What price is used to adjust portfolio duration?

Equation from fixed income curriculum: Asset portfolio BPV + (Nf × Futures BPV) = Liability portfolio BPV

Equation form derivative curriculum: B(MDURT) = B(MDURB) + f(MDURf)Nf MDUR=modified duration

Both equations use bond future contract to adjust portfolio duration. However, in fixed income curriculum, bond full price is used to get Futures BPV, while in derivative curriculum, bond future price is used to get Futures BPV. Why there is difference?