A bank wishes to hedge its $$55$ million face value bond portfolio $($currently priced at $98$ percent of par$).$ The bond portfolio has a duration of $11$ years. It will hedge with T$-$bond futures face$)$ priced at $101$ percent of par. The duration of the T$-$bonds to be delivered in the T$-$bond futures is $10$ years. Calculate the number of futures contracts needed to hedge the interest rate risk of the bank's bond portfolio. Ignore basis risk.