Exactly two years ago, a trader entered into a $4-$year payer's swap with a swap fixed rate of $3\mathrm{.}50\%.$ That

swap has a $$25$ million notional. Today, dealers quote the following swap fixed rates. Use this

information to estimate the value of the trader's swap position. Assume semi$-$annual settlements and that

all interest payments accrue according to $\frac{30}{360}$ convention.