Fill in the net payments from the perspective of a bank paying floating and receiving fixed interest payments. The swap is on a notional amount of $4,000,000, has a fixed rate of 2.4%, and has 180-day payments with a 2-year expiration. The 180-day spot LIBOR on day 0 is 2.8%, on day 180 it is 2.6%, on day 360 it is 2.2% and on day 540 it is 2%. Format all numbers rounded to integers and omit any comma separators or decimal points.

Net payment on day 180: $ ________________

Net payment on day 360: $ ________________

Net payment on day 540: $ ________________

Net payment on day 720: $ _________________