What will be the payout for the user if the dealer goes short and the user goes long in a transaction where the notion

Consider a FRA expiring in 90 days for which the underlying is a 180 day LIBOR. What will be the payout for the user if the dealer goes short and the user goes long in a transaction where the notion amount is $10 million given that a 6% interest rate will be paid to the 180 day LIBOR at expiration? Suppose the dealer bought the instrument at a rate of 5.5%.