Suppose you enter a six-month commodity swap with a notional quantity of 1000, monthly payments, and a fixed price of $5.00. You are the fixed price payer. Suppose the future spot or reference prices turn out to be $5.23, $5.15, $4.95, $5.05, $4.93, and $5.12 in months 1-6 respectively. Calculate your cash flows on the swap each month