No Grid Level Types found for the selection criteria entered , Message no. E9104

I'm trying to add new Grid for my new GAS division, I used transaction ID " EEDMIDE_GRID01"; I field up all the required filed but I could save it and I was getting  the following message " No Grid Level Types found for the selection criteria entered " Message no. E9104. 

I 'm including a screen shot of my screen

Any assistance will be greatly appreciated