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Assets ($'mn) Liabilities and Equity ($'mn) Cash $1,000 Overnight Federal funds $18,587 29-day T-bills 8,570 5-year Subordinated fixed rate debt 5,300 270-day Commercial Paper 9,555

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Assets ($'mn) Liabilities and Equity ($'mn) Cash $1,000 Overnight Federal funds $18,587 29-day T-bills 8,570 5-year Subordinated fixed rate debt 5,300 270-day Commercial Paper 9,555 2-year Corporate Bond 4,457 15-year T-Bond 900 25-year ARM (reset quarterly) _2.205 Equity 3.300 Total assets $27.187 Total liabilities & equity $27.187 What is the 6-month repricing gap if the following 6-month runoffs are expected: $2,400 million for 2-year Corporate Bonds and $500 million for 15-year T-Bonds? O $5,143 million O $6,143 million -$4,412 million O $3,300 million

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