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: $12\%$ per year, or $6\mathrm{.}00\%$ for six months.

Spot price of bond: $90\mathrm{.}75.$

The bond pays a $10\%$ coupon, $5\mathrm{.}00\%$ every six months.