Release Notes: For SAP Enhancement Package 7 For SAP ERP 6.0

Release Notes
for
SAP enhancement package 7
for SAP ERP 6.0,
SAP ®
What's New? – Release Notes
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Release Notes for SAP enhancement package 7 for SAP ERP 6.0 Page 2 of 19
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SAP ®
FIN Financials ................................................................................................. 5

FIN_LOC_CI_20: Business Function RE-FX, Localization Topics for Italy (New) ......... 5
FIN-FSCM Financial Supply Chain Management ................................................... 7
FIN-FSCM-DM Dispute Management / FIN-FSCM-COL Collections Management / FIN-
FSCM-DR Internal Collection Procedure........................................................................ 7
DataSources Documentation (Changed) ..................................................................... 7
FIN-FSCM-TRM Treasury and Risk Management .................................................. 7
Dates of Commodity Forwards (enhanced) ..................................................................... 7
Adjustment of Term End Date for Commodity Swaps and Commodity Forwards ............. 8
External Document Number in Exposure-Relevant Transactions (enhanced) .................. 8
FIN_TRM_COMM_RM_3: TRM, Financial Risk Management for Commodities 3 ............ 9
FIN_TRM_COMM_RM_3: Derivative Contract Specification ......................................... 10
FIN_TRM_COMM_RM_3: Commodity Swaps .............................................................. 13
FIN_TRM_COMM_RM_3: Open Commodity Forwards and Mass Cash Settlement ...... 15
FIN_TRM_COMM_RM_3: Commodity Exposure Quantity Position Reporting ............... 16
FIN_TRM_COMM_RM_3: Due Date Determination for Sub Raw Exposures................. 17
FIN_TRM_COMM_RM_3: Average-Priced Commodity Forwards ................................. 18
FIN_TRM_LR_FI_AN_4: TRM, Enhancem. in Exp. Mgmt 2.0 ....................................... 18
SAP ®
FIN Financials
FIN_LOC_CI_20: Business Function RE-FX, Localization Topics for Italy
(New)
Use
As of SAP enhancement package 7 for SAP ERP 6.0 (EA-FIN 617), business function
RE-FX, Localization for Italy (FIN_LOC_CI_20), you can use new functions that enable
you to meet legal and business requirements in Italy in the Flexible Real Estate
Management (RE-FX) component as follows:
F24 Payment File Preparation
This function enables you to prepare the F24 payment file. This is relevant when the
tax authorities in the municipality in which the real estate object belongs allow you to
pay the property tax (ICI/IMU) using the file. You can prepare the F24 payment file and
send it as a payment order to your bank. When the tax installment is due, the bank then
transfers the property tax to the relevant tax office according to the F24 payment file
data.
ICI/IMU Form Creation
You can use this function to create the ICI/IMU form when there is a change in any
data that relates to a real estate object, and the change affects the property tax
(ICI/IMU) calculation. You can report the changes to the public registration office by
submitting the ICI/IMU form. All the changes that you reported and the details of the
public registration office registered must be recorded in the cadastral master data of the
architectural objects as described in Maintaining Cadastral Master Data.
Registration Tax (IRE) Payback Posting
You can use this function to post the IRE payback amount during the periodic posting
of the contract. The system posts the amount and inserts the payback amount in the
next due invoice that is sent to the tenant according to legal requirements in Italy.
Splitting and Merging of Cadastral Objects
You can split or merge cadastral objects to mirror changes made to the cadastral
objects by the public registration office:
o You split a cadastral object when, for example, the public registration office
created new cadastral objects from an existing one. You need to mirror these
changes in the system by splitting and closing the existing cadastral object.
o You merge some cadastral objects when, for example, the public registration
office merged existing cadastral objects into one. You need to mirror these
changes in the system by merging the relevant cadastral objects.
Posting of the Security Deposit Interest
You can use this function to post the interest of the security deposit. When you sign a
contract with a tenant, they must pay a security deposit to you. The tenant charges the
interest of the security deposit on a yearly basis or when the contract is terminated.
Note:
To use this business function, you have to activate the Financials Extension (EA-FIN)
Enterprise Extension.
Effects on Existing Data
SAP ®
The area menu has been enhanced by the addition of the following transactions:
o ICI/IMU Form
o Splitting/Merging of Cadastral Objects
The ICI/IMU cockpit has been enhanced with the function to prepare the F24 payment
file.
The IRE cockpit has been enhanced with the function to calculate the IRE payback
amount with the cash-flow-based posting method.
Effects on Customizing
You make the following settings in Customizing for Flexible Real Estate Management
(RE-FX) under Country-Specific Settings -> Italy -> Tax Calculation for Italy ->
o Property Tax (ICI/IMU) -> ICI/IMU Form -> Enter Data for ICI/IMU Form
o Property Tax (ICI/IMU) -> F24 Payment File -> Enter Data for F24
Payment File
o Registration Tax -> Posting of IRE Payback Amount ->
- Specify Posting Method for IRE Payback Amount
- Assign Flow Type Relation to Tax Code and Contract
Status
o Splitting/Merging of Cadastral Objects ->
- Specify Data Groups to Copy
- Define Fields for Editing
- Specify Measurement Types to Copy
- Define Number Ranges
o Posting of Security Deposit Interest -> Assign Reference Interest Rate
to Condition Type
See also
SAP Library for SAP ERP under Business Functions (SAP Enhancement Package 7 for
SAP ERP 6.0) -> Business Functions in SAP ERP -> Enterprise Business Functions ->
Accounting -> Country-Specific Business Functions -> RE-FX, Localization Topics for
Italy.
SAP ®
FIN-FSCM Financial Supply Chain Management
FIN-FSCM-DM Dispute Management / FIN-FSCM-COL
Collections Management / FIN-FSCM-DR Internal Collection
Procedure
DataSources Documentation (Changed)
Use
The DataSources documentation used to be delivered with the documentation for BI
Content.
As of BI Content Release 7.x7, the DataSource documentation for SAP Dispute
Management is delivered with the application help. You can find it under the new
DataSources for Analyses node.
The documents for DataSources that have been moved are no longer available in the
following listed releases:
o SAP NetWeaver 7.03 BI Content Add-On 7.47
o SAP NetWeaver 7.3 BI Content Add-On 7.37
o SAP NetWeaver 7.0 including EHP 1 & 2 BI Content Add-On 7.07
FIN-FSCM-TRM Treasury and Risk Management

Dates of Commodity Forwards (enhanced)
Use
As of SAP enhancement package 7 for SAP ERP 6.0 (EA-FINSERV 617), changes and
enhancements have been made for commodity forwards that are not related to a business
function. These changes will be active immediately after the installation or upgrade.
Transaction Management:
The contract end date (not visible in FTR_EDIT) of commodity forwards has been changed
from forward date to payment date. This means that new or changed commodity forward
transactions will be valid up to the payment date. This change can be seen, for example,
when selecting transactions in the logical database FTI_TR_DEALS. It checks whether a
transaction is valid at the key date of the selection. This change is effective for all new or
changed commodity forward transactions in SAP enhancement package 7.
Information System:
The node MAIN_DATA of the logical database FTI_TR_DEALS has been enhanced by the
forward date. The forward date is an additional selection and output field for commodity
forwards.
SAP ®
Adjustment of Term End Date for Commodity Swaps and

Commodity Forwards
Use
As of SAP enhancement package 7 for SAP ERP 6.0 (EA-FINSERV 617), a report is provided
for the derivation of the term end date for commodity swaps and commodity forwards.
The system provides the report FTR_CTYINSTR_DATE_ADJUST. You use this report only
once for all commodity forwards and commodity swaps that are currently processed to derive
the end date of the term from the last available payment date. This is to ensure that Position
Management as well as the Market Risk Analyzer uses the same date to check whether the
term of a financial transaction has already expired.
Note:
In the past, if the last price fixing date did not match the payment date, it was not
possilbe to perform a consistent valuation of positions for commodity forwards or
commodity swaps.
Before you can perform this report, you need to have executed the relevant support ticket. To
perform this report, use transaction SE38.
External Document Number in Exposure-Relevant

Transactions (enhanced)
Use
As of SAP enhancement package 7 for SAP ERP 6.0 (EA-FINSERV 617), changes and
enhancements have been made to the External Document Number as part of the integration
of Logistics with Treasury and Risk Management.
For each commodity exposure created in Treasury and Risk Management, a unique external
document number is automatically derived from theattributes of the preceding source
documents (such as purchase orders, sales orders, and goods receipts) and of material
stocks in Logistics. To enable the relevant attributes to be considered and concatenated, the
maximum field length of the External Document Number field has been extended to 75
characters.
The External Document ID field is displayed in the transactions FTREX1, FTREX2, and all
other subsequent exposure-relevant transactions.
The dynamically used field length and the displayed field content depend on the type of the
source object (logistics document or material stock) and their attributes to be included:
Example of a stock exposure on plant level:

The material stock contains 100 tons of copper in plant 1000. The derived external
document ID is Copper 1000
Example of stock exposures on storage location level:

Plant 1000 includes the storage locations A and B. Storage location A contains 60
SAP ®
tons of copper. Storage location B contains 40 tons of copper. The derived external
document IDs are Copper 1000 A and Copper 1000 B.
Example of an exposure from a purchase order:

Purchase order 4711 contains the position 000010. The derived external document
ID is 4711000010.
Note:
The following BAPIs do not support this derivation:
BAPI_TEX_EXPOSURE_CHANGE
BAPI_TEX_EXPOSURE_CREATE
BAPI_TEX_EXPOSURE_DELETE
BAPI_TEX_EXPOSURE_GETDETAIL
BAPI_TEX_EXPOSURE_STARTRELEASE
For material stock exposures only, you can specify which attributes are considered for the
automatic derivation of the external document ID. To specify this granularity, and thus to
determine the structure and the field length of the external document ID, navigate in
Customizing to Logistics - General -> Treasury and Risk Management Integration -> Materials
Management Settings -> Material Stock Raw Exposure -> Define Relevance Settings.
See also
For more information, see the documentation of the report Material Stock Treasury
Exposure (transaction MATREX).
FIN_TRM_COMM_RM_3: TRM, Financial Risk Management for

Commodities 3
Use
As of SAP enhancement package 7 for SAP ERP 6.0 (EA-FINSERV 617), business function
TRM, FRM for Commodities 3 (FIN_TRM_COMM_RM_3) has been enhanced.
This business function affects various places in the applications for Exposure Management
and for Hedge Accounting for Exposures. For more information, see the following release
notes:
FIN_TRM_COMM_RM_3: Derivative Contract Specification
FIN_TRM_COMM_RM_3: Undiscounted Mark-to-Market for Commodity Financial

Transactions
FIN_TRM_COMM_RM_3: Commodity Swaps
SAP ®
FIN_TRM_COMM_RM_3: Open Commodity Forwards and Mass Cash Settlement
FIN_TRM_COMM_RM_3: Commodity Exposure Quantity Position Reporting
FIN_TRM_COMM_RM_3: Due Date Determination for Sub Raw Exposures
FIN_TRM_COMM_RM_3: Average-Priced Commodity Forwards
See also
SAP Library for SAP ERP on the SAP Help Portal at http://help.sap.com/erp. Choose a
release and then choose Application Help. In SAP Library, choose Business Functions (SAP
enhancement package 7 for SAP ERP 6.0) -> Business Functions in SAP ERP -> Enterprise
Business Functions -> Accounting -> Financial Supply Chain Management -> SAP Treasury
and Risk Management.
FIN_TRM_COMM_RM_3: Derivative Contract Specification

Use
TRM, FRM for Commodities 3 (FIN_TRM_COMM_RM_3) has been enhanced by functions
for derivative contract specification (DCS).
The DCS is a template for creating derivatives. It contains rules and conditions that are
agreed upon at an exchange and that form the contract basis for trading with a specific
commodity or for a specific financial instrument.
The import and processing of market data based on DCS is supported for the product types
Commodity Future and Listed Option. Each derivative can be identified by a combination of a
DCS and a marketidentifier code (MIC), and a key date.
New functions:
Create or Change DCS (Customizing)

The Customizing settings for specifying the DCS can be found under Treasury and
Risk Management -> Basic Functions -> Market Data Management -> Master Data ->
Market Data Based on Derivative Contract Specifications -> Derivative Contract
Specifications -> Specify Derivative Contract Specifications. Alternatively, you can
use the transaction FDCS01.
Entering DCS-Based Commodity Prices:

The transaction for entering and processing prices can be found under Financial Risk
Management for Commodities -> Market Data & Simulation for Commodities ->
Market Data or under Transaction Manager -> Commodities or Derivatives ->
Environment -> Market Data -> Manual Market Data Entry -> Enter Commodity Prices
Based on DCS (FDCS17).
Physical Commodities (Customizing):

The physical commodity represents a specific good with a specific quality (charge)
SAP ®
traded on a futures or spot market or exchange. Physical commodities are used to
determine material stock exposures based on the batches in Logistics. In the
commodity master data, a physical commodity is assigned to a corresponding
abstract commodity (FCZZ).
The Customizing settings can be found under Treasury and Risk Management ->
Basic Functions -> Market Data Management -> Master Data -> Market Data Based
on Derivative Contract Specifications -> Physical Commodities.
Entering and Assignment of MICs to Pricing Locations/Real Commodities

(Customizing)
The market identifier code is a four-character international standard code (ISO
10383) that specifies a universal method of identifying exchanges, trading platforms,
and regulated or non-regulated markets as sources of prices and related information
to facilitate automated processing (trade, settlement, and other automated
processes).
Basic Functions -> Master Data -> Specify Market Identifier Code, and Assign Pricing
Locations to MICs (TPM_MIC_LOCATION).
Note: Pricing locations are assigned to real commodities that are associated with a
specific abstract commodity.
DCS-Based Commodity Curves:
o All contract specification-based derivatives are automatically included in the

commodity curve that is based on that contract (derivatives must not be
assigned manually to a commodity curve). Each combination of DCS, MIC,
and key date defines a grid point of the commodity curve. For all grid points,
the system checks whether quotations are available.
o Commodity curves can be processed under Financial Risk Management for

Commodities -> Master Data -> Maintain Commodity Curves (TANCCMASTER)
and Overview Commodity Curves (TANCC11), and displayed under Market
Data & Simulation for Commodities -> Market Data -> Display DCS-Based
Commodity Curve (TPM_TRCO_DCSMD).
Period Definition (Customizing):

A BAdI with selected default period definition methods is provided. These period
definition methods determine when, for example, futures are issued, traded, or
settled.
Basic Functions -> Market Data Management -> Master Data -> Market Data Based
on Derivative Contract Specifications -> Derivative Contract Specifications -> Period
Determination.
Enhanced Functions:
Commodity Master Data:

To assign DCS data to physical commodities, the Contract Basic Data tab is
provided.
The relevant transaction can be found under Financial Risk Management for
Commodities -> Master Data -> Commodity (FCZZ).
Financial Instruments:
Listed options, commodity futures, commodity forwards, and commodity swaps
(floating price/single index, average price/multiple index) have been enhanced by
SAP ®
DCS master data fields (see transactions FTR_CREATE or FTR_EDIT). Furthermore,
the transaction Journal (TJ05) has been enhanced accordingly.
Commodity Price Fixing:

The transactions Automatic Interest/Price Adjustment (TJ05) as well as Reverse
(TJ05_REV) now consider DCS-relevant data for commodity price fixing.
Security Master Data:

The class data also contains DCS-relevant data.
The relevant transaction can be found under Financial Supply Chain Management ->
Treasury and Risk Management -> Transaction Manager -> Derivatives -> Master
Data -> Listed Derivatives -> Class (FWZZ).
Datafeed
The datafeed was enhanced by a new data class for the Excel upload (transaction
TBEXN). For the file upload, the file structure was adapted according to DCS
requirements.
Raw Exposures and Exposure Positions:

The transaction FTREX1 and all subsequent exposure-relevant transactions and
reports (such as FTREX12 or FTREX15) support the DCS now.
Hedge Accounting for Exposures (E-Hedge Accounting)

E-Hedge Accounting now supports DCS-based floating prices from Exposure
Management. For this, the new risk category Commodity Category Price Risk is
provided. The respective transaction can be found under Financial Risk Management
for Commodities -> Hedge Accounting for Exposures -> Hedging Relationships ->
Hedge Plan (THMEX).
See also
FIN_TRM_COMM_RM_3: TRM, Financial Risk Management for Commodities 3
FIN_TRM_COMM_RM_3: Average-Priced Commodity Forward
SAP ®
FIN_TRM_COMM_RM_3: Undiscounted MtM for Commodity

Financial Transactions
Use
TRM, FRM for Commodities 3 (FIN_TRM_COMM_RM_3) has been enhanced by the
undiscounted MtM for commodity-based financial transactions.
The mark-to-market (MtM) value is a comparison of the contract price with the market price. It
determines the prospective profit or loss of a financial transaction (commodity forward, swap,
or future).
For the MtM, the Key Figure Analysis program (AISGENKF) has been enhanced to
include the key figure category MTM_UNDISC.
Note:
To calculate and show the undiscounted MtM, you must define a valid, formula-based
key figure in the Report Layout.
By specifying the evaluation date and horizon date, you define for which date the
transactions and market data are selected.
The Key Figure Analysis program can be found in the SAP Easy Access menu under
Financial Risk Management for Commodities -> Analytics -> Mark-to-Market &
Sensitivities.
Furthermore, the undiscounted MtM is also considered in the transactions NPV

Analysis (JBRX) and Commodity Positions Report (TISCERN).
FIN_TRM_COMM_RM_3: Commodity Swaps

Use
TRM, FRM for Commodities 3 (FIN_TRM_COMM_RM_3) has been enhanced by a symmetry
function, and an automatic generation of commodity swap flows.
Swap Symmetry:
The sides of commodity swaps (product type 81A) are generally symmetrical in terms of the
commodity ID, quantity, unit of measure, currency, spot price, and payment date. For these
fields, you can specify that the system assists you with data entry by proposing symmetrical
values for you to apply. Alternatively, you can make a setting for commodity swaps to be
symmetrical by default.
SAP ®
When you create or change commodity swaps after having opted for the setting
Proposed Symmetry, the system proposes values on the other side of the swap, and
you can adopt or edit these values.
If you opt for the setting Forced Symmetry, both sides of the swap have to be
symmetrical. The values of the fields on one side of the swap that are relevant for
symmetry are automatically copied to the fields of the other side of the swap. The
fields on the other side of the swap cannot be edited.
Automatic Flow Generation:
The flow generator assists you in creating commodity swaps and their conditions. After you
have entered the conditions of a commodity swap once, the flow generator automatically
generates all flows for the commodity swap. This means that you do not need to enter the
data again for each flow.
To activate the swap symmetry function, navigate to the Customizing activity under
Transaction Manager -> OTC Derivatives -> Transaction Management -> Transaction Types -
> Define Transaction Types , choose a transaction type for the commodity swap (product type
81A) for processing. In the Commodity Swap screen area under Swap Symmetry, choose the
value Proposed Symmetry or Forced Symmetry.
To activate the flow generator for the commodity swap transaction types, navigate to the
Customizing activity under Transaction Management -> Transaction Types -> Define
Transaction Types . Choose a transaction type for the commodity swap (product type 81A) for
processing. In the Commodity Swap screen section under Mult. Flow Gen., choose either To
Be Activated for Each Transaction or Activated by Default.
See also
SAP ®
FIN_TRM_COMM_RM_3: Open Commodity Forwards and

Mass Cash Settlement
Use
TRM, FRM for Commodities 3 (FIN_TRM_COMM_RM_3), the system supports the reporting
of open quantities and the cross-deal settlement of commodity forwards.
The system now provides the report Display Open Commodity Forward Quantities
(FTR_CTY_POS).
You use this report to display the open quantities (that is, quantities that have not been
settled) of commodity forwards before performing the related offsetting transactions. This is
useful when you need to clear the purchase or sales quantities for financial transactions.
This new transaction can be found in the SAP Easy Access menu under Treasury and Risk
Management -> Financial Risk Management for Commodities -> Trading -> Collective
Processing.
Furthermore, the new program Open Commodity Forward Quantities and Mass Cash
Settlement (transaction FTR_CTY_POS_MCS) is provided.
You can use it to display the open quantities of commodity forwards, and to trigger an
automatic mass cash settlement for all selected commodity forwards. For this, the system
uses the prices from the market data table of the derivative contract specifications.
This new transaction can be found in the SAP Easy Access menu under Treasury and Risk
Management -> Financial Risk Management for Commodities -> Back Office-> Collective
Processing.
See also
SAP ®
FIN_TRM_COMM_RM_3: Commodity Exposure Quantity

Position Reporting
Use
TRM, FRM for Commodities 3 (FIN_TRM_COMM_RM_3) has been enhanced by a quantity-
based reporting function for commodity price exposures.
The system provides a new comprehensive table with BEx queries and a WebDynpro
application giving a quantitative overview of exposure positions and commodity positions of
commodity forwards and commodity swaps. If a financial or a physical transaction is changed,
the respective positions are updated immediately. The high performance-data access is
based on an Operational Data Provider (ODP). The data can be accessed by BEx Queries,
either in an ERP system or in a BI system.
The reporting is related to specific risk profiles. A risk profile represents a customer segment,
like traders or consumers, and contains a set of segment-specific reporting rules.
For the reporting, transactional data for Financial Risk Management for Commodities as well
as additional characteristics are supported. To differentiate exposure position amounts, the
following reporting groups are applied:
Market price exposure (financial and physical transactions)
Contract price exposure (financial and physical transactions)
Material stock exposure (physical transactions only)
Note:
To consider financial and physical transactions that were already there before the
activation of this new function, two reports are provided to transfer the respective data
to the new table. Both reports can be found in the SAP Easy Access menu under
Financial Risk Management for Commodities -> Exposure Management -> Tools ->
Commodity Price Exposure -> Initial Load -> Initial Data Load for Financial
Transactions (FTRCOEXLOADFTA) and Initial Data Load for Physical Transactions
(FTRCOEXLOADTEX).
The Commodity Exposure Quantity Position Reporting function can be activated in the
Customizing under Treasury and Risk Management -> Transaction Manager -> General
Settings -> Exposure Management 2.0 -> Reporting.
For individual enhancements, a BAdI is provided in the Customizing under Transaction

Manager -> General Settings -> Exposure Management 2.0 -> Reporting -> Risk Profiles for
Commodity Price Exposures.
SAP ®
FIN_TRM_COMM_RM_3: Due Date Determination for Sub Raw

Exposures
Use
TRM, FRM for Commodities 3 (FIN_TRM_COMM_RM_3) has been enhanced by a due date
determination logic for sub raw exposures.
The due date determination logic determines the due date for sub raw exposures of the
category Commodity Price Risk.
If this logic is activated and set to Delivery Date, and if, in transaction FTREX1, Delivery Date
is entered for a raw exposure with floating prices,the system automatically sets the Due Date
of the sub raw exposure to the Delivery Date for all those sub raw exposures where the
Pricing Date of the floating prices is before the delivery date and the fixing status is Fixed.
For existing raw exposures where the due date determination logic of the respective exposure
activity type is subsequently set to Delivery Date, the user must manually update these raw
exposures in transaction FTREX1.
If the due date determination logic is changed from Delivery Dateto No Logic, you also need
to adjust the raw exposures manually.
To prevent a mixture of different due date determination logics for one exposure activity type,
it is necessary to copy and adjust the respective exposure activity type.
The settings for the due date logic can be found in Customizing for Treasury and Risk
Management under Transaction Manager -> General Settings -> Exposure Management 2.0 -
> Define Exposure Activity Types.
Note: For more information, see the field help of the Due Date Determination Logic field.
See also
SAP ®
FIN_TRM_COMM_RM_3: Average-Priced Commodity

Forwards
Use
TRM, FRM for Commodities 3 (FIN_TRM_COMM_RM_3), the system supports average-
priced commodity forwards.
The system supports the calculation of average prices for single index-based commodity
forwards. This function is integrated in the transaction framework (transactions FTR_CREATE
and FTR_EDIT).
The average-priced commodity forward is a sub product type of the product category
Commodity Forward - 800.
This type of commodity forward is related to a series of DCS-based future prices. It also
supports the entry of the DCS contract size (the lot based on DCS master data).
For each settlement date, the average price is calculated based on a series of fixed future
prices (spot prices). At the end of the contract (due date), the average price is used to
determine the settlement amount (difference between the average price and the spot price).
The Customizing setting can be found under Treasury and Risk Management -> Transaction
Manager -> OTC Derivatives -> Transaction Management -> Product Types -> Define
Product Types.
FIN_TRM_LR_FI_AN_4: TRM, Enhancem. in Exp. Mgmt 2.0

Use
TRM, Enhancements in Exposure Management 2.0 (FIN_TRM_LR_FI_AN_4) has been
enhanced.
This business function affects various places in the applications for Exposure Management
and for Hedge Accounting for Exposures:
Exposure Lifecycle:
You use the exposure lifecycle to specify the sequence of exposure types (forecasted
transaction, firm commitment transaction, asset/liability transaction, or cash/stock
transaction). The lifecycle represents the development of a risk within the business process,
starting from Logistics or Exposure Management through to Hedge Accounting.
For the lifecycles of the relevant exposure risk types, you can specify different sequences of
exposure types. Currency risks can apply a different sequence to commodity price risks.
SAP ®
In the Customizing settings for the exposure lifecycle, you can specify whether automatching
needs to be performed for a given risk type. When the automatching function is activated, the
system determines the predecessor of a new (or changed) exposure position. The system
determines the predecessor exposure position on the basis of differentiating properties that
match.
The respective Customizing settings can be found under Treasury and Risk Management ->
Transaction Manager -> Exposure Management 2.0 -> Exposure Lifecycle.
Transfer from Exposure Management to Hedge Accounting for Exposures (E-HA)
You can use transaction FTREX15 to transfer a range of exposure positions at once from the
Exposure Management to the E-HA. To transfer single exposure positions you can use
transaction FTREX12.
When exposure positions are transferred from Exposure Management to Hedge Accounting,
the corresponding business types are derived from the exposure types, and the respective
business activity types are determined from the exposure activity types.
The respective Customizing settings can be found under Treasury and Risk Management ->
Transaction Manager -> Exposure Management 2.0 -> Define Exposure Activity Types.
To specify how selected attributes are derived for transfers to Hedge Accounting, you can use
the Customizing activity Determine Transaction Category and Transaction Activity.
See also
SAP Library for SAP ERP on the SAP Help Portal at http://help.sap.com/erp, under SAP
Financial Supply Chain Management (FIN-FSCM) -> SAP Treasury and Risk Management
(TRM) -> Financial Risk Management für Commodities -> Exposure Management 2.0.
SAP Library for SAP ERP on the SAP Help Portal at http://help.sap.com/erp. Choose a
release and then choose Application Help. In SAP Library, choose Business Functions (SAP
enhancement package 7 for SAP ERP 6.0) -> Business Functions in SAP ERP -> Enterprise
Business Functions -> Accounting -> Financial Supply Chain Management -> SAP Treasury
and Risk Management.

Release Notes: For SAP Enhancement Package 7 For SAP ERP 6.0

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Release Notes: For SAP Enhancement Package 7 For SAP ERP 6.0

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FIN Financials ................................................................................................. 5

Effects on Existing Data

FIN-FSCM-TRM Treasury and Risk Management

Effects on Existing Data

Adjustment of Term End Date for Commodity Swaps and

External Document Number in Exposure-Relevant

Example of a stock exposure on plant level:

Example of stock exposures on storage location level:

Example of an exposure from a purchase order:

FIN_TRM_COMM_RM_3: TRM, Financial Risk Management for

FIN_TRM_COMM_RM_3: Derivative Contract Specification

FIN_TRM_COMM_RM_3: Undiscounted Mark-to-Market for Commodity Financial

FIN_TRM_COMM_RM_3: Commodity Swaps

FIN_TRM_COMM_RM_3: Commodity Exposure Quantity Position Reporting

FIN_TRM_COMM_RM_3: Due Date Determination for Sub Raw Exposures

FIN_TRM_COMM_RM_3: Average-Priced Commodity Forwards

FIN_TRM_COMM_RM_3: Derivative Contract Specification

Create or Change DCS (Customizing)

Entering DCS-Based Commodity Prices:

Physical Commodities (Customizing):

Entering and Assignment of MICs to Pricing Locations/Real Commodities

DCS-Based Commodity Curves:

o All contract specification-based derivatives are automatically included in the

o Commodity curves can be processed under Financial Risk Management for

Period Definition (Customizing):

Commodity Master Data:

Commodity Price Fixing:

Security Master Data:

Raw Exposures and Exposure Positions:

Hedge Accounting for Exposures (E-Hedge Accounting)

FIN_TRM_COMM_RM_3: TRM, Financial Risk Management for Commodities 3

FIN_TRM_COMM_RM_3: Average-Priced Commodity Forward

FIN_TRM_COMM_RM_3: Undiscounted MtM for Commodity

Furthermore, the undiscounted MtM is also considered in the transactions NPV

FIN_TRM_COMM_RM_3: Commodity Swaps

Automatic Flow Generation:

FIN_TRM_COMM_RM_3: TRM, Financial Risk Management for Commodities 3

FIN_TRM_COMM_RM_3: Open Commodity Forwards and

FIN_TRM_COMM_RM_3: TRM, Financial Risk Management for Commodities 3

FIN_TRM_COMM_RM_3: Commodity Exposure Quantity

Market price exposure (financial and physical transactions)

Contract price exposure (financial and physical transactions)

Material stock exposure (physical transactions only)

For individual enhancements, a BAdI is provided in the Customizing under Transaction

FIN_TRM_COMM_RM_3: Due Date Determination for Sub Raw

Effects on Existing Data

FIN_TRM_COMM_RM_3: TRM, Financial Risk Management for Commodities 3

FIN_TRM_COMM_RM_3: Average-Priced Commodity

FIN_TRM_LR_FI_AN_4: TRM, Enhancem. in Exp. Mgmt 2.0

Transfer from Exposure Management to Hedge Accounting for Exposures (E-HA)

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