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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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    SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e

    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$.

    / SAP AG Page 2 of 36

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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.

    / SAP AG Page 3 of 36

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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

    / SAP AG Page I of 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

    / SAP AG Page ; of 36

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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

    / SAP AG Page 6 of 36

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    SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e

    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

    / SAP AG Page of 36

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    SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e

    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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    SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e

    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

    / SAP AG Page ! of 36

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    SAP Best Practices General )ransaction Setting * ()R+ ,AA1 (onfig&ration G&i#e

    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

    / SAP AG Page 10 of 36

    "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#

    / SAP AG Page 11 of 36

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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

    / SAP AG Page 12 of 36

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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

    / SAP AG Page 13 of 36

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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.

    / SAP AG Page 1I of 36

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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

    / 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 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.

    / SAP AG Page 16 of 36

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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

    / SAP AG Page 2 of 36

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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

    / SAP AG Page 2 of 36

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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

    / SAP AG Page 2! of 36

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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

    / SAP AG Page 30 of 36

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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

    / SAP AG Page 31 of 36

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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

    / SAP AG Page 32 of 36

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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

    / SAP AG Page 33 of 36

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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!-

    / SAP AG Page 3I of 36

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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-

    / SAP AG Page 3; of 36

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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$ $o& start a reort that generates #efa&lt al&es for the assignmentof the cash flo7 in#icatoran# the in#icator for fictitio&s cash flo7s. )he s$stem #eries the#efa&lt 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)(