There are 1.25 years remaining in an interest rate swap. The terms of the swap are to pay 6-month LIBOR and receive 8% per annum (with semi-annual compounding) on a notional principal of $100 million. The spot rates (zero coupon rates) with continuous compounding for 3-month, 9-month, and 15-month maturities are 10%, 10.5%, and 11%, respectively. The 6-month LIBOR on the last payment date was 10.2% with semiannual compounding. What is the value of the swap?