Company X wants to borrow $10,000,000 floating for 5 years; Company Y wants to borrow $10,000,000 fixed for 5 years. Their external borrowing opportunities are shown below: A swap bank proposes the following interest only swap: X will pay the swap bank annual payments on $10,000,000 with the coupon rate of LIBOR; in exchange the swap bank will pay to company X interest payments on $10,000,000 at a fixed rate of 4.25%. Y will pay the swap bank interest payments on $10,000,000 at a fixed rate of 5% and the swap bank will pay Y annual payments on $10,000,000 with the coupon rate of LIBOR +.5%. What is the value of this swap to Company X in basis points