you report trading on the return for the year in question. It is no different than any other taxable investment transactions.
Your broker may issue a separate 1099-B for your futures and FOREX activity.
You don't report your income and gains/ losses based on the filing deadline in April or Oct. Everything goes by the calendar year that ends on Dec 31. The 1099 forms get mailed to you by Jan 31 or for investments they might not come until late February. You have to wait to file until you get all the forms. And with investments watch out for them to mail you corrected forms later. So don't file right away or you may have to do an amended return to correct it.
if you are with a broker that doesnt provide 1099? then
your year-end statement is probably titled substitute 1099-B in the fine print. In any case you can use that.