Diagnosis
The valuation step requires the foreign exchange book rate on thevaluation key date for calculating the margin accrual in the valuationcurrency. The system calculates the foreign exchange book rate from thebook values in position currency and valuation currency.
However, for this position the system could not determine the foreignexchange book rate because at least one of the book values is 0 or thebook values have different plus/minus signs.

System Response
Instead of the foreign exchange book value, the system uses theexchange rate that results from the spot amounts of the transaction.