State Tax on SGOV ETF dividend

I have dividend income received from the ETF SGOV.  I understand that this is considered a non-qualified dividend and is taxed as ordinary income on the Federal level.  My question relates to the treatment on my NY state tax return.  I *think* this income is exempt from NY state tax, is that correct?  If so, do I list the (full?) amount on the section, "Investment income from U.S. government agencies" and on the first line "US government interest - Federal".

Thanks.

Brian