SAP table THMHRT_HR (Hedge Relationship)

SAP table THMHRT_HR has 5 primary key fields being MANDT,BUKRS,RFHA,HEDGE_ID,HR_VERSION.

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
BUKRS Company Code CHAR 4 0 T001 BUKRS
RFHA Financial Transaction CHAR 13 0 VTBFHA TB_RFHA
HEDGE_ID Identification Number of Hedged Item NUMC 10 0 THMT_HEDGE_ITEM THM_HEDGE_ID
HR_VERSION Version of the hedging relationship NUMC 3 0 THM_HR_VERSION
HR_COMP_KEY Key for Hedging Relationship NUMC 10 0 THM_HR_COMP_KEY
VALUATION_AREA Treasury Valuation Area CHAR 3 0 TPM_VAL_AREA
HR_DATE Inception date of the current hedge relationship version DATS 8 0 THM_HR_DATE
HR_CR_DATE System date when hr is written DATS 8 0 THM_HR_AUDIT
HR_TIME Time when hedge relationship is written TIMS 6 0 THM_HR_TIME
CRUSER Entered By CHAR 12 0 TB_CRUSER
UPUSER Last Changed By CHAR 12 0 TB_UPUSER
VOL_DERIVATIVE Amount of the Derivative CURR 17 2 THM_DES_VOL_DER
CURR_DERIVATIVE Currency of the Designated Volume of the Derivative CUKY 5 0 TCURC THM_CURR_DER
VOL_HEDGE_ITEM Designated Amount of the Hedging Instrument CURR 17 2 THM_DES_VOL_HEDGE
CURR_HEDGE_ITEM Currency of the Hedged Item CUKY 5 0 TCURC THM_HEDGE_CURRENCY
MEAS_EXISTS Indicator that HR has an associated measurement INT1 3 0 THM_HR_VALUED
0 Measurement does not exist
1 Measurement exists
NOT_DELETABLE Is hedging relationship deletable? INT1 3 0 THM_HR_NOT_DELETABLE
0 Can be deleted
1 Cannot be deleted
STATUS Hedging Relationship Status INT1 3 0 THM_HR_STATUS
0 active
1 dedesignated
2 dissolved
STATUS_CHANGE Reason for a status change on the hedging relationship INT1 3 0 THM_HR_STATUS_CHANGE
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
25 Dedesignate:Commodity Rollover
30 Creation from FX forward rollover
35 Creation from risk object
36 Change from risk object
SANLF Product Category NUMC 3 0 SANLF
SFGTYP Transaction Category NUMC 3 0 TB_SFGTYP
SGSART Product Type CHAR 3 0 VVSART
SFHAART Financial Transaction Type CHAR 3 0 TB_SFHAART
RANTYP Contract Type CHAR 1 0 RANTYP
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
B Bank Accounts
E Exposures
T Trade Finance
V Contract Management - Consumer Products
X External Accounts
Y Reserved for Customer Enhancements
Z Reserved for Customer Enhancements
HR_RATE_CAT Rates for the hr INT1 3 0 THM_RATE_CAT
1 Int. rate (fix)
2 Int. rate (var)
3 FX rate
HR_INT_FIX Planned interest hedge rate for an hedging relationship DEC 10 7 THM_HEDGE_RATE_INT
HR_INT_VAR Planned interest reference hedge rate for an hedging rel. CHAR 10 0 THM_HEDGE_RATE_INT_REF
HR_FX_RATE Planned Exchange Rate of the Hedging Relationship DEC 13 9 THM_HEDGE_RATE
HR_STARTVAL Determine Value of Hedged Item at Inception Date NUMC 1 0 THM_STARTVALUE_SET
0 Calculate Value of Hedged Item
1 Set Value of Hedged Item (to Value of Derivative)
BENCHMARK Benchmark interest reference for an hedging relationship CHAR 10 0 T056R THM_HR_BENCHMARK
FIX_BENCHMARK Fixed benchmark interest rate of an hedging relationship DEC 10 7 THM_HR_FIX_BENCHMARK
H_RFHA Hypothetical transaction (hedge accounting) CHAR 13 0 VTBFHA GE_HYPTRANS
HR_SPREAD Interest Rate Spread to Risk Free Market Interest Rate DEC 10 7 THA_SPREAD
PMAX Strike Price Upper Limit DEC 10 7 TB_PMAX
PMIN Strike Price Lower Limit DEC 10 7 TB_PMIN
REFTYP Reference Category (Unit Category) CHAR 3 0 ATR1 KL_TYP
REFNR Reference Number (Unit No.) CHAR 10 0 REFH KL_NR
HR_BEGIN_DATE Hedging Relationship Start Date DATS 8 0 THA_HR_BEGIN_DATE
KKASSA Spot Rate DEC 13 9 TB_KKASSA
DVTRAB Contract Conclusion Date DATS 8 0 TB_DVTRAB
DESIG_QUANTITY Designated quantity QUAN 15 3 THA_DES_QUANTITY
UNIT_OF_MEASURE Unit of Measure for the Commodity UNIT 3 0 TPM_CTY_UOM
COMMODITY_ID Commodity ID (obsolete) CHAR 18 0 TRCO_COMM_ID
COMMODITY_PRICE Commodity Price DEC 13 5 FTR_COMPRICE
HR_REFNR Reference Number (Unit No.) CHAR 10 0 KL_NR
EXP_FORW_PRICE Forward price of the exposure DEC 29 10 THA_EXP_FORW_PRICE
COMM_ID_DERIV Commodity ID (obsolete) CHAR 18 0 TRCO_COMM_ID
HEDGE_DES_QTY Designated quantity of Hedged Item QUAN 15 3 THA_HEDGE_DES_QTY
HEDGE_DES_UOM Unit of Measure for the Commodity UNIT 3 0 TPM_CTY_UOM
HD_NUMBER Hypothetical Derivative Instrument Number CHAR 13 0 FTR_HD_NUMBER
HD_VERSION Hypothetical Derivative Instrument Version Number INT1 3 0 FTR_HD_VERSION
FP_CALC_METH Calculation Method for Expected Forward Price of Exposure CHAR 1 0 THM_FP_CALC_METHOD
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 Check Table Check Field
0 THMHRT_HR BENCHMARK T056R Interest reference definition MANDT
0 THMHRT_HR BENCHMARK T056R Interest reference definition REFERENZ
1 THMHRT_HR BUKRS T001 Company Codes BUKRS
0 THMHRT_HR CURR_DERIVATIVE TCURC Currency Codes MANDT
0 THMHRT_HR CURR_DERIVATIVE TCURC Currency Codes WAERS
1 THMHRT_HR CURR_HEDGE_ITEM TCURC Currency Codes MANDT
1 THMHRT_HR CURR_HEDGE_ITEM TCURC Currency Codes WAERS
0 THMHRT_HR HEDGE_ID THMT_HEDGE_ITEM Hedged Item BUKRS
1 THMHRT_HR H_RFHA VTBFHA Transaction BUKRS
1 THMHRT_HR H_RFHA VTBFHA Transaction RFHA
0 THMHRT_HR REFNR REFH References between CO object numbers, header table MANDT
0 THMHRT_HR REFNR REFH References between CO object numbers, header table REFTYP
0 THMHRT_HR REFNR REFH References between CO object numbers, header table REFNR
1 THMHRT_HR RFHA VTBFHA Transaction BUKRS
1 THMHRT_HR RFHA VTBFHA Transaction RFHA