In a real life interest rate swap transaction, the payer and the receiver might not always face each other directly, but rather there will be a swap dealer in between. And this swap dealer, of course, brings together payers and receivers, buyers and sellers. And in order to do so, of course, the swap dealer requires to get paid. So in this case, the dealer has set his bid offers at 4.27 at 4.33. That means that he's willing to pay 4.27% fixed in order to receive the floating rate LIBOR. But he requests to receive 4.33 fixed in order to pay the floating rate. That means his spread in this case is six basis points reflecting his profits in this transaction. So a quick look at the terms here. The swap rate is quoted at 4.27 at 4.33. The tenor in this case is two years. The notional is 170 million. The frequency is set by semi-semi, meaning all cash flows occur on a six month basis. And of course, the floating rate is defined, in this case, the six months U.S. dollar LIBOR. I should point out that six basis points profit is probably on the high side compared to a real life transaction.