When constructing a gap report, how would a EUR 25,000,000.

ACI 3I0-012 Question Answer

When constructing a gap report, how would a EUR 25,000,000.00 long position in 6x12 FRA be categorized?

as a EUR 25,000,000.00 6-month liability and a EUR 25,000,000.00 12-month asset

as a EUR 25,000,000.00 12-month liability and a EUR 25,000,000.00 6-month asset

as a EUR 12,500,000.00 6-month liability and a EUR 12,500,000.00 12-month asset

as a EUR 12,500,000.00 6-month asset and a EUR 12,500,000.00 12-month liability

3I0-012 PDF/Engine

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