Why is my Activity Budgeted Cost Report Blank

I want to create a report showing the weekly costs in my plan.

In the Reports tab I selected New, New Report, Selected "Activities" and checked Time Distributed Data, hit Next.

I then clicked on Columns and selected "Activity ID" and "Activity Name", in Group and Sort I checked "Show Grand Totals" with no Filters set.

In the next screen the Timescale Start & Finish are set to the PS & PF respectively and Date Interval has been set to Week. In Time Interval Fields the only Selected Option is Budgeted Total Cost.

Now when I run the report in a print preview I am shown all of my Activities and what should be a weekly break down of the Cost but the sections are blank...