Procedure documentationArchiving Positions with TRTM_TPM

 

You use this archiving object to archive positions in SAP Treasury and Risk Management (TRM).

TRM manages positions for a broad range of financial instruments. Consequently, the criteria for archiving vary depending on the type of financial instrument.

Positions in SAP Treasury and Risk Management (TRM) can be divided into the following groups:

  • OTC positions

  • Loan positions

  • Securities positions

  • Listed derivative positions

Positions are not archived individually; instead, they are archived in position groups. Position groups are only used in the context of archiving. A position group is used to group together positions that are so closely related that they cannot be handled separately in archiving.

Creation of position groups:

  • All positions of a position group have the same company code.

    In addition:

    • Securities positions or listed derivative positions that have the same ID number belong to the same position group.

    • OTC positions and loans that have the same financial transaction number or loan number belong to the same position group.

    Note Note

    The valuation area, therefore, is not used as a criteria for differentiating position groups.

    End of the note.

  • All positions that belong to a business transaction that generates flows for different positions belong to the same position group. This can arise in connection with hedging relationships, securities account transfers, or corporate actions, for example.

Example Example

  • All positions of a convertible bond 123 and of the related share 456 in all valuation areas in company code 001 are grouped together into one position group.

  • All positions for OTC transaction 65438 in all valuation areas in company code 001 are grouped together into one position group.

End of the example.

A position group is archived once all of the positions in that position group can be archived.

Criteria Dictating Whether Positions Can Be Archived

  • All flows for a position must have the status Fixed or Reversed.

    Exception: Open and close flows for OTC transactions

  • Each business transaction must have the status U (Updated).

  • The position components Units or Nominals must be zero at the start of the retention period.

  • There must not be any business transactions scheduled after the start of the retention period for the position.

  • The maturity of a position must fall before the start of the retention period. (Note that the latest date of a position is considered the due date.)

    • If you want to archive securities positions or listed derivative positions with a very long term, you can deactivate the maturity check. You do this by deactivating the Securities Only After Maturity indicator in the selection criteria of the variant.

    • In the case of securities positions that do not have a maturity (such as stock positions), no maturity check is performed.

  • If a position forms part of an intragroup transaction, it cannot be archived. For such a position to be archived, the intragroup status of the position must be initial.

  • The position must not form part of a hedging relationship in Hedge Accounting for Positions.

  • If a money market position or a loan is used as a hedged item in a hedging relationship in Hedge Accounting, it cannot be archived.

  • If a foreign exchange transaction or a derivative is used as a hedging instrument in Hedge Accounting, it cannot be archived.

Caution Caution

The read program for archiving object TRTM_TPM displays all table entries for the archived position groups. However, it is difficult to interpret the business significance of this data. Before you start archiving, we recommend that you first ensure that you have met all legal prerequisites. Only when you no longer need to be able to present data can you archive that data.

End of the caution.

Recommendation Recommendation

If you use Loans Management (FS-CML) and, alongside loans, you also manage positions for parallel valuation areas in Position Management, we recommend that, after you have archived loan contracts using archiving object CMLCONTRCT, you also archive the relevant positions using archiving object TRTM_TPM.

End of the recommendation.

Positions are archived using the Archive Development Kit (ADK). For more information, see the documentation on Data Archiving in SAP NetWeaver Library, in particular the section relating to archiving using the Archive Development Kit (ADK).

Technical Data

Size of archiving file: Max. 500 MB

Relationship to Other Archiving Objects

From the business point of view, the archiving object "TRTM_TPM Positions" is closely related with the archiving object "TRTM_FTR Financial Transaction". If you have archived financial transactions, you can then archive the related positions as well.

The archiving object Positions TRTM_TPM shares the same Customizing settings for the minimum retention period as the archiving object Financial Transaction TRTM_FTR. This is because the same archiving criteria need to apply to the positions as those that apply to the related financial transactions.

Programs

Program

Function

Notes

RTPMARCHIVE_WRITE

Write

On the basis of your entries, the write program selects the positions for archiving and creates the position groups. In the case of complete position groups, the system checks whether the individual positions can be archived. If all positions of a position group can be archived, the system archives that position group.

Note Note

You can first run the write program in the test mode to simulate archiving without writing any archive files. If you select the setting Complete for the detailed log and set the Display All Errors indicator, the detailed log contains all processed objects including the related messages.

Once the test run has proved successful, you can start the write program in production mode.

End of the note.

See also:

RTPMARCHIVE_DELETE

Delete

The deletion program deletes all archived positions because data deletion cannot be executed by the write program (for security reasons).

On the selection screen, you can choose between Test Mode and Production Mode. The archived positions are deleted only in the production mode.

RTPMARCHIVE_READ_BY_INDEX

Read

See also: Displaying Archived Positions with TRTM_TPM

RTPMARCHIVE_RELOAD

Reload

You should only use this program in cases when an error has occurred during archiving. Furthermore, we recommend that you perform the reload as soon as possible after the erroneous archiving run was performed.

Note Note

When you run this program, the system updates the entries in the active archive information structures.

End of the note.

See also: Reloading the Archive

Tables

The archiving object TRTM_TPM is used to archive data from various tables.

Together with the positions, the relevant entries in the NPV table (table VTVBAR), the logs (table TRPT_LOG), and the calculation results (table FTBCVAD_CVA and FTBBCVA_EE) are archived.

Authorization Object

Authorization Object

Notes

S_ARCHIVE

The write program checks the authorization for archiving object TRTM_TPM and activity 01 (Create or Generate).

T_POSS_ASS

The system checks the authorization for the company code, the valuation area, and the product type for the authorization function P3 (Position Subledger) and the activity 03 (Display).

Prerequisites

  • In Customizing for the Transaction Manager under Start of the navigation path General Settings Next navigation step Tools Next navigation step Archiving of Financial Transactions and Positions End of the navigation path, you define per company code and product type the minimum retention period for financial transactions and positions. The minimum retention period specifies the minimum number of days that a financial transaction or position, after their maturity has been reached, needs to remain in the system before it can be archived.

  • We recommend that you activate the delivered archive information structures SAP_TRTM_TPM_0 and SAP_TRTM_TPM_1 before the first archiving run. This simplifies reading archived positions later with the read program (improved performance) and enables you to use the Archive Information System (transaction SARI) to read archived positions.

    SAP delivers the field catalog SAP_TRTM_TPM and the archive information structures SAP_TRTM_TPM_0 and SAP_TRTM_TPM_1.

    Field Catalog SAP_TRTM_TPM

    Archive Information Structure SAP_TRTM_TPM_0

    Archive Information Structure SAP_TRTM_TPM_1

    Company Code (Key Field)

    X

    X

    Product Type (Key Field)

    X

    X

    ID Number (Key Field)

    X

    X

    Loan Number (Key Field)

    X

    X

    Financial Transaction Number (Key Field)

    X

    X

    Depot

    X

    No selection parameter

    Futures Account

    X

    No selection parameter

    Portfolio

    X

    No selection parameter

    Trader

    No selection parameter

    No selection parameter

Procedure

  1. Creating Archive Files

    1. You are in the Archive Administration: Initial Screen (transaction SARA), and the name of the archiving object TRTM_TPM is entered in the Archiving Object field.

    2. Choose Write.

      A screen appears on which you can schedule the write program to be run in the background.

      If archiving has already been performed for an archiving object and there are still archive files from that archiving run that have not yet been processed by the relevant deletion program, the system informs you of this in a separate window.

      The same applies for interrupted archiving runs.

      Caution Caution

      Archiving data more than once can lead to various problems. Hence some archiving objects require that data is not replicated in the archive, because this can lead to incorrect results (such as using archived data to produce totals). Ensure the following:

      • The new write job that needs to be scheduled does not select the same data that is contained in archive files that have not yet been processed by the deletion program

      • No variants with overlapping selection values are used in parallel

      End of the caution.

      Note Note

      If the variant that you have selected is already being used in other jobs, you can choose the Jobs with Selected Variant pushbutton to display the variant and delete it if necessary.

      End of the note.

    3. Use the input help to select a variant. If no variant is available, choose Maintain and create the variant that you require. See also: Creating Variants for Write Program for TRTM_TPM

    4. Enter the start date and the spool parameters.

      Note Note

      With the Archive Directory pushbutton, you can determine how much storage space is free in the current object-specific archive directory before you start to archive.

      End of the note.

    Now you have entered all of the data required for the background job. To run the job, choose Execute.

    Note Note

    After all archive files of a run have been written completely, the system event SAP_ARCHIVING_WRITE_FINISHED is triggered by the ADK. In reaction to this event, processes that occur downstream from archiving (such as automated file storage) can be triggered by external tools.

    End of the note.

    Furthermore, you can navigate to the following menu options:

    • Customizing

    • Job Overview: Here you find an overview of all archiving jobs as well as functions for processing them.

    • Administration

    • DB Tables

    • Information System

    Note Note

    You can display the logs documenting processing by choosing Logs from the Archive Administration initial screen.

    End of the note.

    See also: Checks on Archiving Object TRTM_TPM

  2. Deleting Archived Data from the Database

  3. You can display the archived data as follows:

    • In Archive Administration (transaction SARA), you can call up the read program RTPMARCHIVE_READ_BY_INDEX.

      See also: Displaying Archived Positions with TRTM_TPM

    • In the Archive Administration System (transaction SARI), you can display the data archived when you have activated archive information structures for the archiving object.

  4. In exceptional cases when archiving runs contain errors, you can use the "Reload" function to reload the archive. For more information, see Reloading the Archive