Rhineburgh Bank reports that its assets have a duration of 6 years and its liabilities average 2.15 years in duration. To hedge this duration gap, management plans to employ Treasury bond futures, which are currently quoted at 112-170 and have a duration of 9.76 years. Rhineburgh's latest financial report shows total assets of $110 million and liabilities of $92 million. Approximately how many futures contracts will the bank need to cover its overall exposure? [Alert: no fraction]

Please show your work and write your answers with two decimal points