Your Section 1256 foreign currency contract should transfer from your federal return to your MA return, either Schedule B or Schedule D. As you proceed through the MA section of TurboTax there will be options to make adjustments to various entries that have transferred from your federal return; however, if the loss is on MA Schedule B or Schedule D, then no adjustment is necessary.
What version of TurboTax are you using? If you are using TurboTax CD/download, you can go into Forms mode and review your MA return.
@Bbob72
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