17 CFR 210.12-13A – Open futures contracts
Current as of: 2024 | Check for updates
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| 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.