The futures price for a Treasury bond futures, $F_0$, is given by:

$F_0 = (S_0 - I) e^{rT}$

Where $S_0$ is the spot price of the bond, $I$ is the present value of cash flows (i.e., coupons), $r$ is the risk-free rate of interest, and $T$ is the time to maturity.

The spot price of the bond (dirty price) is given by:

$S_0 = 102 + \frac{35}{165} \times 5 = 103.0606$

Note: The 35/165 represents the accrued interest fraction (35 days since last coupon out of 165 days in the coupon period), and 5 is the semi-annual coupon payment (10% annual / 2 = 5% of face value 100).

A coupon will be received in 130 days and the present value of the coupon is given by:

$I = 5 e^{-0.04 \times \frac{130}{365}} = 4.9293$

Thus,

$F_0 = (103.0606 - 4.9293) e^{0.04 \times \frac{210}{365}} = 100.4158 \approx 100.42$

Note that the current price $S_0$ used is the dirty cash price of the bond. Hence, the calculated futures price is also a dirty price.