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 $100 times the index level) to hedge (your exposure to S&P index price movements). Value ($) 20,000,000 Delta ($/index level unit) +14,000 Portfolio 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.)