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SAP Table THMHRT_HR

Hedge Relationship

THMHRT_HR (Hedge Relationship) 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 THMHRT_HR to other SAP tables.

THMHRT_HR table fields

Field Data element Checktable Datatype Length Decimals
MANDT Client MANDT T000 CLNT 3 0
BUKRS Company Code BUKRS T001 CHAR 4 0
RFHA Financial Transaction TB_RFHA VTBFHA CHAR 13 0
HEDGE_ID Identification Number of Hedge Item THM_HEDGE_ID THMT_HEDGE_ITEM NUMC 10 0
HR_VERSION Version of the hedging relationship THM_HR_VERSION NUMC 3 0
HR_COMP_KEY Key for hr THM_HR_COMP_KEY NUMC 10 0
VALUATION_AREA Valuation Area TPM_VAL_AREA CHAR 3 0
HR_DATE Inception date of the current hedge relationship version THM_HR_DATE DATS 8 0
HR_CR_DATE System date when hr is written THM_HR_AUDIT DATS 8 0
HR_TIME Time when hedge relationship is written THM_HR_TIME TIMS 6 0
CRUSER Entered by TB_CRUSER CHAR 12 0
UPUSER Last Changed by TB_UPUSER CHAR 12 0
VOL_DERIVATIVE Designated volume of the derivative THM_DES_VOL_DER CURR 17 2
CURR_DERIVATIVE Currency of the designated volume of the derivative THM_CURR_DER TCURC CUKY 5 0
VOL_HEDGE_ITEM Designated volume of the hedge item THM_DES_VOL_HEDGE CURR 17 2
CURR_HEDGE_ITEM Currency of the hedge item THM_HEDGE_CURRENCY TCURC CUKY 5 0
MEAS_EXISTS Indicator that HR has an associated measurement THM_HR_VALUED INT1 3 0
0 Measurement does not exist
1 Measurement exists
NOT_DELETABLE Is hedging relationship deletable? THM_HR_NOT_DELETABLE INT1 3 0
0 Can be deleted
1 Cannot be deleted
STATUS Hedging relationship status THM_HR_STATUS INT1 3 0
0 active
1 dedesignated
2 dissolved
STATUS_CHANGE Reason for a status change on the hedging relationship THM_HR_STATUS_CHANGE INT1 3 0
00 Creation a brand new hedging relationship
01 Change: manual change
02 Creation a new HR after reversal of derivative settlement
10 Dissolve: manual dissolve
11 Dissolve: pros. assessment failure
12 Dissolve: exposure expiry
13 Dissolve: reversal of derivative settlement after valuation
14 Dissolve: hedge plan expiration
15 Dissolve: retrospective effectiveness assessment
20 Dedesignate: manual dedesignation
21 Dedesignate: prospective assessment failure
22 Dedesignate: exposure expiry
23 Dedesignate: dedesignation report
24 Dedesignate: realized gains/losses
30 Creation from FX forward rollover
35 Creation from risk object
36 Change from risk object
25 Dedesignate:Commodity Rollover
SANLF Product Category SANLF NUMC 3 0
SFGTYP Transaction Category TB_SFGTYP NUMC 3 0
SGSART Product Type VVSART CHAR 3 0
SFHAART Financial Transaction Type TB_SFHAART CHAR 3 0
RANTYP Contract Type RANTYP CHAR 1 0
1 Loans
2 Securities
3 Lease-Out - Real Estate
4 Foreign Exchange
5 Money Market
6 Derivatives
7 Open Item Transactions
8 Administration Contract - Real Estate
9 General Contract - Real Estate
A Internal use only
Y Reserved for Customer Enhancements
Z Reserved for Customer Enhancements
V Contract Management - Consumer Products
X External Accounts
E Exposure Position
HR_RATE_CAT Rates for the hr THM_RATE_CAT INT1 3 0
1 Int. rate (fix)
2 Int. rate (var)
3 FX rate
HR_INT_FIX Planned interest hedge rate for an hedging relationship THM_HEDGE_RATE_INT DEC 10 7
HR_INT_VAR Planned interest reference hedge rate for an hedging rel. THM_HEDGE_RATE_INT_REF CHAR 10 0
HR_FX_RATE Planned FX hedge rate for a hedging relationship THM_HEDGE_RATE DEC 13 9
HR_STARTVAL Determine hedged item's value at inception date THM_STARTVALUE_SET NUMC 1 0
0 Calculate the hedged item's value
1 Set hedged item's value (to the derivative's value)
BENCHMARK Benchmark interest reference for an hedging relationship THM_HR_BENCHMARK T056R CHAR 10 0
FIX_BENCHMARK Fixed benchmark interest rate of an hedging relationship THM_HR_FIX_BENCHMARK DEC 10 7
H_RFHA Hypothetical transaction (hedge accounting) GE_HYPTRANS VTBFHA CHAR 13 0
HR_SPREAD Interest Rate Spread to Risk Free Market Interest Rate THA_SPREAD DEC 10 7
PMAX Strike price upper limit TB_PMAX DEC 10 7
PMIN Strike Price Lower Limit TB_PMIN DEC 10 7
REFTYP Reference Category (Unit Category) KL_TYP ATR1 CHAR 3 0
REFNR Reference number (unit no.) KL_NR REFH CHAR 10 0
HR_BEGIN_DATE Hedging Relationship Start Date THA_HR_BEGIN_DATE DATS 8 0
KKASSA Spot Rate TB_KKASSA DEC 13 9
DVTRAB Contract Conclusion Date TB_DVTRAB DATS 8 0
DESIG_QUANTITY Designated quantity THA_DES_QUANTITY QUAN 15 3
UNIT_OF_MEASURE Unit of Measure for the Commodity TPM_CTY_UOM UNIT 3 0
COMMODITY_ID Commodity ID TRCO_COMM_ID CHAR 18 0
COMMODITY_PRICE Commodity Price FTR_COMPRICE DEC 13 5
HR_REFNR Reference number (unit no.) KL_NR CHAR 10 0
EXP_FORW_PRICE Forward price of the exposure THA_EXP_FORW_PRICE DEC 29 10
COMM_ID_DERIV Commodity ID TRCO_COMM_ID CHAR 18 0
HEDGE_DES_QTY Designated quantity of Hedged Item THA_HEDGE_DES_QTY QUAN 15 3
HEDGE_DES_UOM Unit of Measure for the Commodity TPM_CTY_UOM UNIT 3 0
HD_NUMBER Hypothetical Derivative Instrument Number FTR_HD_NUMBER CHAR 13 0
HD_VERSION Hypothetical Derivative Instrument Version Number FTR_HD_VERSION INT1 3 0
FP_CALC_METH Calculation Method for expected forward price of exposure THM_FP_CALC_METHOD CHAR 1 0
NULL Use Cost of Carry of Derivative
1 Use Financial Yield only
2 Use Commodity Curves
3 Manual Input

THMHRT_HR foreign key relationships

Table Field Foreign key table Foreign key field Check table Check field
THMHRT_HR BENCHMARK THMHRT_HR BENCHMARK T056R Interest reference definition REFERENZ
THMHRT_HR BENCHMARK THMHRT_HR MANDT T056R Interest reference definition MANDT
THMHRT_HR BUKRS THMHRT_HR MANDT T001 Company Codes MANDT
THMHRT_HR BUKRS THMHRT_HR BUKRS T001 Company Codes BUKRS
THMHRT_HR CURR_DERIVATIVE THMHRT_HR MANDT TCURC Currency Codes MANDT
THMHRT_HR CURR_DERIVATIVE THMHRT_HR CURR_DERIVATIVE TCURC Currency Codes WAERS
THMHRT_HR CURR_HEDGE_ITEM THMHRT_HR MANDT TCURC Currency Codes MANDT
THMHRT_HR CURR_HEDGE_ITEM THMHRT_HR CURR_HEDGE_ITEM TCURC Currency Codes WAERS
THMHRT_HR HEDGE_ID THMHRT_HR MANDT THMT_HEDGE_ITEM Hedged Item MANDT
THMHRT_HR HEDGE_ID THMHRT_HR BUKRS THMT_HEDGE_ITEM Hedged Item BUKRS
THMHRT_HR HEDGE_ID THMHRT_HR HEDGE_ID THMT_HEDGE_ITEM Hedged Item HEDGE_ID
THMHRT_HR H_RFHA THMHRT_HR H_RFHA VTBFHA Transaction RFHA
THMHRT_HR H_RFHA THMHRT_HR MANDT VTBFHA Transaction MANDT
THMHRT_HR H_RFHA THMHRT_HR BUKRS VTBFHA Transaction BUKRS
THMHRT_HR MANDT THMHRT_HR MANDT T000 Clients MANDT
THMHRT_HR REFNR THMHRT_HR REFTYP REFH References between CO object numbers, header table REFTYP
THMHRT_HR REFNR THMHRT_HR REFNR REFH References between CO object numbers, header table REFNR
THMHRT_HR REFNR THMHRT_HR MANDT REFH References between CO object numbers, header table MANDT
THMHRT_HR REFTYP THMHRT_HR REFTYP ATR1 Check table for reference categories REFTYP
THMHRT_HR RFHA THMHRT_HR MANDT VTBFHA Transaction MANDT
THMHRT_HR RFHA THMHRT_HR BUKRS VTBFHA Transaction BUKRS
THMHRT_HR RFHA THMHRT_HR RFHA VTBFHA Transaction RFHA