SAP ABAP Data Element FTI_VARMAR_PC_A (Variation Margin in Position Currency / Start of Period)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-TM-IS (Application Component) Information System
     ⤷ FTI (Package) Application development R/3 Treasury information system

Basic Data

Data Element	FTI_VARMAR_PC_A
Short Description	Variation Margin in Position Currency / Start of Period

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	TPM_AMOUNT
Data Type	CURR	Currency field, stored as DEC
Length	21
Decimal Places	2
Output Length	29
Value Table

Further Characteristics

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Parameter ID
Default Component name
Change document	☐
No Input History	☐
Basic direction is set to LTR	☐
No BIDI Filtering	☐

Field Label

	Length	Field Label
Short	10	VaMar PC S
Medium	20	Var. Margin PC Start
Long	40	Variation Margin in PC: Start
Heading	20	Var. Margin PC Start

Documentation

Definition

Treasury and Risk Management Transaction Manager
Reporting for a given period / evaluation of flows within the reporting period

All open futures positions are revalued by the respective futures and options exchange at the end of each trading day. This mark-to-market valuation is used to calculate the gains and losses (= variation margin) of the futures positions resulting from daily market fluctuations. The variation margin is credited or debited on a daily basis. If this brings the balance below the initial margin, enough capital must be injected to restore the original initial margin.

In this case, the key date is one day before the start of the period.

History

Last changed by/on	SAP	20020520
SAP Release Created in	110