Assume that continuously compounded risk-free interest rates for Japan 1 year, 2 year, and 3 year investments are 3.6%, 3.9%, and 4.1% per annum. Also assume continuously compounded risk-free interest rates for U.S. 1 year, 2 year and 3 year investments are 2.8%, 3.2%, and 3.5% per annum. A financial institution has entered into a currency swap in which it receives 4.5% per annum in yen and pays 3.9% per annum in dollars once a year. The principals in the two currencies are $50 million and 6,000 million yen. The swap will last for three more years, and the current exchange rate is 115 yen per dollar.

What is the value of the swap? (In $ Millions)