In an interest rate swap, a financial institution has agreed to pay $4\mathrm{.}6\%$ per annum and to receive three$-$month LIBOR in return on a notional principal of $$10$ million with payments being exchanged every three months. The swap has a remaining life of $14$ months. Three$-$month forward LIBOR for all maturities is currently $7\mathrm{.}6\%$ per annum. The three$-$month LIBOR rate one month ago was $3\mathrm{.}2\%$ per annum. OIS rates for all maturities are currently $2\mathrm{.}0\%$ with continuous compounding. All other rates are compounded quarterly. What is the value of the swap?

Enter your answer rounded to the nearest integer, and skip the dollar sign. For example, if your calculation results in $$98,765-$ you only need to enter $98765$