Location of TFBS in genome I have an annotated set of SNPs and I would like to explore the difference in the binding affinity of the transcription factor (TF) if I have a SNP in my locus. As my SNPs are annotated (I know wether it is in an intron variant, downstream gene variant, missions variant, etc...) I might explore the binding affinity of those SNPs that are categorized as intron variant, downstream variant,upstream_gene_variant, non_coding_transcript_variant, 5_prime_UTR_variant and not take into consideration SNPs that are "missense variants". The reason why I want to do so is that transcription factor binding sites (TFBS) might be located before gene and after it. What do you think about it? Can a TFBS be located in the exon of a gene? What are the locations of the TFBS regarding the exons,introns, 5' UTR etc?

I would link your data with the ENCODE dataset. This dataset provides locations of TFBS. It is also accessible via the UCSC genome browser.

For the actual question TFBS are located pretty much everywhere, including exons (as described here), introns and of course intergenic regions (e.g. enhancers, silencers, control locus regions - here a reference).