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Re: Is it possible to uncouple the monthly valuation of hedged items and instruments from effectiveness test?

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Hi Nikhil,

But how to run THM80 on 31/12 for one hedge and than split the posting amounts for this hedge relation to OCI and P/L according to this proportion for all month end evaluations (tpm1) from 31/12 until 31/5??? This is the question I wanted to pose. In fact I do not want to change the percentages which go to OCI and P/L each month, but fix that every half year for the postings at each month end for the rest of the half year. Do you understand what I mean? Is this possible?

Regards, Sebastian


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