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.$)$ If Bank of America wants to make a book P$/$L of $$30,000,$ what adjustment should it make to its LIBOR floating payments?

Counter Parties Barclays & Bank of America

Notional Principal $$8,000,000$

Fixed Rate payer Barclays Fixed Rate $6\%($s$.$a$.)$

Floating Rate Payer Bank of America

Floating Rate LIBOR$+???$bp $($s$.$a$.)$

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

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

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

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

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

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

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

Provide you answer in basis points, rounded to two decimal points. Recall that $1\%=100$ basis points. The following numbers are meant to provide guidance for formatting: $0\mathrm{.}5341\%=0\mathrm{.}005341=53\mathrm{.}41$bp$.$

The LIBOR adjustment spread that generates a $$30,000$ P$/$L for Bank of America is $\_\_\_\_$ basis points.