A portfolio manager entered a swap with a dealer. The swap's notional principal is $$1000,$ payments are to be made very quarter, and the swap allows netting of payments. The dealer agrees to pay a fixed annual rate of $6\%,$ while the asset manager agrees to pay the return on SP$500$ index. The SP$500$ index at the initiation is $257.$ If SP$500$ six months later becomes $298.$

How much would be the payment from the dealer to the asset manager?