Last year's Budget Scenarios not visible in 2007A

I upgraded my system from 2004A to 2007A in May. I am now completing the financial close for May, but we are now in September, which is a new fiscal year. When I run the Profit and Loss Budget Report, I do not see any Budget Scenarios in the pull-down list, therefore I do not have any budget numbers in the report. Any idea on why there would be no scenarios shown in the pull-down? Was there a problem converting the scenarios during the upgrade to 2007A, so that they would be visible in the new fiscal year?