The $3-$year swap price on a new oat swap agreement is $$5\mathrm{.}94.$ Interest rates immediately rise on $1,2,$ and $3-$year zero coupon bonds from $5\mathrm{.}1\%,5\mathrm{.}4\%,$ and $5\mathrm{.}7\%$ to $5\mathrm{.}2\%,5\mathrm{.}6\%,$ and $6\mathrm{.}0\%,$ respectively. What is net swap payment per year if the reverse transaction occurs? Assume year $1,2,$ and $3$ forward prices are $$2\mathrm{.}05,$ $$2\mathrm{.}15,$ and $$2\mathrm{.}30,$ respectively and do not change.