FTI_MARKET_VALS - Reporting: Buffer Table for Market Values - Position Crcy
Reporting: Buffer Table for Market Values - Position Crcy information is stored in SAP table FTI_MARKET_VALS.
It is part of development package FTI in software component FIN-FSCM-TRM-TM-IS. This development package consists of objects that can be grouped under "Application development R/3 Treasury information system".
It is part of development package FTI in software component FIN-FSCM-TRM-TM-IS. This development package consists of objects that can be grouped under "Application development R/3 Treasury information system".
Fields for table FTI_MARKET_VALS
Field Name | Description | Is Key | Data Element | Data Type | Length | Check Table |
|---|---|---|---|---|---|---|
| MANDT | Client | X | MANDT | CLNT | 6 | T000 |
| RFHA | Financial Transaction | X | TB_RFHA | CHAR | 26 | VTBFHA |
| RANL | Security Class ID Number | X | VVRANLW | CHAR | 26 | VWPANLA |
| RANLVD | Contract Number | X | RANL | CHAR | 26 | VDARL |
| BUKRS | Company Code | X | BUKRS | CHAR | 8 | T001 |
| RLDEPO | Securities Account | X | VRLDEPO | CHAR | 20 | TWD01 |
| POSACC_LOF | Futures Account for Listed Options and Futures | X | TPM_POS_ACCOUNT_FUT | CHAR | 20 | TRFT_POS_ACCOUNT |
| KEYDATE | Key Date | X | FTI_STICHTAG | DATS | 16 | |
| AUSWT | Evaluation type in Risk Management | X | TV_AUSWT | CHAR | 8 | JBREVAL |
| VAL_AREA | Treasury Valuation Area | X | TPM_VAL_AREA | CHAR | 6 | TRGC_VAL_AREA |
| .INCLUDE | FTI_STANDARD_KEYFIGURES_DB | 0 | ||||
| NPV_PC | RM Net Present Value in Position Currency | TV_NPV_PC | CURR | 8 | ||
| NPV_LONG_PC | RM NPV of Incoming Side in Currency of Incoming Side | TV_NPV_LONG_PC | CURR | 8 | ||
| NPV_SHORT_PC | RM NPV of Outgoing Side in Currency of Outgoing Side | TV_NPV_SHORT_PC | CURR | 8 | ||
| NPV_PC_L | RM Net Present Value in Position Currency | FTI_NPV_PC_L | CURR | 9 | ||
| NPV_LONG_PC_L | RM NPV of Incoming Side in Currency of Incoming Side | FTI_NPV_LONG_PC_L | CURR | 9 | ||
| NPV_SHORT_PC_L | RM NPV of Outgoing Side in Currency of Outgoing Side | FTI_NPV_SHORT_PC_L | CURR | 9 | ||
| CLEAN_PRICE_PC | Clean Price in Position Currency | TV_CLEAN_PRICE_PC | CURR | 9 | ||
| BPVALUE_PC | Basis Point Value in Position Currency | TV_VALBP_PC | CURR | 9 | ||
| POS_CCY | Position Currency | TV_POS_CCY | CUKY | 10 | * | |
| LONG_CCY | Currency Investment/Purchase/Incoming Side/Long | TV_LONG_CCY | CUKY | 10 | * | |
| SHORT_CCY | Currency Borrowing/Sale/Outgoing Side/Short | TV_SHORT_CCY | CUKY | 10 | * | |
| MAC_DURATION | Macaulay Duration | TV_MAC_DURATION | DEC | 7 | ||
| MOD_DURATION | Modified Duration | TV_MOD_DURATION | DEC | 7 | ||
| FW_DURATION | Fisher/Weil Duration | TV_FISHER_WEIL_DURATION | DEC | 7 | ||
| CONVEXITY | Convexity with 5 Decimal Places | TV_CONVEXITY_MORE_ACCURATE | DEC | 6 | ||
| DELTA | Delta, 1st derivation of premium based on underlying rate | TV_DELTA | DEC | 8 | ||
| GAMMA | Gamma, 2nd derivation of premium based on underlying rate | TV_GAMMA | DEC | 8 | ||
| THETA | Theta, 1st derivation of premium according to time | TV_THETA | DEC | 8 | ||
| VEGA | Vega, 1st Volatility Derivative | TV_VEGA | DEC | 8 | ||
| YTM | Yield to Maturity | TV_YTM | DEC | 7 | ||
| SBWHR | Position Currency (Currency of Position Amount) | SBWHR | CUKY | 10 | TCURC | |
| ERROR_GUID | BDS: 16 byte "Raw" GUID | BDS_16GUID | RAW | 16 | ||
| CHANGED_ON | Changed on | AEDTM | DATS | 16 | ||
| CHANGED_BY | Changed by | USER | CHAR | 24 |