No data in Tax Number 1 in report S_ALR_87009895

Hi,

In Advance Return for Tax on Sales/Purchases report, I have pulled in "Tax Number 1" column in the report layout. However, when I execute the report, there is no data. Checking the customer master data, there is a value maintained in "Tax Number 1". This is strange. Is there something I have to activate so that the report will show the data for Tax Number 1 in the report?