Sometime ago, A bank entered into a fixed-for-fixed currency swap with a company to receive 3% per annum in USD with semiannual compounding and pay 2% per annum in Yen with semiannual compounding. At the time the currency swap was initiated the bank paid the company 10 million USD and received 1000 million Yen from the company. The swap still has a remaining life of 2 years. The cash flows are exchanged every 6 months. One exchange just took place. So there are still 4 exchanges left. The spot exchange rate is 110 Yen/USD. The risk-free interest rates for all maturities in Japan and United States are 1% and 2% correspondingly with continuous compounding. What is the current value of the swap to the bank?