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I am getting a warning when I try to assign an option contract (76Z) to a hedge releationship.

Mar 01, 2017 at 08:29 PM

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The warning sign is saying "Hedging Relationship Hedge Strategy is inital". When I click continue it doesn't apply it to the exposure. If i then try in THMEX I get an error that says "Derivative 'transacion #' not suitable for hedge strategy 0100". Any ideas?

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1 Answer

Grigoriy Babitskiy Mar 31, 2017 at 06:00 AM
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Check table for permited values. Your error comes from this table.

SM30 -> Table


table.jpg (56.9 kB)
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