A US company has entered into an interest rate swap with a dealer in which the notional principal is $ million. The company will pay a floating rate of LIBOR and receive a fixed rate of . Interest is paid semi-annually, and the current LIBOR=. What is the total amount that the asset manager will pay to (or receive from) the dealer EVERY half of the year after cash settlement ? Assume that every year we have 360 days, and each semi-annual payment is made on 180 days from the last payment.

[Note: You should use a positive number to represents the amount the asset manager pay to the dealer. You should use a negative number represents the amount that asset manager receive from the dealer]