Suppose you want to hedge a $$550$ million bond portfolio with a duration of $8$ years using $10-$year Treasury note futures with a duration of $5\mathrm{.}9$ years, a futures price of $102,$ and $99$ days to expiration. The multiplier on Treasury note futures is $$100,000.$ How many contracts do you buy or sell? Note: Do not round intermediate calculations. Round your answer to the nearest whole number.