Assume that a while ago, a financial institution entered a swap where it agreed to make semi-annual payments with a rate of 3.5% per annum and received LIBOR on a notional principal of $300 million. The remaining life of that swap is now 1.15 years. Thus, payments will be made 0.15, 0.65, and 1.15 years from today. Risk-free rates with continuous compounding for maturities of 0.15, 0.65, and 1.15 years are 2.8%, 3.2%, and 3.4%, respectively. We assume that the forward LIBOR rates for the 0.15 to 0.65 year and the 0.65 to 1.15 year periods are 3.4% and 3.7%, respectively, with semiannual compounding. The LIBOR rate applicable to the exchange in 0.15 years was determined 0.35 years ago. Assume that it is 2.9% with semiannual compounding.

What is the floating cash flow at time 1.15 (In $ Millions)?