Tables with fields of type TCR_CTY_QUOTTYPE
The data element TCR_CTY_QUOTTYPE is used by fields in the following tables.
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| TCCT_CCURVE_MAST | Commodity Curve Master Data | FTR_COMMODITY_CURVE | Commodity Forward Curves |
| TCCT_CCURVE_MAST | Commodity Curve Master Data | FTR_COMMODITY_CURVE | Commodity Forward Curves |
| CMMF_SVCOMBEWEG | RM: Flow Table for Cat. of Prim. Trans. for Saved Datasets | FTR_COMMODITY_EVALUATION | Commodity Evaluation |
| TCRT_CTY_FWDRATE | Market Data for Forward Rates (obsolete) | FTA_CORE | TR-CORE: Former Objects from FTA (Applic. Dev. TR General) |
| TRCOCC_QUOTTYPE | Commodities: quotation types | FTR_COMMODITIES_CORE | Commodities Core |
| TRCOCC_QUOTTYP_T | Commodities: quotation types | FTR_COMMODITIES_CORE | Commodities Core |
| ATRMO | Valuation control | JBRC | Customizing for TRM Risk Management |
| JBRDBCOMBEWEG | RM: DB Table BEWEG Extended Category of Primary Transaction | JBR | Application development TRM Market Risk Mangement |
| JBRHCOMBEWEG | hRM: Version Table BEWEG for Extended Cat. of Primary Trans. | JBR | Application development TRM Market Risk Mangement |
| JBRSVCOMBEWEG | RM: Flow Table for Cat. of Prim. Trans. for Saved Datasets | JBR | Application development TRM Market Risk Mangement |
| JBRSVMSEG | RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets | JBR | Application development TRM Market Risk Mangement |
| JBRREGW | Rules for multi-dimensional risk factor shift | FTB | Applic. development R/3 Treasury risk simulation analysis |
| JBRRHBLATT | End Node Structure of a Risk Hierarchy | FTB | Applic. development R/3 Treasury risk simulation analysis |
| JBRRHBLATTH | End-Node Structure of a Risk Hierarchy (History) | FTBB | Risk Management Basis |
| JBRRHBLATT_BACK | Backup Table JBRRHBLATT (Required for Transport Imports) | FTBB | Risk Management Basis |
| VTVSZCTV | Scenario Database: Commodity Volatilities (obsolete) | FTB | Applic. development R/3 Treasury risk simulation analysis |
| VTVSZCTY | Scenario Database: Commodity Prices (OBSOLETE) | FTB | Applic. development R/3 Treasury risk simulation analysis |
| VTVSZCTYP | Scenario Database: Commodity Prices (obsolete) | FTB | Applic. development R/3 Treasury risk simulation analysis |
| ATSYC | Default Settings for Risk Evaluations | FTB_CORE | FTB Core |
| ATVO3 | Statistics Type for Parameterizing Estimation Functions | FTB_CORE | FTB Core |
| FTR_AVG_ASGN | Assign one flow to many adjustments for average | FTA | R/3 appl. development for Treasury money,forex,forward gen |
| OTC_CONV_FHAPO | Backup Table for Financial Transaction Flows | FTA | R/3 appl. development for Treasury money,forex,forward gen |
| TCORT_CODCPA | Deal: Commodity Price Adjustment | FTR_CORRESPONDENCE | Treasury Correspondence (Confirmations & Matching) |
| TCORT_CODFL | Deal: Flows | FTR_CORRESPONDENCE | Treasury Correspondence (Confirmations & Matching) |
| TCORT_CODMD | Deal: Main Data | FTR_CORRESPONDENCE | Treasury Correspondence (Confirmations & Matching) |
| TEXT_POSF_PRICES | Exposure Position Flow Pricing Data (obsolete) | FTR_EXPOSURE_MANAGEMENT | NeXt Exposure Management |
| TEXT_REXP_PRICES | Raw Exposure Item Pricing Data (obsolete) | FTR_EXPOSURE_MANAGEMENT | NeXt Exposure Management |
| THAEXT_EXPOS_COP | Obsolet: Commodity exposure pricing data (obsolete) | FTHM_EXPOSURE | Hedge Management - Package Exposure Management |
| THAEXT_TRANS_COP | Commodity exposure pricing data (obsolete) | FTHM_EXPOSURE | Hedge Management - Package Exposure Management |
| VTBFHAPO | Transaction Flow | FTA | R/3 appl. development for Treasury money,forex,forward gen |
| VTBFHAPO_MIGR | Migrated Financial Flows | FTA | R/3 appl. development for Treasury money,forex,forward gen |
| VTBFHAPO_UNFIXED | Non-Fixed Financial Transaction Flows | FTA | R/3 appl. development for Treasury money,forex,forward gen |
| TRCPAT | TR: Commodity Price Adjustm.-Regist. and Fixing (obsolete) | FTR_IRATE_ADJUST | Treasury: Interest Rate Adjustment |