It's July $16.$ A company has a portfolio of stocks worth $$100$M$.$ The beta of the portfolio is $2\mathrm{.}1.$ The company would like to use the December futures contract on a stock index to change the beta of the portfolio to $0\mathrm{.}5$ during the period July $16$ to November $16.$ The index futures price is $2,137$ and each contract is on $$250$ times the index.

How many futures contracts should the company enter into $($after rounding to the nearest contract$)?$

$($enter positive number for long contracts and negative number for short contracts$)$