You enter into a $100 million notional swap to pay sixmonth Libor and receive 8%. Payment dates are semiannual on both legs. The last payment date was March 25 and the next payment date is September 25. Floating payments are based on the USD moneymarket convention (and there are 184 days between March 25 and September 25), and fixed payments are based on the 30/360 convention. If the floating rate was reset to 6% on March 25, what is the net amount you will receive on September 25?