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 a 2-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:

t	L0,t
150	6.25%
330	6.50%
510	7.00%
690	7.00%

The British prime yield curve looks like this:

150	3.50%
330	3.80%
510	4.00%
690	4.00%

What are the fixed GBP payments associated with this currency swap (every 180 days 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].

Do not use commas to separate thousand and millions. Round your answers to integers.