I had the same problem and solved it this way:
I made a Traditional IRA Contribution in the year 2016 (January) for the TAX YEAR 2015. Then by MARCH 2016 I decided to have it changed to a ROTH IRA. Thinking now I had a NON-DEDUCTIBLE ROTH IRA CONTRIBUTION. Evidently this is not the case, you can make a contribution in the NEXT YEAR and say it belongs to the prior tax year (if done before 4/15), BUT you cannot+- do that with mistakes or in and out transactions. So you need to file a form 8606 for TAX YEAR 2015. Send in the completed 8606 showing the NON-Deductible amounts so it will catch up to your 2015 Tax Return. (mail in)
Then prepare the 2016 return, enter the 1099-R, within the questions to be answered, Do you kept track of Non-Deductible Contributions to Traditional IRA, Answer YES .. Now Form 8606 will show the NON-Deductible Contributions you made, to be offset by the amount on the 1099-R. Any earnings in the IRA will be taxable. In my case I contributed $2000 and by March earned $15 dollars. The 1099R was for $2,015 and my non-deductible contribution was $2000 making the $15 taxable in 2016.
Good Luck
