A bond fund manager's portfolio consists of a mix of securities valued at $3.4 million with a weighted average modified duration of 13.4. The manager is concerned about interest rates rising. How many treasury future contracts should the manager buy/sell, if September futures with 6.7 year modified duration and a par value of $100,000 are quoted at 98,600? Indicate a sale with a negative sign but do not put a plus sign in front of a purchase. Round to nearest integer.