In the U.S., the 180-day yield on AAA corporate bonds is 6%. The fixed rate on a 2-year plain vanilla swap with 180-day settlement periods is priced at 7.08%

In Great Britain, the 180-day prime rate is 3%. The fixed rate on a2-year plain vanilla swap with 180-day settlement periods is priced at 3.78%.

A swap is initiated with a notional value of $ 2,000,000. The spot exchange rate is $1.6 / GBP.

30-days later

The exchange rate is $ 1.5/GBP.

The U.S. AAA yield curve looks like this:

tL0,t1506.25%3306.50%5107.00%6907.00%The British prime yield curve looks like this:

1503.50%3303.80%5104.00%6904.00%What are the fixed GBP payments associated with this currency swap (every 180days until expiration)? GBP[x](no - or + sign)

The value of the fixed dollar payments arm in the swap, 30 days after initiation, in dollars, is $[y].

The value of the floating dollar payments arm in the swap, 30 days after initiation, in dollars is $[z].

The value of the fixed GBP payments arm in the swap, 30 days after initiation, in dollars, is $[v].

The value of the floating GBP payments arm in the swap, 30 days after initiation, in dollars is $[w].

The value of paying floating dollar AAA yields and receiving fixed GBP prime rates, 30 days after initiation, is[s].

The value of paying floating UK prime rates in GBP and receiving floating U.S. AAA corporate rate in dollars is[t].