SAP Table FTI_MARKET_VALS
Reporting: Buffer Table for Market Values - Position Crcy
FTI_MARKET_VALS (Reporting: Buffer Table for Market Values - Position Crcy) is a standard table in SAP R\3 ERP systems. Below you can find the technical details of the fields that make up this table. Key fields are marked in blue.
Additionally we provide an overview of foreign key relationships, if any, that link FTI_MARKET_VALS to other SAP tables.
Source: FTI_MARKET_VALS (Reporting: Buffer Table for Market Values - Position Crcy)
FTI_MARKET_VALS table fields
| Field | Data element | Checktable | Datatype | Length | Decimals | |||
|---|---|---|---|---|---|---|---|---|
| MANDT | Client | MANDT | T000 | CLNT | 3 | 0 | ||
| RFHA | Financial Transaction | TB_RFHA | VTBFHA | CHAR | 13 | 0 | ||
| RANL | Security ID Number | VVRANLW | VWPANLA | CHAR | 13 | 0 | ||
| RANLVD | Contract Number | RANL | VDARL | CHAR | 13 | 0 | ||
| BUKRS | Company Code | BUKRS | T001 | CHAR | 4 | 0 | ||
| RLDEPO | Securities Account | VRLDEPO | TWD01 | CHAR | 10 | 0 | ||
| POSACC_LOF | Futures Account for Listed Options and Futures | TPM_POS_ACCOUNT_FUT | TRFT_POS_ACCOUNT | CHAR | 10 | 0 | ||
| KEYDATE | Key Date | FTI_STICHTAG | DATS | 8 | 0 | |||
| AUSWT | Evaluation type in Risk Management | TV_AUSWT | JBREVAL | CHAR | 4 | 0 | ||
| VAL_AREA | Valuation Area | TPM_VAL_AREA | TRGC_VAL_AREA | CHAR | 3 | 0 | ||
| NPV_PC | RM Net Present Value in Position Currency | TV_NPV_PC | CURR | 15 | 2 | |||
| NPV_LONG_PC | RM NPV of Incoming Side in Currency of Incoming Side | TV_NPV_LONG_PC | CURR | 15 | 2 | |||
| NPV_SHORT_PC | RM NPV of Outgoing Side in Currency of Outgoing Side | TV_NPV_SHORT_PC | CURR | 15 | 2 | |||
| CLEAN_PRICE_PC | Clean Price in Position Currency | TV_CLEAN_PRICE_PC | CURR | 17 | 2 | |||
| BPVALUE_PC | Basis Point Value in Position Currency | TV_VALBP_PC | CURR | 17 | 2 | |||
| POS_CCY | Position Currency | TV_POS_CCY | CUKY | 5 | 0 | |||
| LONG_CCY | Currency Investment/Purchase/Incoming Side/Long | TV_LONG_CCY | CUKY | 5 | 0 | |||
| SHORT_CCY | Currency Borrowing/Sale/Outgoing Side/Short | TV_SHORT_CCY | CUKY | 5 | 0 | |||
| MAC_DURATION | Macaulay Duration | TV_MAC_DURATION | DEC | 12 | 3 | |||
| MOD_DURATION | Modified Duration | TV_MOD_DURATION | DEC | 12 | 3 | |||
| FW_DURATION | Fisher/Weil Duration | TV_FISHER_WEIL_DURATION | DEC | 12 | 3 | |||
| CONVEXITY | Convexity with 5 Decimal Places | TV_CONVEXITY_MORE_ACCURATE | DEC | 11 | 5 | |||
| DELTA | Delta, 1st derivation of premium based on underlying rate | TV_DELTA | DEC | 15 | 10 | |||
| GAMMA | Gamma, 2nd derivation of premium based on underlying rate | TV_GAMMA | DEC | 14 | 8 | |||
| THETA | Theta, 1st derivation of premium according to time | TV_THETA | DEC | 15 | 10 | |||
| VEGA | Vega, 1st Volatility Derivative | TV_VEGA | DEC | 15 | 10 | |||
| YTM | Yield to Maturity | TV_YTM | DEC | 12 | 5 | |||
| SBWHR | Position Currency (Currency of Position Amount) | SBWHR | TCURC | CUKY | 5 | 0 | ||
| ERROR_GUID | BDS: 16 byte "Raw" GUID | BDS_16GUID | RAW | 16 | 0 | |||
| CHANGED_ON | Changed on | AEDTM | DATS | 8 | 0 | |||
| CHANGED_BY | Changed by | USER | CHAR | 12 | 0 | |||
FTI_MARKET_VALS foreign key relationships
| Table | Field | Foreign key table | Foreign key field | Check table | Check field | |
|---|---|---|---|---|---|---|
| FTI_MARKET_VALS | AUSWT | FTI_MARKET_VALS | AUSWT | JBREVAL | Risk Management evaluation type - definition | AUSWERTUNG |
| FTI_MARKET_VALS | AUSWT | FTI_MARKET_VALS | MANDT | JBREVAL | Risk Management evaluation type - definition | MANDT |
| FTI_MARKET_VALS | BUKRS | FTI_MARKET_VALS | BUKRS | T001 | Company Codes | BUKRS |
| FTI_MARKET_VALS | BUKRS | FTI_MARKET_VALS | MANDT | T001 | Company Codes | MANDT |
| FTI_MARKET_VALS | MANDT | FTI_MARKET_VALS | MANDT | T000 | Clients | MANDT |
| FTI_MARKET_VALS | POSACC_LOF | FTI_MARKET_VALS | MANDT | TRFT_POS_ACCOUNT | Treasury: Futures Account Master Data | MANDT |
| FTI_MARKET_VALS | POSACC_LOF | FTI_MARKET_VALS | BUKRS | TRFT_POS_ACCOUNT | Treasury: Futures Account Master Data | COMPANY_CODE |
| FTI_MARKET_VALS | POSACC_LOF | FTI_MARKET_VALS | POSACC_LOF | TRFT_POS_ACCOUNT | Treasury: Futures Account Master Data | POS_ACCOUNT |
| FTI_MARKET_VALS | RANL | FTI_MARKET_VALS | RANL | VWPANLA | Asset master for securities | RANL |
| FTI_MARKET_VALS | RANL | FTI_MARKET_VALS | MANDT | VWPANLA | Asset master for securities | MANDT |
| FTI_MARKET_VALS | RANLVD | FTI_MARKET_VALS | BUKRS | VDARL | Loans | BUKRS |
| FTI_MARKET_VALS | RANLVD | FTI_MARKET_VALS | MANDT | VDARL | Loans | MANDT |
| FTI_MARKET_VALS | RANLVD | ' ' | VDARL | Loans | SARCHIV | |
| FTI_MARKET_VALS | RANLVD | FTI_MARKET_VALS | RANLVD | VDARL | Loans | RANL |
| FTI_MARKET_VALS | RFHA | FTI_MARKET_VALS | RFHA | VTBFHA | Transaction | RFHA |
| FTI_MARKET_VALS | RFHA | FTI_MARKET_VALS | BUKRS | VTBFHA | Transaction | BUKRS |
| FTI_MARKET_VALS | RFHA | FTI_MARKET_VALS | MANDT | VTBFHA | Transaction | MANDT |
| FTI_MARKET_VALS | RLDEPO | FTI_MARKET_VALS | BUKRS | TWD01 | Treasury: Securities Account Master Data | BUKRS |
| FTI_MARKET_VALS | RLDEPO | FTI_MARKET_VALS | RLDEPO | TWD01 | Treasury: Securities Account Master Data | RLDEPO |
| FTI_MARKET_VALS | RLDEPO | FTI_MARKET_VALS | MANDT | TWD01 | Treasury: Securities Account Master Data | MANDT |
| FTI_MARKET_VALS | SBWHR | FTI_MARKET_VALS | SBWHR | TCURC | Currency Codes | WAERS |
| FTI_MARKET_VALS | SBWHR | FTI_MARKET_VALS | MANDT | TCURC | Currency Codes | MANDT |
| FTI_MARKET_VALS | VAL_AREA | FTI_MARKET_VALS | MANDT | TRGC_VAL_AREA | Valuation Areas | MANDT |
| FTI_MARKET_VALS | VAL_AREA | FTI_MARKET_VALS | VAL_AREA | TRGC_VAL_AREA | Valuation Areas | VALUATION_AREA |
