A $$50$ million interest rate swap has a remaining life of $5$ months. Under the terms of the swap, $3-$month LIBOR is exchanged for $5\%$ per annum $($compounded quarterly$).3-$month LIBOR forward rates for all maturities are $2\%($compounded quarterly$).$ The $3-$month LIBOR rate was $2\mathrm{.}4\%$ one month ago. OIS rates for all maturities are $3\mathrm{.}2\%($continuous compounding$).$ What is the current value of the swap to the party paying floating?