Find the value of the following swap to the fixed receiver $($Short swap$)$:

Payment Dates Days from Present Discount Factors

$18$ Dec $-$ Yr$11350\mathrm{.}97681$

$18$ Jun $-$ Yr$23180\mathrm{.}94507$

$18$ Dec$-$ Yr $25000\mathrm{.}92013$

$18$ Jun $$ Yr $36830\mathrm{.}89627$

$18$ Dec $$ Yr $38650\mathrm{.}87583$

Swap rate: $6\mathrm{.}1\%,$ LIBOR at last reset: $6\mathrm{.}2\%(182$ days to first coupon at initiation$)$