17 C.F.R. § 210.12-13A
| Col. A | Col. B | Col. C | Col. D | Col. E | Col. F |
|---|---|---|---|---|---|
| Description 1 2 3 4 5 | Number of contracts | Expiration date | Notional amount 6 | Value | Unrealized appreciation/depreciation. |
| 1 Information as to long purchases of futures contracts shall be shown separately from information as to futures contracts sold short. | |||||
| 2 Futures contracts where descriptions or expiration dates differ shall be listed separately. | |||||
| 3 Description should include the name of the reference asset or index. | |||||
| 4 Indicate by an appropriate symbol each investment which cannot be sold because of restrictions or conditions applicable to the investment. | |||||
| 5 Indicate by an appropriate symbol each investment whose value was determined using significant unobservable inputs. | |||||
| 6 Notional amount shall be the current notional amount at close of period. |
[81 FR 82017, Nov. 18, 2016]