Microsoft Dynamics AX (7) Power BI financial pack shows only zeros

We have a situation when Microsoft Dynamics AX Power BI financial pack on all the reports shows zero. The account structure, fiscal year and all other data was imported correctly but the transactions were always showing zero.

This due to configuration in Dynamics AX you need setup value for System currency and exchange rate type to get the values correctly in PowerBI:

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After you change it you need to refresh the data source in PowerBI.com