End-of-Day Snapshots

A snapshot gives you an overview of your transactions as they were at the end of a business day. You define a snapshot in End-of-Day Snapshots (transaction CMM_DEND_SNAPSHOT) by specifying a company, portfolio hierarchy, portfolio hierarchy node, and when your business day ends.

When you define a snapshot for a portfolio hierarchy node, the definition is applied every day. If your company decides that end of business for a particular day, for example, a public holiday, is at a different time, you can define exceptions to this regular snapshot, which are only applicable to one day.

Features

End-of-Day Positions

For end-of-day positions, the system compares the time specified in your snapshot definition with timestamps on your changed transactions. The system automatically generates a snapshot in table COEX so you can see all open transactions as at the end of each day.

For each change that you make to a transaction, the system automatically generates a time-stamped version in the commodity exposure table (TEXT_CTY_EXPOS). The timestamp is the time at which the change happened. End-of-day position queries use the timestamps to assign the transaction the correct status in the end-of-day snapshot.

Evaluating End-of-Day Data for Financial Transactions, and Logistics Documents and Stock

As with end-of-day position reporting, mark-to-market reporting is achieved using the timestamps that are assigned to changed logistics documents and stock. These timestamps can be compared against the end-of-day snapshot timestamp. These can then be valuated using market data that is current at the time of reporting.

To evaluate the data you have collected, you must perform tasks daily to prepare your snapshot.

You run Save Dataset (transaction JBAS), which uses the time provided in your snapshot definition to determine which financial transactions are relevant for a certain day. Running Save Dataset captures all open financial transactions.

Changes to financial transactions that you make after you run Save Dataset but before the time specified in your snapshot definition update in the snapshot. Changes that you make after the time specified in your snapshot but before you run Save Dataset the next day are not captured in a snapshot until you run Save Dataset again.

For financial transactions, you use this snapshot to determine single entity records, which you use to evaluate the data, for example, using Market Risk Analyzer. For logistics documents and stock, you can use the snapshots prepared in Save Dataset directly.

Transaction for Creation of End-of-Day Snapshot for Logistics (if not using Treasury and Risk Management already):

With transaction CMM_CREATE_SNAPSHOT (Create End-of-Day Snapshot) you can create an end-of-day-snapshot for logistics documents and/or stock for the current or for the next day, and a predefined snapshot time.

You can find this transaction in the SAP Menu under Start of the navigation path Financial Risk Management for Commodities Next navigation step End-of-Day Reporting for MtM and P/L Daily End-of-Day Processing End of the navigation path

CAUTION: This transaction is intended for logistics documents and stock only. If financial documents must be also considered, use transaction JBAS (Prepare End-of-Day Snapshot for Logistics and Financials) instead.

Example

This graphic is explained in the accompanying text.

How SAVE IDs are Calculated for Financial Transactions

You define a snapshot time of 18:00 and run Saved Datset at 17:00 every day.

Day One

You create financial transactions A and B. When you run Save Dataset, it captures financial transactions A and B in snapshot S1. When you add financial transaction C later, it the system automatically associates it with a snapshot and adds the transaction to snapshot S1.

Day Two

You close financial transaction C and change financial transaction A. The system does not automatically associate these changes with snapshot S1 because the snapshot time for day one has been exceeded. When you run Save Dataset, it captures financial transaction B from day one and financial transaction A from day 2 in snapshot S2. It does not capture financial transaction C as it is now closed. When you close financial transaction B later, the system automatically associates it with a snapshot and removes the transaction from snapshot S2.