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.