Hi,
when we create a Pick list in the production order we have note that the value that come in the financial dimensions is related to finished product while the pick list item we are issue is ROW material, we have try this in AX 2012 R2 and R3 and same issue in different customer. the only work around we find that we remove the financial dimensions while create the MFG order then system read the financial dimensions for Row materials correct and after we complete the issue we re-enter the financial dimensions in the MFG order so we can complete the report as finish and end the MFG order. 
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