A bank wants to hedge its interest rate risk exposure with a 10 year T-Bill futures. A 10 year 5% coupon TBill(basis for the futures contract) has a duration of 7.5 years. If 10 year treasury TBill futures contracts currently sell for $102,000 per contract, what should the bank do to hedge its interest rate risk? We also know that TBill futures prices move 1.5% for every 1% change in spot TBill prices.