Kontakt

Ansicht
Dokumentation

RFTI_CTY_EXP_N - Commodity Positions Report

RFTI_CTY_EXP_N - Commodity Positions Report

SUBST_MERGE_LIST - merge external lists to one complete list with #if... logic for R3up   rdisp/max_wprun_time - Maximum work process run time  
This documentation is copyright by SAP AG.
SAP E-Book

Purpose

Companies interested in Commodity Business shall be able to analyze physical business and paper documents and compare them to detect the open risk positions.

The Overall Commodity Position Report makes this by selecting exposure positions and financial transactions for a commodity together in a report and showing the quantities, contract values, and current net present values for the selected positions and produces totals.

The report distinguishes between commodity exposures with fixed quantities and those with variable quantities and makes them comparable with physical quantities to illustrate the open quantities at risk.

Integration

This report is integrated into the Commodity Risk Management processes.

Prerequisites

Features

Selection

Standard Variants

Output

ALV List with aggregated quantities per commodities, locations, fix / floating indicators, direction and periods.

Basically quantities of buying commodities are displayed positive and selling commodities are displayed negative to illustrate the quantity based risks.

Activities

  • By double-klick on a displayed line the detail data of commodity or deal will be displayed in a non-aggregated form
  • by click on field commodity in the detail view or the button 'Display Commodity' the program navigates to the commodity master
  • by click on field 'Exposure Id' in the detail view the program navigates to Exposure Management Position Overview
  • by click on field deal number in the detail view the program navigates to the deal (e.g. forwards, options, swaps)
  • by using the button 'Error Log On/Off' the Application Log with error messages can be hidden or displayed on the bottom of the screen

Example

  • Commodity Exposure Positions: quantity displayed as physical quantity and fix or floating quantity depending on the fix / floating indicator of the position
  • Commodity futures: quantity displayed as positive fix and negative floating quantity in case of Long position (buy comodity), or as negative fix and positive floating quantity in case of Short position (sell comodity) of the deal
  • Commodity forwards: quantity displayed as fix or floating quantity depending on the product and transaction types of the deal defined in the customizing
  • Commodity swaps: quantity displayed as fix or floating quantity depending on side of swap defined in the customizing of transaction type.
  • in case of Average Swap quantitiies are splitted per fixing dates for fix and floating sides too, and these splitted quantities are assigned to and displayed per periods.

  • If the price of floating side for a fixing date has already been fixed with transaction 'Interest Rate Adjustment' the quantity is displayed as fixed quantity.






Fill RESBD Structure from EBP Component Structure   ABAP Short Reference  
This documentation is copyright by SAP AG.

Length: 3401 Date: 20240601 Time: 173029     sap01-206 ( 53 ms )