SAP table FTI_MARKET_VALS (Reporting: Buffer Table for Market Values - Position Crcy)
SAP table FTI_MARKET_VALS has 10 primary key fields being MANDT,RFHA,RANL,RANLVD,BUKRS,RLDEPO,POSACC_LOF,KEYDATE,AUSWT,VAL_AREA.
If you're only analyzing data from a single SAP instance you may omit field MANT in your relationships as it will we the same across the entire dataset. On the other hand, if you're combining data from multiple SAP instances you need to take MANDT into account.
| Field | Description | Data Type | Length | Decimals | Checktable | Data Element | |
|---|---|---|---|---|---|---|---|
| MANDT | Client | CLNT | 3 | 0 | T000 | MANDT | |
| RFHA | Financial Transaction | CHAR | 13 | 0 | VTBFHA | TB_RFHA | |
| RANL | Security Class ID Number | CHAR | 13 | 0 | VWPANLA | VVRANLW | |
| RANLVD | Contract Number | CHAR | 13 | 0 | VDARL | RANL | |
| BUKRS | Company Code | CHAR | 4 | 0 | T001 | BUKRS | |
| RLDEPO | Securities Account | CHAR | 10 | 0 | TWD01 | VRLDEPO | |
| POSACC_LOF | Futures Account for Listed Options and Futures | CHAR | 10 | 0 | TRFT_POS_ACCOUNT | TPM_POS_ACCOUNT_FUT | |
| KEYDATE | Key Date | DATS | 8 | 0 | FTI_STICHTAG | ||
| AUSWT | Evaluation type in Risk Management | CHAR | 4 | 0 | JBREVAL | TV_AUSWT | |
| VAL_AREA | Treasury Valuation Area | CHAR | 3 | 0 | TRGC_VAL_AREA | TPM_VAL_AREA | |
| NPV_PC | RM Net Present Value in Position Currency | CURR | 15 | 2 | TV_NPV_PC | ||
| NPV_LONG_PC | RM NPV of Incoming Side in Currency of Incoming Side | CURR | 15 | 2 | TV_NPV_LONG_PC | ||
| NPV_SHORT_PC | RM NPV of Outgoing Side in Currency of Outgoing Side | CURR | 15 | 2 | TV_NPV_SHORT_PC | ||
| NPV_PC_L | RM Net Present Value in Position Currency | CURR | 17 | 2 | FTI_NPV_PC_L | ||
| NPV_LONG_PC_L | RM NPV of Incoming Side in Currency of Incoming Side | CURR | 17 | 2 | FTI_NPV_LONG_PC_L | ||
| NPV_SHORT_PC_L | RM NPV of Outgoing Side in Currency of Outgoing Side | CURR | 17 | 2 | FTI_NPV_SHORT_PC_L | ||
| CLEAN_PRICE_PC | Clean Price in Position Currency | CURR | 17 | 2 | TV_CLEAN_PRICE_PC | ||
| BPVALUE_PC | Basis Point Value in Position Currency | CURR | 17 | 2 | TV_VALBP_PC | ||
| POS_CCY | Position Currency | CUKY | 5 | 0 | * | TV_POS_CCY | |
| LONG_CCY | Currency Investment/Purchase/Incoming Side/Long | CUKY | 5 | 0 | * | TV_LONG_CCY | |
| SHORT_CCY | Currency Borrowing/Sale/Outgoing Side/Short | CUKY | 5 | 0 | * | TV_SHORT_CCY | |
| MAC_DURATION | Macaulay Duration | DEC | 12 | 3 | TV_MAC_DURATION | ||
| MOD_DURATION | Modified Duration | DEC | 12 | 3 | TV_MOD_DURATION | ||
| FW_DURATION | Fisher/Weil Duration | DEC | 12 | 3 | TV_FISHER_WEIL_DURATION | ||
| CONVEXITY | Convexity with 5 Decimal Places | DEC | 11 | 5 | TV_CONVEXITY_MORE_ACCURATE | ||
| DELTA | Delta, 1st derivation of premium based on underlying rate | DEC | 15 | 10 | TV_DELTA | ||
| GAMMA | Gamma, 2nd derivation of premium based on underlying rate | DEC | 14 | 8 | TV_GAMMA | ||
| THETA | Theta, 1st derivation of premium according to time | DEC | 15 | 10 | TV_THETA | ||
| VEGA | Vega, 1st Volatility Derivative | DEC | 15 | 10 | TV_VEGA | ||
| YTM | Yield to Maturity | DEC | 12 | 5 | TV_YTM | ||
| SBWHR | Position Currency (Currency of Position Amount) | CUKY | 5 | 0 | TCURC | SBWHR | |
| ERROR_GUID | BDS: 16 byte "Raw" GUID | RAW | 16 | 0 | BDS_16GUID | ||
| CHANGED_ON | Changed on | DATS | 8 | 0 | AEDTM | ||
| CHANGED_BY | Changed by | CHAR | 12 | 0 | USER |
FTI_MARKET_VALS foreign key relationships
| Table | Field | Check Table | Check Field | |
|---|---|---|---|---|
| 0 FTI_MARKET_VALS | BUKRS | T001 | Company Codes | BUKRS |
| 1 FTI_MARKET_VALS | MANDT | T000 | Clients | MANDT |
| 0 FTI_MARKET_VALS | POSACC_LOF | TRFT_POS_ACCOUNT | Treasury: Futures Account Master Data | MANDT |
| 0 FTI_MARKET_VALS | POSACC_LOF | TRFT_POS_ACCOUNT | Treasury: Futures Account Master Data | POS_ACCOUNT |
| 1 FTI_MARKET_VALS | RANL | VWPANLA | Asset master for securities | MANDT |
| 0 FTI_MARKET_VALS | RANLVD | VDARL | Loans | MANDT |
| 0 FTI_MARKET_VALS | RANLVD | VDARL | Loans | BUKRS |
| 0 FTI_MARKET_VALS | RANLVD | VDARL | Loans | SARCHIV |
| 1 FTI_MARKET_VALS | RFHA | VTBFHA | Transaction | BUKRS |
| 1 FTI_MARKET_VALS | RFHA | VTBFHA | Transaction | RFHA |
| 0 FTI_MARKET_VALS | RLDEPO | TWD01 | Treasury: Securities Account Master Data | MANDT |
| 0 FTI_MARKET_VALS | RLDEPO | TWD01 | Treasury: Securities Account Master Data | BUKRS |
| 0 FTI_MARKET_VALS | RLDEPO | TWD01 | Treasury: Securities Account Master Data | RLDEPO |
| 1 FTI_MARKET_VALS | SBWHR | TCURC | Currency Codes | MANDT |
| 1 FTI_MARKET_VALS | SBWHR | TCURC | Currency Codes | WAERS |
| 0 FTI_MARKET_VALS | VAL_AREA | TRGC_VAL_AREA | Valuation Areas | MANDT |
| 0 FTI_MARKET_VALS | VAL_AREA | TRGC_VAL_AREA | Valuation Areas | VALUATION_AREA |