Use the following information about an interest rate SWAP contract to answer the following question. Assume $(1)/(2)$ for the date count fraction. Do not round intermediate calculations. Round your answer to $2$ decimal places. Enter your answer in dollars, not in millions.

Counter Parties HSBC & JPMorgan

Notional Principal $$8,000,000$

Fixed Rate payer HSBC

Fixed Rate $5\mathrm{.}9\%$ per annum

Floating Rate Payer JPMorgan

Floating Rate LIBOR

Floating Rate Reset $6$ months

Effective date December $21,2020$

Maturity Date December $21,2023$

Term $($Years$)$ Pay rate zero Discount Factor Receive rate zero Discount Factor

$0\mathrm{.}55\mathrm{.}25\%0\mathrm{.}97475\mathrm{.}33\%\mathrm{.}9744$

$15\mathrm{.}78\%0\mathrm{.}94545\mathrm{.}88\%\mathrm{.}9445$

$1\mathrm{.}55\mathrm{.}97\%.\mathrm{.}91676\mathrm{.}17\%\mathrm{.}9141$

$26\mathrm{.}22\%\mathrm{.}88636\mathrm{.}33\%\mathrm{.}8845$

$2\mathrm{.}56\mathrm{.}31\%\mathrm{.}85826\mathrm{.}43\%\mathrm{.}8557$

$36\mathrm{.}39\%\mathrm{.}83046\mathrm{.}51\%\mathrm{.}8276$

What is JPMorgan's P$/$L on this swap?