CreateReportSAPTreas Risk MGT PDF

SAP
Treasury and
Risk Management
Guidelines for Creating Reports in SAP Treasury and Risk
Management
Note: Contains Screen Shots in German !
Effective as of:
SAP NETWEAVER 2004 + AddOn
SAP Financial Supply Chain Management 3.0
SAP Treasury and Risk Management
Management
Version Management
Version Date Enhancement / Change Pages
1.0 November 2002 New Features All
1.1 December 2002 Summary of Characteristics pp.121
1.2 February 2003 External Access to the pp.128
Logical Databases
2.0 August 2005 Revised / New Functions in All
FSCM 3.0
Guidelines for Creating Reports in SAP Treasury and Risk Management

SAP NETWEAVER 2004S + SAP FSCM 3.0 Page -2
Management
Contents
1 Introduction ................................................................................................... 5
1.1 Overview........................................................................................................... 5
1.2 Configuration/Adjustments................................................................................ 6
2 Reporting Tools............................................................................................. 8
2.1 Dialog-Oriented Information System and Drilldown Reporting ................................. 8
2.2 Generating Lists using SAP Query ........................................................................... 9
2.3 SAP Treasury Reporting Strategy ............................................................................ 9
2.4 SAP Query.............................................................................................................. 10
3.Description of the Logical Databases ....................................................... 16
3.1 Evaluating Positions with Logical Database FTI_TR_POSITIONS ........................ 16
3.1.1 Where Used......................................................................................................... 16
3.1.2 Information about Data Selection ........................................................................ 18
3.1.3 Field Selection for Logical Database FTI_TR_POSITIONS ................................ 22
The market price contains the price of the security on the key date for percentage-quoted securities..... 47
3.2 Flow Evaluation/Position Changes Using Logical Database FTI_TR_PERIODS... 61
3.2.1 Information about Data Selection ........................................................................ 62
3.2.2 Field Selection for Logical Database FTI_TR_ PERIODS................................... 68
3.3 Evaluation of Revenues and Maturities Using Logical Database FTI_TR_PL_CF. 85
3.3.1 Where Used......................................................................................................... 85
3.3.2 Information about Data Selection ...................................................................... 105
3.3.3 Field Selection for Logical Database FTI_TR_PL_CF....................................... 106
3.4 Evaluation of Transaction Data Using Logical Database FTI_TR_DEALS........... 122
3.4.1 Where Used....................................................................................................... 122
3.4.2 Information about Data Selection ...................................................................... 125
3.4.3 Field Selection for Logical Database FTI_TR_DEALS (MAIN_DATA) .............. 128
Example 137
Example 138
4 Summarizing Results (Using Characteristics)........................................ 146
4.1 Problem ................................................................................................................ 146
4.2 Possible Solution .................................................................................................. 146
4.3 How Is Summarization Done? .............................................................................. 149
5 Optimizing Selections, Field Lists ........................................................... 153
6 Tips & Tricks.............................................................................................. 154
6.1 External Access to the Logical Databases ........................................................... 154

Management
6.2 Alternative Front End with Crystal Reports........................................................... 157

6.3 Mass Copying Queries ......................................................................................... 158

Management
1 Introduction
1.1 Overview
As of Release SAP R/3 Enterprise, many new features are available in the information system in SAP
Treasury and Risk Management. The central feature is the SAP Query. This allows lists to be generated
flexibly and adapted individually to the customer’s specific requirements. Even users who are not familiar
with programming in ABAP can generate comprehensive reports.
SAP Query supports a wide range of options for defining reports and creating different report types, such
as basic lists, statistics and ranked lists.
Queries are usually based on InfoSets. These are special views of data sources. In other words,
InfoSets specify which fields from a data source can be analyzed in queries.
You can assign InfoSets to different user groups. This enables the system administrator to control the
extent to which individual departments or users can run evaluations using SAP Query. Each end user has
access to a certain selection of InfoSets that are relevant for his or her field of work (as defined by the
user group).
InfoSets are usually based on logical databases, which provide a structured, integrated view of the R/3
database tables. Logical databases provide a pool of table fields for a particular business function.
As of SAP Enterprise, several newly designed logical databases for Online Transaction Processing
(OLTP reporting) can be accessed in SAP Treasury and Risk Management:
FTI_TR_POSITION Position View

S
You can use the logical database FTI_TR_POSITIONS to evaluate positions in the SAP Treasury
Transaction Manager on a given key date. This enables you to analyze all the key figures and
characteristics that are relevant for accounting for the specified key date.
FTI_TR_PERIODS Period View
The logical database FTI_TR_PERIODS can be used to evaluate flows in the SAP Treasury
Transaction Manager over a given period. This enables you to analyze position trends within the
selected period on a flexible basis.
FTI_TR_PL_CF Revenue and Maturity View
You can use the logical database FTI_TR_PL_CF to evaluate revenues, maturities, and turnovers
within a given period. This ensures that the revenues or turnovers are assigned to the correct due date
or period.
A number of InfoSets based on these logical databases are delivered as of SAP R/3 Enterprise Financial
Services 1.10 (EA-FINSERV 110). You can use them to summarize or group fields into useful units, as
well as to define additional fields which the user can then edit in the same way as database fields.

Management
As of release Enterprise AddOn 2.0, the range of functions available in the logical databases above have
been expanded, providing a number of additional fields. The following new LDBs are now also available:
FTI_TR_CASH_FLOWS Payment View
The logical database FTI_TR_CASH_FLOWS can be used to evaluate payments in the SAP Treasury
Transaction Manager over a given period. You can flexibly analyze payment flows from transaction
management within the selected period.
As of Release ERP 2005 (ECC 600), a new logical database is available:
FTI_TR_DEALS Transaction Management View
In contrast to the LDBs FTI_TR_POSITIONS and FTI_TR_PERIODS, which focus on position reports
and accounting reports, FTI_TR_DEALS primarily evaluates information from transaction
management. You can use the logical database in particular for front office-based reporting.
1.2 Configuration/Adjustments
SAP supplies a range of standard queries, which can be used as they are, or as a template for customer-
defined queries. You can find the standard queries in the global work area using
Transaction SQ00
User group /SAPQUERY/T1 = queries for the Treasury and Risk Management area
User group /SAPQUERY/T1 = queries for the CFM area
All delivered queries are defined on the basis of InfoSets (previously called functional areas). In the list of
standard queries you can see which InfoSet is used for each query.
The following functional areas are delivered in the standard system:
• /SAPQUERY/CFM_MATURITY
• /SAPQUERY/CFM_PERIODS
• /SAPQUERY/CFM_POSITIONS
• /SAPQUERY/CFM_REVENUE
• /SAPQUERY/CFM_REV_FCAST
• /SAPQUERY/CFM_MATUR_CF
You can copy the queries delivered with the standard system and change them to suit your individual
requirements. However, you can only copy queries if you have change authorization. You can copy all
queries within a user group. Queries from other user groups can only be copied if the InfoSet used to
define the query is assigned to both user groups.

Management
Proceed as follows if you would first like to see an overview of how a certain query is structured:
- Select one user group and one query.
- Choose Description.
This gives you an overview of general information and options pertaining to the selected query:
o The query title
o Author and user to last make changes
o Comments regarding the query
o InfoSet used to define the query
o The origin of the selected data
o Generated lists (sublists)
o Additional selections

Management
2 Reporting Tools
SAP provides a range of reporting tools to enable you to evaluate the data saved in the system with
greater flexibility and efficiency. There are basically two types of reporting tools:
2.1 Dialog-Oriented Information System and Drilldown

Reporting
Drilldown reporting is a dialog-oriented information system for finding related business data and
analyzing it with a high level of detail. Drilldown reporting contains easy-to-use functions for navigating
around the dataset (for example, moving to the next level or to the next object within a level, hiding a
level, or showing detailed/drilldown lists). It also offers a multitude of additional functions to enable you to
process a list interactively (specifying conditions, exceptions, sort order, top N and much more). In
addition to the drilldown layout, you can also display your drilldown data in a list using the SAP List
Viewer.
Note
The drilldown reporting tool previously supported the following report types:
• Derivatives (OTC): For a given date
• Derivatives (OTC): For a given period
• Foreign exchange: For a given date
• Foreign exchange: For a given period
• Money market: For a given date
• Money market: For a given period
• Treasury: For a given date
• Treasury: For a given period
• Treasury: For a given date (all fields)
• Treasury: For a given period (all fields)
• Securities: For a given date
• Securities: For a given period
These report types only evaluated data in the operative valuation area. As of Release SAP Enterprise
2.0, they have been replaced by the following general report types:
• TRM operative/parallel: For a given date
• TRM operative/parallel: For a given period

Management
Reports based on a report type that is no longer supported must be converted manually to the new report
type.
2.2 Generating Lists using SAP Query

The generic tools QuickView, Query and InfoSetQuery are reporting tools with which you can generate
menu-based lists, (generally) without any special programming expertise. These tools cover all individual
steps (selection, acquisition and presentation of data) that you need to carry out reporting tasks. Special
aspects of these tools and the differences between them are described below.
The logical database used for the evaluation options described below has been optimized for employing
SAP Query. In addition, drilldown reporting can still be used for generating reports.1
For more information, refer to:

• BC405 - Techniques for Generating Lists and InfoSet Queries
• BC407 - Reporting: QuickViews, InfoSet Query and SAP Query
• SAP Library, SAP Query (BC-SRV-QUE)
2.3 SAP Treasury Reporting Strategy

To accompany SAPs attempt to standardize functions, recent releases have pursued the following
strategy with regard to data reporting in SAP Treasury and Risk Management, particularly in transaction
management :
• Provide comprehensive OLTP online reporting alongside a central warehouse-driven approach
to BI content.
• OLTP online reporting focuses on providing a comprehensive level of data access and local
data integration (throughout Treasury) in the form of the logical databases. The LDBs are
constantly being enhanced and optimized.
• In accordance with SAP's global strategy, drilldown reporting within OLTP will not be enhanced,
either from a technological or content aspect. Dialog-based "slice and dice" functions have
continually been developed and technologically improved in BI, providing more than adequate
replacement technology. This has had the following effects on OLTP reporting in the Treasury
and Risk Management area:
o Drilldown reporting features will not be enhanced. This means new report types,
characteristics, key figures, and any other functions will not be developed.
o OLTP reporting is based on the logical databases using SAP Query or special ABAP
programs for generating lists and reports.
1
The drilldown reporting tool has certain restrictions when used in Unicode systems; For more information, refer to
SAP Note 540911.

Management
2.4 SAP Query

SAP Query is used to generate lists that are not yet contained in the R/3 standard system. It is aimed
particularly at users without ABAP programming experience who want to generate comprehensive
reports. SAP Query supports a wide range of options for defining reports and creating different report
types, such as basic lists, statistics and ranked lists.
Queries based on InfoSets

New logical databases are delivered with SAP Enterprise for the areas SAP Treasury and Risk
Management (SAP TR) and SAP Loans (SAP CML). To use SAP Query in connection with logical
databases, you must first generate InfoSets.
When you create an InfoSet you can select a logical database for supplying data. The number of fields in
a logical database can sometimes be very high. You can moderate this by grouping fields into logical
units or field groups.
Example:
Logical database FTI_TR_POSITIONS is delivered as of SAP Enterprise. This logical database
contains a range of characteristics, attributes, and key figures that are relevant for analyzing
positions. Only one position InfoSet can be defined on the basis of this logical database. The
InfoSet contains attributes and key figures that are relevant for evaluating this position. All the
other fields in the logical database that are not relevant for position evaluation are not assigned to
the InfoSet. When creating a query, you can only use the fields that were selected in the InfoSet.
This simplifies the procedure for creating reports.
An InfoSet not only lets you reduce or group fields into useful units but it also lets you link additional fields
or additional tables to these units, which enlarges the pool of available fields.
Example:
As of SAP Enterprise, the logical database FTI_TR_POSITIONS contains a range of attributes for
important business partners (such as country, company relationship, industry). If you need
additional business partner fields, you can link the relevant master data table (for example,
BUT000) with a “table join” in the InfoSet. This means that these fields are then also available for
evaluation purposes.
InfoSet
This section describes how to create an InfoSet that will be used as the basis for a query or an InfoSet
Query. Logical database FTI_TR_POSITIONS is used as the data source.
a) Create InfoSet.
Transaction SQ02
Enter a name for the InfoSet -> Choose Create
b) Select a title and data source
Enter a description.
Choose Logical Database.
Logical Database FTI_TR_POSITIONS. ->
c) Define field groups.
In addition to the standard field groups, you can also define further field groups for a clearer InfoSet
structure.

Management
d) Add fields/tables/ structures.

The Extras button lets you add fields that are not included in the standard scope of the logical
database but are required for the evaluation.
e) Assign data fields to field groups
All fields from logical database FTI_TR_POSITIONS that can be used for the query definition are on
the left of the screen. Use drag&drop to assign characteristics and key figures to the field groups on
the right. The query or InfoSet query that uses this InfoSet can use all fields in the field groups.
f) Save and generate the InfoSet.

You must save and generate the InfoSet before it can be used.
Choose Save.
Choose Generate.
Create a Query
This describes how to create a query with basic lists on the basis of the InfoSets created in the previous
section.
a) Create a query
Transaction SQ01
Enter a name for the query -> Choose Create
b) Select an InfoSet
Select an InfoSet -> Choose Copy
c) Give the query a title
Enter a title -> Choose Basic List
d) Determine the layout design

Select the fields to be displayed by clicking the checkboxes in the window on the top left of the
screen

Management
Query Painter has been available since Release 4.6A to enable you to define the layout of queries.
This layout painter displays the screen as it is (what you see is what you get).
The procedure previously used for defining queries is still available and must be used for statistics
and ranked lists. When defining queries, you can switch to the classic editor by choosing Settings ->
Settings on the SAP Easy Access screen and then deselecting the graphical query painter indicator.
The layout painter consists of a split screen with four windows the size of which can be varied with the
help of the mouse by dragging the window frames. The windows contain:
• The available fields in a tree list (top left)
• The list layout (top right)
• Information about the currently highlighted list element (lower left)
• Links to documentation and warning or error messages (lower right)
The window on the upper left-hand side of your screen displays a list of all fields you can work with in this
particular list. The fields are displayed in tree form based on the structure of the data source. The tree
structure is the same as the tree structure you use to maintain InfoSets. The difference is that you can
only see fields that you selected in the InfoSet.
The list layout is displayed in the upper left window. Each field is represented by field values. Sample
records are read from the data source. If sample records cannot be read, the layout painter simulates
field values. The layout display corresponds to the structure of the list that will later be generated. It
contains the sequence of fields, headings, colors, totals lines and so on. A number of sample records are
read and displayed to portray the structure of a hierarchical list with multiple rows.

Management
Doubleclick on a field to copy it from the list of available fields to the report definition. You can also
determine which fields you want to use for sorting or summarizing. However, if you use the SAP
ListViewer you can also define these functions directly in the list display (and save them as a display
variant).
e) Save the query

Choose Save -> Exit the processing mode by choosing Back.
f) Execute the query
Select the relevant query -> Choose Execute.
g) Make a selection on the selection screen
The output format you set determines how the data is displayed, for example in the SAP ListViewer
or as a classic list.
QuickView
While SAP Query is a very comprehensive tool for defining reports and different report types such as
basic lists, statistics and ranked lists, QuickViewer offers a more simplified way of generating basic lists.
QuickViewer is suitable both for beginners and for occasional users.
QuickViews are defined based on the user’s requirements. You can convert a QuickView to an SAP
Query for example if you want to make the report accessible to other users or if you want to use the
additional functions available in the SAP Query for the differentiated output of reports.
A QuickView is created in three steps:
- Define the data basis
- Structure a list/selection screen
- Execute a list/selection screen
Create a QuickView
The following are step-by-step instructions for creating a QuickView, using the FTI_TR_POSITIONS
logical database as the data source.
a) Creating a QuickView
Transaction SQVI
Enter a QuickView name and choose Create.
b) Selecting a data source
Enter a title
Select logical database as the data source
Logical database FTI_TR_POSITIONS
Choose Enter.
c) List Field Selection tab
Select the fields that you want to appear in the list either by selecting the checkboxes in the upper
left window or by clicking on the arrow keys in the center of the screen.
d) Selection Fields tab
Select the fields that you want to appear in the selection screen either by selecting the checkboxes
in the upper left window or by clicking on the arrow keys in the center of the screen.

Management
e) Saving your QuickView

Choose Save.
f) Executing your QuickView
Choose Execute.
Make a selection on the selection screen
The output format you set determines how the data is displayed, for example in the SAP ListViewer
or as a classic list.
InfoSet Query
The InfoSet query is a useful tool for maintaining queries within SAP Query and is suitable for developing
queries and for ad-hoc reporting.
All query information, meaning the selection criteria and output, is available on a single screen. The clear
and concise arrangement of screen areas means that even an inexperienced user can quickly
understand the process of generating queries. Graphical interface elements and drag&drop make the tool
easy to use.
Creating an InfoSet Query
The following details an example of how an InfoSet Query can be created. It is based on the
CFM_TR_POSITIONS InfoSet
a) Creating an InfoSet Query
Transaction SQ01
Choose InfoSet Query (do not select an existing query as this would then be used to generate
an InfoSet Query).
b) Selecting an InfoSet
Highlight the InfoSet and choose Continue.
c) Selecting the selection fields
Use the checkboxes to choose selection fields in the window on the upper left. The selection
fields appear in the upper right window.
d) Selecting the output fields
Use the checkboxes to choose output fields in the window on the upper left. The output fields
appear in the lower window (see the figure above).
e) Saving the InfoSet Query
Choose Save and enter a name and title.
f) Executing the InfoSet Query
Choose Execute.
g) The selection screen displays selection fields that are not ready for input for the object,
evaluation period and structure parameters. Only program scopes defined in the InfoSet Query
are ready for input.
Summary
The reporting tool you select depends to a great extent on the conditions. The following table should
assist you in selecting a method:
Reporting Methods Time/Effort Conditions

Management
SAP Query Low/middle • More than one user should be able to access the query.
• It deals with sensitive data that needs to be protected by a
query-specific authorization check.
• Objects and attributes can be obtained using tables, database
view, logical database or table join. The data used as the
basis is selected in the InfoSet.
• Local fields are required to display further data.
• You want to be able to display the data in basic lists, statistics
and ranked lists and/or in hierarchical form.
QuickView Low • Only one user can access the list (no transport). However,
QuickView can be converted to SAP Query.
• Sensitive data that should be protected solely by a
QuickView-specific authorization check is not displayed
because there is no QuickView-specific authorization check.
view, logical database, table join or InfoSet.
• No local fields are required for displaying additional data.
• Data can only be displayed in a basic list (not in statistics or
ranked lists).
• Data can be displayed in non-hierarchical form.
InfoSet Query Low • More than one user should be able to access the query.
• It deals with sensitive data that needs to be protected by a
query-specific authorization check.
view, logical database or table join. The data used as the
basis is selected in the InfoSet.
• Local fields are required to display further data.
• Data can be displayed in basic lists, statistics or ranked lists.
Data cannot be displayed in hierarchical form.

Management
3.Description of the Logical Databases
3.1 Evaluating Positions with Logical Database

FTI_TR_POSITIONS
3.1.1 Where Used

You can use the logical database FTI_TR_POSITIONS to evaluate positions in SAP Treasury and Risk
Management on a given key date. This enables you to analyze all the position components for the
evaluation key date, including:
- Acquisition value
- Book value
- Net present value (NPV)
- Unrealized gains/losses
- Amortization revenues
Moreover, accounting regulations such as IAS or US GAAP prescribe that financial assets must be
subdivided into different holding categories in the balance sheet. Within these categories, unrealized
gains and losses resulting from valuations may need to be treated differently depending on how they
affect profit/loss:
- Affecting profit/loss:
Unrealized gains or losses are posted directly to the profit/loss account.
- Not affecting profit/loss:
Unrealized gains or losses are initially posted to a revaluation reserve. Any opposing write-ups
or write-downs or (partial) outflows must be cleared against this account before they are posted
to the profit/loss account.
The FTI_LDB_TR_POSITIONS logical database enables you to make a distinction between valuation
results that affect the profit/loss account and those that do not.
Additional coding for additional fields
Even though the logical databases available offer you a large number of fields, occasionally the
information supplied by the logical databases will not be sufficient.
When maintaining InfoSets, you have three sources for obtaining additional information:
- Additional tables
- Additional structures
- Additional fields
Using additional tables you can link DDIC tables to the logical database. However, this is only possible if
you can link using foreign keys.
Example:

Management
You want to read characteristics from the central master data table BUT000 in addition to the
business partner attributes provided in the logical database. To do this, you can use the common
"partner number" key (PARTNR) and a table join to link the logical database to the table.. All the
fields in table BUT000 can be used for evaluation (in the same way as the LDB fields).
If you only require individual table fields, we advise that you consider system performance by defining
additional individual fields and then make field entries using your own selection logic, rather than linking
the whole table using a join. You will require additional fields if you want to output information that is
calculated on the basis of original logical database fields.
As an example, the InfoSet CFM_POSITION was created on the basis of the logical database
FTI_LDB_TR_POSITIONS and enlarged with the following six fields:
- Hidden reserve
- Write-down requirement
- Pending gains
- Pending losses
- Security valuation, affecting profit/loss
- FX valuation, affecting profit/loss
- Market value in local currency
These values can be calculated on the basis of existing key figures (fields) and can be useful for various
query evaluations.
Notes:
a) The logical database FTI_LDB_TR_POSITIONS enables cross-evaluations for SAP Treasury and
Risk Management (TR) and CML (Loans). However, the key figures available in the CML area are
restricted to accounting-based basic key figures such as:
o Acquisition value
o Book value
o Valuation
o Amortization
If you require more information for your CML positions you can use the FTI_LO_POSITIONS logical
database instead, which provides a range of key figures and characteristics specific to CML.
b) Evaluations based on the logical database FTI_LDB_TR_POSITIONS are for a given key date:
Example: Position evaluation on 05/31/2005
SAP Query interprets the key date as the position value date or the posting date, depending on
NEW
the key date references selected from the screen.
The position calculation is based on all business transactions up to and including 05/31/05. The
system calculates the position on the key date from these business transactions. Any business
transactions after the key date are not included in the key date position calculation:
... Mar.05 Apr.05 May 05 Jun.05 Jul.05 Aug.05 ...

Business transactions with value Business transactions with value date /
date / posting date <= 05/31/05 are posting date > 05/31/05 are included
included when calculating position when calculating position with month-end
with month-end March 2005. March 2005.

Management
3.1.2 Information about Data Selection

If Queries are defined on the basis of InfoSets, which in turn are based on logical databases, the
corresponding logical database data procurement program automatically provides a selection screen.
The following data selection options are available:
- Product group selection
- The selection of product groups only includes positions of the relevant contract types.
o ⌧ Securities Contract type 2
o ⌧ Loans Contract type 1
o ⌧ OTC transactions Contract Type 4, 5,6
o ⌧ Listed Derivatives Contract Type 6 – Only product categories 700-750
- Selection restrictions
o Valuation area 001 reads the data from the leading valuation area (which is
automatically generated as part of the migration to SAP Enterprise 2.0.)
o The valuation class is implicitly linked to the valuation area. For valuation class
specific evaluations, the relevant valuation area must also be supplied.
o The business partner is interpreted differently depending on the contract type:
In the case of loans (contract type 1), selection is made based on the main
borrower.
In the case of securities (contract type 2), selection is made based on the
issuer.
For all other contract types, selection is made based on the counterparty.
o The key date determines the evaluation period of the positions. As of SAP Enterprise
2.0 (as was previously the case in drilldown reporting), you can use the key date
NEW reference to control how the key date is interpreted. You can evaluate according to:
Value date: The key date refers to the value date of the subledger
positions.
Posting date: The key date refers to the FI posting date.
Note:
Position evaluation usually occurs on only one key date. Multiple individual key dates
or key date intervals are provided using the multiple selection function.
In this case, SAP Query determines the positions for each individual key date. The
key figures used in the query are recalculated for each individual key date and
displayed in a list. You can then compare key dates for a defined period.
Based on this logic, multiple selections result in considerable longer runtimes, so the
number of key dates to be evaluated should be kept as small as possible.
o When calculating position values, you can use the "excluding planned data" indicator
to determine whether planned records should be taken into account. (This was also
possible with transaction FWIW up to and including CFM 2.0). When selections are
made according to the key date reference "posting date," the indicator is irrelevant as

Management
planned records are not taken into account in this case.

Note: This selection logic is not supported for loans in valuation area 001.
o For the area of securities you can also select by securities/securities group. However,
note that a selection based on these characteristics is only possible in position
management if positions have been differentiated by securities account/securities
account group in the corresponding valuation areas. This ensures that the positions
are “tailored” to these characteristics, a prerequisite for relevant data selection.
Some general points to note:
The securities account is the only differentiation criterion selected for a

particular valuation area.
In this case, reports that select positions by securities account group do not
select any data. If the securities account group selection field is left empty,
the corresponding positions are read in and the securities account group
field remains empty.
The securities account group is the only differentiation criterion selected for
a particular valuation area.
In this case, reports that select positions by securities account do not select
any data. If the securities account selection field is left empty, the
corresponding positions are read in and the securities account field remains
empty.
Both the securities account and the securities account group have been
chosen as selection criteria for a particular valuation area.
In this case, you can select positions by both securities account and
securities account group. You cannot, however, run valuations for security
account groups.
As a result, you often have a scenario in which one parallel valuation area
only uses the securities account group as the differentiating criterion, and a
second parallel valuation area only uses the securities account. If you then
evaluate a securities account group (as defined in the securities account
master data) for both valuation areas, and restrict the selection for the
securities account group accordingly, no positions are selected for the
valuation area that is differentiated by securities account, and vice versa.
If the Interpretation of Securities Account Group indicator is set, the
following logic applies:
• If you select positions by securities account group for a valuation
area that is only differentiated by securities account, the system
selects the securities accounts assigned to this securities account
group in the securities account master data.
• In the report display, the otherwise empty Securities Account
Group field is filled.
- Other control parameters

Management
o The evaluation type only needs to be specified on the selection screen if the query
contains a risk key figure (for example, net present value or duration) and the risk
parameters stored under the evaluation type are required to calculate the risk key
figure. In such cases, the evaluation type is required. In all other cases, this field can
be hidden in the selection variant.
o You can use the logical database FTI_TR_LDB_POSITIONS to calculate risk key
figures (such as NPV or duration) in real time. The calculations may be very time-
consuming, depending on the scope of the position. You can therefore calculate the
NEW
key figures in advance and transfer them to the market data buffer using batch
planning (table FTI_MARKET_VALST). You can use parameters on the selection
screen to determine during runtime whether:
• A) the risk key figures should always be recalculated.
• B) the risk key figures should always be read from the market data buffer.
• C) the risk key figures should be read from a custom-defined threshold from
the market data buffer.
As you do this, consider that:
for A) the key figures are always recalculated. Runtimes can therefore
increase considerably.
for B) the system attempts to read the key figures from the market data
buffer. If the system cannot find any values, the key figure is recalculated
online.
for C) the system first determines the number of selected position records. If
this number exceeds the predefined limit2, the system accesses the market
data buffer otherwise the key figures are recalculated.
o You can use the evaluation currency to translate the results of the key figures from the Market
NEW
Risk Analyzer (MRA) into a custom currency, in accordance with MRA logic.
o The display currency must only be specified on the selection screen if the query contains key
figures in display currency. In such cases, the system requires the entry of a display currency
plus a corresponding translation type on the selection screen. In all other cases, this field can be
hidden in the selection variant.
o The price type is used for determining the market value of the security. This selection
parameter is only relevant for this key figure. In all other cases, this field can be
hidden in the selection variant.
o The remaining term gives you an overview of the terms of the capital investments that
belong to the position. The remaining term is computed as the difference between
two dates, as specified on the selection screen.
Remaining term based on key date
The report computes the difference between the
end of term of the financial product and the selected key date.
2
Table FTI_PARAMETERS, Parameter MAXMV

Management
Remaining term based on the current date

The report computes the difference between the
end of term of the financial product and the current system date.
Remaining term based on the reference date
An additional date field is displayed. The report computes the difference between
the
end of term of the financial product and the specified reference date.
Three characteristics are available in the logical database for the output of
the remaining term:
• Remaining term in days
• Remaining term in months
• Remaining term in years
o If the Historical Acct Ass.Ref. indicator is selected, the system may refer to historical
data instead of reading the current account assignment reference when evaluations
are made in the past. For example, if an account assignment reference transfer was
posted in the past, the system displays the account assignment references and G/L
accounts as per the respective key date.
o The logical database provides a standard application log which groups together
information and error messages. The log may be hidden (Error Log Display indicator)
or stored on the application server. You can use transaction SLG1 to display the logs
at a later stage. (Selection in program SAPDBFTI_TR_POSITIONS).
o Hide Zero Records
If all the key figures selected during the report definition display a key date value of
zero, this indicator can be used to eliminate the data records.
o Summarize Results See Section 0 Summarizing Results Using Characteristics

3.1.3 Field Selection for Logical Database FTI_TR_POSITIONS

A comprehensive range of characteristics and key figures is available for position evaluations using the InfoSet CFM_POSITION. You can use these to define
Queries depending on your requirements. The following explanations are to help you to interpret individual characteristics and key figures correctly and thus decide
whether the characteristic or key figure should be included in your Query.
Tech. Field Name Name Description

MANDT Client Client
BUKRS Company Code Company Code
This key determines the country and is defined in the company code table T001 for the company code. This attribute should not be
LAND1 Country key for the company code
confused with the Business Partner Country (CNTRY_COMP field) characteristic.
The accounting code is an organizational unit in position management. Each accounting code corresponds to a single company code
TR_ACC_CODE Accounting code
(1:1 relationship). For reporting purposes therefore, accounting code and company code can be used as synonyms.
More than one valuation area can be managed in the financial subledger to enable you to valuate financial transactions on the basis of
VALUATION_AREA Valuation Area
different accounting regulations.
The valuation class is used to classify financial investments in a specific valuation area by asset type. Examples of valuation classes are
VALUATION_CLASS Valuation class current assets and fixed assets for a German HGB valuation area, or trading, available for sale (AfS), and held to maturity (HTM) for an
IAS valuation area.
The position management procedure determines which steps are used in key date valuation or in generating the derived business
POS_MAN_PROC Position Management Procedure transactions and also the sequence in which the steps are performed. The position management procedure determines position
management and position valuation.
GSART Product Type The product type is used to differentiate/structure investments.
The portfolio is generally used to group or structure financial investments, for example, the EUROPE portfolio comprises securities
account DE (Germany), securities account FR (France) and securities account CH (Switzerland). You can also differentiate positions in
PORTFOLIO Portfolio
position management on portfolio level, i.e. portfolio is used here as a term for differentiating. However, this also means that an
evaluation on portfolio level is only possible if position differentiation is carried out for each portfolio.
SECURITY_ID Security ID number Unique means of identifying a security.
LOANS_CONTRACT Contract Number Unique loan contract number
Management
In the areas
- Securities
- Listed options and futures
- Loans
a position is always made up of a number of financial transactions. (Exception: Single position management (lot accounting). In this
case, each transaction constitutes a position). An assignment of transaction to position is therefore not relevant.
Financial transaction creating the
DEAL_NUMBER
position The “Financial transaction creating the position” field is therefore only filled for financial transactions that create a position in position
management when concluded. This is the case for the areas
• Money market
• Foreign exchange
• Deterministic and optional OTC instruments
In this case, the transaction number is used as the differentiating characteristic for position management.
You can define how positions should be created within position management by using various differentiation terms. Positions are used
as the basis for valuation as well as for generating the derived flows.
One possible differentiation term is the securities account group. You can define several securities account groups in Customizing for
ACCOUNT_GROUP Securities account group parallel position management. You can then assign securities accounts to these securities account groups in the master data for the
securities accounts.
The Securities Account Group field is only filled in position management if you have defined the securities account group as a
differentiation term for the respective valuation area.
SECURITY_ACCOUNT Securities account The Securities Account field is only filled in position management if you have defined the securities account as a differentiation term for
the respective valuation area.

Page 23 / 159
Management
Futures account for listed options The futures account is an organizational entity used by banks to manage futures and listed options. (similar to securities accounts for
POSITION_ACCOUNT
and futures securities)
FLAG_LONG_SHORT Indicator: Long or short position L = Long position, S = Short position; Only relevant for options and futures.
In position management, positions can be managed according to various differentiation criteria. One way of classifying positions is to
LOT_ID Lot ID manage single positions (lots). The lot represents the smallest possible unit for position management. A lot is always generated by a
business transaction that involves a change in the number of units or in the nominal amount. (Purchase, transfer posting etc.)
DLOTGENERATION Lot generation date The date on which the single position was generated.
TLOTGENERATION Lot generation time The time at which the single position was generated.
LOTGENERATION_USER Lot created by (user) The user who triggered the generation of the lot.
The business transaction category describes the business transaction that generated the lot, for example
- Purchase
LOTGENERATION_BUSTRANS Business transaction category that - Transfer
CAT generates lots
- Corporate action
SANLF Product category The product type is used to differentiate investments.

STICHTAG Key date Time of evaluation. The key date refers to the value date/posting date of the position, depending on the key date reference.
RANTYP_R Contract type The contract type enables you to structure product categories on the basis of modules.
This account assignment reference is used only for loans in the operative valuation area (valuation area 001).
Account assignment reference:
RREFKONT_R The account assignment reference is created in Loans Management from the values of various master data fields. It can be used to
Loans, operative
control the account determination. In addition, the account assignment reference can be used to differentiate between the position
accounts in the general ledger (capital and/or additional receivables).
ACC_ASS_REF Account assignment reference in This account assignment reference is used for all positions in new position management (Treasury + CML parallel).-

Page 24 / 159
Management
position management
You can use the account assignment reference to determine the FI G/L account in which the position is to be managed. You create the
account assignment references independent of the valuation areas.
HKONT G/L account for G/L accounting Balance sheet account which is generally determined by the corresponding account assignment reference.
DBLFZ Start of term Start of term
DELFZ End of term End of term
RLZTG Remaining term in days Difference between the end of the term of a financial product and a second date reference, such as:
RLZMO Remaining term in months 1. A fixed reference date (entered in the selection screen)
RLZJA Remaining term in years 2. Today’s date
UEBTG Overdue period in days 3. The evaluation key date
UEBMO Overdue period in months The "remaining term" and the "overdue period" are both available as reporting characteristics and key figures. You can use the

Page 25 / 159
Management
UEBJA Overdue period in years

Page 26 / 159
Management
The field contains the number of the partner with whom you have a commitment. This commitment usually entails an associated default
risk. The type of partner depends on the nature of the commitment:
Business partner with whom you • For securities and listed options and futures, this field contains the issuer.
PARTNR
have a commitment
• For money market, foreign exchange and OTC derivatives, this field contains the counterparty.
• For loans, this field contains the main borrower.
This indicator shows whether your business partner is a natural person, an organization or a group of natural persons or organizations.
TYPE Partner category Additional information, such as the age, sex or income of natural persons, or founding year, legal form and so on of an organization, are
based on this indicator.
An industry system groups and categorizes several industries together.
You can create different industry systems each with their own catalog of industries. An industry can also be assigned to more than one
industry system. Example: The business partner SAP is assigned to different industries in different industry systems.
Industry system Industry
ISTYPE Industry system
EuroStoxx HighTech & IT
DAX Technology
S&P500 Software
Companies are split into different “industries” based on their core business. An industry could be trade, banking, services, heavy
industry, health services, civil services, media and so forth.
IND_SECTOR Industry Sector
Industries can be assigned to different industry systems.
Country where the business This shows the country in which the registered office of the company or the organization is located. This attribute is often used to
CNTRY_COMP
partner is legally registered determine the relevant account assignment reference.
LEGAL_ENTY Legal form of the organization Legal form (for example, limited partnership with limited liability, stock corporation)

Page 27 / 159
Management
Legal entities are the legally responsible organizations for companies with dependent legal status
LEGAL_ORG Legal entity of the organization
In the case of business partners categorized as “organization” you can enter the legal entity of the company for evaluation purposes.
The nationality of a natural person.
NATION Nationality
The characteristics “country key” in limit management and “country of origin” in account assignment reference refer to this field for
natural persons.
STATE Citizenship Indicates legal membership of a state.

Each business partner is assigned to a business partner group when it is created. The grouping specifies whether the business partner
GROUP_ID Business partner grouping
number is defined internally by the system or manually by the user.
GROUP_D Target Group Assigns the business partner to a custom target group.
STAFF_GRP Employee group This field defines the business partner’s position within his or her company (for example, manager or managing director).
This field describes – in relation to the company code – possible relationships to other companies (for the issuer role). This
COMP_RE Company relationship
characteristic is often used for account assignment determination.
SOLVNCY Credit standing The credit standing describes your business partner’s solvency.
The rating is an abbreviated credit standing classification published by one of the established rating agencies (for example, Aaa, Aa3,
RATING Rating indictator
according to Moody’s rating scale).
Institute providing credit standing
SOL_INS Indicates the name of the rating agency (S&P, Moody’s, etc.)
information
Status of credit standing
SOL_INF Shows the status of the credit rating information.
information
SOL_I_D Date of credit standing information The date on which the information regarding the business partner’s credit standing was issued.
The transaction type defines which transactions were carried out in combination with a certain product type, for example, investing and
SFHAART Transaction type
borrowing fixed-term deposits / deposits at notice or sale and purchase of stocks.
FINPROJ Finance project Finance project is used to define a common term by which you can identify related transactions.

Page 28 / 159
Management
A master agreement is used to specify agreements and conditions by which individual transactions in the master agreement must abide.
RMAID Master agreement The master agreement can currently be used for fixed-term deposits and deposits at notice, commercial papers and cash flow
transactions.
The guarantor of a financial transaction assumes the risk associated with the transaction. If a guarantor that differs from the
RGARANT Guarantor of a financial transaction counterparty has been specified for the transaction, the limit utilization resulting from the transaction relates to the guarantor instead of
the counterparty.
User-defined text field:
NORDEXT External Reference
This field can be used, for example, to list, in the SAP system, the number which your business partner uses to manage a transaction.
ZUOND Assignment
A user-defined assignment for grouping transactions.
REFER Internal Reference
A field that can be assigned by the user to create internal references, for example, between transactions and other objects within the
SAP system.
MERKM Characteristics
A field that can be assigned by the user for identifying transactions.
RDEALER Trader Name or short name of the in-house trader responsible for the transaction.
Name or number of the depository bank from partner management.
RDPBANK Depository bank
The depository bank characteristic is only displayed for position management if a differentiation term has been defined at securities
account level in Customizing.

Page 29 / 159
Management
You can use the securities account type to differentiate between various securities account categories. You can create securities
account types for the following securities account categories:
- Asset Securities Account

SECACC_TYPE Securities Account Type
- Issuance Securities Account
- Lending Securities Account
SECACC_CAT Securities Account Category See also: Securities account type

This indicator specifies the balance sheet position to which this position is assigned in accordance with reporting requirements for
SBILK Balance sheet indicator
insurance companies stipulated by the Federal Supervisory Office for Insurance Associations.
SNOTI Quotation indicator The indicator specifies whether the security is unit-quoted or percentage-quoted.
Indicator for differentiating the security type.
ALWPKL General security classification
The user can customize the values and classify all securities for evaluation purposes independently of system settings, such as product
type or product category.
SWERTTYP Indicator: Security type Indicator for the security type according to the form of transfer (for example, bearer security).
Institute giving credit rating
SOL_INS_RANL information for securities ID Indicates the name of the rating agency (S&P, Moody’s, etc.)
numbers
Rating securities ID number The rating is an abbreviated credit standing classification published by one of the established rating agencies (for example, Aaa, Aa3,
RATING_RANL according to Moody’s rating scale).
indicator
Indicator for differentiating bonds.
SWPKLASS Bond classification The user can define values and classify bonds in Customizing for evaluation purposes independently of system settings, such as
product type or product category.
SAKAR Stock Category Indicates whether the stock is preferred stock or common stock.

Page 30 / 159
Management
SFOART Indicator: Fund category Indicates whether the fund is an open or closed fund
The fund type indicates the user-defined differentiation of investment funds according to the type of investment. (Stock funds / bond
SFOTY Indicator: Fund type
funds / fund of funds etc.)
SARTBET Shareholding Type The shareholding type indicates the type of shareholding, such as subsidiaries, holdings etc.
SBOERNOT Indicator: Listed The indicator shows whether the price of a security is determined on an exchange or over-the-counter.
VVRANLWX Secondary index class data Secondary index that can be maintained in addition to the securities key.
RHANDPL Exchange The exchange is specified on which the entered market value or market price was found.
AAAAKTIE Number of issued stocks The number of stocks issued with this ID number.
Nominal value per stock, The nominal value is the stated value of an issued security. (Nominal value)
KBNEWE
independent of currency
KZAHLAKT Pay-in rate The pay-in rate for partially paid stocks.
The interest category field describes the interest rate condition for the key date:
1 = Zero
2 = Fixed interest amount

INT_CAT Interest category
3 = Variable interest calculation
4 = Fixed interest calculation
5 = Complex interest calculation (variable and fixed interest)
PKOND Interest rate Nominal interest of a capital investment.

BKOND Interest rate as an amount Alternative interest amount (as opposed to an interest rate).
The effective interest rate indicates the actual revenue of an interest-bearing bond or the actual cost of a loan, taking various cost and
PEFFZINS Effective interest rate
revenue determinants into account.

Page 31 / 159
Management
This indicator shows the method used to determine the effective interest. The field can contain one of the following methods:
• PAngV
• AIBD/ISMA
• Braess
Effective interest method (financial • Moosmüller

SEFFMETH
mathematics) • US method
• EU Act/365
• EU 30, 42/363
• Linear
See note 316142 for further information about effective interest rate methods.
SHWHR Local currency Currency of the company code.
You define a local currency for each valuation area. This is the currency in which the positions are managed. The valuation area-specific
SVWHR Valuation currency
"local currency" is referred to as the valuation currency.
Position currency (currency of The position currency is the currency used to manage the position. In the securities module, position currency and issue currency are
SBWHR
position amount) identical.
The display currency is used to convert key figures to a custom (second) currency which can be entered on the selection screen.
ANZGW Display currency
If for example you want to produce a consolidated report for several company codes within a group (with different local currencies), all
position currencies can be converted to a common display currency.
CALC_CCY Evaluation currency When evaluating risk, you can define a calculation currency to translate risk key figures.
Nominal currency
WVERB1 Currency of the outgoing side for exchange transactions (swaps, foreign exchange transactions)
borrowing/sale/outgoing side/short

Page 32 / 159
Management
Nominal currency Currency of the incoming side for exchange transactions (swaps, foreign exchange transactions)
WFORD1 investment/purchase/incoming
side/long
SWHRKOND Interest currency Currency in which interest is received or paid.
The number of units is a position value and applies for unit-quoted financial instruments and indicates the number of units on the
UNITS No. of units
evaluation key date.
Indicates the number of units locked for the evaluation key date for unit-quoted financial instruments. (due to a disposition block, for
UNITS_LOCKED Number of locked units
example.)
Nominal amount in position
NOMINAL_AMT_PC The nominal amount refers to percentage-quoted securities and indicates the nominal amount on the evaluation key date.
currency
Locked nominal amount in position The nominal amount locked refers to percentage-quoted financial instruments and indicates the nominal amount that is locked on the
NOMINAL_AMT_LO_PC
currency evaluation key date.
Nominal amount in display
NOMINAL_AMT_DC As above
currency
Locked nominal amount in display
NOMINAL_AMT_LO_DC As above
currency (from position currency)
Original nominal amount in position For bonds with installment repayments, the original nominal amount indicates how high the nominal amount was at the time of
NOMINAL_ORG_AMT_PC
currency acquisition.
Nominal value, outgoing side, The nominal amount, outgoing side, contains the nominal amount in the currency of the outgoing side for exchange transactions
NOMINAL_AMT_OUT_PC
outgoing position currency (swaps, forex transactions).
Nominal value, incoming side, The nominal amount, incoming side, contains the nominal amount in the currency of the incoming side for exchange transactions
NOMINAL_AMT_IN_PC
position currency (swaps, forex transactions).
Nominal value, outgoing side,
NOMINAL_AMT_OUT_DC As above
display currency
Nominal value, incoming side,
NOMINAL_AMT_IN_DC As above
display currency

Page 33 / 159
Management
Accrued interest in position The key figure accrued interest contains the accrued interest that is not yet due, calculated exactly for the key date.
ACC_INTEREST_PC
currency If the asset were to be sold on the key date, this value would be the interest revenue earned.
Accrued interest in display currency
ACC_INTEREST_DC As above
(from display currency)
A position in the CFM subledger comprises a range of components. The purchase value is the basic component of a position.
PURCH_PC Purchase value in position currency In the Customizing settings for the position management category, you can specify whether capitalized costs should be included in the
purchase value (costs inclusive) or treated as a separate cost component (costs exclusive). In this case, the purchase value also
contains the capitalized costs.
PURCH_LC Purchase value in local currency As above
Purchase value in valuation
PURCH_VC As above
currency
Purchase value in display currency
PURCH_DC As above
(from position currency)
The purchase value is the most basic element of a position.
In the Customizing settings for the position management category, you can specify whether capitalized costs should be included in the
purchase value or treated as a separate cost component.
Acquisition value in position
AQU_VAL_PC o If the costs are managed separately:
currency
Acquisition value = Purchase value + capitalized costs
o If the costs are included in the purchase value:

Acquisition value = Purchase value
AQU_VAL_LC Acquisition value in local currency As above

Acquisition value in valuation
AQU_VAL_VC As above
currency
Acquisition value in display
AQU_VAL_DC As above

Page 34 / 159
Management
The book value is calculated from the sum of these original position components, that means that the book value is the
sum of
Purchase value
+ Capitalized costs
+ Valuation of the security component (or security valuation not affecting P/L)
+ Valuation of the foreign currency component (or foreign currency valuation not affecting P/L)
+ Valuation of the index (or index valuation not affecting P/L)

BOOK_VAL_PC Book value in position currency
+ Valuation of capitalized costs, security (or valuation of costs, security, not affecting P/L)
+ Valuation of capitalized costs, foreign currency (or valuation of costs, foreign currency, not affecting P/L)
+ Amortization
+ Impairment
+ Cumulative repayment
BOOK_VAL_LC Book value in local currency As above

BOOK_VAL_VC Book value in valuation currency As above
Book value in display currency
BOOK_VAL_DC As above

Page 35 / 159
Management
The capitalized costs increase the balance sheet position. These costs can be:
o Managed as a separate cost component (excluding costs)

CHARGE_PC Costs in position currency o Included in the purchase value (including costs)
The position change category you assign in Customizing for position management determines whether or not costs are included in the
purchase price.
CHARGE_LC Costs in local currency As above
CHARGE_VC Costs in valuation currency As above
Costs in display currency (from
CHARGE_DC As above
position currency)
The book value excluding costs is calculated from the sum of these original position components, that means that the book value is
the sum of
Purchase value
+ Valuation of the security component (or security valuation not affecting P/L)
+ Valuation of the foreign currency component (or foreign currency valuation not affecting P/L)
Book value excluding costs in
BOOK_VAL_EX_PC + Valuation of the index (or index valuation not affecting P/L)
position currency
+ Amortization
+ Impairment
+ Cumulative repayment
Book value excluding costs in local

BOOK_VAL_EX_LC As above
currency

Page 36 / 159
Management
BOOK_VAL_EX_VC As above
valuation currency
BOOK_VAL_EX_DC display currency (from position As above
currency)
The position management procedure you have assigned determines the valuation steps for key date valuation (security valuation,
foreign currency valuation and/or index valuation). The valuation may be based on a market price (securities) or on a defined net
Security valuation in position present value (money market, foreign exchange, derivatives, loans).
VAL_TI_PC
currency
The position component security valuation contains the total of the write-ups and write-downs for the security to date.
VAL_TI_LC Security valuation in local currency As above
Security valuation in valuation
VAL_TI_VC As above
currency
Security valuation in display
VAL_TI_DC As above
foreign currency valuation and/or index valuation). The system calculates the foreign currency write-ups and write-downs on the basis of
Foreign currency valuation in local the defined rate type.
VAL_FX_LC
currency
The position component foreign currency valuation contains the total of the write-ups and write-downs for the foreign currency to date.
Foreign currency valuation in
VAL_FX_VC As above
valuation currency
Valuation of capitalized costs, present value (money market, foreign exchange, derivatives, loans). Any capitalized costs are written up or down proportionately.
VAL_CH_TI_PC
security, in position currency
The position component valuation of capitalized costs, security contains the total of the proportionate write-ups or write-downs for the
security element of the capitalized costs.

Page 37 / 159
Management
Valuation of capitalized costs,
VAL_CH_TI_LC As above
security, in local currency
VAL_CH_TI_VC As above
security, in valuation currency
VAL_CH_TI_DC As above
security (from position currency)
foreign currency valuation and/or index valuation). The system calculates foreign currency write-ups or write-downs on the basis of the
Valuation of capitalized costs, FX, defined rate type. Any capitalized costs are written up or down proportionately.
VAL_CH_FX_LC
in local currency
The position component valuation of capitalized costs, foreign currency contains the total of the proportionate write-ups or write-
downs for the foreign currency element of the capitalized costs.
Valuation of capitalized costs, FX,
VAL_CH_FX_VC As above
in valuation currency

Page 38 / 159
Management
The valuation steps for key date valuation depend on the position management procedure you have assigned. You can value the
security, foreign currency and index components. For percentage-quoted securities, you can also calculate the amortization amount for
the evaluation key date. This amount is calculated on the basis of:
• The assigned amortization procedure
o LAC (Linear Amortized Cost Procedure)
o SAC (Scientific Amortized Cost Procedure)

AMORT_PC Amortization in position currency
• The amortization method used:
o Net
o Gross (Premium/discount is managed as a separate accrual/deferral item)
The position component amortization therefore contains the total of the amortization amounts calculated so far on the basis of the
specified amortization procedure and method.
AMORT_LC Amortization in local currency As above
AMORT_VC Amortization in valuation currency As above
Amortization in display currency
AMORT_DC As above

Page 39 / 159
Management
A function has been specially developed so that you can record impairments in accordance with IAS 39. The following features are
provided:
• Define impairment rates or values
• Execute and reverse postings due to impairment
IMPMNT_PC Impairment in position currency
• Manage existing impairments for outflows and transfer postings.
• Reporting for existing impairments
These functions have not been generally released. If you want to use these functions, a special release is required. In this case,
contact your SAP sales representative.
IMPMNT_LC Impairment in local currency As above
IMPMNT_VC Impairment in valuation currency As above
IMPMNT_DC Impairment in display currency As above
In this component the total of all installment repayments to date are displayed if the position management category “Securities/Loans
Cumulative repayment in position with Installment Repayment without Index-linked Bonds” is defined in the corresponding position management procedure.
REPAYMENT_PC
currency Unlike a final or unscheduled repayment, not every position component is proportionally reduced for an installment repayment. The
component is incorporated in the amortized acquisition value.
Cumulative repayment in local
REPAYMENT_LC As above
currency
Cumulative repayment in valuation
REPAYMENT_VC As above
currency
Cumulative repayment in display
REPAYMENT_DC As above
currency
Amortized acquisition value in The amortized acquisition value is the original acquisition value plus all amortizations and cumulative repayments up to the evaluation
AMAQU_VAL_PC
position currency key date.
Amortized acquisition value in local
AMAQU_VAL_LC As above
currency

Page 40 / 159
Management
Amortized acquisition value in
AMAQU_VAL_VC As above
valuation currency
Amortized acquisition value in
AMAQU_VAL_DC display currency (from position As above
currency)

Page 41 / 159
Management
• The method used:
o Net
Cleared discount deferral / tax
DISAGIO_PC o Gross
compensation in position currency
When securities are managed using the gross method, the premium or discount deferral to be cleared is recorded as a separate deferral
item.
In the case of investment fund units, revenue that is reinvested is regarded for tax purposes as a fictitious payout in the reinvestment
year. This is achieved by creating a tax compensation item on the asset side of the balance sheet, which has to be cleared to the profit
and loss account if the shares are sold.
The cleared premium / discount deferral / tax compensation item therefore contains:
• Bonds and loans: The premium or discount deferral that has been cleared to date for the selected position and key date
(product categories 40-70 / 300-330)
• Investment funds: The capitalized tax compensation amount (product category 20)

DISAGIO_LC As above
compensation in local currency
DISAGIO_VC As above
compensation in valuation currency

Page 42 / 159
Management
DISAGIO_DC As above
compensation in display currency
present value (money market, foreign exchange, derivatives, loans).
Security valuation, not affecting Certain accounting regulations (such as IAS) prescribe that any unrealized price/rate gains or losses resulting from a key date valuation
VAL_TI_NPL_PC
P/L, in position currency must be disclosed as separate items (OCI – "Other Comprehensive Income"). If opposing write-ups or write-downs result from later key
date valuations, they must be cleared against the OCI position before they can be posted to the profit and loss account.
The position component security valuation, not affecting P/L contains the balance of these revaluation reserves for the security
valuations to date.
Security valuation, not affecting
VAL_TI_NPL_LC As above
P/L, in local currency
VAL_TI_NPL_VC As above
P/L, in valuation currency
Security valuation not affecting P/L
VAL_TI_NPL_DC in display currency (from position As above
currency)
the defined rate type.
Foreign currency valuation, not Certain accounting regulations (such as IAS) prescribe that any unrealized price/rate gains or losses resulting from a key date valuation
VAL_FX_NPL_LC must be disclosed as separate items (OCI – "Other Comprehensive Income"). If opposing write-ups or write-downs result from later key
affecting P/L, in local currency
The position component valuation of capitalized costs, foreign currency, not affecting P/L contains the balance of these revaluation
reserves for the foreign currency valuations to date.
Foreign currency valuation, not

VAL_FX_NPL_VC As above
affecting P/L, in valuation currency

Page 43 / 159
Management
present value (money market, foreign exchange, derivatives, loans). Any capitalized costs are written up or down proportionately.
Valuation of capitalized costs, Certain accounting regulations (such as IAS) prescribe that any unrealized price/rate gains or losses resulting from a key date valuation
VAL_CH_TI_NPL_PC security, not affecting P/L, in must be disclosed as separate items (OCI – "Other Comprehensive Income"). If opposing write-ups or write-downs result from later key
position currency date valuations, they must be cleared against the OCI position before they can be posted to the profit and loss account.
The position component valuation of capitalized costs, security, not affecting P/L contains the balance of these revaluation reserves
for the costs, based on the security valuations to date.

VAL_CH_TI_NPL_LC security, not affecting P/L, in local As above
currency
VAL_CH_TI_NPL_VC security, not affecting P/L, in As above
valuation currency
Valuation of security costs, not
VAL_CH_TI_NPL_DC affecting P/L, in display currency As above
(from PC)
defined rate type. Any capitalized costs are written up or down proportionately.
Valuation of capitalized costs, FX, Certain accounting regulations (such as IAS) prescribe that any unrealized price/rate gains or losses resulting from a key date valuation
VAL_CH_FX_NPL_LC must be disclosed as separate items (OCI – "Other Comprehensive Income"). If opposing write-ups or write-downs result from later key
not affecting P/L, in local currency
The position component valuation of capitalized costs, foreign currency, not affecting P/L contains the balance of these revaluation
reserves for the costs, based on the foreign currency valuations to date.

Page 44 / 159
Management
VAL_CH_FX_NPL_VC not affecting P/L, in valuation As above
currency
All open futures positions are revalued by the respective futures and options exchange at the end of each trading day. This mark-to-
Variation margin in position market valuation is used to calculate the gains and losses (= variation margin) of the futures positions resulting from daily market
VARMAR_PC fluctuations. The variation margin is credited or debited on a daily basis. If this brings the balance below the initial margin, enough
currency
capital must be injected to restore the original initial margin. .
VARMAR_LC Variation margin in local currency As above

Variation margin in valuation
VARMAR_VC As above
currency
Variation margin in display
VARMAR_DC As above
currency
The system compares the difference between the exchange rates purchase currency / local currency on the contract date with the
Spot valuation of purchase difference on the valuation key date.
SPOTVALP_LC
currency in local currency
The resulting difference is indicated by the component spot valuation, purchase currency.
Spot valuation of purchase
SPOTVALP_VC As above
currency in valuation currency
The system compares the difference between the exchange rates sale currency / local currency on the contract date with the difference
Spot valuation of sale currency in on the valuation key date.
SPOTVALS_LC
local currency
The resulting difference is indicated by the component spot valuation, sale currency.
Spot valuation of sale currency in
SPOTVALS_VC As above
valuation currency

Page 45 / 159
Management
The swap accrual/deferral key figure delivers results for the following components:
o Foreign exchange (only in local and valuation currency)
o Forward bonds
Swap/margin accrual/deferral in o Repos

SWAPACC_PC
position currency In the foreign exchange area, the difference between the agreed forward rate and the spot rate on the contract date (swap) is
accrued/deferred over the term.
In the case of forward bonds, the difference between the agreed forward rate and the spot rate on the contract date (margin) is
For repos, the difference between the agreed repo price and the spot price on the contract date (margin) is accrued/deferred. In this
case, however, the interest lost and accrued interest (repo) or the interest received (reverse repo) is also taken into consideration.
Swap/margin accrual/deferral in
SWAPACC_LC As above
local currency
SWAPACC_VC As above
valuation currency
SWAPACC_DC As above
display currency
During the valuation, the system determines the change in the value of the swap rate between the contract date and the valuation key
date.
SWAPVAL_LC Swap valuation in local currency
The resulting difference is indicated by the swap valuation component.
Swap valuation in valuation
SWAPVAL_VC As above
currency
For percentage-quoted securities: The price is calculated on the basis of the purchase value and nominal value in display currency.
Purchase price for percentage- Since the price is expressed as a ratio, it is not affected by the exchange rate.
KAKUPR
quoted securities in %
Purchase Price = Purchase Value / Nominal Amount x 100.

Page 46 / 159
Management
Purchase price per unit, if the number of units is greater than zero:
Purchase price for unit-quoted
KAKSBW
securities in position currency
Purchase Price = Purchase Value / Units
For percentage-quoted securities: The price is calculated on the basis of the purchase value and nominal value in display currency.
Acquisition price for percentage- Since the price is expressed as a ratio, it is not affected by the exchange rate.
ANKUPR
quoted securities in %
Acquisition Price = Acquisition Value / Nominal Amount x 100
Acquisition price per unit, if the number of units is greater than zero:
Acquisition price for unit-quoted
ANKSBW
Acquisition Price = Acquisition Value / Number of Units
For percentage-quoted securities: The price is calculated on the basis of the book value in display currency. Since the price is
Book price for percentage-quoted expressed as a ratio, it is not affected by the exchange rate.
BUKUPR
securities in %
Book Price = Book Value / Nominal Amount x 100
Book price per unit, if the number of units is greater than zero:
Book price for unit-quoted
BUKSBW
Book Price = Book Value / Units
The market price contains the price of the security on the key date for percentage-quoted securities.
Market price / % (for percentage- The system reads the price for the price type specified on the selection screen from the security price table ATRAS.
KURSPR
quoted securities)
This key figure is only relevant for securities.

Market price/unit in position
KURSBW As above
currency (for unit-quoted securities)

Page 47 / 159
Management
The market value is the actual market value for the evaluation key date. The market value is used as the basis for calculating write-ups
and write-downs for key date evaluations for securities.
Market value (only securities) in
MARKET_PC
position currency To calculate the market value, the system retrieves market prices according to the settings in the position management procedure.
The market value is only filled for the securities area.
Market value (only securities) in
MARKET_DC display currency (from position As above
currency)
Accrued interest in position Only relevant for fixed-interest securities: Accrued interest that is not yet due, calculated exactly for the key date. If the asset were to be
STUECKZINS_PC sold on the key date, this value would be the interest revenue earned.
currency
STUECKZINS_DC Accrued interest in DC (PC) As above

Risk management NPV in position The NPV shows the fair price of an investment currently valid on the market, taking all expected cash flows into account. The NPV can
NPV_PC
currency be determined online using the NPV calculator, or by using the market data buffer.
RM net present value in display
NPV_DC As above
currency from position currency
Risk management NPV in
NPV_CC As above
evaluation currency
Risk management NPV incoming
NPV_LONG_PC side in the position currency of the The net present value of the incoming side is determined for exchange transactions (swaps, foreign exchange transactions).
incoming side
Risk management NPV outgoing
NPV_SHORT_PC side in the position currency of the The net present value of the outgoing side is determined for exchange transactions (swaps, foreign exchange transactions).
outgoing side
Risk management NPV incoming
NPV_LONG_CC As above
side in evaluation currency
Risk management NPV outgoing
NPV_SHORT_CC As above

Page 48 / 159
Management
The clean price is the market value excluding accrued interest. By contrast, the dirty price is the effective price you pay when you
CLEAN_PRICE_PC Clean price in position currency
purchase a bond (in other words, the clean price plus the proportionate accrued interest since the last coupon payment).
Clean price in display currency
CLEAN_PRICE_DC As above
from position currency
CLEAN_PRICE_CC Clean price in evaluation currency As above
The basis point value of a bond indicates the absolute amount by which the value of a bond changes if the interest rate changes by
Basis point value in position one basis point (=0.01%=0.0001). The net present value of a bond is determined in case it is quoted half a basis point (=0.00005) below
BPVALUE_PC
currency or above its current yield. The difference between these two amounts indicates more or less the absolute amount by which the value of
the bond would change if the yield were to increase or decrease by one basis point.
Basis point value in display
BPVALUE_DC As above
Basis point value in evaluation
BPVALUE_CC As above
currency
The duration (according to Macaulay) is defined as a weighted average of the times when the payments will occur. The
MAC_DURATION Macaulay duration net present values of interest and redemption payments are used as weighting factors. The duration therefore is simply a
weighted average of the cash flow times (interest and redemption payments)
The Fisher-Weil duration specifies the percentage change in the price of the bond if the market interest level changes. The duration
MOD_DURATION Fisher-Weil duration measures the impact on the price when triggered by marginal interest rate changes, and demonstrates how sensitive the bond price is
to the market interest rate.
Convexity is a measure of how a bond changes in price in relation to rising and falling interest rates. An ordinary bond
with coupon and full repayment upon maturity will show a greater increase in price when there is a reduction in the yield
CONVEXITY Convexity with 5 decimal places compared to the loss in price if the yield rises. Convexity is characterized by a change in the duration of the bond in the
case of changing yields.
Delta, 1st derivation of the premium The delta of an option specifies the amount by which the theoretical value of the option changes if the price of the
DELTA based on the price of the underlying changes by one unit. Call options have a positive delta and put options have a negative delta.
underlying

Page 49 / 159
Management
Gamma, 2nd derivation of the The gamma of an option specifies the amount by which a warrant's delta changes if the price of the underlying changes by one unit. For
GAMMA premium based on the price of the both call and put options: Gamma >= 0.
underlying
The theta of an option specifies the amount by which the theoretical value of an option changes if the remaining term changes by one
Theta, 1st derivation of the day. Call options have positive theta because the net present value of the exercise price drops over time whilst the rate is more likely to
THETA
premium, time-based increase. This means that the theta of the put option can be positive, negative, or zero.
Vega, 1st derivation based on the The vega of an option specifies the amount by which the value of an option changes if the volatility of the underlying changes by one
VEGA percentage point.
volatility
Security valuation in position
S_VAL_TI_PC The position component security valuation contains the total of the write-ups and write-downs for the security to date.
currency (simulation)
By contrast, the key figure security valuation, simulation contains a fictitious total of the security write-ups and write-downs - as if a
valuation had been carried out for the evaluation key date.
Security valuation in local currency
S_VAL_TI_LC As above
(simulation)
Security valuation in valuation
S_VAL_TI_VC As above
Security valuation in display
S_VAL_TI_DC As above
Foreign currency valuation in local
S_VAL_FX_LC
currency (simulation) The position component foreign currency valuation contains the total of the write-ups and write-downs for the foreign currency to date.
By contrast, the key figure foreign currency valuation, simulation contains a fictitious total of the foreign currency write-ups and write-
downs - as if a valuation had been carried out for the evaluation key date.

Page 50 / 159
Management
Foreign currency valuation in
S_VAL_FX_VC As above
valuation currency (simulation)
S_VAL_CH_TI_PC security, in position currency The position component valuation of capitalized costs, security contains the total of the proportionate write-ups or write-downs for
(simulation) the security element of the capitalized costs.
By contrast, the key figure valuation of capitalized costs, security, simulation contains a fictitious total for the security write-up or
write-down relating to the costs - as if a valuation had been carried out for the evaluation key date.
S_VAL_CH_TI_LC security, in local currency As above
(simulation)
S_VAL_CH_TI_VC security, in valuation currency As above
(simulation)
Costs valuation for securities in
S_VAL_CH_TI_DC As above
display currency (simulation)
The position management procedure you have assigned determines the valuation steps for key date valuation (security
valuation, foreign currency valuation and/or index valuation). The system calculates foreign currency write-ups or write-
downs on the basis of the defined rate type. Any capitalized costs are written up or down proportionately.
Valuation of capitalized costs, FX, The position component valuation of capitalized costs, foreign currency contains the total of the proportionate write-ups or
S_VAL_CH_FX_LC
in local currency (simulation) write-downs for the foreign currency element of the capitalized costs.
By contrast, the key figure valuation of capitalized costs, foreign currency, simulation contains a fictitious total for the
foreign currency write-up or write-down relating to the costs - as if a valuation had been carried out for the evaluation key
date.
S_VAL_CH_FX_VC As above
in valuation currency (simulation)

Page 51 / 159
Management

Amortization in position currency
S_AMORT_PC • The amortization method used:
(simulation)
o Net
o Gross (Premium/discount is managed as a separate accrual/deferral item)
The position component amortization therefore contains the total of the amortization amounts calculated so far on the basis
of the specified amortization procedure and method.
By contrast, the position component amortization simulation contains the fictitious amortization amount that would have
resulted if an amortization had been carried out on the evaluation key date using the assigned procedure.
Amortization in local currency
S_AMORT_LC As above
(simulation)
Amortization in valuation currency
S_AMORT_VC As above
(simulation)
Amortization in display currency
S_AMORT_DC As above
(simulation)

Page 52 / 159
Management
The valuation steps for key date valuation depend on the position management procedure you have assigned. You can
value the security, foreign currency and index components. For percentage-quoted securities, you can also calculate the
amortization amount for the evaluation key date. This amount is calculated on the basis of:
• The method used:
o Net
o Gross
When securities are managed using the gross method, the premium or discount deferral to be cleared is recorded as a
separate deferral item.
Cleared P/D deferral / tax In the case of investment fund units, revenue that is reinvested is regarded for tax purposes as a fictitious payout in the
S_DISAGIO_PC
compensation in PC Simulation reinvestment year. This is achieved by creating a tax compensation item on the asset side of the balance sheet, which has to
be cleared to the profit and loss account if the shares are sold.
The cleared premium / discount deferral / tax compensation item therefore contains:
• Bonds and loans: The premium or discount deferral that has been cleared to date for the selected position and key date
(product categories 40-70 / 300-330)
• Investment funds: The capitalized tax compensation amount (product category 20)
.
By contrast, the component cleared premium/discount deferral / tax compensation simulation component contains
fictitious values:
• Bonds and loans: The premium or discount deferral that would have been cleared to date for the selected position and key
date (product categories 40-70 / 300-330), if an amortization run had been carried out for the key date.
• Investment funds: The capitalized tax compensation amount (product category 20) that would apply for the selected key
date.

Page 53 / 159
Management
S_DISAGIO_LC compensation in local currency, As above
simulation
S_DISAGIO_VC compensation in valuation As above
currency, simulation
S_DISAGIO_DC compensation in display currency, As above
simulation
Certain accounting regulations (such as IAS) prescribe that any unrealized price/rate gains or losses resulting from a key date valuation
Security valuation, not affecting must be disclosed as separate items (OCI – "Other Comprehensive Income"). If opposing write-ups or write-downs result from later key
S_VAL_TI_NPL_PC P/L, in position currency date valuations, they must be cleared against the OCI position before they can be posted to the profit and loss account.
(simulation)
The position component security valuation, not affecting P/L contains the balance of these revaluation reserves for the
security valuations to date.
By contrast, the key figure security valuation, not affecting P/L, simulation contains the fictitious balance for these
revaluation reserves – as if a security valuation had been carried out for the evaluation key date.
S_VAL_TI_NPL_LC As above
P/L, in local currency (simulation)
S_VAL_TI_NPL_VC P/L, in valuation currency As above
(simulation)
S_VAL_TI_NPL_DC As above
P/L, in display currency (simulation)

Page 54 / 159
Management
Foreign currency valuation, not must be disclosed as separate items (OCI – "Other Comprehensive Income"). If opposing write-ups or write-downs result from later key
S_VAL_FX_NPL_LC affecting P/L, in local currency date valuations, they must be cleared against the OCI position before they can be posted to the profit and loss account.
(simulation)
The position component valuation of capitalized costs, foreign currency, not affecting P/L contains the balance of these
revaluation reserves for the foreign currency valuations to date.
By contrast, the key figure valuation of capitalized costs, foreign currency, not affecting P/L, simulation contains the
fictitious balance for these revaluation reserves – as if a foreign currency valuation had been carried out for the evaluation
key date.
Foreign currency valuation, not
S_VAL_FX_NPL_VC affecting P/L, in valuation currency As above
(simulation)
must be disclosed as separate items (OCI – "Other Comprehensive Income"). If opposing write-ups or write-downs result from later key
Valuation of capitalized costs, date valuations, they must be cleared against the OCI position before they can be posted to the profit and loss account.
S_VAL_CH_TI_NPL_PC security, not affecting P/L, in
position currency (simulation) The position component valuation of capitalized costs, security, not affecting P/L contains the balance of these revaluation reserves for
the costs, based on the security valuations to date.
By contrast, the key figure valuation of capitalized costs, security, not affecting P/L, simulation contains the fictitious balance for
these revaluation reserves for the costs, based on the security valuations to date – as if a key date valuation had been carried out for
the evaluation key date.
S_VAL_CH_TI_NPL_LC security, not affecting P/L, in local As above

Page 55 / 159
Management
S_VAL_CH_TI_NPL_VC security, not affecting P/L, in As above
Valuation of costs, securities, not
S_VAL_CH_TI_NPL_DC affecting P/L, in display currency As above
(simulation)
defined rate type. Any capitalized costs are written up or down proportionately.
must be disclosed as separate items (OCI – "Other Comprehensive Income"). If opposing write-ups or write-downs result from later key
Valuation of capitalized costs, FX, date valuations, they must be cleared against the OCI position before they can be posted to the profit and loss account.
S_VAL_CH_FX_NPL_LC not affecting P/L, in local currency
(simulation) The position component valuation of capitalized costs, foreign currency, not affecting P/L contains the balance of these revaluation
reserves for the costs, based on the foreign currency valuations to date.
By contrast, the key figure valuation of capitalized costs, foreign currency, not affecting P/L, simulation contains the fictitious
balance for these revaluation reserves for the costs, based on the foreign currency valuations to date – as if a valuation had been
carried out on the evaluation key date.
S_VAL_CH_FX_NPL_VC not affecting P/L, in valuation As above
The system compares the difference between the exchange rates purchase currency / local currency on the contract date
with the difference on the valuation key date.
S_SPOTVALP_LC currency in local currency The resulting difference is indicated by the component spot valuation, purchase currency.
(simulation)
By contrast, the key figure spot valuation, purchase currency, simulation contains the fictitious difference that would have resulted if
a spot valuation had been carried out on the valuation key date.

Page 56 / 159
Management
S_SPOTVALP_VC currency in valuation currency As above
(simulation)
The system compares the difference between the exchange rates sale currency / local currency on the contract date with
the difference on the valuation key date.
Spot valuation of sale currency in The resulting difference is indicated by the component spot valuation, sale currency.
S_SPOTVALS_LC
local currency (simulation)
By contrast, the key figure spot valuation, sale currency, simulation contains the fictitious difference that would have
resulted if a spot valuation had been carried out on the valuation key date.
Spot valuation of sale currency in

S_SPOTVALS_VC As above
The swap accrual/deferral key figure delivers results for the following components:
o Foreign exchange (only in local and valuation currency)
o Forward bonds
o Repos
Swap/margin accrual/deferral in In the foreign exchange area, the difference between the agreed forward rate and the spot rate on the contract date (swap) is
S_SWAPACC_PC accrued/deferred over the term.
position currency (simulation)
In the case of forward bonds, the difference between the agreed forward rate and the spot rate on the contract date (margin) is
For repos, the difference between the agreed repo price and the spot price on the contract date (margin) is accrued/deferred. In this
case, however, the interest lost and accrued interest (repo) or the interest received (reverse repo) is also taken into consideration.
By contrast, the key figure swap accrual/deferral (margin accrual/deferral) simulation only shows a fictitious result (as if a
swap/margin accrual/deferral had been carried out).
S_SWAPACC_LC As above
local currency (simulation)

Page 57 / 159
Management
S_SWAPACC_VC As above
S_SWAPACC_DC As above
display currency (simulation)
During the valuation, the system determines the change in the value of the swap rate between the contract date and the valuation key
date.
Swap valuation in local currency The resulting difference is indicated by the swap valuation component.
S_SWAPVAL_LC
(simulation)
By contrast, the key figure swap valuation, simulation contains the fictitious difference that would have resulted if a swap valuation
had been carried out on the valuation key date.
Swap valuation in valuation

S_SWAPVAL_VC As above
The valuation price for securities is read from the price/rate table for a particular key date. The exchange rate type from the valuation
step procedure is used for this. The valuation price is displayed in quotation currency. This can differ from the position or valuation
currency.
For loans and money market trading (with the exception of facilities), the valuation price is determined as relative to the net present
value (from the NPV table) and the nominal value. The net present value type from the valuation step procedure is used for this. The
S_MAP Valuation price valuation price is displayed in this case in position currency.
The valuation price is not filled for OTC derivatives and foreign exchange transactions.
All other products are either not valuated using the key date valuation (listed options, futures, facilities and exotics: external underlying
and security as underlying) or against a market value (repos). In this case, the field also remains empty.

Page 58 / 159
Management
The current value in position currency forms the basis for valuating in parallel books in position management.
A position management procedure is assigned to each position per valuation area. The position management procedure determines the
Current value for valuation (market parameters (price/rate type, NPV type) used for importing prices and market values and for converting a (possibly differing) quotation
S_MAV currency to position currency.
value, NPV)
In effect this means that the different price importing parameters such as price/rate type or valuation type do not affect how the value is
determined.
Market exchange rate for position The market exchange rate from position currency to valuation currency is read from the exchange rate table on a key date. The
S_MAR_FE exchange rate type from the valuation step procedure is used for this. You can display a direct or an indirect quotation.
currency / valuation currency
Market spot rate for purchase The market exchange rate from purchase currency to valuation currency is read from the exchange rate table on a key date. The
S_SPOT_RATE_P exchange rate type from the valuation step procedure is used for this. You can display a direct or an indirect quotation.
currency / valuation currency
Market spot rate for sale currency / The market exchange rate from sale currency to valuation currency is read from the exchange rate table on a key date. The
S_SPOT_RATE_S
valuation currency exchange rate type from the valuation step procedure is used for this. You can display a direct or an indirect quotation.
The swap market rate between purchase currency and valuation currency is read from the foreign exchange swap rate table on a
key date. The exchange rate type from the valuation step procedure is used for this.
A swap rate is always imported with the corresponding foreign exchange rate from purchase currency to valuation currency. If this
foreign exchange rate is a direct quotation, the swap rate for purchase currency to valuation currency is imported. If this foreign
Market swap rate for purchase exchange rate is an indirect quotation, the swap rate for valuation currency to purchase currency is imported. The following equation
S_SWAP_RATE_P
currency / valuation currency applies to both imported indirect and direct quoted prices:
Foreign exchange rate + swap rate = forward rate
This procedure was chosen because swap rates cannot be defined in the system as indirect quotations.

Page 59 / 159
Management
The swap market rate between sale currency and valuation currency is read from the foreign exchange swap rate table on a key
date. The exchange rate type from the valuation step procedure is used for this.
A swap rate is always imported with the corresponding foreign exchange rate from sale currency to valuation currency. If this foreign
exchange rate is a direct quotation, the swap rate for sale currency to valuation currency is imported. If this foreign exchange rate is an
Market swap rate for sale currency indirect quotation, the swap rate for valuation currency to sale currency is imported. The following equation applies to both imported
S_SWAP_RATE_S
/ valuation currency indirect and direct quoted prices:
Foreign exchange rate + swap rate = forward rate
This procedure was chosen because swap rates cannot be defined in the system as indirect quotations.

Page 60 / 159
Management
3.2 Flow Evaluation/Position Changes Using Logical Database

FTI_TR_PERIODS
You can use the InfoSet CFM_PERIODS to evaluate flows over a given period. This enables you to
analyze position trends within the selected period on a flexible basis. The system determines the value of
each key figure both at the start and the end of the selection period and calculates the corresponding
delta key figure indicating the change in the position.
The InfoSet lets you link position and flow information. You could, for example, analyze the opening and
closing positions at the start and end of the selection period ( key date-based position information)
alongside all the flows that affected the value of the position within the evaluation period ( period-
based flow information). Since both types of information appear together in one list, the list display is
more complex.
You can make the list clearer by defining interim totals (using the relevant characteristics and
characteristic combinations) and then restricting the display to these summarized levels.
Note:
Evaluations that are defined on the basis of the logical database FTI_TR_PERIODS are for a given
period:
Example: Period evaluation from 04/01/05 – 06/30/05:

SAP Query interprets the key date as the position value date or the posting date, depending on the
key date references selected from the screen.

Evaluation period:
a) An opening balance is calculated for April 1st, 2005. All transactions that occurred before April 1st are
part of this opening balance.

Business transactions
with value
date/posting date <
04/01/05 are used to
calculate the opening
balance on 01.04.05.
b) The evaluation includes any flows that change the position and which occurred within the defined
selection period.

Management

Business transactions that occur
within the selection period (value
date/posting date >= 04/01/05
and <= 06/30/05) and cause
changes to the position.
Display closing balance for
30.06.05.
c) Business transactions after the end of this period are not included in the selection

Business transactions with
value date/posting date >=
01.07.05 are not relevant for
the evaluation.

If Queries are defined on the basis of InfoSets, which in turn are based on logical databases, the corresponding
logical database data procurement program automatically provides a selection screen. See 3.1.2, Information about
Data Selection, for further information about individual selection parameters.
New Logic for Processing Reversal Flows

NEW
When evaluating positions according to posting date, flows that were posted and reversed within a period
are not displayed. Reversed flows are displayed only once when the posting is made, and not when they
are reversed.
When a business transaction is reversed and the posting status is changed in the subledger from
"posted"(P) to "reversed"(R), a reversal document is generated in the general ledger in addition to the
original document posted. In the case of a reversal with a different posting date, substantial time and
effort is required to reconcile the general ledger and subledger.
To make this simpler, you can activate the indicator Logic for Processing Reversal Flows.
In this case, an artificial business transaction is generated in the subledger by duplicating the original
business transaction, for the period between the original document date and the different reversal date.
The following example should make this clearer:

SAP NETWEAVER 2004 + SAP FSCM 3.0
Example:
Create and reverse a purchase with a different reversal date. Evaluation occurs after the posting date. Reversed flows are not processed ( old logic).
Subledger General Ledger

TRL Date Posting Date BusTr TRL Posting Amount Debit/ Account FI Posting Date Amount Debit/ Account Docum Reference Doc.
ans Status Credit Credit ent
Purchase on 08/01/05; same-day posting to FI
08/01/05 08/01/05 Purch P 1000 D 200000 08/01/05 1000 D 200000 800
ase
08/01/05 08/0105 Purch P -1000 C 799999 08/01/05 -1000 C 799999 800
ase
Reverse purchase with different posting date 08/10/05
08/01/05 08/01/05 Purch R 1000 D 200000 08/01/05 1000 D 200000 800
ase
08/01/05 08/01(05 Purch R -1000 C 799999 08/01/05 -1000 C 799999 800
ase
08/10/05 1000 C 200000 900 800
08/10/05 -1000 D 799999 900 800
Subledger and general ledger view on 08/05/05
--- --- --- --- --- --- --- 08/01/05 1000 D 200000 800
08/01/05 -1000 C 799999 800
> > > Inconsistencies between the general ledger and the subledger < < <
Example:
Create and reverse a purchase with a different reversal date. Evaluation occurs after the posting date. Reversed flows are processed ( new logic).
Subledger General Ledger

TRL Date Posting Date Bus TRL Posting Ledger Posting Amoun Deb Account FI Posting Date Amoun Deb Account Docu Reference Doc.
Tran Status Status t it/Cr t it/Cr ment
s edit edit
Purchase on 08/01/05; same-day posting to FI
08/01/05 08/01/05 Purc F 1000 D 200000 08/01/05 1000 D 200000 800
hase
08/01/05 08/01/05 Purc F -1000 C 799999 08/01/05 -1000 C 799999 800
hase
Reverse purchase with different posting date 08/10/05
08/01/05 08/01/05 Purc R 3 (generated – 1000 D 200000 08/01/05 1000 D 200000 800
hase posted to
ledger)
08/01/05 08/01/05 Purc R 3 (generated – -1000 C 799999 08/01/05 -1000 C 799999 800
hase posted to
ledger)
08/01/05 08/10/05 Purc R 2 (reversed) 1000 D 200000 08/10/05 1000 C 200000 900 800
hase
08/01/05 08/10/05 Purc R 2 (reversed) -1000 C 799999 08/10/05 -1000 D 799999 900 800
hase
Subledger and general ledger view on 08/05/05
08/01/05 08/01/05 Purc R 3 (generated – 1000 D 200000 08/01/05 1000 D 200000 800
hase posted to ledger)
08/01/05 08/01/05 Purc R 3 (generated – -1000 C 799999 08/01/05 -1000 C 799999 800
hase posted to ledger)

SAP NETWEAVER 2004 + SAP FSCM 3.0 Page 64 / 159
> > > Subledger and general ledger correspond on 08/05. < < <

Management
Graphical Representation of Subledger Trends due to the New Reversal Logic:
Assuming that:
The subledger positions are posted with the value date. In other words, value date = posting date.
08/01 08/10
▼ ▼
__ Value date-based view (subledger)

__ Accounting view (general ledger)
The subledger and general ledger match.

On 08/10 you determined that the inflow on 08/01 was posted incorrectly. The inflow is reversed in the subledger
using a different posting date of 08/10.
08/01 08/10
▼ ▼

__ Differences between general ledger and subledger
In this case, to enable reconciliation between the general ledger and subledger the system generates an artificial
reversal flow:
08/01 08/10
▼ ▼

Management

__ Adjustment of value date-based view using generic reversal record
The new reversal logic determines the entries made in the affected fields:
o The posting date field contains
• the posting date of the TM flow for the original flow
• the reversal date of the TM flow for the reversed flow
o The position value date field contains the position value date common to both flows.
o The G/L Account: Debit and G/L Account Credit fields contain the (identical) flow information (and not as in the
case of offsetting postings where credit and debit are swapped).
o The delta book value fields in their respective currencies contain the value of the flow as if it were posted and
not reversed.
o The posting status of the flow field contains the indicator for both flows that this flow has been reversed from the
view of the TM subledger.
o The new ledger posting status field contains value 2 (reversed) for the reversal flow and value 3 (generated
ledger posted) for the original flow.
Constraints:
The logic for processing reversed flows is not supported for the following situations:
• Loans (CML) in the operative valuation area 001
• Treasury (TR) for SAP Enterprise AddOn 1.1 and SAP Enterprise 2.0 in the operative valuation area
(valuation area 001)
• Treasury before SAP Enterprise AddOn 1.1

3.2.2 Field Selection for Logical Database FTI_TR_ PERIODS

A comprehensive range of characteristics and key figures is available for period evaluations using the InfoSet CFM_PERIODS. You can use these to define Queries
depending on your requirements. The following explanations are to help you to interpret individual characteristics and key figures correctly and thus decide whether
the characteristic or key figure should be included in your Query.

MANDT Client Client
BUKRS Company code Company code
This key determines the country and is defined in the company code table T001 for the company code. This attribute should not be
LAND1 Country key for the company code
The accounting code is the central organizational unit in position management. An accounting code corresponds to a single company
TR_ACC_CODE Accounting code
code (1:1 relationship). For reporting purposes therefore, accounting code and company code can be used as synonyms.
More than one valuation area can be managed in the financial subledger to enable you to valuate financial transactions on the basis
VALUATION_AREA Valuation area
of different accounting regulations.
The valuation class is used to classify financial investments in a specific valuation area by asset type. Examples of valuation classes
VALUATION_CLASS Valuation class are current assets and fixed assets for a German HGB valuation area, or trading, available for sale (AfS), and held to maturity (HTM)
for an IAS valuation area.
GSART Product type The product type is used to differentiate/structure investments.
In the operative valuation area, this field is generally used to group or structure financial investments, for example, the EUROPE
portfolio comprises securities account DE (Germany), securities account FR (France) and securities account CH (Switzerland).
PORTFOLIO Portfolio You can differentiate positions in position management on portfolio level, i.e. portfolio is used here as a term for differentiating.
However, this also means that an evaluation on portfolio level is only possible if position differentiation is carried out for each
portfolio.
LOANS_CONTRACT Contract number Unique loan contract number

In the areas
- Securities
- Loans
Financial transaction creating the
DEAL_NUMBER
position The “Financial transaction creating the position” field is therefore only filled for financial transactions that create a position in position
• Money market
You can define how positions should be created within position management by using various differentiation terms. Positions are
used as the basis for valuation as well as for generating the derived flows.
position management. You can then assign securities accounts to these securities account groups in the master data for the
ACCOUNT_GROUP Securities account group
The use of securities accounts in position management is comparable to portfolio valuation in the operative valuation area.
differentiation term for the respective valuation area. This field is not relevant for the operative valuation area.
SECURITY_ACCOUNT Securities account The Securities Account field is only filled in position management if you have defined the securities account as a


differentiation term for the respective valuation area.
This field is always displayed for the operative valuation area because in this valuation area a position is always characterized by a
combination of company code + securities ID number + securities account.
Futures account for listed options The futures account is an organizational entity used by banks to manage futures and listed options. (similar to securities accounts for
POSITION_ACCOUNT
FLAG_LONG_SHORT Indicator: Long or short position L = Long position, S = Short position; Only relevant for options and futures.
In position management, positions can be managed according to various differentiation criteria. One way of classifying positions is to
LOT_ID Lot ID manage single positions (lots). The lot represents the smallest possible unit for position management. A lot is always generated by a
The business transaction category describes the business transaction that generated the lot, for example
- Purchase
LOTGENERATION_BUSTRAN Business transaction category that - Transfer
SCAT generates lots
- Corporate action
SANLF Product category The product category is used to differentiate investments.

This account assignment reference is used only for loans in the operative valuation area (valuation area 001).
RREFKONT_R The account assignment reference is created in Loans Management from the values of various master data fields. It can be used to
Loans, operative
ACC_ASS_REF Account assignment reference in This account assignment reference is used for all positions in new position management (Treasury + CML parallel).-


position management
You can use the account assignment reference to determine the FI G/L account in which the position is to be managed. You create
the account assignment references independent of the valuation areas.


Difference between the end of the term of a financial product and a second date reference, such as:
1. A fixed reference date (entered in the selection screen)

2. Today’s date
3. The evaluation key date
The "remaining term" and the "overdue period" are both available as reporting characteristics and key figures. You can use the
respective key figure (available in days) for calculations. By contrast, the characteristic (available in days, months, and years) is
primarily intended for defining forms ( in drilldown reports). You can use it, for example, to group items that have recently become
overdue, and those that are long overdue.
The remaining term and overdue period have both been defined for positions and flows.
Both the remaining term and the overdue period are determined by calculating the difference between two date fields. The following
section describes how these date fields are filled.
One of these date fields depends on whether the value is a position or a flow:
1. For positions, this date field contains the end of term for the financial product. If this is not defined (in the case of
stocks, for example), the remaining term and the overdue period are set to zero.
2. For flows, this date field is filled with the due date.
The other date field
1. The following dates are available for positions:

a) An explicit reference date, which has to be specified (for example, 12/31/2001)
b) Today, i.e. the current date
c) The characteristic Key Date, which can differ for each position (whereby this is often clear in the context of
the report)
RLZTG_F
Remaining term in 2. The following dates are available for flows:
RLZMO_F days/months/years
a) An explicit reference date, which has to be specified (for example, 12/31/2001), as above
RLZJA_F
b) Today, i.e. the current date, as above
c) The Day Before "From Date", which can differ for each flow (whereby this is often clear in the context of the
UEBTG_F Overdue period in report)
days/months/years
UEBMO_F d) The "To Date", which can differ for each flow (whereby this is often clear in the context of the report)
UEBJA_F
The remaining term and the overdue period are contrary values in the sense that one value has to be zero if the other
SAP NETWEAVER 2004 + SAP FSCM 3.0 Page
differs from zero. However, both values can be zero at the same time. Both values have 72 defined
been / 159 as the difference
between the two date fields above.
Example: You want to determine the remaining term or overdue period for planned flows. For the second date field, you
specify a fixed reference date "12/31/1998".

The field contains the number of the partner with whom you have a commitment. This commitment usually entails an associated
default risk. The type of partner depends on the nature of the commitment:
Business partner with whom you • For securities and listed options and futures, this field contains the issuer.
PARTNR
have a commitment
This indicator shows whether your business partner is a natural person, an organization or a group of natural persons or
TYPE Partner category organizations. Additional information, such as the age, sex or income of natural persons, or founding year, legal form and so on of an
organization, are based on this indicator.
An industry system groups and categorizes several industries together.
You can create different industry systems each with their own catalog of industries. An industry can also be assigned to more than
one industry system. Example: The business partner SAP is assigned to different industries in different industry systems:
ISTYPE Industry system Industry system Industry

DAX Technology
S&P500 Software
Companies are split into different “industries” based on their core business. An industry could be trade, banking, services, heavy
IND_SECTOR Industry Sector
Country where the business partner This shows the country in which the registered office of the company or the organization is located. This attribute is often used to
CNTRY_COMP
is legally registered determine the relevant account assignment reference.


Legal entities are the legally responsible organizations for companies with dependent legal status
LEGAL_ORG Legal entity of the organization
The nationality of a natural person.
NATION Nationality
natural persons.

Each business partner is assigned to a business partner group when it is created. The grouping specifies whether the business
GROUP_ID Business partner grouping
partner number is defined internally by the system or manually by the user.
This field describes – in relation to the company code – possible relationships to other companies (for the issuer role). This
COMP_RE Company relationship
The rating is an abbreviated credit standing classification published by one of the established rating agencies (for example, Aaa,
RATING Rating indictator
Aa3, according to Moody’s rating scale).
Institute providing credit standing
SOL_INS Indicates the name of the rating agency (S&P, Moody’s, etc.)
information
Status of credit standing
SOL_INF Shows the status of the credit rating information.
information
The transaction type defines which transactions were carried out in combination with a certain product type, for example, investing
SFHAART Transaction type
and borrowing fixed-term deposits / deposits at notice or sale and purchase of stocks.


A master agreement is used to specify agreements and conditions by which individual transactions in the master agreement must
abide.
RMAID Master agreement
The master agreement can currently be used for fixed-term deposits and deposits at notice, commercial papers and cash flow
transactions.
The guarantor of a financial transaction assumes the risk associated with the transaction. If a guarantor that differs from the
RGARANT Guarantor of a financial transaction counterparty has been specified for the transaction, the limit utilization resulting from the transaction relates to the guarantor instead
of the counterparty.
NORDEXT External Reference
This field can be used, for example, to list, in the SAP system, the number which your business partner uses to manage a
transaction.
ZUOND Assignment
REFER Internal Reference
SAP system.
MERKM Characteristics
Name or number of the depository bank from partner management.
RDPBANK Depository bank


You can use the securities account type to differentiate between various securities account categories. You can create securities

SECACC_TYPE Securities Account Type - Issuance Securities Account

This indicator specifies the balance sheet position to which this position is assigned in accordance with reporting requirements for
SBILK Balance sheet indicator
Indicator for differentiating the security type.
ALWPKL General security classification
The user can customize the values and classify all securities for evaluation purposes independently of system settings, such as
Institute giving credit rating
SOL_INS_RANL information for securities ID Indicates the name of the rating agency (S&P, Moody’s, etc.)
numbers
Rating securities ID number The rating is an abbreviated credit standing classification published by one of the established rating agencies (for example, Aaa,
RATING_RANL Aa3, according to Moody’s rating scale).
indicator
Indicator for differentiating bonds.
SWPKLASS Bond classification The user can define values and classify bonds in Customizing for evaluation purposes independently of system settings, such as


The fund type indicates the user-defined differentiation of investment funds according to the type of investment. (Stock funds / bond
SFOTY Indicator: Fund type
You define a local currency for each valuation area. This is the currency in which the positions are managed. The valuation area-
SVWHR Valuation currency
specific "local currency" is referred to as the valuation currency.
Position currency (currency of The position currency is the currency used to manage the position. In the securities module, position currency and issue currency are
SBWHR
The display currency is used to convert key figures to a custom (second) currency which can be entered on the selection screen.
ANZGW Display currency
If for example you want to produce a consolidated report for several company codes within a group (with different local currencies),
all position currencies can be converted to a common display currency.
CALC_CCY Evaluation currency When evaluating risk, you can define a calculation currency to translate risk key figures.

Nominal currency
WVERB1 Currency of the outgoing side for exchange transactions (swaps, foreign exchange transactions)
Nominal currency Currency of the incoming side for exchange transactions (swaps, foreign exchange transactions)
WFORD1 investment/purchase/incoming
side/long


The structure of LDB FTI_TR_PERIODS contains the following for each key figure (analog to LDB FTI_TR_POSITION):
- Start value for the start of the chosen selection period
- End value at the end of the selected evaluation period
- Delta value (end value – start value) for the selection period
Each key figure is offered in one of the following currencies:

- Position currency (PC)
- Local currency (LC)
- Valuation currency (VC)
- Display currency (DC)
The flow date is derived from the key date reference on which it is based. Depending on the key date reference, the flow date can,
DBEWEG Flow date
for example, contain the posting date or the position value date.
DBESTAND Position value date Position value date of the flow
DORDER Order day Order date
DDISPO Payment date Contains the anticipated date on which a payment is planned.
DSCHLUSS Date of transaction closing Closing date of transactions that were managed with Transaction Manager.
DFAELL Due date The due date which is relevant for due flows (redemption, interest payments etc.) from conditions.
The field contains the calendar year when the flow will be due. This information is useful for determining maturity schedules and
JAHR Calendar year
forecasts.
The field contains the calendar month in which the flow is due to mature. This information is useful for determining maturity schedules
MONAT Calendar month
and forecasts.
The field contains the calendar week in which the flow is due to mature. This information is useful for determining maturity schedules
WOCHE Calendar week
and forecasts.


MONAT_JAHR Calendar month/year This field is made up of the fields mentioned above. Example: If a flow is due to mature on 12/01/05, it has the value 12/2005
WOCHE_JAHR Calendar week/year This field is made up of the fields mentioned above. Example: If a flow is due to mature on 12/01/05, it has the value 49/2005
Key for financial transactions involving listed instruments that can create or change a position. These instruments include:
• Securities
SE_DEAL_NUMBER Security/futures transaction
• Futures/listed derivatives
RKONTRA Reference to counterparty This field contains the business partner in the role of the counterparty.
RHANDPL Exchange Exchange, where a security was bought.
JFDBUC Relevance to CM This indicator determines whether or not the flow record should be passed on to cash management.
The payment method determines the procedure that should be used for payment, for example, check, bank transfer or bill of
ZLSCH Payment method
exchange.
BANKK_HB Bank key of house bank This field displays the bank key for storing country-specific bank data of your house bank.
Bank account number of house
BANKN_HB Account number of your house bank.
bank
BANKK_BP Bank key of business partner bank This field displays the bank key for storing country-specific bank data regarding your business partner.
Bank account number of business Account number of the counterparty’s business account.
BANKN_BP
partner
SZART Payment activity This characteristic indicates whether or not the flow is a payment transaction.
This characteristic indicates whether or not a payment request that can be processed by the FI payment program was generated for
SPAYRQ Generate payment request
the flow
The key number is a unique means of identifying a payment request. The key number of the payment request is assigned
PRKEY Key number of payment request internally.


Document number of an accounting
BELNR This field contains the document number of the FI posting document for posted flows.
document
Whenever an accounting document is posted in FI via the interface, the sending application includes a unique reference. This
AWKEY Reference key
reference comprises a unique object key and object type. This field can therefore be used to determine the origin of the document.
GL_ACCOUNT_D Number of G/L account, debit This field contains the account number of the subledger document to be posted as a debit posting
GL_ACCOUNT_C Number of G/L account, credit This field contains the account number of the subledger document to be posted as a credit posting.
DBUDAT Posting date in the document This field contains the date on which the flow was posted to FI.
DGJAHR Fiscal year Fiscal year in which the flow was posted to FI.
DMONAT Fiscal month Fiscal month in which the flow was posted to FI.
PERIO Period/year This field is made up of the FI posting period and the year in which the flow was posted to FI.
RAHABKI Short key for your house bank Account number of your house bank. (Short form)
RAHKTID Short key for house bank account This field displays the bank key for storing country-specific bank data regarding your business partner. (Short form)
The posting status of a flow indicates whether the flow is blocked for posting, released, already posted, or has been
reversed. The following statuses are possible:
Posting status: Loans (CML), • 2.....Posting carried out

BUCHST
operative
• 5.....Planned record
This characteristic is displayed for CML in the operative valuation area only.


The position management status of a flow displays the status from the view of the Treasury subledger.
The following statuses are possible:
• P Planned
• F Fixed
Posting status for treasury ledger
TRL_BOOKINGSTATE
business transaction (flow display) • R Reversed
• ToF To Be Fixed
• ToR To Be Reversed
This characteristic is only displayed for new position management.
To process reversed flows, additional flows are generated in the subledger which can be assigned the following statuses:
• 0 Not posted (not relevant for posting, or planned record)
• 1 posted
LEDGER_POSTING_STATE Ledger Posting Status • 2 reversed
• 3 generated - posted
• 4 not generated – posted to ledger
See also: New Logic for Processing Reversal Flows in section 3.3.1.
SBEWART_R Flow type – Loans (CML), operative The flow type is only entered for CML in the operative valuation area. Only the update type is entered in new position management.
FLOW_TYPE Update type Update types carry the information for a flow in position management.
Each update type is assigned to a business transaction category which determines how it is processed for business and accounting
BUSTRANSCAT Business transaction category purposes. (Compare with flow types in the operative valuation area)


Business transactions often generate derived business transactions which also contain information about changes made to position
Generating business transaction components (such as the book value). To be able to assign these derived business transactions to the original transactions used to
GEN_BUSTRANSCAT generate them, the business transaction category of the original transactions are always entered for derived business transactions.
category
This is the generating business transaction category.
SOURCETARGET_FLG Flag: Source or target of a flow Technical indicator to determine the direction of the cash flow in the case of derived flows.
Each TRD business transaction has a BusTransID as a unique identification number. All flows that belong to a business transaction
ID of distributor business have this BusTransID and can thus be assigned to the relevant business transaction. This is particularly useful if you want to identify
BUSTRANSID
transaction the original flow of a derived flow.
The quantity position change category QUANT_CAT of a flow shows you whether the units in a flow represent a position inflow =
QUANT_CAT Quantity position change category 0001 or outflow = 0002.
The amount position change category shows you which position components are changed by the amounts in the flow
AMOUNT_CAT Position change category and also whether these changes increase or decrease the position component. (For flows that do not change positions,
such as interest flows or non-capitalized charges, the position change category is usually blank.)
You can use the profit/loss type to classify gains and losses according to your own reporting requirements. It enables you to assign
certain flows that affect income to groups.
By assigning update types that affect income to profit/loss types, you can generate very powerful reports that show all the revenues
and expenses for a period in aggregated form.
In order to set up evaluations based on the entity profit/loss type, you must make the following settings in Customizing
PL_CATEGORY P/L type for the Information System:
• Define profit/loss types
• Assign update types to the relevant profit/loss types (where appropriate, for individual valuation areas)
KMNR Corporate action number This number uniquely identifies a corporate action.
WZBETR Payment currency This field contains the key indicating the currency of the payment amount. It can differ from the position or transaction currency.
SPLWHR Profit/loss currency The profit/loss currency is the currency of the profit or loss. It can differ from the position or transaction currency.


SSIGN Direction of flow This field indicates whether or not the flow is an inflow (+) or outflow (-).
Payment amount in payment In general, the following flow categories are determined from a reporting perspective:
CF_CC
currency
• P/L relevant flows
CF_LC Payment amount in local currency
• Payment-relevant flows
Payment amount in display
CF_DC • Position-relevant flows
currency
PL_PC Profit/loss amount in P/L currency A flow can have a more than one of these attributes (depending on the settings in Customizing). Example:
PL_LC P/L amount in local currency a) Purchase of stock; settlement amount €10.000
This flow is relevant for the position.
The flow is relevant for payment.
The flow is not relevant for profit/loss.
b) Charge (not activated)
This flow is not relevant for the position.
The flow is relevant for profit/loss.
c) Accrual/deferral
PL_DC P/L amount in display currency
The flow is not relevant for payment.
d) Valuation


The period-based accrued/deferred revenue is a simulative key figure specifying the revenue that can be accrued/deferred for a
certain period between the Date from and Date to. It is generated from flows that are relevant for accrual/deferral. This key figure
applies throughout Treasury and Risk Management and comprises the following key figures:
TR Functional Area Key Figure
Money Market Period-based revenue accrued/deferred
Period-based revenue Foreign Exchange ./.
PABGERF_PC
accrued/deferred in P/L currency Securities Period-based revenue accrued/deferred
Derivatives (OTC interest) Period-based revenue accrued/deferred
Derivatives (listed transactions) ./.
Loans Period-based revenue accrued/deferred
The profit/loss currency is the currency of the profit or loss. It can differ from the position or transaction currency.
Period-based revenue
PABGERF_LC As above
accrued/deferred in local currency
Period-based revenue
PABGERF_DC accrued/deferred in display As above
currency
This key figure shows the amount that causes a flow. It does not indicate whether this amount
• Changes the position and/or
D_AMOUNT_PC Flow amount in position currency • Affects profit/loss and/or
• Is relevant to payment
Further fields of the flow, in particular the update type, must be interpreted if you want to find out this information.
D_AMOUNT_VC Flow amount in valuation currency As above

Management
3.3 Evaluation of Revenues and Maturities Using Logical

Database FTI_TR_PL_CF
3.3.1 Where Used
The following InfoSets delivered with the system are based on the logical database FTI_TR_PL_CF and
are used for evaluations over a given period:
- CFM_REVENUE
- CFM_REV_FCAST
- CFM_MATURITY
Period-based evaluations are also made using InfoSet CFM_PERIODS which is based on the logical
database FTI_TR_PERIODS. Unlike the FTI_TR_PL_CF logical database, the focus in this case is not
the analysis of changes to positions within the evaluation period. Reporting is used rather to analyze the
profit/loss and cash flows for a certain period.
All three InfoSets listed above are based on the same logical database, FTI_TR_PL_CF; the same scope
of fields is available for each InfoSet. In addition, each InfoSet is enhanced with custom coding, which
enables the InfoSets to be used as a basis for:
- Revenue lists (InfoSet CFM_REVENUE)
- Revenue forecasts ((InfoSet CFM_REV_FCAST)
- Maturity schedules (InfoSet CFM_MATURITY)
Depending on what you intend to use them for, you can define your Queries on the basis of the InfoSets
described above. The following shows where the InfoSets differ.
3.3.1.1 CFM_REVENUE
Where Used
You can use the CFM_REVENUE InfoSet to evaluate revenues earned within a given period. This
enables you to analyze all the revenues for the respective due date or period.
Evaluations with the following form can be generated with the CFM_REVENUE InfoSet.
Characteristics Time P/L Types (from Customizing)

Characteristics
Unrealized Losses
Unrealized Gains
Realized Losses
Company Code
Valuation Area
Realized Gains
Quarter/Year
Product Type
Amortization
Dividend
Maturity
.....
Tax
Management
Dividing Revenues
In position management, you can create positions according to various criteria. In the securities module, for
example, you can specify whether positions should be created at the level of securities account,
securities account group, portfolio, or lot (single position). The corresponding revenues therefore relate to
different calculation bases.
To account for this, the new logical database FTI_TR_PL_CF ensures that the revenues in position
management are divided up correctly and assigned to the respective positions at the specified level.
Customizing Settings for Reporting

The revenue reporting settings are flexible and can be configured to reflect individual company
requirements in Customizing. You first define profit/loss types to classify the various revenues and
expenses at an abstract level, based on your own reporting needs.
You can then assign these profit/loss types to the relevant update types for a given valuation area. As
such, the reporting settings are fully customizable.
The InfoSet CFM_REVENUE allows you to display all the expenses and revenues that have been
classified by profit/loss types in Customizing in separate columns. Three additional fields have been
defined for each relevant profit/loss type (two additional fields for FX profit/loss types): Profit/loss in
position currency, profit/loss in local currency, and profit/loss in display currency.
Customizing Settings for Reporting

The supplementary GET code in the logical database analyzes the respective profit/loss type for the
individual flow and assigns it to the corresponding additional fields.
Example:
If the flow is assigned to P/L type 310, the net income amount is mapped onto the additional fields
defined for this purpose.
…
…
Unrealized Gain Security (P+L)
when '310'.
move pl-pl_pc to unr_g_sec_pl_pc.
move pl-pl_dc to unr_g_sec_pl_dc.
move pl-pl_lc to unr_g_sec_pl_lc.
…
…
These settings apply to the sample Customizing settings delivered with the system. If different settings
are required for the P/L types, the GET custom coding has to be adjusted accordingly.
InfoSet Adjustments
Additional fields

Management
The following additional fields are defined to enable revenues and expenditures to be displayed in
separate columns.
Field Field Description and Headings
ACCINT_PL_DC Accrued interest DC / Accrued interest DC
ACCINT_PL_LC Accrued interest LC / Accrued interest LC
ACCINT_PL_PC Accrued interest P/L C / Accrued interest P/L C
AMORT_PL_DC Amortization DC / Amortization DC
AMORT_PL_LC Amortization LC / Amortization LC
AMORT_PL_PC Amortization P/L C / Amortization P/L C
COST_PL_DC Charges DC / Charges DC
COST_PL_LC Charges LC / Charges LC
COST_PL_PC Charges P/L C / Charges P/L C
DAY Day / Day
DIV_PL_DC Dividends/Bonus DC / Dividends/Bonus DC
DIV_PL_LC Dividends/Bonus LC / Dividends/Bonus LC
DIV_PL_PC Dividends/Bonus P/L C / Dividends/Bonus P/L C
INTEREST_PL_DC Interest DC / Interest DC
INTEREST_PL_LC Interest LC / Interest LC
INTEREST_PL_PC Interest P/L C / Interest P/L C
MONTH Month / Month
PROFDIB_PL_DC Profit distribution DC / Profit distribution DC
PROFDIB_PL_LC Profit distribution LC / Profit distribution LC
PROFDIB_PL_PC Profit distribution P/L C / Profit distribution P/L C
QUARTER Quarter / Quarter
REVENUETYPE P/L type / P/L type
R_G_FX_PL_DC Realized gains FX DC / Realized gains FX DC
R_G_FX_PL_LC Realized gains FX LC / Realized gains FX LC
R_G_IDX_PL_DC Realized gains index DC / Realized gains index DC
R_G_IDX_PL_LC Realized gains index LC / Realized gains index LC
R_G_IDX_PL_PC Realized gains index P/L C / Realized gains index P/L C

Management
R_G_SEC_PL_DC Realized gains securities DC / Realized gains securities DC
R_G_SEC_PL_LC Realized gains securities LC / Realized gains securities LC
R_G_SEC_PL_PC Realized gains securities P/L C / Realized gains securities P/L C
R_L_FX_PL_DC Realized losses FX DC / Realized losses FX DC
R_L_FX_PL_LC Realized losses FX LC / Realized losses FX LC
R_L_IDX_PL_DC Realized losses index DC / Realized losses index DC
R_L_IDX_PL_LC Realized losses index LC / Realized losses index LC
R_L_IDX_PL_PC Realized losses index P/L C / Realized losses index P/L C
R_L_SEC_PL_DC Realized losses securities DC / Realized losses securities DC
R_L_SEC_PL_LC Realized losses securities LC / Realized losses securities LC
R_L_SEC_PL_PC Realized losses securities P/L C / Realized losses securities P/L C
TAX_PL_DC Tax DC / Tax DC
TAX_PL_LC Tax LC / Tax LC
TAX_PL_PC Tax P/L C / Tax P/L C
UNR_G_FX_PL_DC Unrealized gains FX DC (P/L) / Unrealized gains FX DC (P/L)
UNR_G_FX_PL_LC Unrealized gains FX LC (P/L) / Unrealized gains FX LC (P/L)
UNR_G_IDX_PL_D
Unrealized gains index DC (P/L) / Unrealized gains index DC (P/L)
C
UNR_G_IDX_PL_LC Unrealized gains index LC (P/L) / Unrealized gains index LC (P/L)
UNR_G_IDX_PL_P
Unrealized gains index P/L C (P/L) / Unrealized gains index P/L C (P/L)
C
UNR_G_OCI_FX_P
Unrealized gains FX DC (OCI) / Unrealized gains FX DC (OCI)
L_DC
UNR_G_OCI_FX_P
Unrealized gains FX LC (OCI) / Unrealized gains FX LC (OCI)
L_LC
UNR_G_OCI_IDX_P
Unrealized gains index DC (OCI) / Unrealized gains index DC (OCI)
L_DC
UNR_G_OCI_IDX_P
Unrealized gains index LC (OCI) / Unrealized gains index LC (OCI)
L_LC
UNR_G_OCI_IDX_P
Unrealized gains index P/L C (OCI) / Unrealized gains index P/L C (OCI)
L_PC
UNR_G_OCI_SEC_
Unrealized gains securities DC (OCI) / Unrealized gains securities DC (OCI)
PL_DC

Management
UNR_G_OCI_SEC_
Unrealized gains securities LC (OCI) / Unrealized gains securities LC (OCI)
PL_LC
UNR_G_OCI_SEC_
Unrealized gains securities P/L C (OCI) / Unrealized gains securities P/L C (OCI)
PL_PC
UNR_G_SEC_PL_D
Unrealized gains securities DC (P/L) / Unrealized gains securities DC (P/L)
C
UNR_G_SEC_PL_L
Unrealized gains securities LC (P/L) / Unrealized gains securities LC (P/L)
C
UNR_G_SEC_PL_P
Unrealized gains securities P/L C (P/L) / Unrealized gains securities P/L C (P/L)
C
UNR_L_FX_PL_DC Unrealized losses FX DC (P/L) / Unrealized losses FX DC (P/L)
UNR_L_FX_PL_LC Unrealized losses FX LC (P/L) / Unrealized losses FX LC (P/L)
UNR_L_IDX_PL_DC Unrealized losses index DC (P/L) / Unrealized losses index DC (P/L)
UNR_L_IDX_PL_LC Unrealized losses index LC (P/L) / Unrealized losses index LC (P/L)
UNR_L_IDX_PL_PC Unrealized losses index P/L C (P/L) / Unrealized losses index P/L C (P/L)
UNR_L_OCI_FX_PL
Unrealized losses FX DC (OCI) / Unrealized losses FX DC (OCI)
_DC
UNR_L_OCI_FX_PL
Unrealized losses FX LC (OCI) / Unrealized losses FX LC (OCI)
_LC
UNR_L_OCI_IDX_P
Unrealized losses index DC (OCI) / Unrealized losses index DC (OCI)
L_DC
UNR_L_OCI_IDX_P
Unrealized losses index LC (OCI) / Unrealized losses index LC (OCI)
L_LC
UNR_L_OCI_IDX_P
Unrealized losses index P/L C (OCI) / Unrealized losses index P/L C (OCI)
L_PC
UNR_L_OCI_SEC_
Unrealized losses securities DC (OCI) / Unrealized losses securities DC (OCI)
PL_DC
UNR_L_OCI_SEC_
Unrealized losses securities LC (OCI) / Unrealized losses securities LC (OCI)
PL_LC
UNR_L_OCI_SEC_ Unrealized losses securities P/L C (OCI) / Unrealized losses securities P/L C
PL_PC (OCI)
UNR_L_SEC_PL_D
Unrealized losses securities DC (P/L) / Unrealized losses securities DC (P/L)
C
UNR_L_SEC_PL_L
Unrealized losses securities LC (P/L) / Unrealized losses securities LC (P/L)
C
UNR_L_SEC_PL_P
Unrealized losses securities P/L C (P/L) / Unrealized losses securities P/L C (P/L)
C

Management
YEAR Year / Year
Custom Coding
These additional fields are filled using the following custom coding:
**********************************************************
* YOU CAN EASILY ENHANCE THIS INFOSET BY DEFINING
* ADDITIONAL FIELDS ACCORDING TO YOUR REQUIREMENTS
*
* Step 1.
* Create a new field
*
* Step 2.
* Provide coding to fill the field with appropriate data
* in the GET-Coding section
*
* CAUTION !!
* ORDER OF GET-CODING > ORDER OF ADDITIONAL FIELDS
**********************************************************
* For reporting revenues you can use the
* field PL-PL_CATEGORY for separating different
* types of revenues.
*
* You can use the following revenue categories:
* 110...Interest
* 120...Accrued Interest
* 130...Dividends, Bonuses
* 140...Profit Distribution
* 210...Charges, Fees
* 220...Taxes
* 310...Unrealized Price Gains, Security (P+L)
* 320...Unrealized Price Losses, Security (P+L)
* 330...Unrealized Price Gains, Forex (P+L)
* 340...Unrealized Price Losses, Forex (P+L)
* 350...Unrealized Price Gain, Index (P+L)
* 360...Unrealized Price Loss, Index (P+L)
* 410...Realized Price Gains, Security
* 420...Relized Price Losses, Security
* 430...Realized Price Gains, Forex
* 440...Realized Price Losses, Forex
* 450...Realized Price Gain, Index
* 460...Realized Price Loss, Index
* 510...Amortization: Write-Up
* 520...Amortization: Write-Down
* 610...Unrealized Price Gains, Security (OCI)
* 620...Unrealized Price Losses, Security (OCI)
* 630...Unrealized Price Gains, Forex (OCI)
* 640...Unrealized Price Losses, Forex (OCI)
* 650...Unrealized Price Gain, Index (OCI)
* 660...Unrealized Price Loss, Index (OCI)
*
* The system assigns the update types to the corresponding revenue
category according to your Customizing settings.

Management
*
* Check your Customizing settings under:
* Financial Supply Chain Management
* Treasury and Risk Management
* Transaction Manager
* General Settings
* Information System
* Revenue Classification
***************************************************************
***************************************************************
*
* initialize fields
*
clear:
ACCINT_PL_DC,
ACCINT_PL_LC,
ACCINT_PL_PC,
AMORT_PL_DC,
AMORT_PL_LC,
AMORT_PL_PC,
COST_PL_DC,
COST_PL_LC,
COST_PL_PC,
DAY,
DIV_PL_DC,
DIV_PL_LC,
DIV_PL_PC,
INTEREST_PL_DC,
INTEREST_PL_LC,
INTEREST_PL_PC,
MONTH,
PROFDIB_PL_DC,
PROFDIB_PL_LC,
PROFDIB_PL_PC,
QUARTER,
REVENUETYPE,
R_G_FX_PL_DC,
R_G_FX_PL_LC,
R_G_IDX_PL_DC,
R_G_IDX_PL_LC,
R_G_IDX_PL_PC,
R_G_SEC_PL_DC,
R_G_SEC_PL_LC,
R_G_SEC_PL_PC,
R_L_FX_PL_DC,
R_L_FX_PL_LC,
R_L_IDX_PL_DC,
R_L_IDX_PL_LC,
R_L_IDX_PL_PC,
R_L_SEC_PL_DC,
R_L_SEC_PL_LC,
R_L_SEC_PL_PC,
TAX_PL_DC,
TAX_PL_LC,
TAX_PL_PC,
UNR_G_FX_PL_DC,
UNR_G_FX_PL_LC,
UNR_G_IDX_PL_DC,
UNR_G_IDX_PL_LC,

Management
UNR_G_IDX_PL_PC,
UNR_G_OCI_FX_PL_DC,
UNR_G_OCI_FX_PL_LC,
UNR_G_OCI_IDX_PL_DC,
UNR_G_OCI_IDX_PL_LC,
UNR_G_OCI_IDX_PL_PC,
UNR_G_OCI_SEC_PL_DC,
UNR_G_OCI_SEC_PL_LC,
UNR_G_OCI_SEC_PL_PC,
UNR_G_SEC_PL_DC,
UNR_G_SEC_PL_LC,
UNR_G_SEC_PL_PC,
UNR_L_FX_PL_DC,
UNR_L_FX_PL_LC,
UNR_L_IDX_PL_DC,
UNR_L_IDX_PL_LC,
UNR_L_IDX_PL_PC,
UNR_L_OCI_FX_PL_DC,
UNR_L_OCI_FX_PL_LC,
UNR_L_OCI_IDX_PL_DC,
UNR_L_OCI_IDX_PL_LC,
UNR_L_OCI_IDX_PL_PC,
UNR_L_OCI_SEC_PL_DC,
UNR_L_OCI_SEC_PL_LC,
UNR_L_OCI_SEC_PL_PC,
UNR_L_SEC_PL_DC,
UNR_L_SEC_PL_LC,
UNR_L_SEC_PL_PC,
YEAR.
*
move pl-dbeweg+0(4) to year.
move pl-dbeweg+4(2) to month.
move pl-dbeweg+6(2) to day.
*
case month.
when '01' or '02' or '03'.

concatenate 'I/' year into quarter.
when '04' or '05' or '06'.
concatenate 'II/' year into quarter.
when '07' or '08' or '09'.
concatenate 'III/' year into quarter.
when '10' or '11' or '12'.
concatenate 'IV/' year into quarter.
endcase.
select pl_category_text
from trgc_pl_cate_t
into revenuetype
where pl_category = pl-pl_category
and spras = sy-langu.
endselect.
****************************************************
* revenue classification based on revenue category
* ignore all non-revenue-relevant flows
***************************************************************
if pl-pl_pc eq 0.
reject.

Management
reject.
else.
case pl-pl_category.
* Interest
when '110'.
move pl-pl_pc to interest_pl_pc.
move pl-pl_lc to interest_pl_lc.
move pl-pl_dc to interest_pl_dc.
* Accrued Interest
when '120'.
move pl-pl_pc to accint_pl_pc.
move pl-pl_lc to accint_pl_lc.
move pl-pl_dc to accint_pl_dc.
* Dividend / Bonus
when '130'.
move pl-pl_pc to div_pl_pc.
move pl-pl_lc to div_pl_lc.
move pl-pl_dc to div_pl_dc.
* Profit Distribution
when '140'.
move pl-pl_pc to profdib_pl_pc.
move pl-pl_lc to profdib_pl_lc.
move pl-pl_dc to profdib_pl_dc.
* Charges / Fees
when '210'.
move pl-pl_pc to cost_pl_pc.
move pl-pl_lc to cost_pl_lc.
move pl-pl_dc to cost_pl_dc.
* Taxes
when '220'.
move pl-pl_pc to tax_pl_pc.
move pl-pl_lc to tax_pl_lc.
move pl-pl_dc to tax_pl_dc.
* Unrealized Gain Security (P+L)
when '310'.
move pl-pl_pc to unr_g_sec_pl_pc.
move pl-pl_dc to unr_g_sec_pl_dc.
move pl-pl_lc to unr_g_sec_pl_lc.
* Unrealized Loss Security (P+L)
when '320'.
move pl-pl_pc to unr_l_sec_pl_pc.
move pl-pl_dc to unr_l_sec_pl_dc.
move pl-pl_lc to unr_l_sec_pl_lc.
* Unrealized Gain FX (P+L)
when '330'.
move pl-pl_dc to unr_g_fx_pl_dc.
move pl-pl_lc to unr_g_fx_pl_lc.
* Unrealized Loss FX (P+L)
when '340'.
move pl-pl_dc to unr_l_fx_pl_dc.
move pl-pl_lc to unr_l_fx_pl_lc.
* Unrealized Gain Index (P+L)
when '350'.
move pl-pl_dc to unr_g_idx_pl_pc.
move pl-pl_dc to unr_g_idx_pl_dc.
move pl-pl_lc to unr_g_idx_pl_lc.
* Unrealized Loss Index (P+L)
when '360'.
move pl-pl_dc to unr_l_idx_pl_pc.
move pl-pl_dc to unr_l_idx_pl_dc.

Management
move pl-pl_lc to unr_l_idx_pl_lc.

* Realized Gain Security
when '410'.
move pl-pl_pc to r_g_sec_pl_pc.
move pl-pl_dc to r_g_sec_pl_dc.
move pl-pl_lc to r_g_sec_pl_lc.
* Realized Loss Security
when '420'.
move pl-pl_pc to r_l_sec_pl_pc.
move pl-pl_dc to r_l_sec_pl_dc.
move pl-pl_lc to r_l_sec_pl_lc.
* Realized Gain FX
when '430'.
move pl-pl_dc to r_g_fx_pl_dc.
move pl-pl_lc to r_g_fx_pl_lc.
* Realized Loss FX
when '440'.
move pl-pl_dc to r_l_fx_pl_dc.
move pl-pl_lc to r_l_fx_pl_lc.
* Realized Gain Index
when '450'.
move pl-pl_dc to r_g_idx_pl_pc.
move pl-pl_dc to r_g_idx_pl_dc.
move pl-pl_lc to r_g_idx_pl_lc.
* Realized Loss Index
when '460'.
move pl-pl_dc to r_l_idx_pl_pc.
move pl-pl_dc to r_l_idx_pl_dc.
move pl-pl_lc to r_l_idx_pl_lc.
* Amortization (netting of
* pos. and neg. amortization)
when '510' or '520'.
move pl-pl_pc to amort_pl_pc.
move pl-pl_lc to amort_pl_lc.
move pl-pl_dc to amort_pl_dc.
* Unrealized Price Gains, Security (OCI)
when '610'.
move pl-pl_pc to unr_g_oci_sec_pl_pc.
move pl-pl_dc to unr_g_oci_sec_pl_dc.
move pl-pl_lc to unr_g_oci_sec_pl_lc.
* 620...Unrealized Price Losses, Security (OCI)
when '620'.
move pl-pl_pc to unr_l_oci_sec_pl_pc.
move pl-pl_dc to unr_l_oci_sec_pl_dc.
move pl-pl_lc to unr_l_oci_sec_pl_lc.
* 630...Unrealized Price Gains, Forex (OCI)
when '630'.
move pl-pl_dc to unr_g_oci_fx_pl_dc.
move pl-pl_lc to unr_g_oci_fx_pl_lc.
* 640...Unrealized Price Losses, Forex (OCI)
when '640'.
move pl-pl_dc to unr_l_oci_fx_pl_dc.
move pl-pl_lc to unr_l_oci_fx_pl_lc.
* 650...Unrealized Price Gain, Index (OCI)
when '650'.
move pl-pl_pc to unr_g_oci_idx_pl_pc.
move pl-pl_dc to unr_g_oci_idx_pl_dc.
move pl-pl_lc to unr_g_oci_idx_pl_lc.
* 660...Unrealized Price Loss, Index (OCI)
when '660'.

Management
move pl-pl_pc to unr_l_oci_idx_pl_pc.

move pl-pl_dc to unr_l_oci_idx_pl_dc.
move pl-pl_lc to unr_l_oci_idx_pl_lc.
* no revenue-relevant category found...
when others.
reject.
reject.
endcase.
endif.
endif.
The defined additional fields are filled by the custom coding and can be used (as well as all other fields)
for the query definition. This enables a detailed analysis of revenues/expenses.
Example:
Expenses and revenues are assigned to the corresponding profit and loss key figures, depending on the
profit/loss type assigned to each update type. In this example, the realized price gains, achieved at the
time of outflow are assigned to the realized gains securities LC / P/L C key figures. All other revenues
are displayed in the same way in separate columns.
3.3.1.2 CFM_MATURITY
Where Used
You can use the InfoSet CFM_MATURITY to analyze cash flows for a given due date or period. This
gives you a planning basis indicating which flows will become due in the course of any evaluation period
in the future. You can distinguish between flows that affect positions (interest, interest capitalization) and
those which affect profit/loss (nominal interest, dividends, and so on).
Evaluations with the following form can be generated with the CFM_ MATURITY InfoSet.
Characteristics Flow Maturity

Quarter IV/2002
Quarter III/2002
Quarter II/2002
Quarter I/2002
Company Code
Valuation Area
Product Type
Transaction
Year 2002
Year 2003
Year 2004
.....

Management
Additional Code for Analyzing Flows Due in a Given Period

The InfoSets CFM_REVENUE and CFM_MATURITY are both based on the logical database
FTI_TR_PL_CF, but differ in their focus. The InfoSet CFM_REVENUE concentrates on analyzing the
individual profit and loss types (defined in Customizing) in as much detail as possible. By contrast, the
InfoSet CFM_MATURITY focuses on when the individual flows become mature within the selection
period. In this case, the system analyzes the individual flows and assigns them to the relevant
year/quarter/month on the basis of the due date.
You could use CFM_MATURITY, for example, to analyze when flows will mature over the next 4 quarters
and the next five years, starting at the beginning of the specified selection period.
Example:
The selection period is 06/01/2002 - 12/31/2009. Depending on their due dates, the flows are assigned to
the following columns:
- Quarter I – 2002
- Quarter II – 2002
- Quarter III – 2002
- Quarter IV – 2002
- Year 2002
- Year 2003
- Year 2004
- Year 2005
- Year 2006
- Year 2007
An additional field, which is filled with the relevant payment amount in GET custom coding, was defined
for each of these required columns:
Example for GET custom coding:

case year.
when year_0. (current year)
move pl-cf_cc to year0.
case month.
when '01' or '02' or '03'. (Jan, Feb, Mar)
move pl-cf_cc to quar1.
when '04' or '05' or '06'. (Apr, May, Jun)
when '07' or '08' or '09'. (Jul, Aug, Sep)
when '10' or '11' or '12'. (Oct, Nov, Dec)

Management
endcase.
A further additional field is defined for the column heading. The column heading is dynamically
determined by means of these additional fields in the query definition.
InfoSet Adjustments
Additional fields
separate columns.
MONTH Month / Month
QUAR1 1st quarter / 1st quarter
QUAR1T 1st quarter heading / 1st quarter heading
QUAR2 2nd quarter / 2nd quarter
QUAR2T 2nd quarter heading / 2nd quarter heading
QUAR3 3rd quarter / 3rd quarter
QUAR3T 3rd quarter heading / 3rd quarter heading
QUAR4 4th quarter / 4th quarter
QUAR4T 4th quarter heading / 4th quarter heading
YEAR Year / Year
YEAR0 Year 0 / Year 0
YEAR0T Year 0 heading / Year 0 heading

Management
Fields with T are used to dynamically fill the column headings for the quarter/year entries.
Custom Coding
These additional fields are filled with custom coding (coding time GET PL)
**********************************************************
*
* Step 1.
*
* Step 2.
*
* CAUTION !!
**********************************************************
* For reporting revenues you can use the
* field PL-PL_CATEGORY for separating different
* types of revenues.
* THE REPORT CONTAINS COLUMNS FOR THE ACTUAL AND THE FOLLOWING
* THREE QUARTERS AS WELL AS FOR THE ACTUAL AND THE FOLLOWING
* FIVE YEARS.
* THE DIFFERENT FLOWS ARE ASSIGNED TO THESE COLUMNS ACCORDING
* TO THEIR POS. VAL. DATE.
* YOU CAN USE THIS EXAMPLE AS A TEMPLATE TO DEFINIE YOUR OWN
* MATURITY SCENARIOS.
*
***************************************************************
*
* intialize fields
*
clear:
MONTH,
QUAR1,
QUAR1T,
QUAR2,
QUAR2T,
QUAR3,
QUAR3T,
QUAR4,
QUAR4T,
YEAR,
YEAR0,
YEAR0T,
YEAR1,
YEAR1T,
YEAR2,
YEAR2T,
YEAR3,

Management
YEAR3T,
YEAR4,
YEAR4T,
YEAR5,
YEAR5T.
*
*
* period start (according to screen entry)
*
move s_period-low+0(4) to year_0.
* calculate the next five years
year_1 = year_0 + 1.
* fill columns
case year.
when year_0.
case month.
when '01' or '02' or '03'.
when '04' or '05' or '06'.
when '07' or '08' or '09'.
when '10' or '11' or '12'.
endcase.
when year_1.
when year_2.
when year_3.
when year_4.
when year_5.
endcase.
*************************************************
* in order to display the correct quarter / year
* we have to set column headers dynamically
*************************************************
year0t = year_0.
year1t = year_1.
year2t = year_2.
year3t = year_3.
year4t = year_4.
year5t = year_5.
concatenate 'I/' year_0 into quar1t.
concatenate 'II/' year_0 into quar2t.
concatenate 'III/' year_0 into quar3t.
concatenate 'IV/' year_0 into quar4t.
The defined additional fields are filled by the custom coding and can be used (as well as all other fields)
for the query definition. This enables a detailed due-date analysis.

Management
Example:
3.3.1.3 CFM_REV_FCAST
Where Used
You can use the InfoSet CFM_REV_FCAST to generate complex revenue forecasts and assign
(potential) revenues to the respective due date or period. This gives you a basis for planning the inflows
and outflows that will affect profit and loss in the course of any evaluation period in the future.
Evaluations with the following form can be generated with the CFM_REV_FCAST InfoSet.
Characteristics Future Revenues

Quarter IV/2002
Quarter III/2002
Quarter II/2002
Quarter I/2002
Company Code
Valuation Area
Revenue Type
Product Type
Year 2002
Year 2003
Year 2004
Additional Code for Analyzing Flows Due in a Given Period

The CFM_REV_FCAST and CFM_REVENUE InfoSets are both based on the logical database
FTI_TR_PL_CF, but differ in their focus. The InfoSet CFM_REVENUE concentrates on analyzing the
individual profit and loss types (defined in Customizing) in as much detail as possible. By contrast, the
InfoSet CFM_REV_FCAST focuses on when the individual revenues become due within the selection
period. In this case, the system analyzes the individual flows and assigns them to the relevant
year/quarter/month on the basis of the due date.
You could use CFM_REV_FCAST, for example, to analyze when flows will become due over the next 4
quarters and the next five years, starting with the beginning of the specified selection period.
Example of GET custom coding:

case year.

Management
when year_0. (current year)

case month.
when '01' or '02' or '03'. (Jan, Feb, Mar)
move pl-pl_pc to quar1.
when '04' or '05' or '06'. (Apr, May, Jun)
move pl- pl_pc to quar2.
when '07' or '08' or '09'. (Jul, Aug, Sep)
when '10' or '11' or '12'. (Oct, Nov, Dec)
endcase.
In contrast to the CFM_MATURITY InfoSet, the PL-CF_CC key figure (payment amount) is not assigned
to the individual additional fields. Instead, the PL-PL_PC key figure (net income amount) is used to
ensure that the evaluation is restricted exclusively to profit/loss relevant flows.
A further additional field is defined for the column heading. The column heading is dynamically
determined by means of these additional fields in the query definition.
InfoSet Adjustments
Additional fields
separate columns.
MONTH Month / Month
QUAR1 1st quarter / 1st quarter
QUAR1T 1st quarter heading / 1st quarter heading
QUAR2 2nd quarter / 2nd quarter
QUAR2T 2nd quarter heading / 2nd quarter heading
QUAR3 3rd quarter / 3rd quarter
QUAR3T 3rd quarter heading / 3rd quarter heading
QUAR4 4th quarter / 4th quarter
QUAR4T 4th quarter heading / 4th quarter heading
YEAR Year / Year

Management
Fields with T are used to dynamically fill the column headings for the quarter/year entries.
Custom Coding
These additional fields are filled with custom coding (coding time GET PL)
**********************************************************
*
* Step 1.
*
* Step 2.
*
* CAUTION !!
**********************************************************
*
***************************************************************
* HERE YOU CAN FIND AN EXAMPLE FOR A REVENUE FORECAST REPORT.
* THE REPORT CONTAINS COLUMNS FOR THE ACTUAL AND THE FOLLOWING
* THREE QUARTERS AS WELL AS FOR THE ACTUAL AND THE FOLLOWING
* FIVE YEARS.
* THE DIFFERENT FLOWS ARE ASSIGNED TO THESE COLUMNS ACCORDING
* TO THEIR POS. VAL. DATE.
* YOU CAN USE THIS EXAMPLE AS A TEMPLATE TO DEFINIE YOUR OWN
* (INTEREST) CASH FORECAST SCENARIOS.
***************************************************************
*
* intialize fields

Management
*
clear:
MONTH,
QUAR1,
QUAR1T,
QUAR2,
QUAR2T,
QUAR3,
QUAR3T,
QUAR4,
QUAR4T,
REVENUETYPE,
YEAR,
YEAR0,
YEAR0T,
YEAR1,
YEAR1T,
YEAR2,
YEAR2T,
YEAR3,
YEAR3T,
YEAR4,
YEAR4T,
YEAR5,
YEAR5T.
*
*
*
* period start (according to screen entry)
move s_period-low+0(4) to year_0.
* calculate the next five years
* fill columns
case year.
when year_0.
move pl-pl_pc to year0.
case month.
when '01' or '02' or '03'.
when '04' or '05' or '06'.
when '07' or '08' or '09'.
when '10' or '11' or '12'.
endcase.
when year_1.
when year_2.
when year_3.
when year_4.

Management
when year_5.
endcase.
*************************************************
* in order to display the correct quarter / year
* we have to set column headers dynamically
*************************************************
year0t = year_0.
year1t = year_1.
year2t = year_2.
year3t = year_3.
year4t = year_4.
year5t = year_5.
concatenate 'I/' year_0 into quar1t.
concatenate 'II/' year_0 into quar2t.
concatenate 'III/' year_0 into quar3t.
concatenate 'IV/' year_0 into quar4t.
* read revenue category
select pl_category_text
from trgc_pl_cate_t
into revenuetype
where pl_category = pl-pl_category
and spras = sy-langu.
endselect.
The defined additional fields are filled by custom coding and can be used (as well as all other fields) for
the query definition. This enables a detailed expense/revenue forecast.
Example:

Management

For information on the individual selection parameters, refer to section 3.1.2: Information about Data
Selection.

3.3.3 Field Selection for Logical Database FTI_TR_PL_CF

A comprehensive range of characteristics and key figures is available for revenue/cash flow evaluations using the CFM_REVENUE / CFM_MATURITY /
CFM_REV_FCAST InfoSets. You can use these to define Queries depending on your requirements. The following explanations are to help you to interpret individual
characteristics and key figures correctly and thus decide whether the characteristic or key figure should be included in your Query.

MANDT Client Client
BUKRS Company code Company code
LAND1 Country key for the company code This key determines the country and is defined in the company code table T001 for the company code. This attribute should not be
TR_ACC_CODE The accounting code is an organizational unit in position management. Each accounting code corresponds to a single company code
Accounting code
(1:1 relationship). For reporting purposes therefore, accounting code and company code can be used as synonyms.
VALUATION_AREA More than one valuation area can be managed in the financial subledger to enable you to valuate financial transactions on the basis
Valuation area
of different accounting regulations.
The valuation class is used to classify financial investments in a specific valuation area by asset type. Examples of valuation classes
VALUATION_CLASS Valuation class are current assets and fixed assets for a German HGB valuation area, or trading, available for sale (AfS), and held to maturity (HTM)
for an IAS valuation area.
GSART Product type The product type is used to differentiate/structure investments.
PORTFOLIO Portfolio The portfolio is generally used to group or structure financial investments, for example, the EUROPE portfolio comprises securities
account DE (Germany), securities account FR (France) and securities account CH (Switzerland). You can also differentiate positions
in position management on portfolio level, i.e. portfolio is used here as a term for differentiating. However, this also means that an
evaluation on portfolio level is only possible if position differentiation is carried out for each portfolio.
LOANS_CONTRACT Contract number Unique loan contract number

DEAL_NUMBER Financial transaction creating the In the areas
position
- Securities
- Loans
The “Financial transaction creating the position” field is therefore only filled for financial transactions that create a position in position
• Money market
ACCOUNT_GROUP Securities account group You can define how positions should be created within position management by using various differentiation terms. Positions are
used as the basis for valuation as well as for generating the derived flows.
position management. You can then assign securities accounts to these securities account groups in the master data for the
The use of securities accounts in position management is comparable to portfolio valuation in the operative valuation area.
differentiation term for the respective valuation area. This field is not relevant for the operative valuation area.
SECURITY_ACCOUNT Securities account The Securities Account field is only filled in position management if you have defined the securities account as a differentiation term
for the respective valuation area.


This field is always displayed for the operative valuation area because in this valuation area a position is always characterized by a
combination of company code + securities ID number + securities account.
POSITION_ACCOUNT Futures account for listed options The futures account is an organizational entity used by banks to manage futures and listed options. (similar to securities accounts for
FLAG_LONG_SHORT Indicator: Long or short position Indicates whether the position is long or short.
LOT_ID Lot ID In position management, positions can be managed according to various differentiation criteria. One way of classifying positions is to
manage single positions (lots). The lot represents the smallest possible unit for position management. A lot is always generated by a
LOTGENERATION_BUSTRAN Business transaction category that The business transaction category describes the business transaction that generated the lot, for example
SCAT generates lots
- Purchase
- Transfer
- Corporate action
SANLF Product category The product category is used to differentiate investments.

RREFKONT_R This account assignment reference is used only for loans in the operative valuation area (valuation area 001).
The account assignment reference is created in Loans Management from the values of various master data fields. It can be used to
Loans, operative
ACC_ASS_REF Account assignment reference in
This account assignment reference is used for all positions in new position management (Treasury + CML parallel).-
position management


You can use the account assignment reference to determine the FI G/L account in which the position is to be managed. You create
the account assignment references independent of the valuation areas.


RLZTG_F Remaining term in Difference between the end of the term of a financial product and a second date reference, such as:
days/months/years
RLZMO_F 1. A fixed reference date (entered in the selection screen)
RLZJA_F 2. Today’s date
Overdue period in
UEBTG_F days/months/years The "remaining term" and the "overdue period" are both available as reporting characteristics and key figures. You can use the
UEBMO_F respective key figure (available in days) for calculations. By contrast, the characteristic (available in days, months, and years) is
primarily intended for defining forms (( in drill-down reports). You can use it, for example, to group items that have recently become
UEBJA_F overdue, and those that are long overdue.
The remaining term and overdue period have both been defined for positions and flows.
Both the remaining term and the overdue period are determined by calculating the difference between two date fields. The following
section describes how these date fields are filled.
One of these date fields depends on whether the value is a position or a flow:
1. For positions, this date field contains the end of term for the financial product. If this is not defined (in the case of
stocks, for example), the remaining term and the overdue period are set to zero.
2. For flows, this date field is filled with the due date.
The other date field
1. The following dates are available for positions:

a) An explicit reference date, which has to be specified (for example, 12/31/2001)
b) Today, i.e. the current date
c) The characteristic Key Date, which can differ for each position (whereby this is often clear in the context of
the report)
2. The following dates are available for flows:
a) An explicit reference date, which has to be specified (for example, 12/31/2001), as above
b) Today, i.e. the current date, as above
c) The Day Before "From Date", which can differ for each flow (whereby this is often clear in the context of the
report)
d) The "To Date", which can differ for each flow (whereby this is often clear in the context of the report)
The remaining term and the overdue period are contrary values in the sense that one value has to be zero if the other differs from
SAP NETWEAVER 2004 + SAP FSCM 3.0 zero. However, both values can be zero at the same time. Both values have been defined as the difference
Page between the two date
110 / 159
fields above.
Example: You want to determine the remaining term or overdue period for planned flows. For the second date field, you specify a
fixed reference date "12/31/1998".
PARTNR Business partner with whom you The field contains the number of the partner with whom you have a commitment. This commitment usually entails an associated
have a commitment default risk. The type of partner depends on the nature of the commitment:
• For securities and listed options and futures, this field contains the issuer.
TYPE Partner category This indicator shows whether your business partner is a natural person, an organization or a group of natural persons or
organizations. Additional information, such as the age, sex or income of natural persons, or founding year, legal form and so on of an
ISTYPE Industry system An industry system groups and categorizes several industries together.

DAX Technology
S&P500 Software
IND_SECTOR Industry Companies are split into different “industries” based on their core business. An industry could be trade, banking, services, heavy

CNTRY_COMP Country where the business partner This shows the country in which the registered office of the company or the organization is located. This attribute is often used to


LEGAL_ORG Legal entity of the organization Legal entities are the legally responsible organizations for companies with dependent legal status
NATION Nationality The nationality of a natural person.
natural persons.
Each business partner is assigned to a business partner group when it is created. The grouping specifies whether the business
GROUP_ID Business partner grouping partner number is defined internally by the system or manually by the user.
COMP_RE Company relationship This field describes – in relation to the company code – possible relationships to other companies (for the issuer role). This
RATING Rating indictator The rating is an abbreviated credit standing classification published by one of the established rating agencies (for example, Aaa,
SOL_INS Institute providing credit standing Indicates the name of the rating agency (S&P, Moody’s, etc.)
information
SOL_INF Status of credit standing Shows the status of the credit rating information.
information
SFHAART Transaction type The transaction type defines which transactions were carried out in combination with a certain product type, for example, investing
and borrowing fixed-term deposits / deposits at notice or sale and purchase of stocks.


RMAID Master agreement A master agreement is used to specify agreements and conditions by which individual transactions in the master agreement must
abide.
transactions.
RGARANT Guarantor of a financial transaction The guarantor of a financial transaction assumes the risk associated with the transaction. If a guarantor that differs from the
counterparty has been specified for the transaction, the limit utilization resulting from the transaction relates to the guarantor instead
NORDEXT External Reference User-defined text field:
transaction.
ZUOND Assignment User-defined text field:

REFER Internal Reference User-defined text field:
SAP system.
MERKM Characteristics User-defined text field:

RDPBANK Depository bank Name or number of the depository bank from partner management.


SECACC_TYPE Securities Account Type You can use the securities account type to differentiate between various securities account categories. You can create securities
- Issuance Securities Account

SBILK Balance sheet indicator This indicator specifies the balance sheet position to which this position is assigned in accordance with reporting requirements for
ALWPKL General security classification Indicator for differentiating the security type.
The user can customize the values and classify all securities for evaluation purposes independently of system settings, such as
SOL_INS_RANL Institute giving credit rating Indicates the name of the rating agency (S&P, Moody’s, etc.)
information for securities ID
numbers
The rating is an abbreviated credit standing classification published by one of the established rating agencies (for example, Aaa,
RATING_RANL Rating securities ID number Aa3, according to Moody’s rating scale).
indicator
SWPKLASS Bond classification Indicator for differentiating bonds.
The user can define values and classify bonds in Customizing for evaluation purposes independently of system settings, such as


SFOTY Indicator: Fund type The fond type indicates the user-defined differentiation of investment funds according to the type of investment. (Stock funds / bond
SVWHR Valuation currency You define a local currency for each valuation area. This is the currency in which the positions are managed. The valuation area-
specific "local currency" is referred to as the valuation currency.
SBWHR Position currency (currency of The position currency is the currency used to manage the position. In the securities module, position currency and issue currency are
ANZGW Display currency The display currency is used to convert key figures to a custom (second) currency which can be entered on the selection screen.
If for example you want to produce a consolidated report for several company codes within a group (with different local currencies),
all position currencies can be converted to a common display currency.
WVERB1 Nominal currency Currency of the outgoing side for exchange transactions (swaps, foreign exchange transactions)
WFORD1 Nominal currency Currency of the incoming side for exchange transactions (swaps, foreign exchange transactions)
investment/purchase/incoming
side/long
DBEWEG Flow date The flow date is derived from the key date reference on which it is based. Depending on the key date reference, the flow date can,
for example, contain the posting date or the position value date.
DBESTAND Position value date Position value date of the flow
DORDER Order day Order date
DDISPO Payment date Contains the anticipated date on which a payment is planned.
DSCHLUSS Date of transaction closing Closing date of transactions that were managed with Transaction Manager.


DFAELL Due date The due date which is relevant for due flows (redemption, interest payments etc.) from conditions.
JAHR Calendar year The field contains the calendar year when the flow will be due. This information is useful for determining maturity schedules and
forecasts.
MONAT Calendar month The field contains the calendar month in which the flow is due to mature. This information is useful for determining maturity schedules
and forecasts.
WOCHE Calendar week The field contains the calendar week in which the flow is due to mature. This information is useful for determining maturity schedules
and forecasts.
MONAT_JAHR Calendar month/year This field is made up of the fields mentioned above. Example: If a flow is due to mature on 01.12.05, it has the value 12/2005
WOCHE_JAHR Calendar week/year This field is made up of the fields mentioned above. Example: If a flow is due to mature on 01.12.05, it has the value 49/2005
SE_DEAL_NUMBER Security/futures transaction Key for financial transactions involving listed instruments that can create or change a position. These instruments include:
• Securities
• Futures/listed derivatives
RKONTRA Reference to counterparty This field contains the business partner in the role of the counterparty.
RHANDPL Exchange Exchange, where a security was bought.
JFDBUC Relevance to CM This indicator determines whether or not the flow record should be passed on to cash management.
ZLSCH Payment method The payment method determines the procedure that should be used for payment, for example, check, bank transfer or bill of
exchange.
BANKK_HB Bank key of house bank This field displays the bank key for storing country-specific bank data of your house bank.
BANKN_HB Bank account number of house Account number of your house bank.
bank
BANKK_BP Bank key of business partner bank This field displays the bank key for storing country-specific bank data regarding your business partner.
BANKN_BP Bank account number of business Account number of the counterparty’s business account.
partner
SZART Payment activity This characteristic indicates whether or not the flow is a payment transaction.


SPAYRQ Generate payment request This characteristic indicates whether or not a payment request that can be processed by the FI payment program was generated for
the flow
PRKEY Key number of payment request The key number is a unique means of identifying a payment request. The key number of the payment request is assigned internally.
BELNR Document number of an accounting This field contains the document number of the FI posting document for posted flows.
document
AWKEY Reference key Whenever an accounting document is posted in FI via the interface, the sending application includes a unique reference. This
reference comprises a unique object key and object type. This field can therefore be used to determine the origin of the document.
GL_ACCOUNT_D Number of G/L account, debit This field contains the account number of the subledger document to be posted as a debit posting
GL_ACCOUNT_C Number of G/L account, credit This field contains the account number of the subledger document to be posted as a credit posting.
DBUDAT Posting date in the document This field contains the date on which the flow was posted to FI.
DGJAHR Fiscal year Fiscal year in which the flow was posted to FI.
DMONAT Fiscal month Fiscal month in which the flow was posted to FI.
PERIO Period/year This field is made up of the FI posting period and the year in which the flow was posted to FI.
RAHABKI Short key for your house bank Account number of your house bank. (Short form)
RAHKTID Short key for house bank account This field displays the bank key for storing country-specific bank data regarding your business partner. (Short form)
The posting status of a flow indicates whether the flow is blocked for posting, released, already posted, or has been reversed. The
following statuses are possible:
Posting status: Loans (CML), • 2.....Posting carried out

BUCHST
operative
• 5.....Planned record
This characteristic is displayed for CML in the operative valuation area only.


The position management status of a flow displays the status from the view of the Treasury subledger.
The following statuses are possible:
• P Planned
• F Fixed
Posting status for treasury ledger
TRL_BOOKINGSTATE
business transaction (flow display) • R Reversed
• ToF To Be Fixed
• ToR To Be Reversed
This characteristic is only displayed for new position management.
SBEWART_R Flow type The flow type is only entered for CML in the operative valuation area. Only the update type is entered in new position management.
FLOW_TYPE Update type Update types carry the information for a flow in position management.
BUSTRANSCAT Business transaction category Each update type is assigned to a business transaction category which determines how it is processed for business and accounting
purposes. (Compare with flow types in the operative valuation area)
SOURCETARGET_FLG Flag: Source or target of a flow Technical indicator to determine the direction of the cash flow in the case of derived flows.


PL_CATEGORY P/L type You can use the profit/loss type to classify gains and losses according to your own reporting requirements. It enables you to assign
certain flows that affect income to groups.
By assigning update types that affect income to profit/loss types, you can generate very powerful reports that show all the revenues
and expenses for a period in aggregated form.
In order to set up evaluations based on the entity profit/loss type, you must make the following settings in Customizing for the
Information System:
• Define profit/loss types
• Assign update types to the relevant profit/loss types (where appropriate, for individual valuation areas)
KMNR Corporate action number This number uniquely identifies a corporate action.
WZBETR Payment currency This field contains the key indicating the currency of the payment amount. It can differ from the position or transaction currency.
SPLWHR Profit/loss currency The profit/loss currency is the currency of the profit or loss. It can differ from the position or transaction currency.
SSIGN Direction of flow This field indicates whether or not the flow is an inflow (+) or outflow (-).
CF_CC Payment amount in payment In general, the following flow categories are determined from a reporting perspective:
currency
• P/L relevant flows
CF_LC Payment amount in local currency
• Payment-relevant flows
CF_DC Payment amount in display
currency • Position-relevant flows
PL_PC Profit/loss amount in P/L currency A flow can have a more than one of these attributes (depending on the settings in Customizing). Example:
PL_LC P/L amount in local currency e) Purchase of stock; settlement amount €10.000


PL_DC P/L amount in display currency This flow is relevant for the position.
The flow is not relevant for profit/loss.
f) Charge (not activated)
g) Accrual/deferral
h) Valuation
These key figures are only displayed for the operative valuation area.


PABGERF_PC Period-based revenue The period-based accrued/deferred revenue is a simulative key figure specifying the revenue that can be accrued/deferred for a
accrued/deferred in P/L currency certain period. It is generated from flows that are relevant for accrual/deferral.
The key figure is defined for the following module:
- Money market
- Securities
- OTC derivatives
- Loans
This key figure is only displayed for the operative valuation area.
PABGERF_LC Period-based revenue As above

accrued/deferred in local currency
PABGERF_DC Period-based revenue As above
accrued/deferred in display
currency

Management
3.4 Evaluation of Transaction Data Using Logical Database

FTI_TR_DEALS
3.4.1 Where Used

You can use the logical database FTI_TR_DEALS to evaluate financial transactions in SAP Treasury and
Risk Management on a given key date. It focuses on evaluating data that originates from transaction
management.
In addition to the basic transaction data, a range of additional detailed information can be evaluated. You
can evaluate the following additional information:
• Transaction flows
• Conditions
• Formulas used in the conditions
• Interest rate adjustment data
• Payment data (payment details)
• In the case of options, the data for the underlying and its flows
• Key figures (including sensitive key figures)
Evaluations based on LDB FTI_TR_DEALS are for a given date, where the key date always refers to the
position value date of the financial transaction. The system always attempts to determine the effective
transaction status for the key date (in particular, if the key date is in the past) and to reconstruct the
transaction.
The key date-based selection takes into account the transaction activity effective on the key date as well
as the start and end of term of a financial transaction. The flows and conditions valid for the relevant
activity are selected. This type of selection is particularly relevant for OTC transactions creating the
position. Listed transactions or transactions for securities, futures and listed options do not have a term
end. Transactions selected according to key date cannot provide a "position" for the valid transactions.
For these types of transactions, it is useful to limit by the closing date. Due to the different characteristics
of position-creating OTC transactions (with an end of term) and listed transactions (without an end of
term) you should avoid combined reporting.
The key date also determines certain time-based attributes such as the current valid reference interest
rate or the next fixing day. The net present value and sensitive key figures are also calculated on the key
date.
Unlike the logical database previously described, FTI_TR_DEALS does not have a flat structure. Instead,
the individual areas of the database are grouped in a hierarchy. At the same time, the structure maps the
foreign key dependencies to the tables on which they are based in the SAP system.
Management
In contrast to the logical databases previously described, the individual hierarchy nodes (except for the root
node MAIN_DATA) are based on tables. The hierarchy node structure and data storage in the
corresponding tables are therefore similar.
For this reason, the individual hierarchy nodes are not described in detail, but rather a description of the
underlying tables is given which are used to make entries at the individual nodes. The root node is
described in detail in the same way as the logical databases.
Hierarchy Node: UNDERLYING
Only filled for transactions with product category 760 (options.)

Contains basic data on the underlying in the case of options.
Data entered from the following tables:
• VTIFHA
• VTIFHAZU
Hierarchy Node: UNDERLYING UNDERLYING_2ND
Only filled if the underlying of the option is also an option. The basic data
of the underlying is determined for the underlying option in the same way
as for the UNDERLYING node.
• VTIFHA
• VTIFHAZU
Hierarchy Node: UNDERLYING UNDERLYING_2ND FLOWS_UL_2ND
Only filled if the underlying of the option is also an option. The flows are
determined in the same way as for the UNDERLYING node.

Management

• VTIFHAPO
UNDERLYING UNDERLYING_2ND
Hierarchy Node: UNDERLYING CONDITIONS_UL

Contains the condition data for the underlying.
• VTIFINKO
• VTIAFINKO
UNDERLYING UNDERLYING_2ND FLOWS_UL_2ND
Hierarchy Node: UNDERLYING CONDITIONS_UL FORMULA_UL
• Only filled for transactions with product category 760 (options.)

• Formulas are provided if they are used in the conditions of the
underlying.
• Data entered from the following tables:
o VTIAFINKO
Hierarchy Node: UNDERLYING FLOWS_UL

Contains the flows for the underlying.
• VTIFHAPO
UNDERLYING CONDITIONS_UL FORMULA_UL
Hierarchy Node: PAYINFO
• Contains information on payment details

o VTBZV
UNDERLYING FLOWS_UL
Hierarchy Node: CONDITIONS
• Contains the condition data for the underlying which is evaluated

using the MAIN_DATA node.
o VTBFINKO
o VTBAFINKO

Management
Hierarchy Node: INTEREST_ADJ
• Contains information about interest rate adjustments for variable

interest transactions.
o TRIAT
CONDITIONS
Hierarchy Node: CONDITIONS FORMULA
• Formulas are provided if they are used in the conditions of the

transaction.
o VTBAFINKO
INTEREST_ADJ
Hierarchy Node: FLOWS
• Contains the flows for the underlying which is evaluated using the
MAIN_DATA node.
o VTBFHAPO
CONDITIONS FORMULA
Note:
The logical database FTI_TR_DEALS is used to evaluate subledger transactions from a transaction
management point of view. Data is still stored in the old transaction management tables. This means no
additional data is required from position management.

Note:
Transactions should only be evaluated on the basis of transaction management, meaning that no data is
selected from position management. Entities are therefore not used from position management (the
valuation area or valuation class, for example) when making selections.
The following data selection options are available:
o Indicator: Generation of Two-Sided Transactions
If this indicator is set, the system displays separate lines for each exchange
transaction for the incoming and outgoing sides. This enables you to see the
individual legs of an exchange transaction more clearly.
Example:

Management
Swap evaluation, Indicator: Generation of Two-Sided Transactions is not set.

Output:
CoC Transac Transacti Nomin Pos.Crcy Nom.Am Currency Nom.Am Currency

d
tion on Side al t incoming t outgoing
Amoun incoming outgoing
t
0001 2300043 20 EUR 23 USD
million million
Swap evaluation, Indicator: Generation of Two-Sided Transactions is set.

Output:
CoC Transac Transact Nomin Pos.Crcy Nom.Amt Currency Nom.Amt Currency

d
tion ion Side al incoming incoming outgoing outgoing
Amoun
t
0001 2300043 1 (out) - 23 Mio USD
0001 2300043 2 (in) 20 Mio EUR
The following applies:

For exchange transactions, if the indicator is not set, only the key figures that refer to a
side are filled, such as:
o Nom.Amt: incoming
o Nom.Amt: outgoing
In this case, key figures without reference to a side are not filled:
o Nominal value
If the indicator is set for exchange transactions, a separate record is generated for each
side of the transaction (incoming and outgoing). In this case, only the key figures
without an explicit reference to a side (the nominal value) are filled. In addition, the side
key is filled with reference to the incoming or outgoing side. The amounts of the
outgoing side are mapped, with plus/minus sign changes, to the amount with no explicit
reference to a side in the key figure.
o Indicator: Split Syndicate

If this indicator is set, the selected syndicated facilities are divided into their parts so
that the relevant individual drawings can be evaluated.
o Indicator: Only Transactions with References
o In earlier releases, the complex way in which information was stored made it difficult
to evaluate transactions linked by references.

Management
o You can now use this indicator to automatically evaluate transactions linked by
references. If a reference contains a securities position, the securities class positions
is also evaluated and the position quantity is displayed either in the field units or
nominal amounts. The corresponding market risk key figures, such as the net present
value or the duration, are also calculated. If the securities account class positions
have an end of term in the class data (regarding bonds, for example) this will also be
displayed in the corresponding main data field.
o Selection based on Flows

In the section Selections based on Flows you can limit the data to be selected on the
basis of the flow type or flow category.
Note:
As described above, the logical database FTI_TR_DEALS is only used to evaluate
transactions in transaction management whose fundamental unit is a flow type (and
not an update type, which is used in position management.)

3.4.3 Field Selection for Logical Database FTI_TR_DEALS (MAIN_DATA)

A comprehensive range of characteristics and key figures is available for evaluating transaction data using the FTI_TR_DEALS logical database. You can use these
to define Queries depending on your requirements. The following explanations are to help you to interpret individual characteristics and key figures correctly and thus
decide whether the characteristic or key figure should be included in your Query.
The following list is limited to the top hierarchy node MAIN_DATA in the logical database.

MANDT Client Client
COMPANYCODE Company code Company Code
LAND1 Country key for the company code This key determines the country and is defined in the company code table T001 for the company code. This attribute should not be
In the areas
- Securities
- Loans
Financial transaction creating the a position is always made up of a number of financial transactions. (Exception: Single position management (lot accounting). In this
DEAL_NUMBER
position case, each transaction constitutes a position). An assignment of transaction to position is therefore not relevant.
The “Financial transaction creating the position” field is therefore only filled for financial transactions that create a position in position
• Money market

SE_DEAL_NUMBER Security/futures transaction Key for financial transactions involving listed instruments that can create or change a position. These instruments include:
• Securities
• Listed derivatives, such as futures
SIDE Transaction Side The "transaction side" determines whether the object belongs to the incoming side, outgoing side, or both sides of the transaction.
• 0 Incoming and outgoing
• 1 Outgoing
• 2 Incoming
REFERENCE_NO Reference number Key which uniquely identifies a reference within a reference type.
REFERENCE_TYPE Reference type The reference type defines the type of relationship (functional, organizational) between different objects.
OBJECTNUMBER Object number Unique key comprising the company code and transaction number.
CREATE_USER User name Entered by

CREATE_DATE Date entered Entered on
CREATE_TIME Entry time Time entered
UPDATE_USER Last changed by Last changed by
UPDATE_DATE Change date Changed on
UPDATE_TIME Time changed Time changed
CONTRACT_TYPE Contract type The contract type enables you to structure product categories on the basis of modules.
PRODUCT_CAT Product category The product category is used to differentiate investments.


PRODUCT_TYPE Product type The product type is used to differentiate/structure investments.
The system predetermines specific transaction categories for each product category.
TRANSACTION_CAT Transaction category Example: Product category 510 - Fixed-term deposit
• 100 - Investment
• 200 - Borrowing
The system provides activity categories for each combination of product category and financial transaction category.
ACTIVITY_CAT Transaction activity category Example: Product category 510 - fixed term deposit, activity category 100 - Investment
• Contract
• Rollover
• Settlement
The transaction type defines which transactions were carried out in combination with a certain product type, for
TRANSACTION_TYPE Transaction type example, investing and borrowing fixed-term deposits / deposits at notice or sale and purchase of stocks.
START_TERM Start of term Start of term
END_TERM End of term End of term
RLZTG_F Remaining term in days Difference between the end of the term of a financial product and a second date reference, such as:
1. A fixed reference date (entered in the selection screen)

RLZMO_F Remaining term in months 2. Today’s date
RLZJA_F Remaining term in years
START_INCLUSIVE Calculation period: Start inclusive By selecting this indicator, you determine how the calculation period should be interpreted.
vs. end inclusive
• Start inclusive: start inclusive - end exclusive
END_INCLUSIVE End of term inclusive indicator
• End inclusive: start exclusive - end inclusive
NOTICE_DATE OTC notice date Transaction notice date


CONTRACT_DATE Contract date Contract date
CONTRACT_TIME Contract time Contract time
TRADER Trader Name or short name of the in-house trader responsible for the transaction.
COUNTERPARTY Business partner with whom you The field contains the number of the partner with whom you have a commitment. This commitment usually entails an associated
have a commitment default risk. The type of partner depends on the nature of the commitment:
• For securities and listed options and futures, this field contains the issuer.
TYPE Partner category This indicator shows whether your business partner is a natural person, an organization or a group of natural persons or
organizations. Additional information, such as the age, sex or income of natural persons, or founding year, legal form and so on of an
ISTYPE Industry system An industry system groups and categorizes several industries together.

DAX Technology
S&P500 Software
IND_SECTOR Industry Companies are split into different “industries” based on their core business. An industry could be trade, banking, services, heavy


CNTRY_COMP Country where the business partner This shows the country in which the registered office of the company or the organization is located. This attribute is often used to
LEGAL_ORG Legal entity of the organization Legal entities are the legally responsible organizations for companies with dependent legal status
NATION Nationality The nationality of a natural person.
natural persons.
GROUP_ID Business partner grouping Each business partner is assigned to a business partner group when it is created. The grouping specifies whether the business
partner number is defined internally by the system or manually by the user.
COMP_RE Company relationship This field describes – in relation to the company code – possible relationships to other companies (for the issuer role). This
RATING Rating indictator The rating is an abbreviated credit standing classification published by one of the established rating agencies (for example, Aaa,
SOL_INS Institute providing credit standing Indicates the name of the rating agency (S&P, Moody’s, etc.)
information
SOL_INF Status of credit standing Shows the status of the credit rating information.
information
CONTACT_PERSON Contact person Contact person


GUARANTOR Guarantor of a financial transaction The guarantor of a financial transaction assumes the risk associated with the transaction. If a guarantor that differs from the
counterparty has been specified for the transaction, the limit utilization resulting from the transaction relates to the guarantor instead
EXTERNAL_REFNCE External Reference User-defined text field:
transaction.
PORTFOLIO Portfolio A portfolio is an organizational element for grouping together various Treasury transactions for reporting purposes.
FINANCE_PROJECT Finance project Finance project is used to define a common term by which you can identify related transactions.
MASTER_AGREEMENT Master agreement A master agreement is used to specify agreements and conditions by which individual transactions in the master agreement must
abide.
transactions.
ASSIGNMENT Assignment User-defined text field:

INTERNAL_REFNCE Internal Reference User-defined text field:
SAP system.
CHARACTERISTICS Characteristics User-defined text field:


VALUATION_CLASS General valuation class General valuation classes are used to classify transactions by asset type,
The general valuation classes are assigned to the special valuation classes for the valuation areas. For each transaction, the system
can therefore determine the special valuation classes for the different valuation areas on the basis of the general valuation class.
You assign the general valuation class to a position when you create the financial transaction.
FACILITY_DEALNO Transaction number of the facility Transaction number of the facility

FACILITY_CCODE Company code of the facility Company code of the facility
DEAL_ACTIVE Active Status of the Financial The active status indicates the status of the corresponding transaction or activity.
Transaction or Activity
• 0 Active
• 1 Concluded
• 2 Replaced
• 3 Reversed
• 4 Offer
• 5 Simulation


RELEASE_STATUS Transaction release status The release status indicates whether the transaction has been released. If a transaction has been released, the following
two statuses may be displayed: Release Not Required or Released from Release Point. If a transaction has not been
released, the release status may be Required or Rejected.
• 0 Release Not Checked

• 1 Release Not Required
• 2 Release Required
• 3 Released
• 4 Release Rejected
REVERSAL_REASON Reason for reversal This field contains a key that represents the reason for a reverse posting (posting to a prior period).
CONFIRM_STATUS Confirmation status There are five values for the status of outgoing confirmations:
0 not required
1 required
2 executed
3 sent (status currently not assigned by SAP)
4 error (status currently not assigned by SAP)
The assignment of the status depends primarily on the Customizing settings for correspondence and the standing
instructions for correspondence:
An internal correspondence type does not set any status. If there are several media in the standing instructions in the case of an
external correspondence type, you can establish which medium should be used for setting the status. If you do not specify this, the
SAP system defines the leading medium for setting the status in the following order: SWIFT, FAX, PRINT.
CONFIRM_DATE Confirmation date Date on which correspondence was generated.
CONFIRM_USER Confirmation executed by (user The user who created the confirmation.
responsible)


CNTRCONFIRM Counterconfirmation There are six values for the status of counterconfirmations:
0 not required
1 required
2 reminder sent (status currently not assigned by SAP)
3 matched
4 error (status currently not assigned by SAP)
5 not to be assigned (status currently not assigned by SAP)
To interpret this status field, you have to differentiate between that transaction activity (eg. settlement, rollover, knock-in) and the
correspondence activity.
Example:
For a fixed-term deposit investment ( 'contract' activity), the following correspondences are defined using the relevant Customizing
settings:
• Correspondence type 001 (external correspondence type)
• Correspondence type 002 (internal correspondence type)
• In the standing instructions for the business partner, the PRINT medium is determined for correspondence type 001.
The following entries are made in the status field for the counterconfirmation:
• In business transaction 'contract', '1' (= required) is entered.
• In the correspondence data table VTBKORES for correspondence type 001, '1' is entered.
CNTRCONFIRM_DATE Counterconfirmation date Date on which correspondence was generated.
CNTRCONFIRM_USER Counterconfirmation executed by The user who created the counterconfirmation.

CURRENCY Position currency The currency in which the transaction was concluded.
CURRENCY_RCV Currency: Incoming side of the Currency of the incoming/outgoing side for exchange transactions (swaps, foreign exchange transactions)
transaction


CURRENCY_PAY Currency: Outgoing side of the
transaction
NOM_AMOUNT Nominal amount The nominal amount of the transaction in nominal currency with plus/minus sign.
NOM_AMOUNT_RCV Nominal amount of the incoming Nominal amount of the incoming/outgoing side for exchange transactions (swaps, foreign exchange transactions)
side of the transaction
NOM_AMOUNT_PAY Nominal amount of the outgoing
side of the transaction
UNITS Units The Units field is only filled for class positions in a securities account in the logical database FTI_TR_DEALS and in the reports
based on it.
Class positions in a securities account, in turn, are only evaluated if the “Only Transactions in References” indicator is set. In this
case, the class positions in the securities account that are included in a reference are read and displayed.
LEAD_CURRENCY Leading currency The leading currency and following currency determine a currency pair and how an exchange rate can be interpreted. The rates
determined by the leading currency and following currency are quoted directly.
Example
Leading currency EUR, following currency USD:
EUR / USD
Exchange rate factors 1:1
1 EUR corresponds to the units specified by the exchange rate in USD.


FOLL_CURRENCY Following currency The leading currency and following currency determine a currency pair and how an exchange rate can be interpreted. The rates
determined by the leading currency and following currency are quoted directly.
Example
Leading currency EUR, following currency USD:
EUR / USD
Exchange rate factors 1:1
1 EUR corresponds to the units specified by the exchange rate in USD.
RATE Foreign exchange transaction rate For spot transactions the rate is the current exchange rate, whilst for forward transactions the rate field contains the forward
exchange rate which includes the spot rate and the swap.
SPOTRATE Spot rate The spot rate describes the current rate of a foreign currency. It can be entered manually or automatically as default entries
depending on your settings, so it can be compared with the resulting rate, for example.
SWAPRATE Swap rate A swap is a markup or markdown on the spot rate, which is determined by the difference in interest between the respective
currencies for investments and borrowing with equal terms.
An interest swap is the exchange of fixed and variable interest payment obligations for a fixed term to hedge against interest risks.
SECURITY_ACCOUNT Securities account Key that identifies the securities account. This key is assigned by the user and typically relates to an actual securities account at a
bank.
POSITION_ACCOUNT Futures account for listed options The futures account is an organizational entity used by banks to manage futures and listed options. (similar to securities
and futures accounts for securities)
This characteristic is only available for position management. This field is empty (initial) in the operative valuation area (001).
EFF_INT Effective interest rate The effective interest rate is an amount of interest that shows the profitability obtained from an interest-bearing financial transaction,
taking into account revenue or expense factors.


EFF_INT_METHOD Effective interest method (financial This indicator defines which method is used to calculate the effective interest rate.
mathematics)
INT_CAT Interest category The interest category indicator provides you with information about the form of interest in the transaction.
Below is a list of the fixed values available:
1 = Zero amount
INT_CURRENT Nominal interest rate Nominal interest of a capital investment.

INT_REF Reference interest rate The reference interest rate for a variable interest calculation is usually a money market interest rate that is used as the basis for
creating the interest rate of this condition type. It is also used as markup or markdown to or from the nominal interest rate.
INT_FORMULA Interest formula string Interest formula in the form of a text.

INT_STATUS Interest rate fixing status The interest fixing status contains information as to whether the interest rate of the variable interest calculation was already fixed or is
still to be fixed.
The following fixed values are possible:
1 = Interest has already been fixed
2 = Interest has not yet been fixed
3 = No interest fixing required
INT_NEXT_FIX Next interest rate adjustment date Date on which the next interest rate will be adjusted.


INT_AMOUNT Interest amount The interest amount as a fixed amount or as a calculated amount, according to the interest condition.
INT_CURRENCY Payment currency This field contains the key indicating the currency of the payment amount. It can differ from the position or transaction currency. The
payment currency is only managed in reporting for a specific period.
INT_CAT_IN Interest category of incoming side The indicator "interest category, incoming side" provides you with information about the form of interest for the incoming side of
exchange transactions.
The following fixed values are available:
1 = Zero
INT_CURRENT_IN Nominal interest: Incoming side Nominal interest of the incoming side
INT_REF_IN Reference interest rate: Incoming The reference interest rate for a variable interest calculation is usually a money market interest rate that is used as the basis for
side creating the interest rate of this condition type. It is also used as markup or markdown to or from the nominal interest rate.
INT_FORMULA_IN Interest formula string: Incoming Interest formula in the form of a text.
side


INT_STATUS_IN Interest rate fixing status: Incoming The interest fixing status contains information as to whether the interest rate of the variable interest calculation was already fixed or is
side still to be fixed.
INT_NEXT_FIX_IN Next interest rate adjustment date: Date on which the next interest rate will be adjusted.
Incoming side
INT_AMOUNT_IN Interest amount: Incoming side The interest amount as a fixed amount or as a calculated amount, according to the interest condition.
INT_CURRENCY_IN Payment currency This field contains the key indicating the currency of the payment amount. It can differ from the position or transaction currency. The
INT_CAT_OUT Interest category: Outgoing side The indicator "interest category, outgoing side" provides you with information about the form of interest for the outgoing side of
exchange transactions.
The following fixed values are available:
1 = Zero
INT_CURRENT_OUT Nominal interest: Outgoing side Nominal interest of the outgoing side


INT_REF_OUT Reference interest rate: Outgoing The reference interest rate for a variable interest calculation is usually a money market interest rate that is used as the basis for
side creating the interest rate of this condition type. It is also used as markup or markdown to or from the nominal interest rate.
INT_FORMULA_OUT Interest formula string: Outgoing Interest formula in the form of a text.
side
INT_STATUS_OUT Interest rate fixing status: Outgoing The interest fixing status contains information as to whether the interest rate of the variable interest calculation was already fixed or is
side still to be fixed.
INT_NEXT_FIX_OUT Next interest rate adjustment date: Date on which the next interest rate will be adjusted.
Outgoing side
INT_AMOUNT_OUT Interest amount: Outgoing side The interest amount as a fixed amount or as a calculated amount, according to the interest condition.
INT_CURRENCY_OUT Payment currency This field contains the key indicating the currency of the payment amount. It can differ from the position or transaction currency. The
PUT_CALL Put/call indicator Put/call indicator

EXPIRATION_DATE Exercise date Exercise date of the option
STRIKE_CURRENCY Strike currency of the option/future For currency options, the strike currency is the following currency of the underlying currency pair. For securities as underlying
instruments, the payment currency is used. In the case of an underlying cap/floor, the nominal currency is used. In the case of
underlying swaps, the field is left blank.
STRIKE_AMOUNT Option strike amount The strike amount is the amount in the following currency for underlying foreign exchange, but the market value for a security option.
For underlying caps/floors, the nominal amount is used. In the case of underlying swaps, the field is left blank.


SETTLEMENT_TYPE Settlement indicator This indicator controls whether the underlying transaction is physically exercised or whether a cash settlement is made when the
option is exercised.
1 Physical exercise
2 Cash settlement
* Not yet specified
OPTION_CATEGORY Original option category (upon Option category: Standard, Down&Out, Up&In, Digital, ...
conclusion)
DIR_STRIKEAMOUNT Direction of strike amount The direction of the strike amount shows whether the respective amount upon exercise is incoming or outgoing. The transaction type
(purchase/sale) determines whether the transaction is a put option or a call option.
BARRIER_CATEGORY Knock-in or knock-out level The level type is used to differentiate between simple barrier options and double barrier options for currency options. These can be
category knock-out or knock-in options, or double barrier options with a combination from both categories.
LEAD_CURR_UL Leading currency of the underlying Leading currency of the underlying transaction
transaction
FOLLOW_CURR_UL Following currency of the Following currency of the underlying transaction
underlying transaction
BARRIER Barrier as exchange rate for exotic In the case of currency options, the barrier rate/price is entered in this field.
options
BARRIER2 Barrier 2 as exchange rate for In the case of currency barrier options, the second barrier is entered in this field.
exotic options
CALC_CCY Evaluation currency The currency in which you run an evaluation. You can define your evaluation currency.
NPV_PC Risk management NPV in position The NPV shows the fair price of an investment currently valid on the market, taking all expected cash flows into account. The NPV
currency can be determined online using the NPV calculator, or by using the market data buffer.
NPV_CC Risk management NPV in As above
evaluation currency


NPV_LONG_PC Risk management NPV incoming As above
side in the currency of the incoming
side Only applies to exchange transactions on the incoming side.
NPV_SHORT_PC Risk management NPV outgoing As above

side in the currency of the outgoing
side Only applies to exchange transactions on the outgoing side.
NPV_LONG_CC Risk management NPV incoming As above

Only applies to exchange transactions on the incoming side.
NPV_SHORT_CC Risk management NPV outgoing As above
Only applies to exchange transactions on the outgoing side.
CLEAN_PRICE_PC Clean price in position currency The clean price is the market value excluding accrued interest. By contrast, the dirty price is the effective price you pay when you
purchase a bond (in other words, the clean price plus the proportionate accrued interest since the last coupon payment).
CLEAN_PRICE_CC Clean price in evaluation currency As above
BPVALUE_PC Basis point value in position The basis point value of a bond indicates the absolute amount by which the value of a bond changes if the interest rate changes by
currency one basis point (=0.01%=0.0001). The net present value of a bond is determined in case it is quoted half a basis point (=0.00005)
below or above its current yield. The difference between these two amounts indicates more or less the absolute amount by which the
value of the bond would change if the yield were to increase or decrease by one basis point.
BPVALUE_CC Basis point value in evaluation As above
currency
MAC_DURATION Macaulay duration The duration (according to Macaulay) is defined as a weighted average of the times when the payments will occur. The
net present values of interest and redemption payments are used as weighting factors. The duration therefore is simply a
weighted average of the cash flow times (interest rate and redemption payments)
FW_DURATION Fisher-Weil duration The Fisher-Weil duration specifies the percentage change in the price of the bond if the market interest level changes. The duration
measures the impact on the price when triggered by marginal interest rate changes, and demonstrates how sensitive the bond price
is to the market interest rate.
CONVEXITY Convexity with 5 decimal places Convexity is a measure of how a bond changes in price in relation to rising and falling interest rates. An ordinary bond with coupon
and full repayment upon maturity will show a greater increase in price when there is a reduction in the yield compared to the loss in
price if the yield rises. Convexity is characterized by a change in the duration of the bond in the case of changing yields.


DELTA Delta, derivation of the premium
1st The delta of an option specifies the amount by which the theoretical value of the option changes if the price of the underlying
based on the price of the underlying changes by one unit. Call options have a positive delta and put options have a negative delta.
GAMMA Gamma, 2nd derivation of the The gamma of an option specifies the amount by which a warrant's delta changes if the price of the underlying changes by one unit.
premium based on the price of the For both call and put options: Gamma >= 0.
underlying
THETA Theta, 1st derivation of the The theta of an option specifies the amount by which the theoretical value of an option changes if the remaining term changes by
premium, time-based one day. Call options have positive theta because the net present value of the exercise price drops over time whilst the rate is more
likely to increase. This means that the theta of the put option can be positive, negative, or zero.
VEGA Vega, 1st derivation based on the The vega of an option specifies the amount by which the value of an option changes if the volatility of the underlying
volatility changes by one percentage point.
NOM_CURR_TRADED Traded nominal currency The currency in which the security was traded.
NOM_AMT_TRADED Traded nominal amount Traded nominal amount

NUMBER_TRADED Traded number of units for unit- Traded number of units for unit-quoted securities.
quoted securities.
PRICE_TRADED_PRC Traded security price Acquisition rate
PRICE_TRADED Traded security price (per unit) As above

Management
4 Summarizing Results (Using Characteristics)
4.1 Problem
If the logical database FTI_TR_PERIODS is used to generate period-based position trend lists, the
information for a given time ( positions) has to be adequately combined with information for a given
period ( flows) to enable position changes to be analyzed over time.
The logical database delivers the following information to allow position changes to be displayed
effectively.
Position Information Opening position with key date (start of period - 1 day)
Business transactions within the selection period which change the initial
opening position.
- Purchase
Flow Information - Sale
- Transfer Postings
- Valuations
Position Information Closing position with key date period end
Within the Query list, each business transaction which changes the initial position is displayed in a
separate line. If the evaluation period covers a long period of time, the resulting position trend lists can be
very complex and difficult to interpret.
4.2 Possible Solution

A solution might help which (like drilldown reporting) displays each position with position changes in a
single line. It may make sense to summarize with as many characteristics as possible to achieve results
with maximum summarization and a minimum number of lines.
This can be done using the summarize results indicator on the selection screen. Individual flows
generated by business transactions are no longer displayed if this indicator is set. Rather, the aggregated
and summarized position changes are displayed in one line.
Example:
Period Evaluation (Not Summarized)
Along with the opening and closing positions, all business transactions that affect the position are also
displayed.
Management
Securities Account
Delta No. of Units
security valuation
Delta book value

Company Code
Position Value
start of period
Description of
end of period
Update Type
update type
Book value
Book value
ID Number
PosCurr.
Delta
Date
CFM1 100000 EUR 03/31/2002 0 0 4,000.00 0 0Opening position
CFM1 100000 EUR 09/06/2002SE1000 Purchase 1,000.00 0 0 0 37,000.00
Brokerage
CFM1 100000 EUR 09/06/2002SE3001 capitalized 0 0 0 0 350 Flows from business
transactions within the
CFM1 100000 EUR 09/06/2002SE1000 Purchase 1,000.00 0 0 0 37,000.00
period
CFM1 100000 EUR 08/03/2002VR201 Reset security valn 0 100 0 0 100
CFM1 100000 EUR 08/02/2002V201 Sec. valn 0 -100 0 0 -100
CFM1 100000 EUR 11/30/2002 0 0 0 78,350.00 0Closing position
Account Totals line of sec. account
A 2,000.00 0 4,000.00 78,350.00 74,350.00 A
CFM1 100000 Account B EUR 03/31/2002 0 0 5,000.00 0 0Opening position
Account Totals line of sec. account
B 0 0 5,000.00 5,000.00 0B
CFM1 100000 Account C EUR 03/31/2002 0 0 0 0 0Opening position
CFM1 100000 EUR 08/03/2002VR201 Reset security valn 0 2,100.00 0 0 2,100.00
Flows from business
CFM1 100000 EUR 08/02/2002V201 Sec. valn 0 -2,100.00 0 0 -2,100.00 transactions within the
period
CFM1 100000 EUR 08/01/2002SE1000 Purchase 100 0 0 0 6,000.00
Account
C 100 0 0 6,000.00 6,000.00Totals line sec. Account C
Period Evaluation (Summarized)
Only one line with position changes is displayed per position:
Book value start of period
Book value end of period

Delta security valuation
Securities Account
Delta No. of Units
Delta book value

Company Code
ID Number
PosCurr.
CFM1 100000 Account A EUR 2,000.00 0 4,000.00 78,350.00 74,350.00
CFM1 100000 Account B EUR 0 0 5,000.00 5,000.00 0
CFM1 100000 Account C EUR 100 0 0 6,000.00 6,000.00
4.3 How Is Summarization Done?

In general, the data is summarized on the basis of all characteristics that do not appear in the Query definition. These characteristics are excluded from the
summarization because they are selected explicitly in the Query definition for display. The system aggregates using all remaining characteristics.
Example:
The position value date field is used in the Query definition and is therefore excluded from summarization.
Assuming the following example:

Position Value Date

Position Currency
Company Code
Update Type
Update Type
ID Number
Purc
CFM1 100000 EUR 09/06/2002SE1000 hase
Purc
CFM1 100000 EUR 09/12/2002SE1000 hase
The Query delivers the following result:
Position Value Date

Position Currency
Delta No. of Units
Delta Book Value

Company Code
Update Type
Update Type
ID Number
CFM1 100000 EUR 09/06/2002SE1000 Purchase 1,000.00 10,000.00

CFM1 100000 EUR 09/12/2002SE1000 Purchase 2,000.00 20,000.00

If the position value date field is removed from the Query definition, the system can use this field for summarization. The result of the Query is then a single
result line:
Position Currency
Delta No. of Units
Delta Book Value

Company Code
Update Type
Update Type
ID Number
CFM1 100000 EUR SE1000 Purchase 3,000.00 30,000.00
Note:
This summarization logic applies to all characteristics. It is valid for positions as well as position changes.
This means that you can use the summarization logic for position Queries, i.e. Queries based on the logical database FTI_TR_POSITION. .
Example:
You want to carry out a cross company code position analysis to analyze your book values in each securities account. Define a Query consisting of the
characteristics company code and securities account and the key figure book value. If you have set the summarize results indicator, the display contains
exactly one line per securities account, that is, exactly one book value. If the summarize results indicator is not set, you will get a separate line for each ID
number with a position in a securities account.

Note: The summarization carries out a suitable aggregation of key figures. Be aware that the results might be incorrect in the case of certain key figures (such
as the interest rate key figure). In addition, the summation cannot correctly display alternative aggregating functions with SAP Query (such as Average Is
Calculated). There are two options available for evaluating key figures with more complex aggregation functions:
• Add to the SAP Query those characteristics for which the key figure does not aggregate trivially. This prevents summarization from being carried out
(incorrectly) using these characteristics. The Display Report Type transaction (TRMS) provides you with an overview of the key figures with
complex aggregational behavior.
• Use the SAP Query instead of drill-down reporting

Management
5 Optimizing Selections, Field Lists

All the logical databases that have been described form a separate, integrated access layer to specific data
within the Treasury area. Each logical database encapsulates access to up to 100 database tables and
integrates certain calculation procedures (the NPV calculator, for example.) Based on this, all the logical
databases are accessed by a field list which includes all the fields and their nodes that are required and
requested by the calling program during runtime. Selections and calculations with long runtimes are
prevented if their fields are not required by the calling program. This is essential for the user.
SAP Query provides the field list automatically for both the person who created the query and the user. This
function can also be deacitvated. All other callers need to make field list entries. This applies in particular to
calls made with the function module LDB_PROCESS, or a classic ABAP report that obtains data at the GET
time from the underlying logical database.
Management
6 Tips & Tricks
6.1 External Access to the Logical Databases

The logical databases delivered with the system have been designed to enable you to access them easily
with the help of the SAPQuery. The logical databases may be viewed together as a "black box" as they
provide both field selections and a corresponding data retrieval program for selecting the required data.
Sometimes, however, using SAPQuery to access the logical databases does not provide the flexibility you
require. For example, you may want to analyze, aggregate, and process the selected data further before it is
displayed in the standard ALV grid output.
Typical examples may be:
the option of an alternative output to the ALV grid (file download, spool).
additional calculations on the data selected from the logical databases, such as calculating the weighted
average interest, for example.
To implement these options, you can use the function module LDB_PROCESS to access the logical
databases externally.
The following code shows part of an example program:
************************************************************************
* E X T E R N A L L D B A C C E S S
*
************************************************************************
REPORT LDB_EXTERN.
************************************************************************
* Declare categories
************************************************************************
INCLUDE: LDB_EXTERN_TOP.
************************************************************************
* Declare data
************************************************************************
DATA: p_bukrs TYPE fti_ldb_tr_positions-bukrs,
p_gsart TYPE fti_ldb_tr_positions-gsart,
p_vlare TYPE fti_ldb_tr_positions-valuation_area,
* Output strucuture
it_data TYPE tab_data,
w_data TYPE wa_data,
* Structure for LDB module
it_field TYPE rsfs_fields,
ls_fieldselection LIKE LINE OF it_field[].
************************************************************************
* Selection screen
************************************************************************
SELECTION-SCREEN: BEGIN OF BLOCK b1 WITH FRAME TITLE text-t01,
PARAMETERS: p_jse TYPE fti_ldb_flg_se DEFAULT 'X'.
SELECT-OPTIONS: it_bukrs FOR p_bukrs,

it_vlare FOR p_vlare,
it_gsart FOR p_gsart.
PARAMETERS: p_sticht TYPE fti_stichtag OBLIGATORY DEFAULT

Management
sy-datum.
SELECTION-SCREEN: END OF BLOCK b1.
************************************************************************
* Default values
* Which fields should be read from the LDB?
************************************************************************
INITIALIZATION.
MOVE 'POSITIONS' TO ls_fieldselection-tablename.

APPEND: 'BUKRS' TO ls_fieldselection-fields[],
'SECURITY_ID' TO ls_fieldselection-fields[],
'NOMINAL_AMT_PC' TO ls_fieldselection-fields[],
'SBWHR' TO ls_fieldselection-fields[],
'PKOND' TO ls_fieldselection-fields[],
ls_fieldselection TO it_field[].
************************************************************************
* Start main program
************************************************************************
START-OF-SELECTION.
* Generate CALLBACK table

callback-ldbnode = ‘POSITIONS’.
callback-get = ‘X’.
callback-get_late = space.
callback-cb_prog = ‘LDB_EXTERN’.
callback-cb_form = ‘CALLBACK_FORM’.
APPEND callback.
* Generate SELTAB
* Indicator – Select securities
IF not ( p_jse IS INITIAL ).
MOVE: 'I' TO seltab-sign,
'EQ' TO seltab-option,
'P' TO seltab-kind,
'P_JSE' TO seltab-selname,
p_jse TO seltab-low.
APPEND seltab.
CLEAR seltab.
ENDIF.
* Characteristic: Company code

LOOP AT s_bukrs.
MOVE: s_bukrs-sign TO seltab-sign,
s_bukrs-option TO seltab-option,
'S' TO seltab-kind,
'S_BUKRS' TO seltab-selname,
s_bukrs-low TO seltab-low,
s_bukrs-high TO seltab-high.
APPEND seltab.
CLEAR seltab.
ENDLOOP.
* Characteristic: Product type

LOOP AT s_gsart.
MOVE: s_gsart-sign TO seltab-sign,
s_gsart-option TO seltab-option,
'S' TO seltab-kind,
'S_GSART' TO seltab-selname,
s_gsart-low TO seltab-low,
s_gsart-high TO seltab-high.

Management
APPEND seltab.
CLEAR seltab.
ENDLOOP.
* Characteristic: Valuation area

LOOP AT s_vlarea.
MOVE: s_vlarea-sign TO seltab-sign,
s_vlarea-option TO seltab-option,
'S' TO seltab-kind,
'S_VLAREA' TO seltab-selname,
s_vlarea-low TO seltab-low,
s_vlarea-high TO seltab-high.
APPEND seltab.
CLEAR seltab.
ENDLOOP.
* Re-arrange selected fields

LOOP AT fields INTO ls_fieldselection.
tabname = ls_fieldselection-tablename.
i_fields[] = ls_fieldselection-fields[].
SORT i_fields.
CLEAR ls_fieldselection.
ls_fieldselection-tablename = tabname.
LOOP AT i_fields.
ls_fields-line = i_fields-fname.
APPEND ls_fields TO ls_fieldselection-fields.
ENDLOOP.
APPEND ls_fieldselection TO sort_fields.
ENDLOOP.
************************************************************************
* Generate LDB module that selects data
************************************************************************
CALL FUNCTION 'LDB_PROCESS'

EXPORTING
ldbname = 'FTI_TR_POSITIONS'
field_selection = sort_fields
TABLES
callback = callback
selections = seltab
EXCEPTIONS
ldb_not_reentrant = 1
ldb_incorrect = 2
ldb_already_running = 3
ldb_error = 4
ldb_selections_error = 5
ldb_selections_not_accepted = 6
variant_not_existent = 7
variant_obsolete = 8
variant_error = 9
free_selections_error = 10
callback_no_event = 11
callback_node_duplicate = 12
callback_no_program = 13
callback_no_cbform = 14
dyn_node_no_type = 15
dyn_node_invalid_type = 16
OTHERS = 17.
IF sy-subrc <> 0.
error_number = sy-subrc.
RAISE ldb_errors.
ENDIF.

Management
************************************************************************
* Follow-up actions on internal table that contains data after selection
************************************************************************
* Follow-up actions on ITAB , e.g. yield calculation
LOOP AT it_data[] INTO w_data.
h_1 = h_1 + w_data-nominal_amt_pc * w_data-pkond / 100.

h_2 = h_2 + w_data-nominal_amt_pc.
ENDLOOP.
h_3 = h_1 / h_2 * 100.
WRITE: 'Durchschnittsrendite: ', h_3.
************************************************************************
* Form callback_form
************************************************************************
* Work area supplied by LDB.
* All required values saved in an internal table.
************************************************************************
FORM callback_form USING name TYPE ldbn-ldbnode "#EC *
workarea TYPE fti_ldb_tr_positions
mode TYPE c
selected TYPE c.
MOVE-CORRESPONDING workarea TO w_data.
* Internal table it_data[] contains selected data

APPEND w_data TO it_data[].
ENDFORM. "callback_form
6.2 Alternative Front End with Crystal Reports

Crystal Enterprise™–SAP™Edition gives you as an SAP user the option to use Crystal Reports as an
alternative user interface for creating reports as part of CFM Transaction Manager.
Crystal Reports provides you with an InfoSet/ABAP Query Driver which lets you use existing ABAP Queries
or InfoSets as a data source for a Crystal Report. The decisive advantage of this driver is that a content
expert at SAP creates the ABAP Queries and InfoSets and makes the data record available to users. The
user can then create several reports with the same query or InfoSet.
An additional advantage is that InfoSets can also be created based on the logical databases at SAP. The
InfoSet adopts the entire company logic and security measures contained in the logical database. However,
using this driver also has a disadvantage: The reports can only contain the amount of data that the ABAP
Query or InfoSet is capable of calling.
By creating Crystal Reports on the basis of ABAP Queries and InfoSets, you can organize, format and share
your SAP data with other users.
Crystal Enterprise-SAP Edition comprises two main components: Crystal Reports is a tool for creating reports
from your SAP Data and Crystal Enterprise provides a framework for managing, planning and distributing
your reports on the internet.

Management
Example:
Crystal Report on the basis of the FTI_TR_PL_CF logical database
For further information about the requirements for using Crystal Reports, see the following website:
http://www.crystaldecisions.com/partners/strategic/sap/
6.3 Mass Copying Queries

In query maintenance (transaction SQ00) you can copy queries and InfoSets. However, if you want to copy
several queries/InfoSets simultaneously, you can also use the RSAQCOPY program with its special copying
functions which exceed the scope of normal copying functions used within the separate SAP Query
subareas.
The following options are available:
Copy User Group with InfoSets and Queries

The Copy User Group option is intended for copying a user group to a new user group that does not yet exist.
It copies not only the queries to the new user group but also generates a copy of all InfoSets used in the user
group.
The names of copied InfoSets start with the predefined prefix. This means, for example, that the copy of an
InfoSet with the name “Test" will be “Copy_Test”. The prefix can be changed. If the name of an InfoSet
begins with a namespace, the namespace prefix is not included in the name of the copy (for example,
/SAPQUERY/). However, you can enter a valid namespace in the Prefix field.
If an InfoSet already exists with the name of the copy, it is not overwritten. Any attached queries are also not
copied.
Once the copy has been carried out successfully, the queries of the new user group must be assigned to the
copied InfoSets.

Management
Copy InfoSet with Queries

You can use this function to copy an InfoSet and copy all queries created with this InfoSet at the same time.
The queries are copied to the relevant user groups, and the copies are given the specified prefix (for
example, query 01 is copied to query Copy_01). The prefix can be changed. If there is already a query with
the specified name, the query is not overwritten. The source query is thus not copied. The user groups to
which the queries are copied can be restricted. If you do not make an entry in the Queries from User Groups
field, the relevant queries are copied to all user groups.
Copy Query with Changed InfoSet

You can change the assigned InfoSet while copying a query.
You can only copy a query if the InfoSet contains all fields used in the query and these fields are assigned to
the same node. You cannot assign an InfoSet based on a logical database if the query was previously
assigned to an InfoSet that is not based on a logical database. In addition, you cannot link a query that was
defined using a logical database to an InfoSet that was not created using a logical database.
The copied query can be located in the same or a different user group. If the user group does not yet exist, it
is created during the copying process.


CreateReportSAPTreas Risk MGT PDF

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

CreateReportSAPTreas Risk MGT PDF

Uploaded by

Copyright:

Available Formats

SAP

Note: Contains Screen Shots in German !

Guidelines for Creating Reports in SAP Treasury and Risk Management

Guidelines for Creating Reports in SAP Treasury and Risk Management

6.2 Alternative Front End with Crystal Reports........................................................... 157

Guidelines for Creating Reports in SAP Treasury and Risk Management

FTI_TR_POSITION Position View

FTI_TR_PERIODS Period View

FTI_TR_PL_CF Revenue and Maturity View

Guidelines for Creating Reports in SAP Treasury and Risk Management

FTI_TR_CASH_FLOWS Payment View

As of Release ERP 2005 (ECC 600), a new logical database is available:

FTI_TR_DEALS Transaction Management View

Guidelines for Creating Reports in SAP Treasury and Risk Management

Guidelines for Creating Reports in SAP Treasury and Risk Management

2.1 Dialog-Oriented Information System and Drilldown

• Derivatives (OTC): For a given date

• Derivatives (OTC): For a given period

• Foreign exchange: For a given date

• Foreign exchange: For a given period

• Money market: For a given date

• Money market: For a given period

• Treasury: For a given date

• Treasury: For a given period

• Treasury: For a given date (all fields)

• Treasury: For a given period (all fields)

• Securities: For a given date

• Securities: For a given period

• TRM operative/parallel: For a given date

• TRM operative/parallel: For a given period

Guidelines for Creating Reports in SAP Treasury and Risk Management

2.2 Generating Lists using SAP Query

For more information, refer to:

2.3 SAP Treasury Reporting Strategy

Guidelines for Creating Reports in SAP Treasury and Risk Management

2.4 SAP Query

Queries based on InfoSets

Guidelines for Creating Reports in SAP Treasury and Risk Management

d) Add fields/tables/ structures.

f) Save and generate the InfoSet.

d) Determine the layout design

Guidelines for Creating Reports in SAP Treasury and Risk Management

Guidelines for Creating Reports in SAP Treasury and Risk Management

e) Save the query

Guidelines for Creating Reports in SAP Treasury and Risk Management

e) Saving your QuickView

Reporting Methods Time/Effort Conditions

Guidelines for Creating Reports in SAP Treasury and Risk Management

Guidelines for Creating Reports in SAP Treasury and Risk Management

3.Description of the Logical Databases

3.1 Evaluating Positions with Logical Database

3.1.1 Where Used

Additional coding for additional fields

Guidelines for Creating Reports in SAP Treasury and Risk Management

... Mar.05 Apr.05 May 05 Jun.05 Jul.05 Aug.05 ...

Guidelines for Creating Reports in SAP Treasury and Risk Management

3.1.2 Information about Data Selection

Guidelines for Creating Reports in SAP Treasury and Risk Management

planned records are not taken into account in this case.

Some general points to note:

The securities account is the only differentiation criterion selected for a

- Other control parameters

Guidelines for Creating Reports in SAP Treasury and Risk Management