question on swaps

Exactly a year ago, AAA corp entered into a receive fixed, pay floating swap for 11 years at a semi-annual swap coupon rate of (K=) 10% on $100M (i.e pay 6 month LIBOR on $100m each 6 months and receive $5m on the same dates). A year on, swap yields have moved to 3.7% s.a. and you as credit manager have to evaluate the credit risk to BBB corp, the counterparty. Given that you may assume that differences between the old swap and a potential new replacement swap can occur at the new mid swap rate of 3.7% s.a. and that the zero coupon curve that comprises this rate is flat, re-evaluate the swap value to AAA in whole $ (i.e. to 0 decimal places, don't use $M or $k but do use a + OR - sign to indicate an asset or liability