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the two of us entered into an interest rate swap contract today. I (taylors company) will recieve a fixed interest rate ( an anual 4.5% rate compounded semi-anually on $10,000,000 every 6 months) and pay a floating rate you you (johns company) for the next 3 years. what are the cash flows in 6 months if the floating rate is observed in the market to be an anual 6% rate compounded semi-anually?

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Final answer:

In the interest rate swap contract, Taylor's Company will receive a fixed payment of $225,000 and will pay a floating payment of $300,000 in 6 months. Therefore, the net cash flow for Taylor's Company will be a payment of $-75,000 to John's Company.

Step-by-step explanation:

Interest Rate Swap Cash Flows

In an interest rate swap, two parties agree to exchange one stream of interest payments for another, over a set period of time. Taylor's Company receives a fixed interest rate of 4.5% per year, compounded semi-annually on a notional amount of $10,000,000, while paying a floating interest rate to John's Company.

For the cash flow in 6 months, we calculate the fixed payment Taylor's Company will receive and the floating payment they will pay based on the given interest rates:

  • Fixed payment received: The fixed semi-annual payment is calculated as $(10,000,000 \times \frac{4.5\%}{2}) = $225,000
  • Floating payment made: The floating semi-annual payment, with the floating rate observed to be 6% compounded semi-annually, is calculated as $(10,000,000 \times \frac{6\%}{2}) = $300,000

The net cash flow for Taylor's Company in 6 months is the fixed payment received minus the floating payment made, which is $225,000 - $300,000, resulting in a net payment of $-75,000 from Taylor's Company to John's Company.

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