FRA$)$A bank is considering using a $$three against six$$ $$2,000,000$ FRA to cover its potential loss. The purpose of the FRA is to cover the interest rate risk caused by the maturity mismatch from having made a six$-$month Eurodollar loan and having accepted a three$-$month Eurodollar deposit. The agreement rate with the buyer is $5\mathrm{.}631\%.$ There are actually $92$ days in the three$-$month FRA period and assume $360$ days a year. If the settlement rate is $5\mathrm{.}911\%$ three months from today, then the FRA is worth $$\_\_\_\_\_\_\_\_\_\_\_\_($Keep two decimal places.$)$