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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) _2.705 Equity 3.300 Total assets $27.187 Total liabilities & equity $27.187 What is the 1-year repricing gap? -$3,057 million $3,300 million $3,243 million $2.243 million -$462 million

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