Cash flows to microsoft 6.4 (See Table 6.1, page 127) -----Millions of dollars--- LIBOR FLOATING FXED Date Rate Cash flow Cash Flow Cash Flow Mar.5,20014.2% sept.5,200148 +2.10-2.50 0.40 Mar.5,20025.3% +2.40-2.50 0.10 sept.5,200255 +2.65 -2.50 +0.15 Mar.5,20035.6% +2.75 -2.50 +0.25 Sept.5,200359% 2.80 -2.50 +0.30 Mar.5,20046.4% +2.952.50 +0.45 Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 6.4 ---------Millions of Dollars--------- LIBOR FLOATING FIXED Net Date Rate Cash Flow Cash Flow Cash Flow Mar.5, 2001 4.2% Sept. 5, 2001 4.8% +2.10 –2.50 –0.40 Mar.5, 2002 5.3% +2.40 –2.50 –0.10 Sept. 5, 2002 5.5% +2.65 –2.50 +0.15 Mar.5, 2003 5.6% +2.75 –2.50 +0.25 Sept. 5, 2003 5.9% +2.80 –2.50 +0.30 Mar.5, 2004 6.4% +2.95 –2.50 +0.45 Cash Flows to Microsoft (See Table 6.1, page 127)