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

Question

Options

• Aas a EUR 25,000,000.00 6-month liability and a EUR 25,000,000.00 12-month asset
• Bas a EUR 25,000,000.00 12-month liability and a EUR 25,000,000.00 6-month asset
• Cas a EUR 12,500,000.00 6-month liability and a EUR 12,500,000.00 12-month asset
• Das a EUR 12,500,000.00 6-month asset and a EUR 12,500,000.00 12-month liability

• A
  10% (2)
• B
  80% (16)
• C
  5% (1)
• D
  5% (1)

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