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FIN_TRM_COMM_RM_3: Undiscounted MtM for Commodity Financial Transactions ( RELNTRM_617_COMM_MTM )

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Short text

FIN_TRM_COMM_RM_3: Undiscounted MtM for Commodity Financial Transactions

Use

As of SAP enhancement package 7 for SAP ERP 6.0 (EA-FINSERV 617), business function TRM, FRM for Commodities 3 (FIN_TRM_COMM_RM_3) has been enhanced by the undiscounted MtM for commodity-based financial transactions.

The mark-to-market (MtM) value is a comparison of the contract price with the market price. It determines the prospective profit or loss of a financial transaction (commodity forward, swap, or future).

• For the MtM, the Key Figure Analysis program (AISGENKF) has been enhanced to include the key figure category MTM_UNDISC.

,,Note:
,,To calculate and show the undiscounted MtM, you must define a valid, formula-based key figure in the ,,Report Layout.

By specifying the evaluation date and horizon date, you define for which date the transactions and market data are selected.

The Key Figure Analysis program can be found in the SAP Easy Access menu under Financial Risk Management for Commodities -> Analytics -> Mark-to-Market & Sensitivities.

• Furthermore, the undiscounted MtM is also considered in the transactions NPV Analysis (JBRX) and Commodity Positions Report (TISCERN).

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

Further Information

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