A 100 million dollar interest rate swap is already in existence. It has 10 months left until expiration. It is swapping six month labor for 7 per cent fixed with semi annual compounding. Currently swaps are trading at 5 per cent fixed with continuous compounding vs LIBOR. Two months ago six month Libor was 4.6 per cent annualised. What is the current value of the swap paying floating? What is the value to the party paying fixed?