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Former Member

effectiveness test THMEX Nominal amount for hedge item not determined

Hello

When I carry out the effectiveness test in THMEX for a interest rate risk hedge, the system issues error message THM_CENTRAL 011 "Nominal amount for hedge item 00000001 not determined".

I have an exposure for a variable interest bond for 1 mln

I have a hedged item for 1 mln

I have a hedging relationship of 1:1 with a interest rate swap for variable and fixed interest (incoming/outgoing° of 1 mln.

evaluation date 1.4.2009

horizon date 1.5.2009.

Any advice what to do?

regards

arjan

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    author's profile photo Former Member
    Former Member
    Posted on Jan 05, 2010 at 02:43 AM

    Hi,

    What currency is the interest rate swap in? In the "Exposure" tab in THMEX, you have same currency next to Nominal Amount, right?

    Please provide any other details including the steps and values for fields like "Hedge Strategy" etc.

    Manish

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  • author's profile photo Former Member
    Former Member
    Posted on Jan 01, 2010 at 03:37 AM

    Hi,

    Please check if note 991809 is applicable to you based on your SAP release/support pack. Let us know.

    Manish

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  • author's profile photo Former Member
    Former Member
    Posted on Feb 01, 2015 at 08:32 PM

    Hello, Manish

    I've got the same error when I'm trying to create new hedging relationship with FXforward.

    The error THM_CENTRAL010 "Nominal amount for derivative 3201000000001 (1000) not determined".

    Hedge strategy is not specified because error appears before.

    EA-FINSERV is SAPK-61704INEAFINSRV (so related notes already implemented).

    Could you help, what should I do ?

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