Intercontinental Bank's current exposure to Euro is $$623$ million. The bank expects a decline in the value of Euro. The spot rate is $$1\mathrm{.}59/$Euro and the standard deviation based on daily spot price changes in the currency is $0\mathrm{.}53\%.$ What is the $30-$day VaR of the bank's exposure to Euro based on adverse changes at the $99$th percentile?

$($Please round your answer to two decimal places in terms of millions of dollars.