A bank has $636 million in assets with a weighted-average modified duration of 1.8. The $563 million in liabilities has a weighted-average modified duration of 3.6. The bank wants to perfectly hedge its interest rate risk by trading in the Eurodollar futures market. The Eurodollar bond has a modified duration of 1.5 and is currently selling at a price of $100.6. Each contract is for a bond with a face value of $1,000,000. How many contracts should the bank buy?