Suppose that LIBOR rates in the next 5 years turned out to be: 6%, 7%, 8%, 4% and 5%. Calculate the annual Cash flow to ABC based on the example below.

Dates of payments (1)	LIBOR RATE (2)	Floating rate CF (3) = (2)/2	Fixed rate CF (4)	Net CF (3) (4)	Net amount In USD
5 MAR 2015	4.2%
5 SEPT 2015	4.8%	2.10M	-2.50M	-.40	-400,000
5 MAR 2016	5.3%	2.40M	-2.50M	-.10	-100,000
5 SEPT 2016	5.5%	2.65M	-2.50M	+.15	150,000
5 MAR 2017	5.6%	2.75M	-2.50M	+.25	250,000
5 SEPT 2017	5.9%	2.80M	-2.50M	+.30	300,000
5 MAR 2018	6.4%	2.95M	-2.50M	+.45	450,000

Now, suppose that instead of the direct swap above, ABC and XYZ decide to use a Swap Dealer (SW) and they enter an indirect swap. It turns out that SD receives a total annual fee of half a percent .05% (from both firms together). Calculate the amount of money that SD receives every year.