How to intersect GWAS data with GTF or any other genomics annotation file?

Question

[jack]

Hi,

I'm new into GWAS, and I'm trying to intersect a GWAS data with GTF file. Here is the format of the GWAS data that I do have. I would like to intersect these data with GTF file. More specifically, I would like to figure out which SNPs sits where (gene, exon, intergenic, etc) in the genome. Is there any fast way of doing this?

                          SNP Freq.A1 CHR       BP A1 A2     OR       SE        P
4082040 rs3130820:29206683:T:A  0.9304   6 29206683  T  A 1.2806 0.017695 2.12e-44
4076284 rs3118360:28792030:G:A  0.9294   6 28792030  G  A 1.2823 0.017821 3.00e-44
1533336 rs1233578:28712247:A:G  0.8489   6 28712247  A  G 1.2228 0.014440 4.32e-44
7827373 rs9257566:29144532:C:T  0.9085   6 29144532  C  T 1.2684 0.017124 7.68e-44