SAP ABAP IMG Activity TRFC_MRG_FT (Assign Update Types for Margin Management per Product Type)
Hierarchy
☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-TM-BO (Application Component) Back Office
     ⤷ FTR_LISTED_OPTIONS_FUTURES (Package) Treasury: Listed Options and Futures
IMG Activity
ID TRFC_MRG_FT Assign Update Types for Margin Management per Product Type  
Transaction Code S_KFM_86000116   IMG: Assign Update Type to Flow Cat. 
Created on 20000714    
Customizing Attributes TRFC_MRG_FT   Assign Update Types for Margin Management per Product Type 
Customizing Activity TRFC_MRG_FT   Assign Update Types for Margin Management per Product Type 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name FORTSCHR_MARGIN    

Use

In this IMG activity you determine which update types should be used for variation margins and close margins for each product type. You can select the following update types:

  • Close Margin, Long Position, Incoming Payment
  • Close Margin, Long Position, Outgoing Payment
  • Close Margin, Short Position, Incoming Payment
  • Close Margin, Short Position, Outgoing Payment
  • Variation Margin, Long Position, Incoming Payment
  • Variation Margin, Long Position, Outgoing Payment
  • Variation Margin, Short Position, Incoming Payment
  • Variation Margin, Short Position, Outgoing Payment

Requirements

Standard settings

Activities

  1. Choose New Entries.
  2. Select a product type.
  3. Assign your required update types to the product type.
  4. Save your entries.

Example

The following update types are defined for a product type:

Variation margin, long position, incoming:         Update type DE1970+

Variation margin, long position, outgoing:         Update type DE1970-

Variation margin, short position, incoming:         Update type DE1971+

Variation margin, short position, outgoing:         Update type DE1971-

For a variation margin run, a position of the long position type is processed. The position value is 10,000 and the current market value is 11,000. A variation margin flow is then generated for an incoming payment amounting to 1,000. The system determines the value DE1970+ as the update type.

Business Attributes
ASAP Roadmap ID 204   Establish Functions and Processes 
Mandatory / Optional 2   Optional activity 
Critical / Non-Critical 1   Critical 
Country-Dependency A   Valid for all countries 
Maintenance Objects
Maintenance object type C   Customizing Object 
Assigned objects
Customizing Object Object Type Transaction Code Sub-object Do not Summarize Skip Subset Dialog Box Description for multiple selections
TRFV_MRG_FT V - View SM30  
History
Last changed by/on SAP  20030515 
SAP Release Created in 462_10