Hedge Accounting for OTC Commodity Option

[Former Member]

Please guide me on hedge accounting for OTC Commodity Option

[Former Member]

Hi Juerg,

Thanks for your response.

I have done the configuration related to commodity option. At the time of linking the OTC commodity option in hedge relationship tab (transaction code : THMEX), system showing the error message " No available derivative volume to allocate"

I have done the hedge accounting for Commodity forwards ( cash flow hedge/regression analysis). On the same line i am doing the hedge accounting for OTC commodity option. 

Regards

[Former Member]

Hi Surel,

I am also facing the same problem.

When I try to attach a Commodity Option to a Hedging relationship I get the error - No available volume to allocate.

Can you let me know how did you resolve this issue.

Regards,

Subhrajit

[Former Member]

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