A portfolio manager engages in an equity swap transaction with a counterparty acting as a swap dealer. The portfolio manager consents to indemnify the return on the value index while receiving the return on the growth index. The notional principal of the swap is RM$100$ million, and the payments will be delivered on a semi$-$annual basis. The current values of the equity indices are as follows:Value index at start of swap : $6460$Value index after $6$ months: $6350$Growth index at start of swap : $2190$Growth index after $6$ months : $2200$Calculate value index and growth index payments and justify the net amount due to the portfolio manager after $6$ months.