Village Bank has $200 million worth of assets with a duration of 14 years and liabilities worth $178 million with a duration of four years. In the interest of hedging interest rate risk, Village Bank is contemplating a macrohedge with interest rate T-bond futures contracts now selling for 104-20 (31nds). The T-bond underlying the futures contract has a duration of seven years. If the spot and futures interest rates move together, how many futures contracts must Village Bank sell to fully hedge the balance sheet?