Suppose you want to hedge a $$560$ million bond portfolio with a duration of $9$ years using $10-$year Treasury note futures with a duration of $6\mathrm{.}9$ years, a futures price of $106,$ and $103$ days to expiration. The multiplier on Treasury note futures is $$100,000.$ How many contracts do you buy or sell? $($Do not round intermediate calculations. Round your answer to the nearest whole number.$)$

Number of contracts