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Assets ( $ ' mn ) Liabilities and Equity _ ( $ ' mn ) Cash $ 1 , 0 0 0 Overnight Federal funds

Assets ($'mn)
Liabilities and Equity_($'mn)
Cash
$1,000
Overnight Federal funds
$18,587
91-day T-bills
8,570
5-year Subordinated fixed rate
debt
5,300
180-day Commercial Paper
9,555
5-year Corporate Bond
4,457
15-year T-Bond
900
25-year ARM (reset quarterly)
2,705?
Equity
3,300?
Total assets
$27,187
Total liabilities & equity
$27,187
What is the 6-month repricing gap?
$8,600
$2,243
$4,948
$3,243
$5,948
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