That bond is the cheapest-to-deliver (CTD) bond for the March 2021 2-year Treasury
note futures contract. It pays no coupon interest before delivery in March.
Use March 19 as delivery day on the contract (63 days from today). The financing
rate for that period is 0.25% (0.0025) per year. Accrued interest on March 19 will be
0.4196. This bond's delivery factor is 0.9283.
Using that information, calculate today's theoretical futures price for the March 2021
2-year Treasury note futures contract.