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Hedge accounting issue

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Hello expert,

 

I need help in hedge management. My scenario is like below.

 

I create a Hedge plan THMEX from 01.01.2015 till 31.03.2015

I created a deal FRA 60C for same period and settle and assign the same in THMEX.


I followed below step.

THM80 for Effective test.

THM50 Transfer Prospective Effectiveness Test

TPM60 and THM30(01.01.2015)

TPM1 Valution:


1) All the above process I did for Month end activities. But during last period for March (31.03.2015) I couldn’t do TPM1 (valuation). Is because the hedge contract over? Am i missing anything steps in this?


2) question, I created same scenario for 01.04.2015 till 30.06.2015  but this time when I tried to do THM50, there was not output? Could you please let me what I’m missing? And why system is behaving in this way?

 

In advance,Thank you very much for looking into my issue.

 

Regards,

Jain


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