Kaplan question derivatives

Suppose that you need to calculate the quoted futures price of a 1.2 year Treasury bond futures contract.
The cheapest-to-deliver bond is a 7% T-bond with exactly 10 years remaining to maturity and a quoted
price of $1,040 with a conversion factor of 1.13. There is currently no accrued interest because the bond
has just paid a coupon. The annual risk-free rate is 5%. The accrued interest on the bond at maturity of the
futures contract will be $14.

The full price of the bond = $1,040 quoted price + $0 accrued interest = $1,040. The semiannual coupon on
a single, $1,000 face-value 7% bond is $35. A bondholder will receive one payment 0.5 years from now
(when there are 0.7 years left to maturity of the futures contract) and one payment 1 year from now (when
there are 0.2 years until maturity). The future value of these coupons at the end of 1.2 years (the expiration
date) is:
FVC = ($35 × 1.050.7) + ($35 × 1.050.2) = $71.56
The quoted futures price is then:
QFP= [($1,040 × 1.051.2 ) − $14 − $71.56] ( ) = $900.13

I dont understand how we calculated the dates of the coupon payment why is it 0.5 years and then a year from , if its a semiannual coupon bond.

When does the bond mature?