A $5$ year annual payment bond with a $3\mathrm{.}58\%$ coupon rate is trading on the east coast at a price of $$100\mathrm{.}6$ per $$100$ of par value. The same bond is trading on the west coast at a YTM of $3\mathrm{.}69\%.$

What is the size of the arbitrage opportunity available per $$100$ of par value? Assume no transaction costs.