for the e-commerce company to split off its PayPal payments unit and withdrawing two nominees for the eBay board. EBay shares dipped 1.3 percent to $55.15 in premarket.
* Imperva Inc plunged 34.1 percent to $32.75 in premarket trade after the data center security company reported preliminary fist-quarter results. Rival FireEye Inc lost 3.2 percent to $54.60 before the opening bell.
* But Rite Aid Corp was a bright spot as shares jumped 9.5 percent to $7.01 premarket after the drugstore chain posted fourth-quarter earnings and provided its full-year outlook.
(Reporting by Chuck Mikolajczak; Editing by Nick Zieminski)