On Sep 102016 , Companies X and Y enter an interest rate swap. The swap will last for 3 years. X agrees to pay Y5% per annum on a principle of $100 millions. And Y agrees to pay X the prevailing 6 month LIBOR rate on the same principle amount.| Enter the cash flows resulting from the contract. (in millions of dollars) If the company makes money, then enter a positive number. Otherwise Enter Numbers without Signs enter a negative number \begin{tabular}{|l|r|r|l|l|l|} \hline & 6-Month Libor Rate & Floating Leg Cash Flow & Fixed Leg Cash Flow X's net cash flow Y's net cash flow \\ \hline Sep 102016 (enter the contract) & 4.60% & & & & \\ \hline Mar 10 2017 & 4% & & & \\ \hline Sep 10 2017 & 3.80% & & & \\ \hline Mar 10 2018 & 4.50% & & & \\ \hline Sep 102018 & 2.80% & & & \\ \hline Mar 10 2019 & 6% & & & \\ \hline Sep 10 2019 & & & & & \\ \hline \end{tabular}