Suppose that a bank has entered into an interest rate swap, where the bank receives six-month LIBOR and pays 7.6% per annum (with semiannual compounding) on a notional principal of $100. The swap has a remaining life of 1.25 years. The LIBOR rates with continuous compounding for 3-month, 9-month and 15-month maturities are 9.9%, 10.3%, and 10.9%, respectively. The 6-month LIBOR rate at the last payment date was 10.4% (with semiannual compounding). What is the current value of the swap?