1. The following swap quotes are obtained from a swap dealer: (2pts)

(against 6-month LIBOR)

Maturity $ swap spread SF/$ swaps

3 years 6.10-6.20% 3.20-3.30%

5 years 6.30-6.60% 3.60-3.90%

What are the quotes for the following swap transactions?

Swaps	Receive	Pay
Swap 5-year $LIBOR into $fixed rate (pay $ fixed)
Swap 5-year $fixed rate into $LIBOR
Swap 5-year $LIBOR into SF fixed rate
Swap 5-year SF fixed rate into $LIBOR
Swap 5-year $ fixed rate into SF fixed rate