You have a complex portfolio whose value is related to the S&P index: the index level ("price") is currently 3000. To simplify, interest rates and dividend yields are zero. Instead of using put contracts, you consider using one-month S&P index futures contracts (with contract size of $100 times the index level) to hedge your exposure to S&P index price movements) Value (S) Delta ($/index level unit) Portfolio 20,000,000 +14,000 How many futures contracts (round to the nearest contract) do you go long or short to achieve delta neutrality? (Indicate a long futures position using a positive number of contracts; indicate a short futures position using a negative number of contracts.)