In the U$.$S$.,$ the $180-$day yield on AAA corporate bonds is $6\%.$ The fixed rate on a $2-$year plain vanilla swap with $180-$day settlement periods is priced at $7\mathrm{.}08\%$

In Great Britain, the $180-$day prime rate is $3\%.$ The fixed rate on a $2-$year plain vanilla swap with $180-$day settlement periods is priced at $3\mathrm{.}78\%.$

A swap is initiated with a notional value of $ $2,000,000.$ The spot exchange rate is $$1\mathrm{.}6/$ GBP$.$

$30-$days later

The exchange rate is $ $1\mathrm{.}5/$GBP$.$

The U$.$S$.$ AAA yield curve looks like this:

t L$0,$t

$1506\mathrm{.}25\%$

$3306\mathrm{.}50\%$

$5107\mathrm{.}00\%$

$6907\mathrm{.}00\%$

The British prime yield curve looks like this:

$1503\mathrm{.}50\%$

$3303\mathrm{.}80\%$

$5104\mathrm{.}00\%$

$6904\mathrm{.}00\%$

What are the fixed GBP payments associated with this currency swap $($every $180$ days until expiration$)?$ GBP

$($no $-$ or $+$ sign$)$

The value of the fixed dollar payments arm in the swap, $30$ days after initiation, in dollars, is $

$.$

The value of the floating dollar payments arm in the swap, $30$ days after initiation, in dollars is $

$.$

The value of the fixed GBP payments arm in the swap, $30$ days after initiation, in dollars, is $

$.$

The value of the floating GBP payments arm in the swap, $30$ days after initiation, in dollars is $

$.$

The value of paying floating dollar AAA yields and receiving fixed GBP prime rates, $30$ days after initiation, is

$.$

The value of paying floating UK prime rates in GBP and receiving floating U$.$S$.$ AAA corporate rate in dollars is

$.$

Do not use commas to separate thousand and millions.