A Japanese MNC and a UK MNC both have GBP $33$ million debt outstanding which matures in $4$ years$$ time. The Japanese MNC would like to borrow fixed GBP$-$denominated debt which it can but for $5\mathrm{.}50\%.$ The Japanese MNC is currently borrowing floating GBP$-$denominated debt at LIBOR$+0\mathrm{.}5\%.$ Meanwhile the UK MNC is currently paying $4\mathrm{.}50\%$ p$.$a and would like floating GBP$-$denominated debt which it can obtain at LIBOR$+0\mathrm{.}1\%.$

Barclays proposed to arrange a swap for both MNCs and will charge $20$ basis points of the total savings available. The balance of the savings will be split equally between the two MNCs$.$ The total savings available from the swap is $\_\_\_\_\_\_\_\_\_$ basis points. The fixed rate paid to Barclays within the swap is $\_\_\_\_\_\_\_\_$ and the net cost to the UK MNC from the swap arrangement is $\_\_\_\_\_\_\_.$