Suppose that for a Treasury bond futures contract, the cheapest$-$to$-$deliver bond is a $4\%$ coupon bond with a quoted price of $114\mathrm{.}50$ and conversion factor of $1\mathrm{.}3150.$ The futures contract matures in six months and the next coupon will be paid in six months. There is no accrued interest. The six$-$month risk$-$free interest rate is $5\%.$ What is the value of the Treasury bond futures contract? $($Please use e$^$rt functions$)$