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EHP6 for SAP ERP6.0
October 2012
English
General TransactionSetting - CTRM(AA1)
SAP AGDietmar-Ho-Allee 166!1!0 "all#orfGerman$
%&il#ing %loc' (onfig&ration G&i#e
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Copyright
/ 2012 SAP AG. All rights resere#.
SAP R3 SAP 4et"eaer D&et PartnerE#ge %$Design SAP %&sinessOb5ects Elorer
Stream"or' SAP HA4A an# other SAP ro#&cts an# serices mentione# herein as 7ell as theirresectie logos are tra#emar's or registere# tra#emar's of SAP AG in German$ an# other co&ntries.
%&siness Ob5ects an# the %&siness Ob5ects logo %&sinessOb5ects (r$stal Reorts (r$stal Decisions"eb 8ntelligence 9celsi&s an# other %&siness Ob5ects ro#&cts an# serices mentione# herein as 7ellas their resectie logos are tra#emar's or registere# tra#emar's of %&siness Ob5ects Soft7are :t#.%&siness Ob5ects is an SAP coman$.
S$base an# A#atie Serer iAn$7here S$base 36; S %2% 360? an# %2% 360? Serices are registere# tra#emar's of (rossgateAG in German$ an# other co&ntries. (rossgate is an SAP coman$.
All other ro#&ct an# serice names mentione# are the tra#emar's of their resectie comanies. Datacontaine# in this #oc&ment seres informational &roses onl$. 4ational ro#&ct secifications ma$ar$.
)hese materials are s&b5ect to change 7itho&t notice. )hese materials are roi#e# b$ SAP AG an# itsaffiliate# comanies ,@SAP Gro&@ for informational &roses onl$ 7itho&t reresentation or 7arrant$of an$ 'in# an# SAP Gro& shall not be liable for errors or omissions 7ith resect to the materials. )heonl$ 7arranties for SAP Gro& ro#&cts an# serices are those that are set forth in the eress7arrant$ statements accoman$ing s&ch ro#&cts an# serices if an$. 4othing herein sho&l# beconstr&e# as constit&ting an a##itional 7arrant$.
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
Icons
Icon Meaning
(a&tion
Eamle
4ote
Recommen#ation
S$nta
Typographic Conventions
Type Style Description
Example text "or#s or characters that aear on the screen. )hese incle fiel#names screen titles &shb&ttons as 7ell as men& names aths an#otions.
(ross-references to other #oc&mentation.
Example text Emhasie# 7or#s or hrases in bo#$ tet titles of grahics an# tables.
E9A+P:E )E9) 4ames of elements in the s$stem. )hese incle reort names
rogram names transaction co#es table names an# in#ii#&al 'e$7or#s of a rogramming lang&age 7hen s&rro&n#e# b$ bo#$ tet foreamle SE:E() an# 84(:BDE.
Example text Screen o&t&t. )his incles file an# #irector$ names an# their athsmessages so&rce co#e names of ariables an# arameters as 7ell asnames of installation &gra#e an# #atabase tools.
EXAMPLE TEXT Ce$s on the 'e$boar# for eamle f&nction 'e$s ,s&ch as F2 or theENTER'e$.
Example text Eact &ser entr$. )hese are 7or#s or characters that $o& enter in thes$stem eactl$ as the$ aear in the #oc&mentation.
ariable &ser entr$. Pointe# brac'ets in#icate that $o& relace these7or#s an# characters 7ith aroriate entries.
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
Content
1 P&rose.................................................................................................................................. ;
2 Prearation............................................................................................................................ ;
2.1 Prere&isites................................................................................................................... ;3 (onfig&ration.......................................................................................................................... ;
3.1 )ransaction +anager......................................................................................................;
3.1.1 Define Pro#&ct )$es (ommo#it$ For7ar#..............................................................;
3.1.2 Define Pro#&ct )$es for :iste# Deriaties.............................................................
3.1.3 Define 4&mber Ranges for :iste# OtionsF&t&res (lass Data................................
3.1.I Define 4&mber Ranges )ransaction.........................................................................!
3.1.; Define )ransaction )$es for O)(-Deriaties........................................................!
3.1.6 Define )ransaction )$es for :iste# Deriaties.....................................................11
3.1.6.1 :iste# Deriaties * Oen )ransaction.............................................................11
3.1.6.2 :iste# Deriaties * (lose )ransaction............................................................123.1. Define Flo7 )$es for O)(-Deriaties..................................................................1I
3.1. Define Flo7 )$es for :iste# Deriaties................................................................1
3.1.! Assign Flo7 )$es to )ransaction )$e for O)(-Deriaties.................................1
3.1.10 Assign Flo7 )$es to )ransaction )$e for :iste# Deriaties.............................21
3.1.11 B#ate )$es.......................................................................................................22
3.1.11.1 Define B#ate )$es an# Assign Bsages for O)(-Deriaties.....................23
3.1.11.2 Define B#ate )$es an# Assign Bsages for :iste# Deriaties...................2
3.1.11.3 Assign Flo7 )$es to B#ate )$es * O)(-Deriaties................................2!
3.1.11.I Assign Flo7 )$es to B#ate )$es * :iste# Deriaties..............................30
3.1.12 Assign B#ate )$es for Position B#ate ...........................................................31
3.1.13 Position +anagement for :iste# Deriaties.........................................................32
3.1.13.1 F&t&res Acco&nt +anagement.......................................................................32
3.1.13.1.1 Define B#ate )$es an# Assign Bsages for F&t&re Acco&nt+anagement.....................................................................................32
3.1.13.1.2 Secif$ B#ate )$es for F&t&res Acco&nt +anagement.....................33
3.1.13.1.3 Assign B#ate )$es for +argin +anagement er Pro#&ct )$e.... ....3I
3.1.1I Assigning (ash Flo7 8n#icator to Flo7 )$es......................................................36
I :a$o&t ariants....................................................................................................................36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
General Transaction Setting (CTRM):Configration Gi!e
1 "rpose)he &rose of this #oc&ment is to #escribe the general config&ration stes re&ire# toman&all$ set & the config&ration 7ithin the s$stem lan#scae that has alrea#$ been installe#&sing the correson#ing installation or config&ration g&i#es for installation.
8f $o& #o not 7ant to config&re man&all$ an# refer an a&tomate# installation rocess &sing%( Sets an# other tools refer to the Quick Guideof $o&r SAP rai#-#elo$ment sol&tion thatis attache# to the SAP 4ote.
)his #oc&ment s&lements the eisting (&stomiing #oc&mentation in the 8mlementationG&i#e ,8+G an# roi#es a##itional information 7here re&ire#.
# "reparation
#$1 "rere%isites%efore $o& start installing this scenario $o& m&st install the rere&isite b&il#ing bloc's. Formore information see the %&il#ing %loc' Prere&isites +atri for SAP (ommo#it$ Ris'+anagement rai#-#elo$ment sol&tion. >o& 7ill fin# this #oc&ment in the content librar$attache# to the Ste-b$-Ste G&i#e.
& Configration
&$1 Transaction Manager
&$1$1 Define "ro!ct Types Co''o!ity orar!1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction ManagerOTC Deriaties
Transaction Management!roduct Types De"ine !roduct
Types
2. On the Change #ie$ %Commodity For$ards&' Oerie$screen choose the CommodityFor$ards Ta(an# create the follo7ing settings
Co''o!ity orar!
iel! *a'e +ntry ,ale
Pro#&ct )$e >0
)et (ommo#it$ For7ar#
Short )et (omm. F7#.
Pro#&ct (ategor$ 00
Settlement (ash Settlement
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
TC Co''o!ity ptions (long call)
iel! *a'e +ntry ,ale
Pro#&ct )$e >A
)et O)( (ommo#. Otion long call
Short )et (.O.lc
Pro#&ct (ategor$ 60
4&mber Range 01
Settlement (ash Settlement
Eercise )$e 1 * E&roean
Otion (ategor$ 1 * Stan#ar#
Bn#erl$ing (at. 1 * Stan#ar# 1 * Bn#erl$ing
B: Pro#&ct )$e >0
B: )ransaction )$e >01
TC Co''o!ity ptions (short pt)
iel! *a'e +ntry ,ale
Pro#&ct )$e >%
)et O)( (ommo#. Otion short &t
Short )et (.O.lc
Pro#&ct (ategor$ 60
4&mber Range 01
Settlement (ash Settlement
Eercise )$e 1 * E&roean
Otion (ategor$ 1 * Stan#ar#
Bn#erl$ing (at. 1 * Stan#ar# 1 * Bn#erl$ing
B: Pro#&ct )$e >0
B: )ransaction )$e >02
TC Co''o!ity ptions (long pt)
iel! *a'e +ntry ,ale
Pro#&ct )$e >(
)et O)( (ommo#. Otion short &t
Short )et (.O.lc
Pro#&ct (ategor$ 60
4&mber Range 01
Settlement (ash Settlement
Eercise )$e 1 * E&roean
Otion (ategor$ 1 * Stan#ar#
Bn#erl$ing (at. 1 * Stan#ar# 1 * Bn#erl$ing
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iel! *a'e +ntry ,ale
B: Pro#&ct )$e >0
B: )ransaction )$e >01
TC Co''o!ity ptions (Short call)
iel! *a'e +ntry ,ale
Pro#&ct )$e >D
)et O)( (ommo#. Otion short &t
Short )et (.O.lc
Pro#&ct (ategor$ 60
4&mber Range 01
Settlement (ash Settlement
Eercise )$e 1 * E&roeanOtion (ategor$ 1 * Stan#ar#
Bn#erl$ing (at. 1 * Stan#ar# 1 * Bn#erl$ing
B: Pro#&ct )$e >0
B: )ransaction )$e >02
Co''o!ity Sap
iel! *a'e +ntry ,ale
Pro#&ct )$e >S
)et (ommo#it$ S7a
Short )et (omm. S7.
Pro#&ct (ategor$ 10
3. Sae $o&r entries.
&$1$# Define "ro!ct Types for .iste! Derivatives1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction Manager)isted Deriaties
Master Data!roduct TypesDe"ine !roduct Types
2. On the Change #ie$ %)isted Deriaties&' Oerie$screen choose the )istedDeriaties tab an# create the follo7ing settings
Co''o!ity tre
iel! *a'e +ntry ,ale
Pro#&ct )$e >3
)et (ommo#it$ F&t&re
Short )et (t$ F&t&re
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iel! *a'e +ntry ,ale
Pro#&ct (ategor$ 00
Settlement (ash Settlement
4o. Range (lass 10
(ategor$ 1I * (ommo#it$ F&t&re
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iel! *a'e +ntry ,ale
4o 10
From 4o 0000000000001
)o 4&mber JJJJJJJJJJJJJ
3. (hoose Sae.
&$1$ Define *'/er Ranges Transaction1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction Manager)isted Deriaties
Transaction ManagementTransaction Types De"ine
*um(er Ranges "or Transaction
2. On the Change #ie$ %Range Maintenance' Fin- transaction& screen enter the coman$co#e an# choose the Change ,nterals (utton then check + create the entries (elo$
iel! *a'e +ntry ,ale
(oman$ (o#e 1000
*o ro' *o To *'/er
01 0000000000001 1!!!!!!!!!!!!
02 2000000000000 2!!!!!!!!!!!!
03 3000000000000 3!!!!!!!!!!!!0I I000000000000 I!!!!!!!!!!!!
0; ;000000000000 ;!!!!!!!!!!!!
06 6000000000000 6!!!!!!!!!!!!
3. (hoose Sae.
&$1$2 Define Transaction Types for TC-Derivatives1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction ManagerOTC Deriaties
Transaction ManagementTransaction Types De"ine
Transaction Types
2. On the Change #ie$ %Deriaties' Transaction Types&' Oerie$ screen choose *e$Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
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I. Sae $o&r entries.
;. (hoose .ack-
6. On the *e$ Entries' Oerie$ o" /dded Entriesscreen enter the transaction t$e namesas liste# belo7
"ro!ct
Type
Trans$
Type
*a'e of
Transaction Type
>0 >01 (ommo#it$ For7ar# P&rchase
>0 >02 (ommo#it$ For7ar# Sale
>A >01 P&rchase ,long call
>% >02 Sale ,short &t
>( >01 P&rchase ,long &t
>D >02 Sale ,short call
>S >10 Fi Float
>S >11 Fi Arg.
>S >20 Float Fi
>S >21 Float Arg.
>S >30 Arg. Fi
>S >31 Arg. Float
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"ro!ct
Type
Trans$
Type
Trans$
Cat$
*o$RangeforTrans$
*o$ Rangefor 3.
"rocessingCat$
Ato'atic"osting
Release
SapSy''etry
Si!eCat$In
Si!eCat$t
>0 >01 100 06 1! 00101 9
>0 >02 200 06 1! 00101 9
>A >01 100 06 1! 00101 9
>% >02 200 06 1! 00101 9
>( >01 100 06 1! 00101 9
>D >02 200 06 1! 00101 9
>S >10 300 06 - 00002 9 Proose# floating fie#
>S >11 300 06 - 00002 9
Proose# floating7ithaerage
fie#
>S >20 300 06 - 00002 9 Proose# fie# float
>S >21 300 06 - 00002 9
Proose# float floating7ithaerage
>S >30 300 06 - 00002 9
Proose# fie# floating7ithaerage
>S >31 300 06 - 00002 9
Proose# floating7ithaerage
float
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
&$1$4 Define Transaction Types for .iste! Derivatives
&$1$4$1 .iste! Derivatives 5 pen Transaction1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction Manager)isted Deriaties
Transaction ManagementTransaction Types De"ine
Transaction Types
2. On the Change #ie$ %Deriaties' Transaction Types&' Oerie$screen choose *e$Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
Co''o!ity tre
iel! *a'e +ntry ,ale
Pro#&ct )$e >3
)ransaction )$e >I0
4ame of )ransaction )$e Oen )ransaction
)ransaction (ategor$ I00
4&mber Range for)ransactions
01
4&mber Range forBn#erl$ing
Processing (ategor$ 0002
A&tomatic Posting Release 9
A&tomatic Settlement on(o&nterconfirmation
:imit Pro#&ct Gro&
Stat&s Profile
Date R&le to DetermineD&e Date
4&mber of Half->ears forGenerating (ash Flo7
8n#icator Generate 8nitial+argin Flo7
)ransaction )$e ofBn#erl$ing
)$e of Position :oc'
%loc' t$e for restraint on#isosal
Bse netting
S7a S$mmetr$ 0 4o S$mmetr$
Si#e (at in 0 not secifie#
Si#e (at o&t 0 not secifie#
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
iel! *a'e +ntry ,ale
:ocal (&rrenc$ translationr&le
Co''o!ity ptioniel! *a'e +ntry ,ale
Pro#&ct )$e >I
)ransaction )$e >I0
4ame of )ransaction )$e Oen )ransaction
)ransaction (ategor$ I00
4&mber Range for)ransactions
01
4&mber Range for
Bn#erl$ingProcessing (ategor$ 0002
A&tomatic Posting Release 9
A&tomatic Settlement on(o&nterconfirmation
:imit Pro#&ct Gro&
Stat&s Profile
Date R&le to DetermineD&e Date
4&mber of Half->ears forGenerating (ash Flo7
8n#icator Generate 8nitial+argin Flo7
)ransaction )$e ofBn#erl$ing
)$e of Position :oc'
%loc' t$e for restraint on#isosal
Bse netting
S7a S$mmetr$ 0 4o S$mmetr$
Si#e (at in 0 not secifie#
Si#e (at o&t 0 not secifie#
:ocal (&rrenc$ translationr&le
I. Sae $o&r entries.
&$1$4$# .iste! Derivatives 5 Close Transaction1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction Manager)isted Deriaties
Transaction ManagementTransaction Types De"ine
Transaction Types
2. On the Change #ie$ %Deriaties' Transaction Types&' Oerie$screen choose *e$Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
Co''o!ity tre
iel! *a'e +ntry ,ale
Pro#&ct )$e >3
)ransaction )$e >;0
4ame of )ransaction )$e (lose )ransaction
)ransaction (ategor$ ;00
4&mber Range for)ransactions
01
4&mber Range forBn#erl$ing
Processing (ategor$ 0002
A&tomatic Posting Release 9
A&tomatic Settlement on(o&nterconfirmation
:imit Pro#&ct Gro&
Stat&s Profile
Date R&le to DetermineD&e Date
4&mber of Half->ears forGenerating (ash Flo7
8n#icator Generate 8nitial+argin Flo7
)ransaction )$e ofBn#erl$ing
)$e of Position :oc'
%loc' t$e for restraint on#isosal
Bse netting
S7a S$mmetr$ 0 4o S$mmetr$
Si#e (at in 0 not secifie#
Si#e (at o&t 0 not secifie#
:ocal (&rrenc$ translationr&le
Co''o!ity ption
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
iel! *a'e +ntry ,ale
Pro#&ct )$e >I
)ransaction )$e >;0
4ame of )ransaction )$e (lose )ransaction
)ransaction (ategor$ I00
4&mber Range for)ransactions
01
4&mber Range forBn#erl$ing
Processing (ategor$ 0002
A&tomatic Posting Release 9
A&tomatic Settlement on(o&nterconfirmation
:imit Pro#&ct Gro&
Stat&s Profile
Date R&le to DetermineD&e Date
4&mber of Half->ears forGenerating (ash Flo7
8n#icator Generate 8nitial+argin Flo7
)ransaction )$e ofBn#erl$ing
)$e of Position :oc'
%loc' t$e for restraint on#isosal
Bse netting
S7a S$mmetr$ 0 4o S$mmetr$
Si#e (at in 0 not secifie#
Si#e (at o&t 0 not secifie#
:ocal (&rrenc$ translationr&le
I. Sae $o&r entries.
&$1$6 Define lo Types for TC-Derivativeslo Types
Flo7s #escribe ario&s cash flo7s arising from transaction concl&sion. )he$ are classifie#thro&gh flo7 t$es that $o& #efine in (&stomiing.
)he s&m of all transaction flo7s forms the basis for generation of the cash flo7s an##escribes ossible changes to the ate# a$ment flo7s. )he$ also form the basis forating transactions in F8 an# cash management as 7ell as for anal$sis in mar'et ris'management.
Possible flo7 t$es incle interest rates rea$ments rincial increases an# commissions.8n this (&stomiing actiit$ $o& #efine the flo7 t$es re&ire# for $o&r transactions.
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
Flo7s #escribe ario&s a$ment flo7s arising from transaction concl&sion al&ation an#accr&al#eferral f&nctions as 7ell as transfer ostings. )he$ are classifie# thro&gh flo7 t$esthat $o& #efine in (&stomiing.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction ManagerOTC Deriaties
Transaction ManagementFlo$ TypesDe"ine Flo$ Types
2. On the Change #ie$ %Deriaties' Flo$ Types&' Oerie$screen choose *e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
Co''o!ity orar!
Type 7899 7891 789# 789&
*a'e P&rchase (ommo#it$For7ar#
(ash settlement (harge Sale (ommo#it$For7ar#
C Str&ct&recharacteristics
Str&ct&recharacteristics
Str&ct&recharacteristics
Str&ct&re characteristics
Cat ;0 31 !0 ;1
*a'e P&rchase (ash settlement OtherFlo7(on#ition
iMa AA )F )F SS
CalclationType
8nflo7 ,generic Fie# amo&nts Fie# amo&nts O&tflo7 ,generic
Rel$ CM 9 9 9 9
Rel$ "ost 9 9 9
Rel$ "os 9
Rel$ "0. 9 9
Rel$ ,al
Rel$ A0D 9
"ay'entRe%est
4one 4one 4one 4one
In!ivi!al"ay'ent
4one 4one 4one 4one
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
Co''o!ity Sap
Type 7894 7814 789# 7891 78#9 78&9
*a'e 4om.Amt 8ncr.,4otRel.f.Postg
4om.AmtDecr.,4otRel.f.Postg
(harge (ashsettlement
(ommP&rchase ,notost rel.
(omm Sale,not ost rel.
Class$ Str&ct&recharacteristics
Str&ct&recharacteristics
Str&ct&recharacteristics
Str&ct&recharacteristics
Str&ct&recharacteristics
Str&ct&recharacteristics
Cat 10 11 !0 ;0 ;0 ;1
*a'e Princial8ncrease
PrincialDecrease
OtherFlo7(on#ition
P&rchase P&rchase Sale
iMa AA SS )F AA AA SS
CalclationType
8nflo7,generic
O&tflo7,generic
Fie# amo&nts 8nflo7,generic
8nflo7,generic
O&tflo7,generic
Rel$ CM 9
Rel$ "ost 9
Rel$ "os
Rel$ "0. 9
Rel$ ,al
Rel$ A0D 9
"ay'entRe%est
4one 4one 4one 4one 4one 4one
In!ivi!al"ay'ent
4one 4one 4one 4one 4one 4one
Co''o!ity ptions
Type 7891 789# 7892
*a'e (ash settlement (harge Otion Premi&m,Position
C Str&ct&recharacteristics
Str&ct&recharacteristics
Str&ct&re characteristics
Cat 31 !0 30
*a'e (ash settlement OtherFlo7(on#ition
Otion Premi&m
iMa )F )F )F
CalclationType
Fie# amo&nts Fie# amo&nts Fie# Amo&nts
Rel$ CM 9 9 9
Rel$ "ost 9 9 9
Rel$ "os 9
Rel$ "0. 9 9
Rel$ ,al
Rel$ A0D 9 9
"ay'entRe%est
4one 4one 4one
In!ivi!al"ay'ent
4one 4one 4one
I. Sae $o&r entries.
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
;. (hoose .ack-
6. On the *e$ Entries' Oerie$ o" /dded Entriesscreen chec' the flo7 t$e names asliste# belo7
lo
Type *a'e lo Category
>00 P&rchase (ommo#it$ For7ar# P&rchase
>01 (ash settlement (ash Settlement
>02 (harge Other Flo7(on#ition
>03 Sale (ommo#it$ For7ar# Sale
>0I Otion Premi&m ,PK: Otion Premi&m
>0; Otion Premi&m ,Position Otion Premi&m
>06 4om.Amt 8ncr.,4ot Rel.f.Postg Princial 8ncrease
>16 4om.Amt Decr.,4ot Rel.f.Postg Princial Decrease
>20 (omm P&rchase ,not ost rel. P&rchase
>30 (omm Sale ,not ost rel. Sale
&$1$8 Define lo Types for .iste! Derivativeslo Types
Flo7s #escribe ario&s cash flo7s arising from transaction concl&sion. )he$ are classifie#thro&gh flo7 t$es that $o& #efine in (&stomiing.
)he s&m of all transaction flo7s forms the basis for generation of the cash flo7s an##escribes ossible changes to the ate# a$ment flo7s. )he$ also form the basis forating transactions in F8 an# cash management as 7ell as for anal$sis in mar'et ris'
management.Possible flo7 t$es incle interest rates rea$ments rincial increases an# commissions.
8n this (&stomiing actiit$ $o& #efine the flo7 t$es re&ire# for $o&r transactions.
Flo7s #escribe ario&s a$ment flo7s arising from transaction concl&sion al&ation an#accr&al#eferral f&nctions as 7ell as transfer ostings. )he$ are classifie# thro&gh flo7 t$esthat $o& #efine in (&stomiing.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and RiskManagementTransaction Manager)isted Deriaties
Transaction ManagementFlo$ TypesDe"ine Flo$ Types
2. On the Change #ie$ %Deriaties' Flo$ Types&' Oerie$screen choose *e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
/ SAP AG Page 1 of 36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
Co''o!ity tre
Type 7129 7121 789# 7816
*a'e P&rchaseotionsf&t&res
Saleotionsf&t&res
(harge 8nitial marginotionsf&t&res
C Str&ct&re
characteristics
Str&ct&re
characteristics
Str&ct&re
characteristics
Str&ct&re characteristics
Cat ;0 ;1 !0 !0
*a'e P&rchase Sale OtherFlo7(on#ition
Other Flo7(on#ition
iMa AA >> )F )F
CalclationType
8nflo7 ,generic O&tflo7 ,generic Fie# amo&nts Fie# amo&nts
Rel$ CM 9
Rel$ "ost 9 9 9 9
Rel$ "os 9 9
Rel$ "0. 9 9
Rel$ ,al
Rel$ A0D 9
"ay'entRe%est
4one 4one 4one 4one
In!ivi!al"ay'ent
4one 4one 4one 4one
&$1$ Assign lo Types to Transaction Type for TC-
Derivatives8n this (&stomiing actiit$ $o& assign the flo7 t$es to each ro#&ct t$e at transaction t$eleel. )his is necessar$ to f&ll$ ortra$ a financial ro#&ct.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction ManagerOTC Deriaties
Transaction ManagementFlo$ Types/ssign Flo$ Types
to Transaction Type
2. On the Change #ie$ %Deriaties' /llocation o" Flo$ Types to Transaction Type&screenchoose *e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
/ SAP AG Page 1 of 36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
"ro!$Type
*a'e of"ro!ct type
Trans$Type
*a'e ofTrans$ Type
loType *a'e of lo Type Direction
>0 (ommo#it$For7ar#
>01 P&rchase >00 P&rchase(ommo#it$ For7ar#
>0 (ommo#it$
For7ar#
>01 P&rchase >01 (ash settlement
>0 (ommo#it$For7ar#
>01 P&rchase >02 (harge
>0 (ommo#it$For7ar#
>02 Sale >01 (ash settlement
>0 (ommo#it$For7ar#
>02 Sale >02 (harge
>0 (ommo#it$For7ar#
>02 Sale >03 Sale (ommo#it$For7ar#
>A O)( (ommo#.
Otion long call
>01 P&rchase
,long call
>01 (ash settlement
>A O)( (ommo#.Otion long call
>01 P&rchase,long call
>02 (harge
>A O)( (ommo#.Otion long call
>01 P&rchase,long call
>0I Otion Premi&m -PK:
>A O)( (ommo#.Otion long call
>01 P&rchase,long call
>0; Otion Premi&m -Position
>% O)( (ommo#.Otion short &t
>02 Sale ,short&t
>01 (ash settlement
>% O)( (ommo#.
Otion short &t
>02 Sale ,short
&t
>02 (harge
>% O)( (ommo#.Otion short &t
>02 Sale ,short&t
>0I Otion Premi&m -PK:
>% O)( (ommo#.Otion short &t
>02 Sale ,short&t
>0; Otion Premi&m -Position
>( O)( (ommo#.Otion long &t
>01 P&rchase,long &t
>01 (ash settlement
>( O)( (ommo#.Otion long &t
>01 P&rchase,long &t
>02 (harge
>( O)( (ommo#.
Otion long &t
>01 P&rchase
,long &t
>0I Otion Premi&m -
PK:
>( O)( (ommo#.Otion long &t
>01 P&rchase,long &t
>0; Otion Premi&m -Position
>D O)( (ommo#.Otion short call
>02 Sale ,short&t
>01 (ash settlement
>D O)( (ommo#.Otion short call
>02 Sale ,short&t
>02 (harge
>D O)( (ommo#.Otion short call
>02 Sale ,short&t
>0I Otion Premi&m -PK:
>D O)( (ommo#.
Otion short call
>02 Sale ,short
&t
>0; Otion Premi&m -
Position
>S (ommo#it$ >10 Fi Float >01 (ash settlement
/ SAP AG Page 1! of 36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
"ro!$Type
*a'e of"ro!ct type
Trans$Type
*a'e ofTrans$ Type
loType *a'e of lo Type Direction
S7a
>S (ommo#it$S7a
>10 Fi Float >02 (harge
>S (ommo#it$S7a
>10 Fi Float >06 4om.Amt 8ncr.,4otRel.f.Postg
>S (ommo#it$S7a
>10 Fi Float >16 4om.Amt Decr.,4otRel.f.Postg
>S (ommo#it$S7a
>10 Fi Float >20 (omm P&rchase ,notost rel.
>S (ommo#it$S7a
>10 Fi Float >30 (omm Sale ,not ostrel.
>S (ommo#it$S7a
>11 Fi Arg. >01 (ash settlement
>S (ommo#it$S7a
>11 Fi Arg. >02 (harge
>S (ommo#it$S7a
>11 Fi Arg. >06 4om.Amt 8ncr.,4otRel.f.Postg
>S (ommo#it$S7a
>11 Fi Arg. >16 4om.Amt Decr.,4otRel.f.Postg
>S (ommo#it$S7a
>11 Fi Arg. >20 (omm P&rchase ,notost rel.
>S (ommo#it$S7a
>11 Fi Arg. >30 (omm Sale ,not ostrel.
>S (ommo#it$S7a
>20 Float Fi >01 (ash settlement
>S (ommo#it$S7a
>20 Float Fi >02 (harge
>S (ommo#it$S7a
>20 Float Fi >06 4om.Amt 8ncr.,4otRel.f.Postg
>S (ommo#it$S7a
>20 Float Fi >16 4om.Amt Decr.,4otRel.f.Postg
>S (ommo#it$S7a
>20 Float Fi >20 (omm P&rchase ,notost rel.
>S (ommo#it$S7a
>20 Float Fi >30 (omm Sale ,not ostrel.
>S (ommo#it$S7a
>21 Float Arg. >01 (ash settlement
>S (ommo#it$S7a
>21 Float Arg. >02 (harge
>S (ommo#it$S7a
>21 Float Arg. >06 4om.Amt 8ncr.,4otRel.f.Postg
>S (ommo#it$S7a
>21 Float Arg. >16 4om.Amt Decr.,4otRel.f.Postg
>S (ommo#it$S7a
>21 Float Arg. >20 (omm P&rchase ,notost rel.
/ SAP AG Page 20 of 36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
"ro!$Type
*a'e of"ro!ct type
Trans$Type
*a'e ofTrans$ Type
loType *a'e of lo Type Direction
>S (ommo#it$S7a
>30 Arg. Fi >01 (ash settlement
>S (ommo#it$
S7a
>30 Arg. Fi >02 (harge
>S (ommo#it$S7a
>30 Arg. Fi >06 4om.Amt 8ncr.,4otRel.f.Postg
>S (ommo#it$S7a
>30 Arg. Fi >16 4om.Amt Decr.,4otRel.f.Postg
>S (ommo#it$S7a
>30 Arg. Fi >20 (omm P&rchase ,notost rel.
>S (ommo#it$S7a
>30 Arg. Fi >30 (omm Sale ,not ostrel.
>S (ommo#it$
S7a
>31 Arg. Float >01 (ash settlement
>S (ommo#it$S7a
>31 Arg. Float >02 (harge
>S (ommo#it$S7a
>31 Arg. Float >06 4om.Amt 8ncr.,4otRel.f.Postg
>S (ommo#it$S7a
>31 Arg. Float >16 4om.Amt Decr.,4otRel.f.Postg
>S (ommo#it$S7a
>31 Arg. Float >20 (omm P&rchase ,notost rel.
>S (ommo#it$
S7a
>31 Arg. Float >30 (omm Sale ,not ost
rel.
I. Sae $o&r entries.
&$1$19 Assign lo Types to Transaction Type for .iste!Derivatives
8n this (&stomiing actiit$ $o& assign the flo7 t$es to each ro#&ct t$e at transaction t$eleel. )his is necessar$ to f&ll$ ortra$ a financial ro#&ct.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPROIMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction Manager)isted Deriaties
Transaction ManagementFlo$ Types/ssign Flo$ Types
to Transaction Type
2. On the Change #ie$ %Deriaties' /llocation o" Flo$ Types to Transaction Type&screenchoose *e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
"ro!$Type
*a'e of"ro!ct type
Trans$Type
*a'e ofTrans$ Type
loType *a'e of lo Type Direction
>3 (ommo#it$F&t&re
>I0 Oen)ransaction >1;0
P&rchaseotionsf&t&res
/ SAP AG Page 21 of 36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
"ro!$Type
*a'e of"ro!ct type
Trans$Type
*a'e ofTrans$ Type
loType *a'e of lo Type Direction
>3 (ommo#it$F&t&re
>I0 Oen)ransaction >1;1
Sale otionsf&t&res
>3 (ommo#it$
F&t&re
>I0 Oen
)ransaction >02
(harge
>3 (ommo#it$F&t&re
>I0 Oen)ransaction >1
8nitial marginotionsf&t&res
>3 (ommo#it$F&t&re
>;0 (lose)ransaction >1;0
P&rchaseotionsf&t&res
>3 (ommo#it$F&t&re
>;0 (lose)ransaction >1;1
Sale otionsf&t&res
>3 (ommo#it$F&t&re
>;0 (lose)ransaction >02
(harge
>3 (ommo#it$
F&t&re
>;0 (lose
)ransaction >1
8nitial margin
otionsf&t&res
>I (ommo#it$Otion
>I0 Oen)ransaction >1;0
P&rchaseotionsf&t&res
>I (ommo#it$Otion
>I0 Oen)ransaction >1;1
Sale otionsf&t&res
>I (ommo#it$Otion
>I0 Oen)ransaction >02
(harge
>I (ommo#it$Otion
>I0 Oen)ransaction >1
8nitial marginotionsf&t&res
>I (ommo#it$
Otion
>;0 (lose
)ransaction >1;0
P&rchase
otionsf&t&res
>I (ommo#it$Otion
>;0 (lose)ransaction >1;1
Sale otionsf&t&res
>I (ommo#it$Otion
>;0 (lose)ransaction >02
(harge
>I (ommo#it$Otion
>;0 (lose)ransaction >1
8nitial marginotionsf&t&res
I. Sae $o&r entries.
&$1$11 3p!ate TypesB#ate t$es contain information abo&t flo7s to acco&nting an# the sec&rities an# f&t&resacco&nt management of the transaction manager.
>o& create all ate t$es in the (&stomiing actiit$ De"ine 0pdate Types and /ssign0sages. >o& #o this b$ entering a short an# long #escrition for the ate t$e an#s&bse&entl$ assigning it to &sages.
For some &sages $o& nee# to maintain secific information for the ate t$es in ario&s(&stomiing actiities. )his information is re&ire# to rocess the ate t$es for artic&lar&sages. >o& ma$ also 7ant to #efine an# assign a##itional ate t$es ,for eamle 7ithalternatie acco&nt #etermination settings.
/ SAP AG Page 22 of 36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
&$1$11$1 Define 3p!ate Types an! Assign 3sages for TC-Derivatives
8n this (&stomiing actiit$ $o& #efine all the ate t$es that are re&ire# to manage theositions in the arallel al&ation areas.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction ManagerOTC Deriaties
Transaction Management0pdate TypesDe"ine 0pdate
Types and /ssign 0sages
2. On the Change #ie$ %De"ine 0pdate Types& Oerie$screen choose *e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
3p!ate Type 3p!ate Type Te;t
>00 For7ar# P&rchase
>01- (ash settlement
>01L (ash settlement
>02- (harge
>02L (harge
>03 For7ar# Sale
>0I- Otion Premi&m ,PK: - ,P&rchase# Otion
>0IL Otion Premi&m ,PK: L ,Sol# Otion
>0;- Otion Premi&m ,Position - ,P&rchase# Otion
>0;L Otion Premi&m ,Position L ,Sol# Otion
>06 4ominal amo&nt inc.,not rel.
>16 4ominal amo&nt #ec.,not rel.
>20 (omm P&rchase ,not ost rel.
>30 (omm Sale ,not ost rel.
>(001 Oen O)( transaction
>(002 (lose O)( transaction
>(003 Eercise O)( Otion
>DMA00I Post remi&m
>DMA00; Post Disco&nt
>DM%001 Sec&rit$ Price Gain
>DM%002 Sec&rities Gain ,lanne# o&tflo7
>DM%003 Sec&rit$ Price :oss
>DM%00I Sec&rities :oss ,lanne# o&tflo7
>DM%00; Echange Rate Gain
>DM%006 Fore Gain ,lanne# o&tflo7>DM%00 Echange Rate :oss
/ SAP AG Page 23 of 36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
3p!ate Type 3p!ate Type Te;t
>DM%00 Fore :oss ,lanne# o&tflo7
>DM%013 For7ar# Echange )ransaction Gain ,Stan#ar#
>DM%01I For7ar# Echange )ransaction :oss ,Stan#ar#
>DM%01! Sec&rit$ ariation +argin Gain
>DM%020 Sec&rit$ ariation +argin :oss
>DM%021 Fore ariation +argin Gain
>DM%022 Fore ariation +argin :oss
>DM%023 (lear al&ation F&t&res Positie
>DM%02I (lear al&ation F&t&res 4egatie
>DME001 )ranslation of P&rchase al&e
>DME002 )ranslation of 4egatie P&rchase al&e
>DME003 )ranslation 7rite-& ,Sec&rit$
>DME00I )ranslation 7rite-#o7n ,Sec&rit$
>DME00; )ranslation "rite-B ,Foreign (&rrenc$
>DME006 )ranslation "rite-Do7n ,Foreign (&rrenc$
>DME021 )ranslation ariation +argin ,ositie
>DME022 )ranslation ariation +argin ,negatie
>DME101 )ranslation P&rchase al&e ,:iab. Acco&nt
>DME102 )ranslation 4egatie P&rchase al&e ,Assets Acco&nt
>DME103 )ranslation "rite-B ,Sec&rit$ ,:iab. Acco&nt>DME10I )ranslation "rite-Do7n ,Sec&rit$ ,Assets Acco&nt
>DME10; )ranslation "rite-B ,Fore ,:iab. Acco&nt
>DME106 )ranslation "rite-Do7n ,Fore ,Assets Acco&nt
>DMF001 Reconciliation (lear &rchase al&e ositie #ifference
>DMF002 Reconciliation (lear &rchase al&e negatie #ifference
>DMF003 Reconciliation (lear ,sec. aln ositie #ifference
>DMF00I Reconciliation (lear ,sec. aln negatie #ifference
>DMF00; Reconciliation (lear ,fore aln ositie #ifference
>DMF006 Reconciliation (lear ,fore aln negatie #ifference
>200 )7o-ste rice al&ation Sec&rit$ 7rite-&
>201 )7o-ste rice al&ation Sec&rit$ 7rite-#o7n
>202 )7o-ste rice al&ation Fore 7rite-&
>203 )7o-ste rice al&ation Fore 7rite-#o7n
>2;0 (lear Sec&rit$ "rite-B
>2;1 (lear Sec&rit$ "rite-Do7n
>2;2 (lear Fore "rite-B
>2;3 (lear Fore "rite-Do7n
/ SAP AG Page 2I of 36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
3p!ate Type 3p!ate Type Te;t
>R200 Reset t7o-ste al&ation Sec&rit$ 7rite-&
>R201 Reset t7o-ste al&ation Sec&rit$ 7rite-#o7n
>R202 Reset t7o-ste al&ation Fore 7rite-&
>R203 Reset t7o-ste al&ation Fore 7rite-#o7n
>R2;0 Reset (lear Sec&rit$ "rite-B
>R2;1 Reset (lear Sec&rit$ "rite-Do7n
>R2;2 Reset (lear Fore "rite-B
>R2;3 Reset (lear Fore "rite-Do7n
I. On the (hange ie7 NDefine B#ate )$es Oerie7 screen choose the/ssign0pdate Types to 0sagesfol#er.
;. (hoose *e$ Entries an# on the *e$ Entriesscreen ma'e the follo7ing entries
3sage Te;t for se of an p!ate type 3p!ateType 3p!ate Type Te;t
1 )ransaction +anagement >1;0 Oen P&rchase liste# #eriaties
1 )ransaction +anagement >1;1 (lose P&rchase liste# #eriaties
1 )ransaction +anagement >1;2 Oen Sale liste# #eriaties
1 )ransaction +anagement >1;3 (lose Sale liste# #eriaties
1 )ransaction +anagement >1!;L 8nitial margin liste# #eriaties
1 )ransaction +anagement >1!;- 8nitial margin liste# #eriaties
1 )ransaction +anagement >0ILOtion Premi&m ,PK: L ,Sol#Otion
1 )ransaction +anagement >0I-Otion Premi&m ,PK: - ,P&rchase#Otion
1 )ransaction +anagement >0;LOtion Premi&m ,Position L ,Sol#Otion
1 )ransaction +anagement >0;-Otion Premi&m ,Position -,P&rchase# Otion
1 )ransaction +anagement >06 4ominal amo&nt inc.,not rel.
1 )ransaction +anagement >16 4ominal amo&nt #ec.,not rel.
1 )ransaction +anagement >20 (omm P&rchase ,not ost rel.
1 )ransaction +anagement >30 (omm Sale ,not ost rel.
2001+argin +anagement :iste#Otions an# F&t&res >1!;L 8nitial margin liste# #eriaties
2001
+argin +anagement :iste#
Otions an# F&t&res >1!;- 8nitial margin liste# #eriaties!001 Derie# %&siness )ransactions >DMA00I Post remi&m
!001 Derie# %&siness )ransactions >DMA00; Post Disco&nt
!001 Derie# %&siness )ransactions >DM%001 Sec&rit$ Price Gain
!001 Derie# %&siness )ransactions >DM%002 Sec&rities Gain ,lanne# o&tflo7
!001 Derie# %&siness )ransactions >DM%003 Sec&rit$ Price :oss
!001 Derie# %&siness )ransactions >DM%00I Sec&rities :oss ,lanne# o&tflo7
!001 Derie# %&siness )ransactions >DM%00; Echange Rate Gain
!001 Derie# %&siness )ransactions >DM%006 Fore Gain ,lanne# o&tflo7
!001 Derie# %&siness )ransactions >DM%00 Echange Rate :oss
!001 Derie# %&siness )ransactions >DM%00 Fore :oss ,lanne# o&tflo7!001 Derie# %&siness )ransactions >DM%013 For7ar# Echange )ransaction
/ SAP AG Page 2; of 36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
3sage Te;t for se of an p!ate type 3p!ateType 3p!ate Type Te;t
Gain ,Stan#ar#
!001 Derie# %&siness )ransactions >DM%01IFor7ar# Echange )ransaction:oss ,Stan#ar#
!001 Derie# %&siness )ransactions >DM%01! Sec&rit$ ariation +argin Gain
!001 Derie# %&siness )ransactions >DM%020 Sec&rit$ ariation +argin :oss
!001 Derie# %&siness )ransactions >DM%021 Fore ariation +argin Gain
!001 Derie# %&siness )ransactions >DM%022 Fore ariation +argin :oss
!001 Derie# %&siness )ransactions >DM%023 (lear al&ation F&t&res Positie
!001 Derie# %&siness )ransactions >DM%02I (lear al&ation F&t&res 4egatie
!001 Derie# %&siness )ransactions >DME001 )ranslation of P&rchase al&e
!001 Derie# %&siness )ransactions >DME002)ranslation of 4egatie P&rchaseal&e
!001 Derie# %&siness )ransactions >DME003 )ranslation 7rite-& ,Sec&rit$
!001 Derie# %&siness )ransactions >DME00I )ranslation 7rite-#o7n ,Sec&rit$
!001 Derie# %&siness )ransactions >DME00; )ranslation "rite-B ,Foreign(&rrenc$
!001 Derie# %&siness )ransactions >DME006)ranslation "rite-Do7n ,Foreign(&rrenc$
!001 Derie# %&siness )ransactions >DME021)ranslation ariation +argin,ositie
!001 Derie# %&siness )ransactions >DME022)ranslation ariation +argin,negatie
!001 Derie# %&siness )ransactions >DME101)ranslation P&rchase al&e ,:iab.Acco&nt
!001 Derie# %&siness )ransactions >DME102)ranslation 4egatie P&rchaseal&e ,Assets Acco&nt
!001 Derie# %&siness )ransactions >DME103
)ranslation "rite-B ,Sec&rit$
,:iab. Acco&nt
!001 Derie# %&siness )ransactions >DME10I)ranslation "rite-Do7n ,Sec&rit$,Assets Acco&nt
!001 Derie# %&siness )ransactions >DME10;)ranslation "rite-B ,Fore ,:iab.Acco&nt
!001 Derie# %&siness )ransactions >DME106)ranslation "rite-Do7n ,Fore,Assets Acco&nt
!001 Derie# %&siness )ransactions >DMF001Reconciliation (lear &rchaseal&e ositie #ifference
!001 Derie# %&siness )ransactions >DMF002Reconciliation (lear &rchaseal&e negatie #ifference
!001 Derie# %&siness )ransactions >DMF003Reconciliation (lear ,sec. alnositie #ifference
!001 Derie# %&siness )ransactions >DMF00IReconciliation (lear ,sec. alnnegatie #ifference
!001 Derie# %&siness )ransactions >DMF00;Reconciliation (lear ,fore alnositie #ifference
!001 Derie# %&siness )ransactions >DMF006Reconciliation (lear ,fore alnnegatie #ifference
!002 Ce$ Date al&ation >200)7o-ste rice al&ation Sec&rit$7rite-&
!002 Ce$ Date al&ation >201)7o-ste rice al&ation Sec&rit$7rite-#o7n
!002 Ce$ Date al&ation >202)7o-ste rice al&ation Fore7rite-&
!002 Ce$ Date al&ation >203)7o-ste rice al&ation Fore7rite-#o7n
/ SAP AG Page 26 of 36
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
3sage Te;t for se of an p!ate type 3p!ateType 3p!ate Type Te;t
!002 Ce$ Date al&ation >2;0 (lear Sec&rit$ "rite-B
!002 Ce$ Date al&ation >2;1 (lear Sec&rit$ "rite-Do7n
!002 Ce$ Date al&ation >2;2 (lear Fore "rite-B
!002 Ce$ Date al&ation >2;3 (lear Fore "rite-Do7n
!002 Ce$ Date al&ation >R200Reset t7o-ste al&ation Sec&rit$7rite-&
!002 Ce$ Date al&ation >R201Reset t7o-ste al&ation Sec&rit$7rite-#o7n
!002 Ce$ Date al&ation >R202Reset t7o-ste al&ation Fore7rite-&
!002 Ce$ Date al&ation >R203Reset t7o-ste al&ation Fore7rite-#o7n
!002 Ce$ Date al&ation >R2;0 Reset (lear Sec&rit$ "rite-B
!002 Ce$ Date al&ation >R2;1 Reset (lear Sec&rit$ "rite-Do7n
!002 Ce$ Date al&ation >R2;2 Reset (lear Fore "rite-B
!002 Ce$ Date al&ation >R2;3 Reset (lear Fore "rite-Do7n
6. Sae $o&r entries.
&$1$11$# Define 3p!ate Types an! Assign 3sages for .iste!Derivatives
8n this (&stomiing actiit$ $o& #efine all the ate t$es that are re&ire# to manage theositions in the arallel al&ation areas.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPROIMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction Manager)isted Deriaties
Transaction Management0pdate TypesDe"ine 0pdate
Types and /ssign 0sages
2. On the Change #ie$ %De"ine 0pdate Types& Oerie$screen choose *e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
3p!ate Type 3p!ate Type Te;t
>1;0 Oen P&rchase liste# #eriaties
>1;1 (lose P&rchase liste# #eriaties
>1;2 Oen Sale liste# #eriaties
>1;3 (lose Sale liste# #eriaties
>1!;L 8nitial margin liste# #eriaties
>1!;- 8nitial margin liste# #eriaties
I. On the (hange ie7 NDefine B#ate )$es Oerie7 screen choose the/ssign0pdate Types to 0sagesfol#er.
;. (hoose *e$ Entries an# on the *e$ Entriesscreen ma'e the follo7ing entries
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
3se of3p!ateType
Te;t for 3se of an 3p!ate Type 3p!ate Type 3p!ate Type Te;t
1 )ransaction +anagement >1;0 Oen P&rchase liste# #eriaties
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
3se of3p!ateType
Te;t for 3se of an 3p!ate Type 3p!ate Type 3p!ate Type Te;t
1 )ransaction +anagement >1;1 (lose P&rchase liste# #eriaties
1 )ransaction +anagement >1;2 Oen Sale liste# #eriaties
1 )ransaction +anagement >1;3 (lose Sale liste# #eriaties
1 )ransaction +anagement >1!;L 8nitial margin liste# #eriaties
1 )ransaction +anagement >1!;- 8nitial margin liste# #eriaties
2001+argin +anagement :iste# Otionsan# F&t&res >1!;L
8nitial margin liste# #eriaties
2001+argin +anagement :iste# Otionsan# F&t&res >1!;-
8nitial margin liste# #eriaties
6. Sae $o&r entries.
&$1$11$& Assign lo Types to 3p!ate Types 5 TC-Derivatives
8n this (&stomiing actiit$ $o& assign the correson#ing ate t$es to the flo7 t$es inthe mone$ mar'et foreign echange sec&rities an# #eriaties areas for ating thetransaction #ata to the arallel al&ation areas.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction ManagerOTC Deriaties
Transaction Management0pdate Types/ssign Flo$Types to 0pdate Types
2. On the Change #ie$ %/ssignment o" .usiness Flo$ Type to 0pdate Type&' Oerie$screen choose *e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
Contract TypeloType *a'e
Direc-tion
3p!ateType 3p!ate Type Te;t
Deriaties >00 P&rchase (ommo#it$For7ar#
L >00 For7ar# P&rchase
Deriaties >00 P&rchase (ommo#it$
For7ar#
- >00 For7ar# P&rchase
Deriaties >01 (ash settlement L >01L (ash settlement
Deriaties >01 (ash settlement - >01- (ash settlement
Deriaties >02 (harge L >02L (harge
Deriaties >02 (harge - >02- (harge
Deriaties >03 Sale (ommo#it$
For7ar#
L >03 For7ar# Sale
Deriaties >03 Sale (ommo#it$
For7ar#
- >03 For7ar# Sale
Deriaties >0I Otion Premi&m - PK: L >0IL Otion Premi&m ,PK: L
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
Contract TypeloType *a'e
Direc-tion
3p!ateType 3p!ate Type Te;t
,Sol# Otion
Deriaties >0I Otion Premi&m - PK: - >0I- Otion Premi&m ,PK: -,P&rchase# Otion
Deriaties >0; Otion Premi&m -Position
L >0;L Otion Premi&m ,PositionL ,Sol# Otion
Deriaties >0; Otion Premi&m -Position
- >0;- Otion Premi&m ,Position- ,P&rchase# Otion
Deriaties >06 4om.Amt 8ncr.,4otRel.f.Postg
L >06 4ominal amo&nt inc.,notrel.
Deriaties >16 4om.Amt Decr.,4otRel.f.Postg
- >16 4ominal amo&nt #ec.,notrel.
Deriaties >20 (omm P&rchase ,notost rel.
- >20 (omm P&rchase ,not ostrel.
Deriaties >30 (omm Sale ,not ostrel.
L >30 (omm Sale ,not ost rel.
I. Sae $o&r entries.
&$1$11$ Assign lo Types to 3p!ate Types 5 .iste!Derivatives
8n this (&stomiing actiit$ $o& assign the correson#ing ate t$es to the flo7 t$es inthe mone$ mar'et foreign echange sec&rities an# #eriaties areas for ating thetransaction #ata to the arallel al&ation areas.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction Manager)isted Deriaties
Transaction Management0pdate Types/ssign Flo$
Types to 0pdate Types
2. On the Change #ie$ %/ssignment o" .usiness Flo$ Type to 0pdate Type&' Oerie$screen choose *e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
"ro!ctType
TransactionType
loType *a'e
Direc-tion
3p!ateType 3p!ate Type Te;t
>3 >I0
>1;0
P&rchaseotionsf&t&res
-
>1;0
Oen P&rchaseliste# #eriaties
>3 >I0
>1;1
Saleotionsf&t&res
L
>1;2
Oen Sale liste##eriaties
>3 >I0 >02 (harge L >02L (harge
>3 >I0 >02 (harge - >02- (harge
>3 >I0
>1
8nitial marginotionsf&t&res
L
>1!;L
8nitial margin liste##eriaties
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
"ro!ctType
TransactionType
loType *a'e
Direc-tion
3p!ateType 3p!ate Type Te;t
>3 >I0
>1
8nitial marginotionsf&t&res
-
>1!;-
8nitial margin liste##eriaties
>3 >;0
>1;0
P&rchaseotionsf&t&res
-
>1;1
(lose P&rchase liste##eriaties
>3 >;0
>1;1
Saleotionsf&t&res
L
>1;3
(lose Sale liste##eriaties
>3 >;0 >02 (harge L >02L (harge
>3 >;0 >02 (harge - >02- (harge
>3 >;0
>1
8nitial marginotionsf&t&res
L
>1!;L
8nitial margin liste##eriaties
>3 >;0
>1
8nitial margin
otionsf&t&res
-
>1!;-
8nitial margin liste#
#eriaties
>I >I0
>1;0
P&rchaseotionsf&t&res
-
>1;0
Oen P&rchase liste##eriaties
>I >I0
>1;1
Saleotionsf&t&res
L
>1;2
Oen Sale liste##eriaties
>I >I0 >02 (harge L >02L (harge
>I >I0 >02 (harge - >02- (harge
>I >I0
>1
8nitial marginotionsf&t&res
L
>1!;L
8nitial margin liste##eriaties
>I >I0
>1
8nitial marginotionsf&t&res
-
>1!;-
8nitial margin liste##eriaties
>I >;0
>1;0
P&rchaseotionsf&t&res
-
>1;1
(lose P&rchase liste##eriaties
>I >;0
>1;1
Saleotionsf&t&res
L
>1;3
(lose Sale liste##eriaties
>I >;0 >02 (harge L >02L (harge
>I >;0 >02 (harge - >02- (harge
>I >;0
>1
8nitial margin
otionsf&t&res
L
>1!;L
8nitial margin liste#
#eriaties
>I >;0
>1
8nitial marginotionsf&t&res
-
>1!;-
8nitial margin liste##eriaties
I. Sae $o&r entries.
&$1$1# Assign 3p!ate Types for "osition 3p!ate8n this (&stomiing actiit$ $o& assign an ate t$e for oen an# close transactions foreach ro#&ct t$e an# transaction t$e.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction ManagerOTC Deriaties
Transaction Management0pdate Types/ssign 0pdate
Types "or !osition 0pdate
2. On the Change #ie$ %0pdate Types "or !osition 0pdate&' Oerie$screen choose *e$Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
"ro!ctType
*a'e of "ro!ctType
Transaction Type
*a'e ofTransactionType
3p!ateType forpen
3p!ateType forClose
>0 (ommo#it$
For7ar#
>01 P&rchase >(001 >(002
>0 (ommo#it$
For7ar#
>02 Sale >(001 >(002
>A O)( (ommo#.Otion long call
>01 P&rchase ,longcall
>(001 >(002
>% O)( (ommo#.Otion short &t
>02 Sale ,short &t >(001 >(002
>( O)( (ommo#.Otion long &t
>01 P&rchase ,long&t
>(001 >(002
>D O)( (ommo#.Otion short call
>02 Sale ,short call >(001 >(002
>S (ommo#it$ S7a >10 Fi Float >(001 >(002
>S (ommo#it$ S7a >11 Fi Arg. >(001 >(002
>S (ommo#it$ S7a >20 Float Fi >(001 >(002
>S (ommo#it$ S7a >21 Float Arg. >(001 >(002
>S (ommo#it$ S7a >30 Arg. Fi >(001 >(002
>S (ommo#it$ S7a >31 Arg. Float >(001 >(002
I. Sae $o&r entries.
&$1$1& "osition Manage'ent for .iste! Derivatives
&$1$1&$1 tres Accont Manage'ent
&$1$1&$1$1 Define 3p!ate Types an! Assign 3sages fortre Accont Manage'ent
8n this (&stomiing actiit$ $o& #efine all the ate t$es that are re&ire# to manage theositions in the arallel al&ation areas.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
ManagementTransaction Manager)isted Deriaties
!osition ManagementFutures /ccount Management
0pdate TypesDe"ine 0pdate Types and /ssign 0sages
2. On the Change #ie$ %De"ine 0pdate Types& Oerie$screen choose *e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
3p!ate Type 3p!ate Type Te;t
>1!6L 8ncoming ariation +argin
>1!6- O&tgoing ariation +argin
>1!L 8ncoming (lose +argin
>1!- O&tgoing (lose +argin
>1!: +atching long
>1!S +atching short
I. On the (hange ie7 NDefine B#ate )$es Oerie7 screen choose the/ssign0pdate Types to 0sagesfol#er.
;. (hoose *e$ Entries an# on the 4e7 Entries screen ma'e the follo7ing entries
3se of3p!ate Type
Te;t for 3se of an 3p!ate Type 3p!ate Type 3p!ate Type Te;t
2001+argin +anagement :iste#Otions an# F&t&res
>1!6L8ncoming ariation +argin
2001+argin +anagement :iste#Otions an# F&t&res
>1!6-O&tgoing ariation +argin
2001 +argin +anagement :iste#Otions an# F&t&res
>1!: +atching long
2001+argin +anagement :iste#Otions an# F&t&res
>1!S+atching short
6. Sae $o&r entries.
&$1$1&$1$# Specify 3p!ate Types for tres AccontManage'ent
8n this 8+G actiit$ $o& #efine a al&e t$e for the ate t$es. "ith the al&e t$e $oetermine the effects that an ate t$e has on the osition al&e.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and Risk
ManagementTransaction Manager)isted Deriaties
!osition ManagementFutures /ccount Management
0pdate TypesSpeci"y 0pdate Types "or Futures /ccount
Management
2. On the Change #ie$ %Treasury' Customi1ing #ie$ "or 0pdate Type in TRF&screenchoose *e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
3p!ateType Description ,ale Type
>1;0
OenP&rchase liste##eriaties
8nflo7 Position al&e OtionsF&t&res
>1;1(lose P&rchaseliste# #eriaties
O&tflo7 Position al&e OtionsF&t&res
>1;2
Oen Saleliste# #eriaties
8nflo7 Position al&e OtionsF&t&res
>1;3(lose Sale liste##eriaties
O&tflo7 Position al&e OtionsF&t&res
>1!: +atching long O&tflo7 Position al&e OtionsF&t&res
>1!S +atching short O&tflo7 Position al&e OtionsF&t&res
>02- (harge 4o Position (hanges
I. Sae $o&r entries.
&$1$1&$1$& Assign 3p!ate Types for Margin Manage'ent per"ro!ct Type
8n this 8+G actiit$ $o& #etermine 7hich ate t$es sho&l# be &se# for ariation marginsan# close marginsfor each ro#&ct t$e.
1. Access the transaction &sing the follo7ing naigation ath
Transaction Co!e SPRO
IMG Men Financial Supply Chain ManagementTreasury and RiskManagementTransaction Manager)isted Deriaties
!osition ManagementFutures /ccount Management
0pdate Types/ssign 0pdate Types "or Margin
Management per !roduct Type
2. On the Change #ie$ %/ssign 0pdate Types "or Margin Management&screen choose*e$ Entries.
3. On the *e$ Entriesscreen ma'e the follo7ing entries
Co''o!ity tre
iel! *a'e ,ale
Pro#&ct )$e >3
(lose margin * :ong Position -8ncoming
>1!L
(lose margin * :ong Position -O&tgoing
>1!-
(lose margin * Short Position -8ncoming
>1!L
(lose margin * Short Position -O&tgoing
>1!-
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
iel! *a'e ,ale
ariation margin * :ong Position- 8ncoming
>1!6L
ariation margin * :ong Position- O&tgoing
>1!6-
ariation margin * Short Position- 8ncoming
>1!6L
ariation margin * Short Position- O&tgoing
>1!6-
+atching * :ong >1!:
+atching * Short >1!S
Oernight ariation margin *:ong Position - 8ncoming
>1!6L
Oernight ariation margin *
:ong Position - O&tgoing
>1!6-
Oernight ariation margin *Short Position - 8ncoming
>1!6L
Oernight ariation margin *Short Position - O&tgoing
>1!6-
Co''o!ity ption
iel! *a'e ,ale
Pro#&ct )$e >I
(lose margin * :ong Position -8ncoming
>1!L
(lose margin * :ong Position -O&tgoing
>1!-
(lose margin * Short Position -8ncoming
>1!L
(lose margin * Short Position -O&tgoing
>1!-
ariation margin * :ong Position- 8ncoming
>1!6L
ariation margin * :ong Position- O&tgoing
>1!6-
ariation margin * Short Position- 8ncoming
>1!6L
ariation margin * Short Position- O&tgoing
>1!6-
+atching * :ong >1!:
+atching * Short >1!S
Oernight ariation margin *
:ong Position - 8ncoming
>1!6L
Oernight ariation margin * >1!6-
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SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e
iel! *a'e ,ale
:ong Position - O&tgoing
Oernight ariation margin *Short Position - 8ncoming
>1!6L
Oernight ariation margin *Short Position - O&tgoing
>1!6-
I. Sae $o&r entries.
&$1$1 Assigning Cash lo In!icator to lo Types
3se8n this (&stomiing actiit$ $o& start a reort that generates #efa< al&es for the assignmentof the cash flo7 in#icatoran# the in#icator for fictitio&s cash flo7s. )he s$stem #eries the#efa< al&es from the (&stomiing settings for the al&ation t$es.
)his is a man&al ste that cannot be actiate# &sing a %( Set so the man&alste has to be incle#.
"roce!re1. Access the actiit$ b$ choosing the follo7ing ath
IMG Men Financial Supply Chain Management Treasury and Risk
Management Market Risk /naly1er /ssign Cash Flo$
,ndicator to Flo$ Types Generate De"ault /utomatically
Transaction Co!e 2.R3
2. Enter the follo7ing #ata an# choose Execute
iel! *a'e 3ser Action an! ,ales Co''ent
A## 4e7 Entries Onl$ 9
Oer7rite Eisting Entries
)est R&n )r$ first as a test r&n beforemo#if$ing the #atabase.
"ith D% +o#ification 9
.ayot ,ariants
TC Co''o!ity ptions
TI1 (Collective "rocessing TC ptions)
>01M(O+OP) (ommo#it$ Otions O)(
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