How do I report the State Reporting Information for Mutual Funds and Unit Trusts?

I have a 2019 Supplemental Tax Statement with State Reporting information for Mutual Funds and Unit Trusts listing ETFs in the below categories:

1) Direct Federal Obligations

2) Indirect Federal Obligations

3) Foreign Source Income

A) How do I report each of them in my State (Colorado) tax declaration? Please describe step by step the forms and boxes I should consider.

B) Any impact on my Federal declaration? Please, if possible describe step by step the forms and boxes I should consider.

Thanks in advance.