There are $3$ months remaining until maturity for an interest rate swap with a principal of $$1,000,000.$ The

swap exchanges the LIBOR rate every $6$ months with a semi$-$annual compounding at a rate of $5\%.$ The $6-$month

LIBOR rate was $3\mathrm{.}9\%3$ months ago with a semi$-$annual compounding. For all maturities, the OIS rate is $1\mathrm{.}8\%$

with continuous compounding. What is the value of the swap for the position with the floating rate payments?