View all text of Subjgrp 32 [§ 210.12-12 - § 210.12-18]

§ 210.12-13A - Open futures contracts.

[For management investment companies only]

Col. A Col. B Col. C Col. D Col. E Col. F Description 1 2 3 4 5Number of contractsExpiration dateNotional amount 6ValueUnrealized 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]