Two firms each need $200 million in funds and go to the market for quotes. They are quoted: for X fixed: 4%; floating: BBSW plus 1%; for Y fixed: 3%; floating: BBSW plus 0.4%. If Y accepts the fixed-rate funds and X the floating-rate funds, they both decide they can reduce their cost of funds through a swap. Structure a swap where X gets 80% of the gain and Y gets 20% of the gain.