Consider a futures contract on the S&P 500 index. You have the following data.

• The index has a continuously compounded dividend yield of 1.87% per annum.
• The contract expires in 13 months.
• The risk-free rate of interest with continuous compounding is 2.66% per annum.
• The spot market value of the index is 1,867.74.

What is the no-arbitrage futures value of this equity index futures contract?

Do not round values at intermediate steps in your calculations. Enter your answer in dollars and cents to the penny, but omit the $ symbol and commas. For example, enter $1,234.56 as 1234.56 as your answer.