Bank A enters into a $$1,000,000$ quarterly$-$pay plain vanilla interest rate swap as the fixed$-$rate

payer at a fixed rate of $6\%$ based on a $360-$day year. The floating$-$rate payer agrees to pay $90-$day

LIBOR plus a $1\%$ margin; $90-$day LIBOR is currently $4\%.$

Calculate the amounts Bank A pays or receives $90,270,$ and $360$ days from now.