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On December 31, 2020, Buffalo Corp. had a $12,400,000, 8.0% flored-rate note outstanding, payable in 2 years. It decides to enter into a 2-year swap

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On December 31, 2020, Buffalo Corp. had a $12,400,000, 8.0% flored-rate note outstanding, payable in 2 years. It decides to enter into a 2-year swap with Chicago First Bank to convert the red- rate debt to variable-rate debt. The terms of the swap indicate that Buffalo will receive interest at a fixed rate of 8.0% and will pay a variable rate equal to the 6-month LIBOR rate, based on the $12,400,000 amount. The LIBOR rate on December 31, 2020, 7.0%. The LIBOR rate will be reset every 6 months and will be used to determine the variable rate to be paid for the following - month period. Buffalo Corp, designates the swap as a fair value hedge. Assume that the hedging relationship meets all the conditions necessary for hedge accounting. The 6-month LIBOR rate and the swap and debt fair values are as follows. Date 6-Month LIBOR Rate Swap Fair Value Debt Fair Value December 31, 2020 7.0 $12,400,000 June 30, 2021 7.5 % (193,600 ) 12,206,400 December 31, 2021 6.0 61,530 12,461,530 (a) Present the journal entries to record the following transactions (1) The entry, if any, to record the swap on December 31, 2020 (2) The entry to record the semiannual debt interest payment on June 30, 2021 (3) The entry to record the settlement of the semiannual swap amount receivables at 8.0%, less amount payable at LIBOR, 7.0% The entry to record the change in the fair value of the debt on June 30, 2021 (5) The entry to record the change in the fair value of the swap at June 30, 2021 (Credit account titles are automatically indented when amount is entered. Do not indent manually. If no entry is required, select "No Entry" for the account titles and enter for the amounts) No. Date Account Titles and Explanation Debit Credit (1) No. Date Account Titles and Explanation Debit Credit (1) > (2) (To record the semiannual debt interest payment.) (3) > (To record the settlement of the semiannual swap amount.) (9) | (To record the change in fair value of the debt.) (5) v (To record the change in fair value of the swap.)

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