Calculate the value of a six$-$month futures contract on a Treasury bond. You have the following information:

Note: Do not round intermediate calculations. Round your answer to $3$ decimal places.

Six$-$month interest rate: $10\%$ per year, or $4\mathrm{.}9\%$ for six months.

Spot price of bond: $95.$

The bond pays an $8\%$ coupon, $4\%$ every six months.