A company is attempting to immunize a schedule of liability cash flows via cash flow matching. The cash flows are as follows:

Year Liability $(000$s$)$

$1297$

$2399$

$3433$

Starting from the end and working backward, the company decides to match the year $3$ cash flow by investing in a $3$ year $6\mathrm{.}75\%$ annual coupon bond, currently priced at $99\mathrm{.}88$ per $$100$ of par value, then a $2$ year $3\mathrm{.}35\%$ coupon bond priced at $99\mathrm{.}7$ per $$100$ of par value, and finally a $1$ year $6\mathrm{.}21\%$ coupon bond priced at $99\mathrm{.}09$ per $$100$ of par value.

What is the market value of the $2$ year bond that the company must buy to match the year $2$ liability?