The problem is shown in the figure

XYZ and ABC enter a three year Plain Vanilla Interest Rate Swap. XYZ is paying 5% fixed with semi-annual compounding and receiving floating. The notional is $100 million. There are semi-annual cashflows. If the realized LIBOR rates are: Period 1 4.2% Period 2 4.8% Period 3 5.3% Period 4 5.5% Period 5 5.6% Period 6 5.9% Draw a table showing the cashflows exchanged between ABC and XYZ