Two parties A and B enter into a Swap contract in which in $6$ months the net amount of the following payments for a notional amount of $$100$ million:

A agrees to pay $B$ the percentage change in the S&P $500$ over the $6$ months multiplied by the notional amount. $($If the S&P $500$ falls, then $A$ is to pay a negative amount, that is it will receive cash from this part of the contract$).$

B agrees to pay A the $6-$month T$-$bill $\%$ rate $+1\mathrm{.}5\%$ of the notional amount. For example, if the $6$ month $T-$bill rate is $2\mathrm{.}55\%,$ then $B$ will pay $4\mathrm{.}05\%$ notional amount for this part of the contract. This is the real $6$ months return, rather than YTM$/2.$

In $6$ months' time the T$-$bill interest rate is $3\mathrm{.}39\%$ while the S&P $500$ has fallen by $7\mathrm{.}82\%.$ What will be A$\text{'}$s total cash flow from this forward contract $($the total of the cash received from both parts of the contract$)?$ Give your answers in $millions, for example if the answer is $$3\mathrm{.}37$ million, then enter $3\mathrm{.}37$ in the answer box.