Do you get the same error in the online transaction MM01 if you enter there a J ?
Why at all a J as English abbreviation for Year? This does not sound logical to me.
However, the customizing looks okay if it was saved like shown and activated.
Which means you may have to debug, the error message 12144 is only issued from those 4 programs, and they are not that big, should be pretty quick to analyze it.
LVBMDU01 CONVERT_DATE_BY_PERIOD_INPUT
LVBMDU05 CONVERSION_EXIT_PERKZ_OUTPUT
LVBMDU06 CONVERSION_EXIT_PERKZ_INPUT
LVBMDU07 CONVERT_DATE_BY_PERIOD_OUTPUT
You can debug from within LSMW, click the button for personal menu and display the conversion program, then you can set your break points.