A derivatives trader at an investment bank is considering how to hedge a relatively illiquid 7-year USD interest-rate swap the bank just entered into as the fixed-rate payer. The trader recognizes that any profit resulting from the bid-ask spread may be lost if the trade is hedged with another illiquid 7-year swap and considers using the more liquid 5-year and 10-year USD interest-rate swaps as a hedge. To evaluate this possible hedge, the trader runs a two-variable regression model using changes in the 5-year and 10-year swap rates to explain changes in the 7-year swap rate. The regression model, regression results, and information about the swaps are given below:

$\Delta y_t^7 = \alpha + \beta^5 \Delta y_t^5 + \beta^{10} \Delta y_t^{10} + \varepsilon_t$

Number of observations	1255
R-squared	98.1%
Standard error	0.12

Regression coefficients	Value	Standard error
Constant (α)	0.0012	0.0030
Change in 5-year swap rate (β⁵)	0.2471	0.0025
Change in 10-year swap rate (β¹⁰)	0.6536	0.0027

Swap tenor	Swap fixed rate	DV01
5-year	2.591%	0.061
7-year	2.492%	0.084
10-year	2.475%	0.115

What are the correct notional amounts of 5-year and 10-year swaps needed to hedge a USD 100 million notional amount of 7-year swaps?