You are paying 5% per annum paid semi-annually and receiving 6-month LIBOR on a USD 10 million interest rate swap
with exactly two years to maturity . 6-month LIBOR for the next payment date is fixed today at 4.95%. You expect
6month LIBOR in 6 months to fix at 5.25%, in 12 months at 5.35% and in 18 months at 5.40%. What do you expect the
net settlement amounts to be over the next 2 years? Assume 30-day months.