ER types and translation ratios are also transported with ER indicators

What causes this issue?

In object group "Methods" you selected exchange rate indicators for the
transport. This will also transport the exchange rate type assignments
of these indicators.
The assigned exchange rate types themselves as well as the translation
ratios defined in these types will also be transported.
However, the currencies used by the exchange rate types are not part of
Customizing of Consolidation, and therefore, will not be transported.
If any doubt exists, make sure that these currencies indeed exist in
the target system.

System Response

Exchange rate indicators, exchange rate types and translation ratios
will be transported.

Error message extract from SAP system. Copyright SAP SE.