@ch-bhattacharya you said, "Should not have NJ state tax either," which I interpret to mean you are not filing a federal income tax return.
Depending on your situation, you may still have to file a Form 1040 even if all your income is exempt by treaty. In such cases you include your treaty-exempt income and then subtract it.
TurboTax Expert alumni @Leonard explains the process in How to claim a tax treaty with Turbotax?
You may want to speak with a TurboTax Expert. Ask for a CPA, Enrolled Agent or Tax Attorney.
