Unless you are willing to go thru the calculation to break out JUST the amount from your own state's bonds, you would select "Multiple States" for all of it

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IF you are going to break out your own state's $$ then you check the selection that displays the extra boxes

(note, for a 1099-DIV, box 11, this is not allowed by Illinois, and CA & MN have severe restrictions on when it is allowed.  NJ also allows DC to be listed as NJ-exempt, and UT also exempts a few other states bonds).   The amount actually from your own state's bonds would have to be more than ~$50 or $100 before it had much of an effect.

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Example is for a NC resident: