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 $$1$ billion:

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

In $6$ months' time the DJIA has risen by $3\mathrm{.}85\%$ while the S&P $500$ has risen by $6\mathrm{.}38\%.$ 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. If your answer is negative, put a $-$ sign in front of the number rather than $(.)$ etc.