You have established the following position:~ Short 100 ABCD 150 Calls~ Short 100 ABCD 150 Puts~If the price of ABCD is $150 at expiration, what is the resulting ABCD position in the customer's account on the business day following expiration

A$100 million interest rate swap has a remaining life of 10 months. under the terms of the swap, the six-month libor is exchanged semi-annually for 12% per annum. the six-month libor rate in swaps of all maturities is currently 10% per annum with continuous compounding. the six-month libor rate was 9.6% per annum two months ago. what is the current value of the swap to the party paying floating? what is its value to the party paying fixed?