Consolidations in AX 2009

I am trying to implement consolidations in AX 2009. I have 3 companies I need to consolidate. 2 companies are USD the 3 is in mxn pesos. I have everything setup and it appears to be working for the USD companies but the MXN does not seem to consolidate. I get no errors or exceptions. Any ideas of what I am missing? I am not sure why some work and this one does not. I have the exchange rates set and such.