Configuration Guide | INTERNAL – Authorized for SAP Customers and Partners

Document Version: 1.14 – 2021-11-26

Configuration Guide
© 2021 SAP SE or an SAP affiliate company. All rights reserved.

THE BEST RUN

Content

1 About this Guide. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2 Overview. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.1 Trading and Trade Request Process. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2 Intercompany Trading and Trade Request Process. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

3 Use Cases. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.1 How to Set Up the Trading Process (Inbound). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.2 How to Set Up the Trade Request Process (Outbound). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
3.3 How to Set Up the Back-to-Back Trading (Subsidiary) Trading Scenario. . . . . . . . . . . . . . . . . . . . . . 19
3.4 How to Set Up the Risk Transfer Through Manual Trading Scenario. . . . . . . . . . . . . . . . . . . . . . . . . 23
3.5 How to Set Up the Risk Transfer Through Automated Trading Scenario. . . . . . . . . . . . . . . . . . . . . . 27
3.6 How to Set Up the Trading Via Trading Platform Scenario. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
3.7 How to Set Up the Back-to-Back Trading (Treasury Center) Trading Scenario. . . . . . . . . . . . . . . . . . 35
3.8 How to Set Up the Intercompany Trading with Trade Requests Out of the Treasury Center
Company Code. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.9 How to Set Up Securities: Money Market Funds. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

4 Business Configuration. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
4.1 Configure Back-End Systems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .49
4.2 Configure Trading Platforms. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .51
4.3 Manage Subscriptions. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .53
4.4 Field Mapping. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .56
Configure Mappings - Trading Platform Format. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
Configure Mappings - Trading Platform Format (Intercompany). . . . . . . . . . . . . . . . . . . . . . . . . 70
Configure Mappings - Back-End Format. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
Configure Mappings - Back-End Format (Intercompany). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
4.5 Configure Business Rules. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
Configure Decision Tables. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .97
Intercompany Trading. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
External Trading. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
Market Data Management. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
Counterparty. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
Counterparty Limit. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
4.6 Manage Counterparties. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128

Configuration Guide
2 INTERNAL – Authorized for SAP Customers and Partners Content
1 About this Guide

This guide describes the steps you need to perform to set up the business configuration for trading platform
integration.

It covers application-specific information only. For general information about the SAP Business Technology
Platform (SAP BTP), see the documentation on SAP Help Portal at https://help.sap.com/viewer/product/BTP .

This guide addresses the following target audience:

● System administrators
● Configuration experts
● Key users

Want to learn more about trading platform integration? Check out our other documentation deliverables!

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About this Guide INTERNAL – Authorized for SAP Customers and Partners 3
2 Overview

The trading platform integration is a cloud application that connects external trading platforms with your SAP
Treasury and Risk Management component in your SAP S/4HANA Cloud or SAP S/4HANA system acting as
your back end.

It also covers intercompany trading scenarios, including use cases such as subsidiaries trading with their
treasury center to transfer foreign exchange risk to the treasury center or subsidiaries managing their liquidity
internally by creating intercompany loans.

The following figure provides an overview of the integration of the trading platform integration application
with the SAP Treasury and Risk Management component in your back-end system and the external trading
platform.

System Overview of Trading Platform Integration

The application provides the following business processes, depending on the trading platform you use for your
daily business:

● Trading process (inbound)

Trades closed manually on an external trading platform are automatically transferred to your back-end
system using the trading platform integration application.
● Trading and trade request process
Trade requests created in your back-end system are sent to an external trading platform (outbound), the
trade is closed on the external trading platform, and then it is transferred automatically to the trading
platform integration application before being sent back to your back-end system (inbound). For more
information, see Trading and Trade Request Process [page 5].
● Intercompany trading and trade request process
The intercompany trading process handles transactions between subsidiaries and treasury centers
(internal) and between treasury centers and external trading platforms. For a process overview, see
Intercompany Trading and Trade Request Process [page 8].

The application also offers preconfigured mappings of source fields from the trading platform to target fields in
your back-end system and preconfigured mappings of source fields of your trade request coming from your
back-end system to target fields on the trading platform.

The following options are available for connecting the trading platform integration application with external
trading platforms:

● Direct connection based on 360T format

● Connection to other trading platforms using the Generic Format interface

In addition, competitive bids are stored in the application.

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2.1 Trading and Trade Request Process

Here you find an overview of the foreign exchange trading process covered in the trading platform integration
application.

The figure below shows the options available to you when you start to work in the application, how the different
system landscapes are integrated in the work process, and when the automatic data transfer is triggered by the
application.

Trading Process (Inbound) and Trade Request Process (Outbound)

The trading platform integration application connects your SAP S/4HANA Cloud or SAP S/4HANA system to
an external trading platform. It supports the end-to-end business process with which trade requests created in
your SAP S/4HANA Cloud or SAP S/4HANA system are sent to an external trading platform and with which the
trades are closed on the external trading platform and then automatically transferred to the trading platform
integration application.

 Note

It is also possible to use the app only for the trading process (inbound) with which transactions traded
manually on an external trading platform are transferred automatically to your SAP S/4HANA Cloud or SAP
S/4HANA system.

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Trading Process for Securities: Money Market Fund Transactions

The trading platform integration application supports purchases and sales for Securities: Money Market Fund
transactions that are received from an investment portal. The first partner to integrate their investment portal
with the trading platform integration application is ICD Portal. It includes the support of verified orders and
priced transactions. This process supports two variants:

Variant 1: Priced Transactions

 Note

This variant can be used for constant and variable NAVs.

If the unit and price of the purchase/sale is known at the time of making the transaction, the application
receives a trade that contains the final unit and price information together with the payment amount and other
trade details. The activity type is then considered a transaction priced. Typically this is used for constant NAVs
or, in the case of variable NAVs, the process can be set up in such a way that the investment portal waits with
processing the trade until the final unit and price informaton is received.

Variant 2: 2-Step Process with Verified Orders

 Note

This variant can be used for variable NAVs only.

If the unit and price is not known at the time of making the transaction, the application receives the payment
amount and estimated unit and price information as part of the trade. Later, the final number of units and price
per unit can be updated with an additional process step and corresponding API. The trade is then created as a
verified order. The price is later fixed with a trade change request, which you can review in the Manage Trades
app for individual trades. If you want to get an overview of all trade change requests, use the Manage Trade
Change Requests app.

This variant allows the trader to initiate settlement of the trade before the final unit and price information is
known and received for the transaction.

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Dividend and Rebate Reinvestments
With a dividend reinvestment, the accrued dividend is reinvested to increase the unit of money market funds in
your corporate security account. With a rebate investment, the fund company offers a rebate on the fees they
charged, and that rebate is then also reinvested in the additional units of the money market funds in your
corporate security account.

The fund company sends the relevant information to the investment portal on a regular basis. Once the
investment portal receives this information, it initiates the reinvestment process and sends the informaton to
the trading platform integration application.

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2.2 Intercompany Trading and Trade Request Process

Intercompany trading allows a subsidiary to trade with its corporate treasury center instead of trading directly
on the market. The treasury center then decides when and how much to trade on the market.

The trading platform integration application supports different intercompany scenarios. The treasury center
can trigger an external trade (back-to-back) or decide later, typically based on a consolidated view across
subsidiaries, when to trade externally (risk transfer). In addition, the trading platform integration also
supports sending intercompany trade requests to an external intragroup trading application.

 Note

Currently, the trading platform integration application supports 360T's iTEX platform for this.

Intercompany Trading Process (Inbound) and Intercompany Trade Request

Process (Outbound)

The trading platform integration application lets you configure which trade requests are traded externally and
which ones are routed as intercompany trade requests. This applies to all trade requests, whether they are
based on hedge requests, cash trade requests, or manually created trade requests.

Intercompany trade requests are traded with a legal entity in the same organization instead of an external
counterparty. When the application imports trade requests from the back-end system, the business rule
Decision for Trade Request Routing Category sorts them as internal or external. Internal trade requests appear
in the Manage Intercompany Trade Requests app. External trade requests appear in the Manage Trade Requests
app.

Once an intercompany trade request is fulfilled, the application creates two intercompany trades, one for the
subsidiary and one for the treasury center. For example, if the treasury center closes an FX forward to sell a
certain amount in USD against EUR, the subsidiary creates an FX forward to sell the same amount in USD
against EUR, so that both legal entities have their own view of the same contract. The trade data is also sent to
your back-end system.

Intercompany Trading Scenarios

The trading platform integration application supports the following scenarios:

Value Name

1 Back-to-Back Trading (Subsidiary)

2 Risk Transfer through Manual Trading

3 Risk Transfer through Automated Trading

4 Trading via Trading Platform

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 Value Name

5 Back-to-Back Trading (Treasury Center)

In the back-to-back scenario, the treasury center closes a trade with an external counterparty, either on a
trading platform or on the phone, for each intercompany trade request received from a subsidiary. It is also
possible to use the back-to-back scenario for trade requests that are traded by the treasury center on behalf of
the subsidiary.

For cases where the external trade happens later based on a consolidated view across subsidiaries or is not
needed, this application provides risk transfer scenarios.

Intercompany trades in risk transfer scenarios can be used to transfer exposures from subsidiary to treasury
center. You can use the Hedge Management Cockpit in your back-end system to create the consolidated view
on treasury center level and initiate external trades where needed.

The trading platform integration application also supports using an external trading platform for the creation
and processing of intercompany trades. In this case, the trade requests are forwarded to the external trading
platform and the trading platform integration application later receives the trades from the external platform.

The business rules Decision for Intercompany Trading Scenario and Decision for Trading Scenario let you assign
the relevant trading scenarios.

Back-to-Back Trading (available for all foreign exchange, excluding FX NDS, and for money
market instruments)
The treasury center closes its own external trade for each trade request from a subsidiary. If the external trade
requests do not need to be traded one by one, the trading platform integration application provides the option
of grouping several trade requests together into a block trade. This helps achieve better rates as all of the
grouped trade requests are traded with one bank. This allows the bank to propose better offers regarding the
rates. Each external trade results in an intercompany trade that is based on the rate of this external trade and
can be adjusted with a markup or markdown. The trading platform integration application forwards all
required financial transactions to your back-end system automatically. For more information regarding block
trades, see Create Block of Trade Requests.

The trading platform integration application supports two variants of the back-to-back trading scenario:

● Back-to-back trading triggered by a trade request from a subsidiary (Scenario 1: Back-to-Back Trading
(Subsidiary))
The application creates an intercompany trade request, which triggers the creation of an external trade
request. This scenario can be used to initiate the trade with an external counterparty.

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● Back-to-back trading triggered by a trade request from the treasury center (Scenario 5: Back-to-Back
Trading (Treasury Center))
A trade request is created in the company code of the treasury center in the back-end system. Typically,
this is because the FX exposures are uploaded into the treasury center company code. From this trade
request, the application creates an external trade request directly and assigns the related trading scenario.
In this case, the application expects that the subsidiary company code is stored in the On Behalf of
Company Code field of the trade request. Once the external trade is successfully processed, the application
triggers the creation of the related intercompany trades.

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Trading with Risk Transfer
The main difference between the risk transfer scenarios is the way pricing is done.

● Manual trading (available for all FX instruments, excluding FX NDS, and for money market
instruments) (Scenario 2: Risk Transfer Through Manual Trading)
○ The treasury center can assign the exchange rate or the interest rate for the intercompany trade with
its subsidiary manually.
Examples could be that the subsidiary closes a spot transaction for EUR against USD with its treasury
center or takes out an intercompany loan.
For some instrument categories (FX Spot, FX Forward, FX NDF), you can let the system propose an
exchange rate based on the spot and swap rates stored in your back-end system. You can configure a
business rule to add a markup or markdown.
● Automated trading (available for the instrument categories FX Forward, FX Spot, FX NDF) (Scenario 3:
Risk Transfer Through Automated Trading)
○ The application retrieves a pre-agreed rate calculated from the available spot and swap rates in your
back-end system and completes the intercompany trade automatically. You can configure a business
rule to add a markup or markdown.
One example could be that the subsidiary wants to hedge FX exposures by transferring the risk to its
treasury center.

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Trading Using an External Trading Platform (available for FX instruments, excluding FX
Option, FX Collar and FX NDS, and for all MM instruments) (Scenario 4: Trading via Trading
Platform)
With this intercompany trading scenario, you can make use of an external platform for the creation and
processing of your intercompany trades. Currently, two use cases are supported:

● Inbound and Outbound

Forward intercompany trade requests to the external trading platform and receive the related trades from
the external trading platform.
● Inbound Only
Directly trade on the external trading platform. Receive and process only the trades within the trading
platform integration application.

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  Note

It is also possible to use the app only for the trading process (inbound) with which transactions traded
manually on an external trading platform are transferred automatically to your SAP S/4HANA Cloud or SAP
S/4HANA system.

Related Information

Manage Intercompany Trade Requests

Manage Intercompany Trades
Configure Mappings - Back-End Format (Intercompany) [page 87]
Configure Mappings - Trading Platform Format (Intercompany) [page 70]
Configure Business Rules [page 92]
Decision for Trade Request Routing Category [page 99]
Decision for Intercompany Trading Scenario [page 100]
Decision for Trading Scenario [page 108]
Decision for Markup or Markdown [page 112]
Decision for Retrieving Rate for Manual Trading [page 116]

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3 Use Cases

Find sample configurations for setting up specific processes in the trading platform integration application.

Use

For all examples in this chapter, it is assumed that you have already completed the following steps:

● Onboarding
Starting with your Welcome email, there's a number of onboarding steps, such as subscribing to the
application and creating service keys. For more information, see Onboarding.
● Set-Up Connectivity to Your Back-End System
Configure destinations to back-end systems, external trading platforms, or SMTP mail services. For more
information, see Connectivity.
● User Management
Bundle roles to role collections and assign them to your users. For more information, see Defining and
Bundling Roles.
● Configure Back-End Systems
Make the following entries when configuring a back-end system:

 Example

○ Profile ID: ABC123

○ Description: ABC system with client 123
○ Format Code: SAP S/4HANA RFC
○ Version ID: 1.0
○ Direction: Bidirectional

 Note

Bidirectional means that trade requests are sent from the SAP back-end system to the trading
platform. Then, once the trader completes the trades, they’re sent back to the SAP back-end
system.

If you use only the trading process (inbound), select Inbound to enable only completed trades
to be sent from the trading platform to your back-end system.

○ Business System ID: ABC_123

○ Destination: ErpQueryEndpointRFCtoABC

For more information, see Configure Back-End Systems [page 49].

● Configure Trading Platforms
Make the following entries when configuring an external trading platform:

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  Example

○ Profile ID: DEF_ICO

○ Description: DEF platform for intercompany trading
○ Format Code: Generic Format

 Note

The Generic Format is used if you are using any trading platform other than 360T for your
trading activities.

If you are using 360T, select 360T.

○ Version ID: 1.0

○ Direction: Bidirectional

 Note

Bidirectional means that trade requests are sent from the SAP back-end system to the trading
platform. Then, once the trader completes the trades, they’re sent back to the SAP back-end
system.

If you use only the trading process (inbound), select Inbound to enable only completed trades
to be sent from the trading platform to your back-end system.

○ Destination: DEF_TP_DESTINATION
○ Trading Agent:

 Note

Enter a value here only if you have chosen 360T as the format code of your trading platform
configuration.

○ Usage Category: External Trading

 Note

If you are using the trading platform for intercompany trading, enter Intercompany Trading
accordingly.

For more information, see Configure Trading Platforms [page 51].

● Manage Subscriptions (optional)
Set up email notifications for SMTP mail services and receive notifications for certain events, such as trade
requests received or error messages issued. For more information, see Manage Subscriptions [page 53].

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3.1 How to Set Up the Trading Process (Inbound)

Set up the trading process (inbound) with which transactions traded manually on an external trading platform
are transferred automatically to your SAP back-end system.

Use

Trades closed manually on an external trading platform are automatically transferred to your back-end system
using the trading platform integration application with the inbound trading process. For more information, see
Trading and Trade Request Process [page 5].

How-To

1. Configure the mappings of particular fields in the Configure Mappings - Back-End Format app. Choose
direction Inbound to make the settings you need.
2. Configure the mappings of particular fields in the Configure Mappings - Trading Platform Format app.
Choose direction Inbound to make the settings you need.
For more information about our field mapping concept, check out this video .
3. Optionally, you can configure the following business rules regarding counterparties:
1. Derivation of Counterparty Role if you want to replicate counterparties from your back-end system:

Then

If Counterparty Role

Input for Counterparty Role Derivation.Business 'TR0151'

System ID = 'S4_HANA'

2. Derivation of Authorized Instrument Categories

 Note

This mapping is necessary only if authorizations are maintained on product type and transaction
type level in the business partner.

Then

If Counterparty Authorized Instrument Category

Input for Authorized Instruments Derivation.Product 'FX_FORWARD'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '101'

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 Then

If Counterparty Authorized Instrument Category

Input for Authorized Instruments Derivation.Product 'FX_SPOT'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '102'

Input for Authorized Instruments Derivation.Product 'FW_SWAP'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type NOTEXISTSIN ('101', '102')

Input for Authorized Instruments Derivation.Product 'FX_OPTION'

Type = '76A'

Input for Authorized Instruments Derivation.Product 'FX_COLLAR'

Type = '76A

4. Configure your counterparties in the Manage Counterparties app.

 Note

Either create and maintain your counterparties directly in the Manage Counterparties app or if you have
chosen to replicate your counterparties from your back-end system, simply add the relevant
counterparty IDs in the trading platform profiles for your counterparties.

Related Information

Field Mapping [page 56]

Configure Business Rules [page 92]
Manage Counterparties [page 128]

3.2 How to Set Up the Trade Request Process (Outbound)

Set up the trade request process (inbound) with which transactions created in your back-end system are sent
to an external trading platform.

Use

For more information, see Trading and Trade Request Process [page 5].

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How-To

1. Configure the mappings of particular fields in the Configure Mappings - Back-End Format app. Choose
direction Outbound to make the settings you need.
2. Configure the mappings of particular fields in the Configure Mappings - Trading Platform Format app.
Choose direction Outbound to make the settings you need.
For more information about our field mapping concept, check out this video .
3. Optionally, configure the Decision for Trade Request Routing Category business rule:

If Then

TRUE 'EXTERNAL'

4. Optionally, you can make settings for the Decision for Foreign Exchange Instrument Category and Decision
for Money Market Instrument Category business rules to decide which instrument categories to assign
automatically to trade requests with the instrument categories FX Undefined or Money Market Undefined
assigned to them:
○ Decision for Foreign Exchange Instrument Category

Then

If Instrument Category

Input for FX Instrument Category Decision.Currency 'FX_NDF'

Pair = 'EUR/BRL'

Input for FX Instrument Category Decision.Instrument 'FX_FORWARD'

Category = 'FX_UNDEF'

○ Decision for Money Market Instrument Category

Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'FIXED'

5. Configure your counterparties in the Manage Counterparties app. If you want to set up preferred
counterparties, configure the Derivation of Preferred Counterparties business rule:

Then

If Preferred Counterparty

Input for Preferred Counterparties Derivation.Leg 1 'ABC_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'DEF_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'UVW_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'XYZ_BANK'

Currency Pair = 'EUR/GBP'

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 6. Optionally, you can configure the integration with Limit Management in your back-end system and
configure the Derivation of Counterparty Limit Types business rule:

Then

If Limit Type

TRUE 'ABC'

TRUE 'DEF'

Related Information

Field Mapping [page 56]

Configure Business Rules [page 92]
Manage Counterparties [page 128]

3.3 How to Set Up the Back-to-Back Trading (Subsidiary)

Trading Scenario

Learn how to set up back-to-back trading triggered by a trade request from a subsidiary. In this case, the
application creates an intercompany trade request that triggers the creation of an external trade request from
the treasury center. This scenario can be used to trade with external counterparties.

Use

Let's assume you have a subsidiary 1234. You want this subsidiary to use the back-to-back trading scenario to
trade with its treasury center 5678. The subsidiary always adds a markup of 1% to the external rate of each
trade request.

 Note

When the intercompany trades are created, the additional attributes are replicated from different sources.
The intercompany trade fulfilling the intercompany trade request inherits the additional attributes from the
intercompany trade request. In most cases, this is the trade request of the subsidiary. The other
intercompany trade inherits the additional attributes from the external trade. In the latter case the Hedge
Request ID and On Behalf of Company fields are left empty.

The below mentioned Derivation of Values for Trade Request V2 business rule for the derivation of values
determines if there is any difference in the additional attributes for the three involved trades.

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Here's how to set up this scenario:

How-To

1. Configure the mappings of particular fields in the Configure Mappings - Back-End Format (Intercompany)
app for both directions.
2. Configure the mappings of particular fields in the Configure Mappings - Back-End Format app. Choose
direction Inbound to make the settings you need.
For more information, see How to Set Up the Trading Process (Inbound) [page 16].
3. Configure the mappings of particular fields in the Configure Mappings - Trading Platform Format app for
both directions.
4. Configure the following business rules:
1. Decision for Trade Request Routing Category

If Then

Input for Trade Request Routing Category 'INTERNAL'

Decision.Company Code = '1234'

2. Decision for Intercompany Trading Scenario

If Then

Input for Intercompany Trading Scenario '1'

Decision.Company ID = '1234'

3. Derivation of Trading Partners

Then

If Treasury Center Company ID Subsidiary Company ID

Input for Intercompany Trading '5678' Input for Intercompany Trading

Partners Derivation.Company ID Partners Derivation.Company ID
EXISTIN = ['1234']

4. Derivation of Values for Trade Request V2 (optional)

Then

If Leg 1 Portfolio ... ... ...

Input for Derivation 'B' ... ... ...

of Trade Request
Values V2.Leg 1
Portfolio = 'A'

5. Decision for Creating Intercompany Trades (optional)

Configuration Guide
20 INTERNAL – Authorized for SAP Customers and Partners Use Cases
 Then

If Create for Subsidiary Create for Treasury Center

Input for Intercompany Trades TRUE TRUE

Creation Decision.Subsidiary
Company ID = '1234'

6. Decision for Markup or Markdown (optional)

Then

If Format Value

Markup or Markdown Decision 'PERCENTAGE' 1

Input.Subsidiary Company ID =
'1234'

5. Optionally, you can make settings for the Decision for Foreign Exchange Instrument Category and Decision
for Money Market Instrument Category business rules to decide which instrument categories to assign
automatically to trade requests with the instrument categories FX Undefined or Money Market Undefined
assigned to them:
○ Decision for Foreign Exchange Instrument Category

Then

If Instrument Category

Input for FX Instrument Category Decision.Currency 'FX_NDF'

Pair = 'EUR/BRL'

Input for FX Instrument Category Decision.Instrument 'FX_FORWARD'

Category = 'FX_UNDEF'

○ Decision for Money Market Instrument Category

Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'VARIABLE'

6. Optionally, you can configure the following business rules regarding counterparties:
1. Derivation of Counterparty Role if you want to replicate counterparties from your back-end system:

Then

If Counterparty Role

Input for Counterparty Role Derivation.Business 'TR0151'

System ID = 'S4_HANA'

2. Derivation of Authorized Instrument Categories

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 21
  Note

This mapping is necessary only if authorizations are maintained on product type and transaction
type level in the business partner.

Then

If Counterparty Authorized Instrument Category

Input for Authorized Instruments Derivation.Product 'FX_FORWARD'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '101'

Input for Authorized Instruments Derivation.Product 'FX_SPOT'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '102'

Input for Authorized Instruments Derivation.Product 'FW_SWAP'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type NOTEXISTSIN ('101', '102')

Input for Authorized Instruments Derivation.Product 'FX_OPTION'

Type = '76A'

Input for Authorized Instruments Derivation.Product 'FX_COLLAR'

Type = '76A

3. Derivation of Preferred Counterparties

Then

If Preferred Counterparty

Input for Preferred Counterparties Derivation.Leg 1 'ABC_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'DEF_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'UVW_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'XYZ_BANK'

Currency Pair = 'EUR/GBP'

7. Configure your counterparties in the Manage Counterparties app.

 Note

Either create and maintain your counterparties directly in the Manage Counterparties app or if you have
chosen to replicate your counterparties from your back-end system, simply add the relevant
counterparty IDs in the trading platform profiles for your counterparties.

Related Information

Field Mapping [page 56]

Configuration Guide
22 INTERNAL – Authorized for SAP Customers and Partners Use Cases
Configure Business Rules [page 92]
Manage Counterparties [page 128]

3.4 How to Set Up the Risk Transfer Through Manual

Trading Scenario

Learn how to set up intercompany trading where the external trade happens later based on a consolidated view
across subsidiaries. In the manual trading scenario, the exchange rate or the interest rate for the intercompany
trade with a subsidiary is assigned manually at the treasury center.

Use

Let's assume you have a subsidiary 1234. You want this subsidiary to use the manual trading scenario to trade
with its treasury center 5678. The subsidiary always adds a markup of 1% to the rate of each trade request. For
money market transactions, the subsidiary always adds a markup of 0.1%. The additional attributes like
portfolio should be the same for the internal transactions for subsidiary and treasury center. For FX spots,
forwards and NDFs, the system should default the rate information based on available market data.

 Note

When creating the intercompany trade requests in the application, the additional data is filled with the data
from the company code of the trade request from the back-end system. For the data of the counterparty
trade request, the values are derived according to the Derivation of Values for Trade Requests business rule.
The only exception to this rule is when the Hedge Request ID is left empty in the counterparty trade request.

Here's how to set up this scenario:

How-To

1. Configure the mappings of particular fields in the Configure Mappings - Back-End Format (Intercompany)
app for both directions.
2. Configure the following business rules:
1. Decision for Trade Request Routing Category

If Then

Input for Trade Request Routing Category 'INTERNAL'

Decision.Company Code = '1234'

2. Decision for Intercompany Trading Scenario

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 23
 If Then

Input for Intercompany Trading Scenario '2'

Decision.Company ID = '1234'

3. Derivation of Trading Partners

Then

If Treasury Center Company ID Subsidiary Company ID

Input for Intercompany Trading '5678' Input for Intercompany Trading

Partners Derivation.Company ID Partners Derivation.Company ID
EXISTIN = ['1234']

4. Derivation of Values for Trade Request V2 (optional)

Then

If Leg 1 Portfolio ... ... ...

Input for Derivation 'B' ... ... ...

of Trade Request
Values V2.Leg 1
Portfolio = 'A'

5. Decision for Creating Intercompany Trades (optional)

Then

If Create for Subsidiary Create for Treasury Center

Input for Intercompany Trades TRUE TRUE

Creation Decision.Subsidiary
Company ID = '1234'

6. Decision for Markup or Markdown (optional)

Then

If Format Value

Markup or Markdown Decision 'PERCENTAGE' 1

Input.Subsidiary Company ID =
'1234'

7. Derivation of Allowed Reference Interest Rates

Then

If Reference Interest Rate Default Interest Calculation Method

Input for Reference Interest Rates 'EONIA' 'act/360'

Derivation.Nominal Amount
Currency = 'EUR'

8. Decision for Money Market Markup or Markdown (optional)

Configuration Guide
24 INTERNAL – Authorized for SAP Customers and Partners Use Cases
 Then

If Value

Input for MM Markup Markdown Value 0.1

Derivation.Company ID = '1234'

3. Optionally, you can make settings to the default FX rates. For this, configure the following business rules:
1. Decision for Quotation Source

Then

If Exchange Rate Type Quotation Source Type

Quotation Source Decision 'M' 'SAP_S4'

Input.Subsidiary Company ID=
'1234'

2. Decision for Retrieving Rate for Manual Trading

Then

If Retrieve Rate Enabled

'TRUE' 'TRUE'

4. Optionally, you can make settings for the Decision for Foreign Exchange Instrument Category and Decision
for Money Market Instrument Category business rules to decide which instrument categories to assign
automatically to trade requests with the instrument categories FX Undefined or Money Market Undefined
assigned to them:
○ Decision for Foreign Exchange Instrument Category

Then

If Instrument Category

Input for FX Instrument Category Decision.Currency 'FX_NDF'

Pair = 'EUR/BRL'

Input for FX Instrument Category Decision.Instrument 'FX_FORWARD'

Category = 'FX_UNDEF'

○ Decision for Money Market Instrument Category

Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'VARIABLE'

5. Optionally, you can configure the following business rules regarding counterparties:
1. Derivation of Counterparty Role if you want to replicate counterparties from your back-end system:

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 25
 Then

If Counterparty Role

Input for Counterparty Role Derivation.Business 'TR0151'

System ID = 'S4_HANA'

2. Derivation of Authorized Instrument Categories

 Note

This mapping is necessary only if authorizations are maintained on product type and transaction
type level in the business partner.

Then

If Counterparty Authorized Instrument Category

Input for Authorized Instruments Derivation.Product 'FX_FORWARD'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '101'

Input for Authorized Instruments Derivation.Product 'FX_SPOT'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '102'

Input for Authorized Instruments Derivation.Product 'FW_SWAP'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type NOTEXISTSIN ('101', '102')

Input for Authorized Instruments Derivation.Product 'FX_OPTION'

Type = '76A'

Input for Authorized Instruments Derivation.Product 'FX_COLLAR'

Type = '76A

6. Configure your internal counterparties and assign the corresponding company IDs in the Manage
Counterparties app.

 Note

Either create and maintain your counterparties directly in the Manage Counpterparties app or if you
have chosen to replicate your counterparties from your back-end system, simply add the relevant
counterparty IDs in the trading platform profiles for your counterparties.

Related Information

Field Mapping [page 56]

Configure Business Rules [page 92]
Manage Counterparties [page 128]

Configuration Guide
26 INTERNAL – Authorized for SAP Customers and Partners Use Cases
3.5 How to Set Up the Risk Transfer Through Automated
Trading Scenario

Learn how to set up intercompany trading where the external trade happens later based on a consolidated view
across subsidiaries. In the automated trading scenario, the application retrieves a pre-agreed rate calculated
from the available spot and swap rates in your back-end system and completes the intercompany trade
automatically.

Use

 Note

This scenario is currently supported for FX Spot, FX Forward and FX NDF.

Let's assume you have a subsidiary 1234. You want this subsidiary to use the automated trading scenario to
trade with its treasury center 5678. The subsidiary always adds a markup of 1% to the rate of each trade
request.

 Note

When intercompany trade requests are created in the application, the additional data is filled with the data
from the company code of the trade request from the back-end system. For the data of the counterparty
trade request, the values are derived according to the Derivation of Values for Trade Requests business rule.
The only exception to this rule is when the Hedge Request ID is left empty in the counterparty trade request.

Here's how to set up this scenario:

Prerequisites

● If you use an SAP S/4HANA Cloud back-end system, make settings to the following activities:
○ Finance Treasury and Risk Management Market Data Define Swap Rate Curve Structure
○ Finance Treasury and Risk Management Market Data Assign Swap Rate Curve Structure to
Currency Pairs
● If you use an SAP S/4HANA back-end system, make settings to the following activities:
○ Financical Supply Chain Management Treasury and Risk Management Basic Functions Market
Data Management Master Data Currencies Swap Rates Define Swap Rate Curve Structure
○ Financical Supply Chain Management Treasury and Risk Management Basic Functions Market
Data Management Master Data Currencies Swap Rates Define Swap Rate Curve Structure to
Currency Pairs
○ In addition, you can define whether the process should be cancelled if the validity rate of the spot rate
differs from the validity rate of the swap rate. To do this, go to transaction OBA5 and enter application

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 27
 area FTBB. Enter E in column Online to set up the message to create an error when this situation
occurs.

How-To

1. Configure the mappings of particular fields in the Configure Mappings - Back-End Format (Intercompany)
app for both directions.
2. Configure the mappings of particular fields in the Configure Mappings - Trading Platform Format app for
both directions.
3. Configure the following business rules:
1. Decision for Trade Request Routing Category

If Then

Input for Trade Request Routing Category 'INTERNAL'

Decision.Company Code = '1234'

2. Decision for Intercompany Trading Scenario

If Then

Input for Intercompany Trading Scenario '3'

Decision.Company ID = '1234'

3. Derivation of Trading Partners

Then

If Treasury Center Company ID Subsidiary Company ID

Input for Intercompany Trading '5678' Input for Intercompany Trading

Partners Derivation.Company ID Partners Derivation.Company ID
EXISTIN = ['1234']

4. Derivation of Values for Trade Request V2 (optional)

Then

If Leg 1 Portfolio ... ... ...

Input for Derivation 'B' ... ... ...

of Trade Request
Values V2.Leg 1
Portfolio = 'A'

5. Decision for Creating Intercompany Trades (optional)

Configuration Guide
28 INTERNAL – Authorized for SAP Customers and Partners Use Cases
 Then

If Create for Subsidiary Create for Treasury Center

Input for Intercompany Trades TRUE TRUE

Creation Decision.Subsidiary
Company ID = '1234'

6. Decision for Markup or Markdown (optional)

Then

If Format Value

Markup or Markdown Decision 'PERCENTAGE' 1

Input.Subsidiary Company ID =
'1234'

7. Decision for Money Market Markup or Markdown (optional)

Then

If Value

Input for MM Markup Markdown Value 0.1

Derivation.Company ID = '1234'

8. Decision for Quotation Source

Then

If Exchange Rate Type Quotation Source Type

Quotation Source Decision 'M' 'SAP_S4'

Input.Subsidiary Company ID

9. Decision for Retrieving Rate for Manual Trading

Then

If Retrieve Rate Enabled

Retrieve Rate Decision Input.Subsidiary Company ID = 'TRUE'

'1234'

10. Derivation of Allowed Reference Interest Rates

Then

If Reference Interest Rate Default Interest Calculation Method

Input for Reference Interest Rates 'EONIA' 'act/360'

Derivation.Nominal Amount
Currency = 'EUR'

4. Optionally, you can make settings for the Decision for Foreign Exchange Instrument Category and Decision
for Money Market Instrument Category business rules to decide which instrument categories to assign

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 29
 automatically to trade requests with the instrument categories FX Undefined or Money Market Undefined
assigned to them:
○ Decision for Foreign Exchange Instrument Category

Then

If Instrument Category

Input for FX Instrument Category Decision.Currency 'FX_NDF'

Pair = 'EUR/BRL'

Input for FX Instrument Category Decision.Instrument 'FX_FORWARD'

Category = 'FX_UNDEF'

○ Decision for Money Market Instrument Category

Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'VARIABLE'

5. Optionally, you can configure the following business rules regarding counterparties:
1. Derivation of Counterparty Role if you want to replicate counterparties from your back-end system:

Then

If Counterparty Role

Input for Counterparty Role Derivation.Business 'TR0151'

System ID = 'S4_HANA'

2. Derivation of Authorized Instrument Categories

 Note

This mapping is necessary only if authorizations are maintained on product type and transaction
type level in the business partner.

Then

If Counterparty Authorized Instrument Category

Input for Authorized Instruments Derivation.Product 'FX_FORWARD'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '101'

Input for Authorized Instruments Derivation.Product 'FX_SPOT'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '102'

Input for Authorized Instruments Derivation.Product 'FW_SWAP'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type NOTEXISTSIN ('101', '102')

Configuration Guide
30 INTERNAL – Authorized for SAP Customers and Partners Use Cases
 Then

If Counterparty Authorized Instrument Category

Input for Authorized Instruments Derivation.Product 'FX_OPTION'

Type = '76A'

Input for Authorized Instruments Derivation.Product 'FX_COLLAR'

Type = '76A

6. Configure your internal counterparties and assign the corresponding company IDs in the Manage
Counterparties app.

 Note

Either create and maintain your counterparties directly in the Manage Counterparties app or if you have
chosen to replicate your counterparties from your back-end system, simply add the relevant
counterparty IDs in the trading platform profiles for your counterparties.

Related Information

Field Mapping [page 56]

Configure Business Rules [page 92]
Manage Counterparties [page 128]

3.6 How to Set Up the Trading Via Trading Platform

Scenario

Learn how to set up trading scenarios where an external platform is used for the creation and processing of
intercompany trades.

Use

Let's assume you have a subsidiary 1234. This subsidiary trades intercompany trades with its treasury center
on an external trading platform.

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 31
Here's how to set up this scenario:

Prerequisites

Make sure you have set up your external trading platform with usage category Intercompany Trading. For
more information, see Use Cases [page 14].

How-To

1. Configure the mappings of particular fields in the Configure Mappings - Back-End Format (Intercompany)
app for both directions.
2. Configure the mappings of particular fields in the Configure Mappings - Trading Platform Format
(Intercompany) app for both directions.
3. Configure the following business rules:
1. Decision for Trade Request Routing Category

If Then

Input for Trade Request Routing Category 'INTERNAL'

Decision.Company Code = '1234'

2. Decision for Intercompany Trading Scenario

If Then

Input for Intercompany Trading Scenario '4'

Decision.Company Code = '1234'

3. Derivation of Trading Partners

Then

If Treasury Center Company ID Subsidiary Company ID

Input for Intercompany Trading '5678' Input for Intercompany Trading

Partners Derivation.Company ID Partners Derivation.Company ID
EXISTIN = ['1234']

4. Derivation of Values for Trade Request V2 (optional)

Then

If Leg 1 Portfolio ... ... ...

Input for Derivation 'B' ... ... ...

of Trade Request
Values V2.Leg 1
Portfolio = 'A'

Configuration Guide
32 INTERNAL – Authorized for SAP Customers and Partners Use Cases
 5. Decision for Creating Intercompany Trades (optional)

Then

If Create for Subsidiary Create for Treasury Center

Input for Intercompany Trades TRUE TRUE

Creation Decision.Subsidiary
Company ID = '1234'

4. Optionally, you can make settings for the Decision for Foreign Exchange Instrument Category and Decision
for Money Market Instrument Category business rules to decide which instrument categories to assign
automatically to trade requests with the instrument categories FX Undefined or Money Market Undefined
assigned to them:
○ Decision for Foreign Exchange Instrument Category

Then

If Instrument Category

Input for FX Instrument Category Decision.Currency 'FX_NDF'

Pair = 'EUR/BRL'

Input for FX Instrument Category Decision.Instrument 'FX_FORWARD'

Category = 'FX_UNDEF'

○ Decision for Money Market Instrument Category

Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'FIXED'

5. Optionally, you can configure the following business rules regarding counterparties:
1. Derivation of Counterparty Role if you want to replicate counterparties from your back-end system:

Then

If Counterparty Role

Input for Counterparty Role Derivation.Business 'TR0151'

System ID = 'S4_HANA'

2. Derivation of Authorized Instrument Categories

 Note

This mapping is necessary only if authorizations are maintained on product type and transaction
type level in the business partner.

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 33
 Then

If Counterparty Authorized Instrument Category

Input for Authorized Instruments Derivation.Product 'FX_FORWARD'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '101'

Input for Authorized Instruments Derivation.Product 'FX_SPOT'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '102'

Input for Authorized Instruments Derivation.Product 'FW_SWAP'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type NOTEXISTSIN ('101', '102')

Input for Authorized Instruments Derivation.Product 'FX_OPTION'

Type = '76A'

Input for Authorized Instruments Derivation.Product 'FX_COLLAR'

Type = '76A

6. Configure your counterparties in the Manage Counterparties app.

 Note

Either create and maintain your counterparties directly in the Manage Counterparties app or if you have
chosen to replicate your counterparties from your back-end system, simply add the relevant
counterparty IDs in the trading platform profiles for your counterparties.

Related Information

Field Mapping [page 56]

Configure Business Rules [page 92]
Manage Counterparties [page 128]

Configuration Guide
34 INTERNAL – Authorized for SAP Customers and Partners Use Cases
3.7 How to Set Up the Back-to-Back Trading (Treasury
Center) Trading Scenario

Learn how to set up back-to-back trading triggered by a trade request from a treasury center. In this case, the
application creates an external trade request directly. Once the external trade has been processed, the
application triggers the creation of the related intercompany trades.

Use

Let's assume you have treasury center 5678. This treasury center trades on behalf of subsidiary 1234. The
treasury center always adds a markup of 1% to the rate of each trade request.

 Note

When the intercompany trades are created, the additional attributes are replicated from the external trade.
Nonetheless, the Hedge Request ID and On Behalf of Company fields are left empty.

Here's how to set up this scenario:

How-To

1. Configure the mappings of particular fields in the Configure Mappings - Back-End Format app for both
directions.
2. Configure the mappings of particular fields in the Configure Mappings - Trading Platform Format app for
both directions.
3. Configure the mappings of particular fields in the Configure Mappings - Back-End Format (Inbound) app.
Choose direction Inbound to make the settings you need.
4. Configure the following business rules:
1. Decision for Trade Request Routing Category

If Then

Input for Trade Request Routing Category 'EXTERNAL'

Decision.Company Code = '5678'

2. Decision for Trading Scenario

If Then

Input for Trading Scenario Decision.On Behalf Of '5'

Company = '1234'

3. Decision for Creating Intercompany Trades (optional)

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 35
 Then

If Create for Subsidiary Create for Treasury Center

Input for Intercompany Trades TRUE TRUE

Creation Decision.Subsidiary
Company ID = '1234'

4. Decision for Markup or Markdown (optional)

Then

If Format Value

Markup or Markdown Decision 'PERCENTAGE' 1

Input.Subsidiary Company ID =
'1234'

5. Optionally, you can make settings for the Decision for Foreign Exchange Instrument Category and Decision
for Money Market Instrument Category business rules to decide which instrument categories to assign
automatically to trade requests with the instrument categories FX Undefined or Money Market Undefined
assigned to them:
○ Decision for Foreign Exchange Instrument Category

Then

If Instrument Category

Input for FX Instrument Category Decision.Currency 'FX_NDF'

Pair = 'EUR/BRL'

Input for FX Instrument Category Decision.Instrument 'FX_FORWARD'

Category = 'FX_UNDEF'

○ Decision for Money Market Instrument Category

Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'VARIABLE'

6. Optionally, you can configure the following business rules regarding counterparties:
1. Derivation of Counterparty Role if you want to replicate counterparties from your back-end system:

Then

If Counterparty Role

Input for Counterparty Role Derivation.Business 'TR0151'

System ID = 'S4_HANA'

2. Derivation of Authorized Instrument Categories

Configuration Guide
36 INTERNAL – Authorized for SAP Customers and Partners Use Cases
  Note

This mapping is necessary only if authorizations are maintained on product type and transaction
type level in the business partner.

Then

If Counterparty Authorized Instrument Category

Input for Authorized Instruments Derivation.Product 'FX_FORWARD'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '101'

Input for Authorized Instruments Derivation.Product 'FX_SPOT'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '102'

Input for Authorized Instruments Derivation.Product 'FW_SWAP'

Type = '60A' AND Input for Authorized Instruments
Derivation.Transaction Type NOTEXISTSIN ('101', '102')

Input for Authorized Instruments Derivation.Product 'FX_OPTION'

Type = '76A'

Input for Authorized Instruments Derivation.Product 'FX_COLLAR'

Type = '76A

3. Derivation of Preferred Counterparties

Then

If Preferred Counterparty

Input for Preferred Counterparties Derivation.Leg 1 'ABC_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'DEF_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'UVW_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'XYZ_BANK'

Currency Pair = 'EUR/GBP'

7. Configure your external and internal counterparties in the Manage Counterparties app.

 Note

Either create and maintain your counterparties directly in the Manage Counterparties app or if you have
chosen to replicate your counterparties from your back-end system, simply add the relevant
counterparty IDs in the trading platform profiles for your counterparties.

Related Information

Field Mapping [page 56]

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 37
Configure Business Rules [page 92]
Manage Counterparties [page 128]

3.8 How to Set Up the Intercompany Trading with Trade

Requests Out of the Treasury Center Company Code

Learn how to set up intercompany trading scenarios where the trade requests are created in the company code
of the treasury center instead of the company code of the subsidiary. This is required, for example, if the
company code of the subsidiary is not set up in the back-end system yet because the subsidiary is managed in
a different system or has not been migrated into the system yet.

Use

Let's assume you have a treasury center 1234 and a subsidiary 5678. Within the back-end system, the
subsidiary is stored in the On Behalf of Company attribute of each related trade request. This subsidiary trades
intercompany trades on an external trading platform. This is an example process for intercompany scenario
Trading via Trading Platform. However, it also works with other intercompany scenarios.

Here's how to set up this scenario:

How-To

1. Configure the mappings of particular fields in the Configure Mappings - Back-End Format (Intercompany)
app for both directions.
2. Configure the mappings of particular fields in the Configure Mappings - Trading Platform Format
(Intercompany) app for both directions.
3. Configure the following business rules:
1. Decision for Trade Request Routing Category

If Then

Input for Trade Request Routing Category Decision.On 'INTERNAL'

Behalf Of Company = '5678'

2. Decision for Trading Scenario

If Then

Input for Trading Scenario Decision.On Behalf Of '4'

Company = '5678'

3. Derivation of Trading Partners

Configuration Guide
38 INTERNAL – Authorized for SAP Customers and Partners Use Cases
 Then

If Treasury Center Company ID Subsidiary Company ID

Input for Intercompany Trading Input for Intercompany Trading Input for Intercompany Trading
Partners Derivation.On Behalf Of Partners Derivation.Company ID Partners Derivation.On Behalf Of
Company = '5678' Company

This setting triggers that the Trading Originator Type is set to Treasury Center. The application will
then recognize that buy or sell information and additional attributes in this trade request are sent from
the treasury center perspective. The subsidiary company ID is then mapped from the on behalf of
company code attribute and treasury center from the company code of the back-end trade request.

4. Derivation of Values for Trade Request V2 (optional)

Then

If Leg 1 Portfolio ... ... ...

Input for Derivation 'A' ... ... ...

of Trade Request
Values V2.Trading
Originator Type =
'TR_CENTER' AND
Input for Derivation
of Trade Request
Values V2.Leg 1
Portfolio = 'B'

Input for Derivation 'B' ... ...

of Trade Request
Values V2.Trading
Originator Type =
'SUBSIDIARY' AND
Input for Derivation
of Trade Request
Values V2.Leg 1
Portfolio = 'A'

5. Decision for Creating Intercompany Trades (optional)

Then

If Create for Subsidiary Create for Treasury Center

FALSE TRUE

This setting defines that only one intercompany trade is created for each intercompany trade request.
In this case, only the intercompany trade for the treasury center with the subsidiary as counterparty is
created.

4. Optionally, you can make settings for the Decision for Foreign Exchange Instrument Category and Decision
for Money Market Instrument Category business rules to assign instrument categories to undefined
transactions:
○ Decision for Foreign Exchange Instrument Category

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 39
 Then

If Instrument Category

Input for FX Instrument Category Decision.Currency 'FX_NDF'

Pair = 'EUR/BRL'

Input for FX Instrument Category Decision.Instrument 'FX_FORWARD'

Category = 'FX_UNDEF'

○ Decision for Money Market Instrument Category

Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'VARIABLE'

5. Configure your counterparties in the Manage Counterparties app.

6. Configure the following business rules regarding counterparties:
1. Derivation of Counterparty Role if you want to replicate counterparties from your back-end system:

Then

If Counterparty Role

Input for Counterparty Role Derivation.Business 'TR0151'

System ID = 'S4_HANA'

Related Information

Field Mapping [page 56]

Configure Business Rules [page 92]
Manage Counterparties [page 128]

3.9 How to Set Up Securities: Money Market Funds

Learn how to set up your system to trade money market funds.

Use

Let's assume you want to trade Securities: Money Market Fund transactions with an external trading platform.

Configuration Guide
40 INTERNAL – Authorized for SAP Customers and Partners Use Cases
  Note

This process is only supported for the external trading process with the Generic Format interface. This
means that you can review your Securities: Money Market Fund transactions in the Manage Trades app.
Trade requests are currently not supported for this instrument category. For more information regarding
the supported scope, see Scope.

Here's how to set up this scenario:

How-To

1. Configure a trading platform profile in the Configure Trading Platforms app and select the Generic Format
Interface and External Trading.
2. Configure the mappings of particular fields in the Configure Mappings - Trading Platform Format app on top
of generic attributes such as company ID or trader. Choose direction Inbound to make the settings you
need.
Make settings for the following fields under Product Fields:
○ Securities Account ID
○ Securities Account Name
○ Securities ID Type
○ Securities ID Value
○ Securities Name
3. Configure the mappings of particular fields in the Configure Mappings - Back-End Format app. Choose
direction Inbound to make the settings you need.
Make settings for the following fields under Mandatory Fields:
○ Transaction Type
Make settings for the following fields under Product Fields:
○ Flow Type
○ Payment Flow Type
○ Securities Account
○ Securities Alternative ID Type
○ Securities Alternative ID Value
○ Securities Internal ID

Mapping Specifics

Make settings for the following fields as follows:

● Transaction Type: Based on DERIVED_INSTRUMENT_CATEGORY

● Flow Type (optional): Based on DERIVED_INSTRUMENT_CATEGORY
● Payment Flow Type (optional): Based on DERIVED_INSTRUMENT_CATEGORY

Select the following to make these settings:

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 41
  Example

● Mapping Type: Copy and Reference Table

● Source Field: DERIVED_INSTRUMENT_CATEGORY
● Default Target Value: 3456

The reference table could look like this:

Source Value Target Value

SEC_MMF_ORDER_VERIFIED_PURCHASE 4567

SEC_MMF_ORDER_VERIFIED_SALE 7654

SEC_MMF_TRANS_PRICED_PURCHASE 5678

SEC_MMF_TRANS_PRICED_SALE 8765

SEC_MMF_DIV_REINVESTED_PURCHASE 6789

SEC_MMF_DIV_REINVESTED_SALE 9876

SEC_MMF_REB_REINVESTED_PURCHASE 7890

SEC_MMF_REB_REINVESTED_SALE 0987

Handling of Securities IDs

With each Securities: Money Market Fund transaction, the application can receive several IDs that identify the
security that was traded. The trading platform integration application differentiates between the ID, which is a
mandatory attribute, and several alternative IDs. With that, a trading platform can transmit, for example, an
internal ID used by the trading platform as the ID and additional externally known IDs, like ISIN or CUSIP, as
alternative IDs.

The data could look like this in the Trading Platform Details:

 Example

[...]
"security": {
"id": {
"type": "ICD",
"value": "1234"
},
"alternativeIdentifications": [
{
"type": "Bloomberg",
"value": "BL2345"
},
{
"type": "ISIN",
"value": "I1000"
}
],
},
[...]

Configuration Guide
42 INTERNAL – Authorized for SAP Customers and Partners Use Cases
The ID provided under "id" is displayed in the Trade Details of a transaction in the fields Security ID Type and
Security ID Value. The ID or IDs provided under "alternativeIdentifications" are displayed on the
Alternative Identifications tab.

 Note

For the mapping of the IDs in the back-end system, it is mandatory to map either the internal ID or an
alternative ID. Either of these then correspond to the "id" in the Trading Platform Details. Optionally, you
can map more than one ID.

To have the security class for these IDs derived in your back-end system properly, you need to configure the
mapping of these IDs from the trading platform format to the back-end format. There are several ways to go
about the mapping of security IDs. Let's look at three possible use cases:

Use Case 1: Security ID on the Trading Platform Equals the Security Class ID in Your Back-
End System

The security ID received by the application already represents the security class ID from your back-end system.
In this case, you need to set your mapping configurations in the Configure Mappings - Trading Platform Format
app and Configure Mappings - Back-End Format app to Copy for the relevant fields.

Use Case 2: Security ID on the External Trading Platform Is Different to the Security Class ID
of the Back-End System and the Mapping of the Security ID Happens In trading platform
integration Based on a Reference Table

Option 1: Back-End Representation

You want the application to represent your data as it appears in your back-end system, meaning in the
application you would like to see the security class ID of the back-end system instead of the ID of the trading
platform. To do this, you need to make the majority of the settings in the Configure Mappings - Trading Platform
Format and only set the relevant fields in the Configure Mappings - Back-End Format to Copy.

Let's assume that the external trading platform provided the following IDs:

● ICD with value 1234

● Bloomberg with value BL2345
● ISIN with value I1000

In the following example, we concentrate on the mapping of the ID of your trading platform. You also find
examples for the mapping of the alternative IDs. However, this is optional. Your mapping configuration results
in the following values:

 Example

Trading Platform
Trading Platform Format Integration Model Back-End Format

Type Value Type Value Type Value

ID - Internal ICD 1234 SAP 4321 4321

ID

Alternative BLOOM BL2345 01 BL2345 01 BL2345

ID 1

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 43
 Trading Platform
Trading Platform Format Integration Model Back-End Format

Type Value Type Value Type Value

Alternative ISIN I1000 02 I1000 02 I1000

ID 1

These values were configured to reflect the back-end format in the Configure Mappings - Trading Platform
Format app. The SECURITIES_ID_TYPE field was set to Copy and Reference Table and a reference table
was provided. The reference table could look like this:

 Example

Source Value Target Value

ICD SAP

BLOOM 01

ISIN 02

This means that the values ICD, BLOOM, and ISIN provided by the external trading platform are mapped to the
relevant back-end values in this mapping step. The back-end values for the source values BLOOM and ISIN are
the numbers of the secondary index for security class data.

The SECURITIES_ID_VALUE field was set to Copy and was based on the SECURITIES_ID_VALUE field.

 Tip

Additionally, you can configure the fields SECURITIES_ALTERNATIVE_ID_TYPE and

SECURITIES_ALTERNATIVE_ID_VALUE in the Configure Mappings - Back-End Format app to make
settings for the alternative IDs. The mapping configuration for alternative IDs is optional.

Option 2: Trading Platform Representation

In this option, you want the application to show the values from the external trading platform and configure the
mapping towards the values of your back-end system in the Configure Mappings - Back-End Format app.

In the Configure Mappings - Trading Platform Format app, the

fields SECURITIES_ID_TYPE and SECURITIES_ID_VALUE were set to Copy. This way, the values are taken
over into the trading platform integration format as provided by the external trading platform. Therefore, the
mapping configuration in the Configure Mappings - Back-End Format app needs to be set up as follows to make
sure the IDs are derived in your back-end system properly:

The SECURITIES_INTERNAL_ID field is set to Copy and Reference Table and a reference table is
provided. The data could look like this:

 Example

Source Value Target Value

ICD_1234 4321

Configuration Guide
44 INTERNAL – Authorized for SAP Customers and Partners Use Cases
This means the data is based on the DERIVED_SECURITIES_ID_VALUE field and concatenates the securities
type and value, such as ICD_1234. This concatenated source value is then mapped to a target value. The
target value is the value displayed in your back-end system. The security class ID in the back-end format
recognizes only one value without a type. Therefore, the mapping with the derived field is mandatory.

With this mapping configuration, the relevant ID is displayed as the Security Class ID in your back-end system.

Use Case 3: Security ID on the Trading Platform Is Different to the Security Class ID of the
Back-End System and the Mapping of the Security ID Happens in Your Back-End System
You also have the option of passing all IDs that you receive from your external trading platform to your back-
end system and defining the mapping with a customer enhancement. For more information, see Configure
Mappings - Back-End Format [page 79] under Overwriting Fields in SAP S/4HANA Back-End Systems.

This allows you to map your security ID automatically based on externally known identifiers - such as
Bloomberg, ISIN, or CUSIP - that are stored in the secondary indices of the security class instead of
maintaining a mapping table for each securitiy ID.

 Note

This option is currently only available if you are using SAP S/4HANA. The customer enhancement is not
available in SAP S/4HANA Cloud.

Like in use case 2, you have several options for mapping your IDs within this application. In this section, we
discuss the option of using the trading platform representation within trading platform integration so that the
ID types are used in the same way as on your trading platform. The following description shows a configuration
to forward all IDs that you receive from your trading platform to your back-end system:

To do this, you need to make the majority of your settings in the Configure Mappings - Back-End Format and
only set the relevant fields in the Configure Mappings - Trading Platform Format to Copy.

Let's assume that the external trading platform provided the following IDs:

● ICD with value 1234

● Bloomberg with value BL2345
● ISIN with value I1000

Your mapping configuration results in the following values:

 Example

Trading Platform
Trading Platform Format Integration Model Back-End Format

Type Value Type Value Type Value

ID - Internal ICD 1234 ICD 1234

ID

Alternative BLOOM BL2345 BLOOM BL2345 01 BL2345

ID 1

Alternative ISIN I1000 ISIN I1000 02 I1000

ID 2

In the Configure Mappings - Trading Platform Format app, the

fields SECURITIES_ID_TYPE and SECURITIES_ID_VALUE were set to Copy. This way, the values are taken

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 45
over to the trading platform integration representation in the same format as provided by the external trading
platform. Therefore, the mapping configuration in the Configure Mappings - Back-End Format app needs to be
set up as follows to make sure the IDs are derived in your back-end system properly.

With this mapping configuration and the set up of the BAdI: Trading Platform Integration: Overwrite Product-
Specific Mapping in your back-end system, the relevant ID is is transferred as the Security Class ID into your
back-end system.

To make sure that all IDs are transferred to your back-end system properly, you also need to configure the
fields SECURITIES_ALTERNATIVE_ID_TYPE and SECURITIES_ALTERNATIVE_ID_VALUE in the Configure
Mappings - Back-End Format app to make settings for the alternative IDs. The mapping configuration for
alternative IDs is mandatory for this use case.

Your mapping configuration for the alternative IDs could look like this:

1. Set the SECURITIES_ALTERNATIVE_ID_TYPE field to Copy and Reference Table. Your reference
table could look like this:

 Example

Source Value Target Value

BLOOM 01

ISIN 02

2. Set the SECURITIES_ALTERNATIVE_ID_VALUE field to Copy.

Further Processing of Securities: Money Market Fund Transactions

After you complete a Securities: Money Market Fund transaction on the external trading platform, a trade is
sent to the trading platform integration. Here you can find it in the Manage Trades app. The instrument
category is Securities: Money Market Fund. The trade ID is the same as the transaction ID used by your external
trading platform.

If the trade has the status Successful in the Manage Trades app, you can see your back-end system's
transaction ID in the Financial Transaction field of the trade detail screen. This means that the corresponding
back-end transaction has been created. You can use this transaction ID to find the trade in the relevant back-
end app.

 Tip

If the status of your trade is not Successful, you can use the actions Edit, Reprocess, Reset, or Set to
Completed to change values or fix errors.

Processing in Your Back-End System

To process your money market fund trade in your back-end system, search for the transaction ID in the Process
Securities Transactions: Collective Processing app.

Configuration Guide
46 INTERNAL – Authorized for SAP Customers and Partners Use Cases
Price Fixing
To fix the price and number of units after payment for a Securities: Money Market Fund transaction with
variable net-asset value (VNAV), use the Manage Trade Change Requests app in the trading platform
integration.

Related Information

Field Mapping [page 56]

Configuration Guide
Use Cases INTERNAL – Authorized for SAP Customers and Partners 47
4 Business Configuration

Configure the relevant settings in the trading platform integration application to complete the integration with
your SAP back-end system and the external trading platform.

To complete the integration of the application with your SAP back-end system and the external trading
platform, the following tasks have to be performed:

● Configure Back-End Systems [page 49]

Add and configure the relevant SAP back-end systems that you want to connect to the application.
You need to specify the back-end profile, format code, direction, business system ID, and destination for
the connection to your SAP back-end system.
To ensure seamless communication with the back-end system, you first define a destination in your SAP
BTP customer account and then assign the specified name to your back-end profile in the Configure Back-
End Systems app.

 Note

Currently, you can configure only one client of your SAP back-end system with one SAP BTP customer
account.

● Configure Trading Platforms [page 51]

Add and configure the external trading platforms that you use for your trading activities. You specify which
trading platform profile, format code, and direction you want to use for the external trading platforms
defined. If you have selected Bidirectional as the direction, you also need to specify the relevant
destination.
To ensure seamless communication with the trading platform, you first define a destination in your SAP
BTP customer account and then assign the specified name to your trading platform profile in the Configure
Trading Platforms app.
● Configure Mappings - Trading Platform Format [page 59]
A pre-configured mapping of source to target fields is provided by the application. You load the default
mappings by choosing Apply Default Mapping in the Configure Mappings - Trading Platform Format app. You
may need to add or edit this information. You can also configure field mapping manually.
● Configure Mappings - Back-End Format [page 79]
A pre-configured mapping of source to target fields is provided by the application. You load the default
mappings by choosing Apply Default Mapping in the Configure Mappings - Back-End Format app. You may
need to add or edit this information. You can also configure field mapping manually.

 Note

Only after mapping is done can trade requests be sent to an external trading platform and trades be
imported into your SAP system.

● Configure Mappings - Trading Platform Format (Intercompany) [page 70]

A pre-configured mapping of source to target fields is provided by the application. You load the default
mappings by choosing Apply Default Mapping in the Configure Mappings - Trading Platform Format
(Intercompany) app. You may need to add or edit this information. You can also configure field mapping
manually.
● Configure Mappings - Back-End Format (Intercompany) [page 87]

Configuration Guide
48 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 A pre-configured mapping of source to target fields is provided by the application. You load the default
mappings by choosing Apply Default Mapping in the Configure Mappings - Back-End Format (Intercompany)
app. You may need to add or edit this information. You can also configure field mapping manually.
● Manage Subscriptions [page 53] (optional)
You can configure email subscriptions for yourself or other users to receive a notification in the case of
errors or successful imports of trades or trade requests.
● Configure Business Rules [page 92]
Configure the available business rules according to your requirements. You can, for example, automate the
routing of intercompany trade requests in the Configure Business Rules app.
● Manage Counterparties [page 128]
You can manage your counterparties centrally within the application instead of maintaining only the
mapping of IDs. You do this in the Manage Counterparties app.

4.1 Configure Back-End Systems

Add and configure the relevant SAP back-end systems that you want to connect to the trading platform
integration application.

Prerequisites

You have defined destinations in your SAP BTP cockpit customer account.

Procedure

1. Open the Configure Back-End Systems app.

2. Choose  Add to create a back-end profile.

 Note

You can currently create only one back-end profile.

3. Enter the following parameters:

○ Profile ID: Specify a name for your back-end profile.
○ Description: Enter a description for your back-end profile. (optional)
○ Format Code: Select SAP S/4HANA from the dropdown list.
○ Version ID: Enter 1.0.
○ Direction: Select one of the following values from the list:
○ Bidirectional: Trade requests are retrieved from the SAP back-end system to the trading
platform. Then, once the trader completes the trades, they’re sent back to the SAP back-end
system.
○ Inbound: Completed trades are sent from the trading platform to the SAP back-end system.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 49
 ○ Business System ID: Specify the back-end system information, such as the system ID and client.

 Note

You can find this ID as follows:

○ SAP S/4HANA back-end system: To find your business system ID, run the transaction
SLDCHECK in your back-end system and in the screen output, check the details in the section
Calling function LCR_GET_OWN_BUSINESS_SYSTEM.
○ SAP S/4HANA Cloud back-end system: Go to your communication arrangement and look for
the Own System field under Common Data. The ID in this field is the correct business system
ID. For more information about the communication arrangement, see Establish
Communication Arrangement.

○ Business System Type: Select whether you are using an SAP S/4HANA Cloud or SAP S/4HANA back-
end system from the drop-down list.
○ Destinations: Enter the name and type of the destination that you defined in the SAP BTP cockpit.

 Note

Use the following types for your destinations

○ SAP S/4HANA Cloud back-end system: HTTP
SAP S/4HANA back-end system: RFC

 Caution

The values that you enter here must be identical with the value in your SAP BTP cockpit customer
account.

4. Save your entries.

 Note

The application runs a validation check for your new or edited entries. If any entries are missing or the
combination of entries you made, such as version ID, destination type and business system is not valid,
an error message is displayed.

Changing Values in Your Back-End System Configuration

Changing values in your back-end system configuration impacts the connection to your back-end system. Here
is what changes if you decide to change the following parameters:

● Profile ID
This ID is the link to the mapping configuration. If you change it, you lose the mapping configuration for
your back-end system.
● Description
This value is displayed in the mapping configuration UI. You can change it according to your back-end
system.
● Business System ID
This parameter needs to be in sync with your business system in the back-end system. Based on this ID,
the trading platform integration application knows which trade requests were successfully loaded into the
application.

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50 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
  Note

Please keep in mind that changing the Business System ID results in the creation of a new technical
change pointer. By way of using change pointers the application logs changes to data.

If the Business System ID is changed, a new change pointer is created and the trade requests in the
new back-end system are loaded into the application. Going forward the change pointer changes
accordingly. If you later on decide to reconnect the former back-end system, the application
remembers the old change pointer for said system. New changes are logged going forward from the old
change pointer instead of resetting the change pointer to 0.

● Destination
This parameter points to the destination with the connection details for the new back-end system.

 Recommendation

If you want to change your back-end system, we recommend that you delete your existing back-end profile
and create a new profile in the Configure Back-End Systems app. This means that you need to redo the
mapping configuration for your back-end system in the Configure Mappings - Back-End Format and
Configure Mappings - Back-End Format (Intercompany) apps.

Related Information

Configure Destiations for SAP S/4HANA Cloud back-end system

Configure Destiations for SAP S/4HANA back-end system

4.2 Configure Trading Platforms

Add and configure the trading platforms that you use for your trading activities.

Prerequisites

You have defined a destination in your SAP BTP cockpit customer account.

Procedure

1. Open the Configure Trading Platforms app.

2. Choose  Add to create a trading platform profile.
3. Enter the following parameters:

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 51
 ○ Profile ID: Specify a name for your trading platform profile.
○ Description: Enter a description for your trading platform profile. (optional)
○ Format Code: Select one of the following values from the list:
○ 360T: Select this format code if you are using 360T for your trading activities.
○ Generic Format: Select this format code if you are using any other trading platform for your
trading activities.
○ Version ID: Enter 1.0 if you are using 360T. Enter 1.0 or 2.0 if you are using the Generic Format
Interface depending on which version of the interface is required by the external trading platform you
want to use.

 Note

If you are unsure about the required version, please check with your partner at the external trading
platform.

 Note

If you are using 360T, Version ID 1.0 stands for Outbound Version 21 and Inbound Version 28.

○ Direction: Select one of the following values from the list:

○ Inbound: Completed trades are sent from the trading platform to the SAP back-end system.
○ Bidirectional: Trade requests are sent from the SAP back-end system to the trading platform.
Then, once the trader completes the trades, they are sent back to the SAP back-end system.
○ Destination: Enter the name of the destination that you defined in the SAP BTP cockpit.

 Note

The value that you enter here must be identical with the value in your SAP BTP cockpit customer
account.

○ Trading Agent: Enter the name of the trading agent you want to use for the trading platform profile.
Only enter a value here, if you have chosen 360T for the Format Code of your trading platform
configuration.

 Note

This field is mandatory if you want to set up multiple trading platform profiles for the trading
platform 360T. If you do not want to configure multiple trading platform profiles for 360T, do not
fill this field.

○ Usage Category: Select one of the following values from the list:
○ External Trading: The trading platform is used for external trading.
○ Intercompany Trading: the trading platform is used for intercompany trading.
4. Save your entries.

Related Information

Configure Destinations

Configuration Guide
52 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
4.3 Manage Subscriptions

Enter your email address to receive email notifications for specific events.

Prerequisites

You have created a destination in your SAP BTP cockpit to connect the SMTP mail service with the application.

Context

As a user, you want to be informed about the status of your outgoing trade requests and incoming trades
without having to log on to the application. With the Manage Subscriptions app, you can create email
subscriptions that send out email notifications to the users affected in the case of issues or successful
processing.

Procedure

1. Open the Manage Subscriptions app.

2. Choose Create.
3. Make the following settings under the Basic Info tab:
○ Subscription Name: Enter a name for your email subscription.
○ Description: Optionally, you can enter a description for your email subscription.
○ Language: Select which language you want to receive the mails in from the list.
○ Activation Status: Set this indicator to enable and activate the email subscription.
○ Validity Period: Specify the period during which the subscription is active.
4. Save your entries.
5. Choose Edit.
6. Make the following settings under the Details tab:
○ Instrument Category Group: Select for which instrument category group or groups you want to get
email notifications from the list.
○ Company ID: Enter one or more company IDs if you want to receive information for specific company
IDs. Otherwise, leave this field empty to receive email notifications for all company IDs.

 Note

For trades and trade requests, entering one or more company IDs means that users receive emails
for the specified company IDs. For trade change requests this is not possible.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 53
 If you select Notify When for trade change requests, users receive all emails for trade change
requests regardless whether company IDs were specified or whether the Company ID field was left
empty.

○ Notify When: Select the reasons for which you want to receive email notifications.
In the dialog window you can choose between the notification types Trade, Trade Request, or Trade
Change Request to reduce the list of available reasons. The list varies depending on your entries.
The following reasons are available:

Reason Details

Business Error in Back End During Intercompany In­ Back-end error while importing an intercompany trade.
bound Processing
Possible reason: missing configuration or value mis­
match.

Technical Error in Back End During Intercompany In­ Technical error while importing an intercompany trade
bound Processing to the back-end system.

Possible reason: connection error.

Mapping Error During Intercompany Inbound Process­ Missing or wrong field mapping configuration while im­
ing porting an intercompany trade to the back-end system.

Other Error During Intercompany Inbound Processing Unspecified error in the application while processing an
intercompany trade.

Intercompany Trade Imported Intercompany trade was successfully imported into the
back-end system.

Intercompany Trade Requests Retrieved The application has retrieved trade requests from the
back-end system and routed them as intercompany
trade requests.

Fulfillment Check for Intercompany Trade Requests Fulfillment check error in the application after creating
Failed an intercompany trade to fulfill an intercompany trade
request.

Possible reason: value mismatch.

Intercompany Trade Requests Fulfilled Intercompany trades created and completed in the ap­
plication to fulfill intercompany trade requests.

Intercompany Trade Request Rejected by Trading Cen­ The treasury center has declined the external trade re­
ter quest triggered by an intercompany trade request.

Update of Intercompany Trade Request in Back End Fulfillment check error in the back-end system after cre­
Failed ating an intercompany trade to fulfill an intercompany
trade request.

Possible reason: missing value or value mismatch.

Configuration Guide
54 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 Reason Details

Business Error in Back End During Inbound Processing Back-end error while importing an intercompany trade.

Possible reason: missing configuration or value mis­

match.

Technical Error in Back End During Inbound Processing Technical error while importing an external trade to the
back-end system.

Possible reason: connection error.

Other Error During Inbound Processing Unspecified error in the application while processing an
external trade.

Trade Imported An external trade was successfully imported to the

back-end system.

User Input Required You must edit an external trade to add missing values.

Mapping Error During Inbound Processing Values for an external trade could not be mapped.

Back-End Call Failed When Retrieving Trade Requests Application could not access the back-end system to re­
trieve trade requests.

SAP Business Rules Service Failed When Retrieving The application could not access the SAP Business
Trade Requests Rules Service while retrieving trade requests from the
back-end system.

Trade Requests Retrieved The application has retrieved trade requests from the
back-end system.

Fulfillment Check for Trade Requests Failed Fulfillment check error in the application while creating
trade to fulfill a trade request.

Possible reason: value mismatch.

Trade Requests Fulfilled Trades were created in the application to fulfill trade re­
quests.

Trade Request Rejected by Trading Platform External trade requests were manually rejected on the
trading platform.

Update of Trade Request in Back End Failed Fulfillment check error in the back-end system after
processing a trade.

Possible reason: missing configuration or value mis­

match.

Trade Change Request Process Successful Trade change request for corresponding trade was suc­
cessfully processed.

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Business Configuration INTERNAL – Authorized for SAP Customers and Partners 55
 Reason Details

Trade Change Request Process Failed Error while processing trade change request for corre­
sponding trade.

Possible reason: connection error.

7. In the Recipients tab, enter the relevant email addresses for this subscription.

 Note

Enter an email address in name@example.com format that consists only of letters (a-z), numbers
(0-9), and special characters (._-\).

8. Save your entries.

Related Information

Connecting to an SMTP Mail Service

4.4 Field Mapping

Before you start trading, configure field mapping for data exchanged between the systems.

Context

The Home page of the trading platform integration application shows several Configure Mappings tiles to set
up the exchange of data between your SAP back-end system and an external trading platform. You must apply
the default mapping configuration, but you can make some adjustments.

Configuration Guide
56 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 Mapping of COMPANY_CODE field between back-end system, this app and the trading platform

In this example, the SAP back-end field COMPANY_CODE is called COMPANY_ID in this app and
LEGAL_ENTITY on the trading platform.

Just as the field name, the values may also have a different format in each system: both the back-end system
and this app may use the internal company code 0001, but the trading platform may call this company code
SAP SE.

Video Tutorial

Main Page

After selecting a profile and direction, choose Apply Default Mapping to use a preconfigured mapping
configuration. Fields with the status Mapping Not Provided or Reference Table Not Provided still require manual
input.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 57
Before changing an existing mapping configuration, also choose Apply Default Mapping to update the mapping
tables and add new fields. Once the new fields are added, you can configure them. Your existing configuration
remains unchanged.

The main page of each Configure Mappings tile has three drop-down fields that change the fields you can
configure:

Trading Platform/Back-end Profile Direction Status

Load the profiles you configured in the Outbound for trade requests. (Back- Filter for fields that still require input.
Configure Back-End Systems [page
end > this app > trading platform)
49] / Configure Trading Platforms
[page 51] tiles. Inbound for trades. (Trading platform >
this app > back-end)

Field Types
The fields under Configure Mappings are divided into several tabs:

Mandatory Fields Product Fields Custom Fields Additional Fields

Required for all financial in­ Vary depending on the finan- Available only for the 360T Not required. All values are
strument types. Contain in­ cial instrument. The black trading platform under configurable. Additional
formation such as the com­ dots in the table indicate Configure Mappings - Trading fields are available if you use
pany that creates the trade which instrument type re­ Platform Format and the generic trading platform
request or the counterparty quires a field. Configure Mappings - Trading profile (not 360T).
that fulfills it. Platform Format
(Intercompany).

Choose a field in the list to go to a subpage where you can configure its mapping. This is only necessary of the
status is Mapping Not Provided or Reference Table Not Provided.

Mapping Type
On the subpage, choose a mapping type to configure how to treat the values for each data field.

Mapping Type Description

Copy Copy all values unchanged.

Constant Change all values to a single constant input.

Copy and Reference Table Define a list of source and target values. Your input under
Default Target Value applies if there is no match.

Copy or Reference Table Define a list of source and target values. There is no default
value, so values without a match will just be copied.

Copy or User Input Copy all values unchanged. If there is no value for a field, you
have to enter it manually.

User Input No values are copied and you have to enter them where re­
quired.

Configuration Guide
58 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
Mapping Type Description

Copy from Trade Request Copy the source value from the trade request to the trade
and later to your SAP back-end system.
 Note
Only available for additional fields under Configure
Mappings - Trading Platform Format and Configure
Mappings - Trading Platform Format (intercompany).

Copy from Trade Request or User Input Copy the source value from the trade request to the trade
and later to your SAP back-end system or enter a value if the
 Note field was left empty.

Only available for additional fields under Configure

Mappings - Trading Platform Format and Configure
Mappings - Trading Platform Format (intercompany).

Related Information

Configure Mappings - Trading Platform Format [page 59]

Configure Mappings - Trading Platform Format (Intercompany) [page 70]
Configure Mappings - Back-End Format [page 79]
Configure Mappings - Back-End Format (Intercompany) [page 87]

4.4.1 Configure Mappings - Trading Platform Format

Map the fields of your trade requests and trades between the trading platform and the application.

Context

Data fields may have different names and values in different systems. You therefore need to map these fields to
process trade requests and trades. A preconfigured mapping is available to map the trade request fields from
the application to the trading platform format and to map the trade fields on the trading platform to the
application format.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 59
Configuration Specifics

ID and Legal Basis for Trade Repository Reporting

To comply with legal regulations such as EMIR or the Dodd-Frank Act, the trading platform can assign a unique
ID to each completed trade. To store this value correctly in your back-end system's trade repository, you must
map the legal basis in the trading platform integration application.

For more information, see Trade Repository Reporting (TRR).

 Note

The Unique Trade ID on the detail screen under Manage Trades appears in the back-end system as External
Trade ID in the Trade Repository section on the Administration tab of a financial transaction.

This field is not the same as the External Trade ID in the trading platform integration application. It refers
to the back-end field External Reference and contains the ID assigned on the trading platform.

Trading Platform
Integration: UI Back End: UI
360T Format Generic Format Name Name Example Value Comment

uniqueTradeId
uniqueTradeId Unique Trade ID External Trade ID 10100002816851 Used for trade re­
entifier 2345 pository reporting
in back end.

legalBasis
Custom field Legal Basis Legal Basis 1 Used for trade re­
name pository reporting
in back end.

tradeID
referenceID External Trade ID External ABC1234 Used on the trad­
Reference ing platform.

 Example

Assuming your legal basis is set to 01 - EMIR, proceed as follows to map the legal basis:

1. On the Home screen of the trading platform integration application, go to Configure Mappings - Trading
Platform FormatConfigure Mappings - Back-End Format.
2. Choose the Direction: Inbound.
3. Choose the field ACCOUNT_ASSIGNMENT_LEGAL_BASISConfigure Mappings - Back, and on the detail
screen enter:
1. Mapping Type: Constant
2. Constant: 1
4. Result:
1. Trading Platform Integration: The detail screen under Manage Trades shows the correct values in
the fields Unique Trade ID and Legal Basis.
2. Back-End System: The Administration tab of the financial transaction shows the correct External
Trade ID and Legal Basis.

Configuration Guide
60 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
  Note

It is also possible to map the Legal Basis in the Configure Mappings - Back-End Format app to derive the
legal basis consistently for all trades. If you make the necessary mappings in the Configure Mappings -
Back-End Format app, a mapping Configure Mappings - Trading Platform Format is not necessary anymore.
We recommend making the settings in the Configure Mappings - Back-End Format app.

360T Custom Fields

If you select 360T as your external trading platform, you can configure custom fields. 360T supports custom
fields that allow customers to group transactions more specifically.

Trading Process (Inbound)

For the trading process (inbound), these custom fields are mapped to ACCOUNT_ASSIGNMENT fields for trades
received by this app. You can decide for each of these fields which leg or legs they are relevant for in case you
are using them for multileg products. Depending on your chosen mapping type, you have to enter the Custom
Field Name so this application can assign the source field to the 360T custom field.

You can enable and configure these fields under Configure Mappings - Trading Platform Format Custom
Fields .

 Example

Let's assume you want to configure the ACCOUNT_ASSIGNMENT_COST_CENTER field as a custom source
field and for a multileg product. Your mapping configuration could look like this:

● Target Field: ACCOUNT_ASSIGNMENT_COST_CENTER

● Mapping Type: Copy
● Custom Source Field (Single Leg): ExampleCostCenter
● Custom Source Field Leg 1: ExampleCostCenter1
● Custom Source Field Leg 2: ExampleCostCenter2
● Custom Source Field: YES
● Leg-Specific: YES

This means that for a single leg product, the mapping configuration is executed based on the entry for the
Custom Source Field (Single Leg) field. For a multileg product, the mapping configuration for both legs is
executed individually with the corresponding source field for each leg in the Custom Source Field Leg 1 and
Custom Source Field Leg 2 fields.

Trade Request Process (Outbound)

For the trade request process (outbound), you can add custom fields as required. There is no set list of custom
fields available. For each custom field you add, you have to enter the a field name before selecting mapping
type and other relevant information in the details.

You can decide for each of these fields which leg or legs they are relevant for in case you are using them for
multileg products.

You can add, enable, and configure these fields under Configure Mappings - Trading Platform Format
Custom Fields .

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 61
  Example

Let's assume you want to configure a custom target field as for the source field
ACCOUNT_ASSIGNMENT_COST_CENTER for a multileg product for an outbound mapping configuration.
Your mapping configuration could look like this:

● Custom Target Field: ExampleCostCenter

● Mapping Type: Copy
● Source Field: ACCOUNT_ASSIGNMENT_COST_CENTER
● Leg-Specific: YES
● Leg Selection:
○ Single Leg: Checked
○ Leg 1: Unchecked
○ Leg 2: Checked

This means that for a single leg product, the mapping configuration is executed based on the entry for the
Source Field field. For a multileg product, the mapping configuration is executed based on the entry for the
Source Field field for leg 2 only.

Custom Fields for Generic Format Interface Version 2

If you use any external trading platform that is not 360T, you can configure a list of custom fields for the
Generic Format interface.

 Note

This is only relevant for version 2 of the Generic Format interface.

Depending on your chosen mapping type, you have to enter the name of the Custom Source Field so this
application can assign the source field to your custom field.

The Generic Format interface supports custom fields that allow customers to group transactions more
specifically. These custom fields are mapped to ACCOUNT_ASSIGNMENT fields for trades received by this app.
You can decide for each of these fields which leg or legs they are relevant for in case you are using them for
multileg products.

You can add, enable, and configure these fields under Configure Mappings - Trading Platform Format
Custom Fields .

 Example

Let's assume you want to configure the ACCOUNT_ASSIGNMENT_COST_CENTER field as a custom source
field. Your mapping configuration could look like this:

● Target Field: ACCOUNT_ASSIGNMENT_COST_CENTER

● Mapping Type: Copy
● Custom Source Field: ExampleCostCenter
● Custom Source Field: YES

 Caution

Switching from Generic Format interface version 1 to Generic Format interface version 2 has the follwing
implications:

Configuration Guide
62 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 ● a new field mapping configuration is created based on the structure of Generic Format interface
version 2. The values you maintained for Generic Format interface version 1 are taken over as much as
possible to the new configuration. Here are some specifics to keep in mind:
○ Account Assignment Fields (Inbound and Outbound)
In the Generic Format interface version 2 account assignment fields were replaced by custom
fields. For each enabled account assignment field mapping a custom field mapping is created with
a default custom field name that corresponds to the former account assignment field name. The
default custom field names need to be replaced with the actual custom field names.
○ CURRENCY Field (Inbound)
All currency code mappings have been replaced by a single field mapping configuration that is
used to map all currency fields. The field mapping configuration of CURRENCY1 from Generic
Format interface version 1 is taken over to the configuration in Generic Format interface version 2.
○ Missing or Unsupported Source Fields
Generic Format interface version 2 includes changes to the available source fields. Therefore, it can
happen in some cases that a source field of an enabled field mapping configuration is no longer
available or supported.
In all cases the status of the relevant field is set to Review Required. This means that the field mapping
configurations need to be checked after the switch between the Generic Format interface versions.
The status Review Required results in a mapping error during runtime. This error can be fixed by
making the necessary adaptions to all fields with the status Review Required.
● the former field mapping configuration is stored in case you switch back to Generic Format interface
version 1.

Scope for Money Market Instruments

If you use 360T as your external trading platform, the following scope is supported for money market
instruments:

● Deposits and loans with fixed term and fixed or variable interest rate
● Money market activities Invest and Borrow
● New trades only, no rollovers

 Note

If you use 360T as your external trading platform, note that the trading platform integration application
supports the following day count conventions:

360T Trading Platform Integration

Day Count Interest Calculation Method

30E/360 360E/360

ACT/360 ACT/360

ACT/365(FIXED) ACT/365

ACT/ACT ACT/ACTY

30/360 360/360

360T trades with the day count conventions BUS/252, 1/1 and ACT/365 are not supported and will
therefore cause a mapping error in this application.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 63
Fixing Reference
The FIXING_REFERENCE_ID and PRE-AGREED_FIXING_REFERENCE fields are currently only relevant for non-
deliverable forwards (NDFs) and 360T as an external trading platform.

With the indicator PRE-AGREED_FIXING_REFERENCE, you can capture the information that the fixing reference
ID was already pre-agreed upon with the counterparty before completing the trade on 360T. You can derive this
indicator with a mapping rule based on the fixing reference ID and the source value PRE-AGREED_FIXING. If the
indicator is set to TRUE, the fixing reference ID is set to Empty.

 Note

Please note that your back-end system might not support a configuration for pre-agreed fixing reference
IDs.

In this case, you might have to assign the correct fixing reference ID manually to the financial transaction in
your back-end system.

Instrument Category
360T uses the EFFECTIVE_DATE field to differentiate between the instrument categories FX Spot and FX
Forward. The trading platform integration applies the following logic to derive the instrument category: If the
effective date is TODAY, TOMORROW, or SPOT, the trade is considered an FX spot transaction. All later dates are
considered FX forward transactions.

INDIVIDUAL

For the 360T target field INDIVIDUAL under Configure Mappings - Trading Platform Format Outbound , we
recommend one of these two mapping configurations:

● Mapping Type - Constant: This application sends out all trade requests with a standard technical user.
Hence, the 360T user will be the same for all trade requests.
● Mapping Type - Copy : The 360T user is derived from the user who sends out the trade requests in this
application. In this case, this application adds the recommended source field DERIVED_LOGON_USER to
the trade request. In the reference table, you have to enter all authorized users for this application and for
360T. The value could be their email address, but the format can vary depending on your identity provider.
In this case, only the users entered in the reference table can send trade requests to 360T.

Specifics for Interest Rate Calculation

360T returns interest amount and interest value date. This data is stored in the trading platform integration,
but only the interest amount is visible in this application. The data is also not forwarded to the back-end
system. The interest amount is always calculated in your back-end system based on the agreed interest
conditions. This means that if 360T sends back an amount or a percentage for a rate, this application stores it
and you can review it in this application, but it will not be forwarded to your back-end system. Therefore, the
calculations from 360T and from your back-end system can differ.

Prerequisites

You have loaded the default mappings in the relevant mapping app.

Configuration Guide
64 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
Procedure

1. Open the Configure Mappings - Trading Platform Format app.

2. Select the relevant trading platform profile for which you want to maintain field mappings.
3. Select a Direction.
Depending on the direction, different target fields are displayed in the mapping overview.
○ Inbound:
The trade fields from the trading platform have to be mapped to the relevant trade fields in the
application.
○ Outbound:
The trade request fields in the application have to be mapped to the trade request fields in the trading
platform.
4. Now select a field with the status Mapping Not Provided or Reference Table Not Provided.
5. On the next screen, you can map the source values to the target values depending on the preconfigured
mapping type.
6. If you are using a reference table to map more than one field, use  Add to add more entries in the
reference table.
7. Save your entries.

Related Information

Field Mapping [page 56]

Details for Mappings to Trading Platform Format [page 65]

4.4.1.1 Details for Mappings to Trading Platform Format

Find information regarding the source and target fields in the field mapping.

Mapping Direc­ Recommended

Source Field Target Field tion Format Mapping Type Details

DERIVED_LOGON_ TRADER
Outbound Generic Interface Copy and This field is filled
USER Reference Table
with the ID of the
user executing the
mapping configu-
ration at runtime.
This can be their
email address or
client ID, for exam­
ple.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 65
 Mapping Direc­ Recommended
Source Field Target Field tion Format Mapping Type Details

DERIVED_LOGON_ INDIVIDUAL Outbound 360T Constant This field is filled

USER
with the ID of the
or
user executing the
Copy and mapping configu-
Reference Table ration at runtime.
This can be their
email address or
client ID, for exam­
ple. For 360T, the
recommended tar­
get field is
INDIVIDUAL.

We recommend
one of the follow­
ing mapping types:

● Constant: This
application
sends out all
trade re­
quests with a
standard
technical
user. Hence,
the 360T user
will be the
same for all
trade re­
quests.
● Copy and
Reference
Table: The
360T user is
derived from
the user who
sends out the
trade re­
quests in this
application. In
this case, this
application
adds the rec­
ommended
source field
DERIVED_LO

Configuration Guide
66 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 Mapping Direc­ Recommended
Source Field Target Field tion Format Mapping Type Details

GON_USER to
the trade re­
quest. In the
reference ta­
ble, you have
to enter all au­
thorized users
for this appli­
cation and for
360T. The
value could be
their email ad­
dress, but the
format can
vary depend­
ing on your
identity pro­
vider. In this
case, only the
users entered
in the refer­
ence table
can send
trade re­
quests to
360T.

FIXING_REFEREN FIXING_REFEREN
Outbound 360T Copy and The
CE_ID CE
Reference Table FIXING_REFEREN
CE_ID and
FIXING_REFEREN
CE_PRE_AGREED_
INDICATOR fields
are currently only
relevant for non-
deliverable for­
wards (NDFs).

LEGAL_ENTITY COMPANY_ID Inbound Generic Interface Copy and This field contains
Reference Table the entity who sent
out the related
trade request.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 67
 Mapping Direc­ Recommended
Source Field Target Field tion Format Mapping Type Details

DERIVED_OPPOSI OPPOSITE_CURRE
Inbound Generic Interface Copy or Reference This is the oppo­
TE_CURRENCY_CO NCY
Table site of the traded
DE
currency. This ap­
plication derives
the opposite cur­
rency for the
Opposite Amount
field based on the
currency data re­
ceived from the
trading platform.

 Note
This is only
relevant for
version 1 of
the Generic
Format inter­
face.

DERIVED_OPPOSI OPPOSITE_CURRE
Inbound 360T Copy or Reference This is the oppo­
TE_CURRENCY_CO NCY
Table site of the traded
DE
currency. This ap­
plication derives
the opposite cur­
rency for the
Opposite Amount
field based on the
currency data re­
ceived from the
trading platform.

Configuration Guide
68 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 Mapping Direc­ Recommended
Source Field Target Field tion Format Mapping Type Details

FIXING_REFEREN FIXING_REFEREN
Inbound 360T Copy and With the indicator
CE CE_PRE_AGREED_
Reference Table FIXING_REFEREN
INDICATOR
CE_PRE_AGREED_
INDICATOR, you
can capture the in­
formation that the
fixing reference ID
was already pre-
agreed upon with
the counterparty
before completing
the trade on 360T.
You can derive this
indicator with a
mapping rule
based on the fixing
reference ID and
the source value
PRE-
AGREED_FIXING.
If the indicator is
set to TRUE, the
fixing reference ID
is set to Empty.

 Note
Please note
that your
back-end sys­
tem might not
support a con­
figuration for
pre-agreed fix-
ing reference
IDs.

In this case,
you might
have to assign
the correct fix-
ing reference
ID manually to
the financial
transaction in

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 69
 Mapping Direc­ Recommended
Source Field Target Field tion Format Mapping Type Details

your back-end
system.

4.4.2 Configure Mappings - Trading Platform Format

(Intercompany)

Map the fields of your intercompany trade requests and trades between the trading platform and the
application.

Context

Data fields may have different names and values in different systems. You therefore need to map these fields to
process trade requests and trades. A preconfigured mapping is available to map the trade request fields from
the application to the trading platform format and to map the trade fields on the trading platform to the
application format.

 Note

Currently, this mapping app only supports 360T as an external trading platform for intercompany trading
scenario Trading Via Trading Platform.

Configuration Specifics

360T Custom Fields

If you select 360T as your external trading platform, you can configure custom fields. 360T supports custom
fields that allow customers to group transactions more specifically.

Trading Process (Inbound)

For the trading process (inbound), these custom fields are mapped to ACCOUNT_ASSIGNMENT fields for trades
received by this app. You can decide for each of these fields which leg or legs they are relevant for in case you
are using them for multileg products. Depending on your chosen mapping type, you have to enter the Custom
Field Name so this application can assign the source field to the 360T custom field.

You can enable and configure these fields under Configure Mappings - Trading Platform Format Custom
Fields .

Configuration Guide
70 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
  Example

Let's assume you want to configure the ACCOUNT_ASSIGNMENT_COST_CENTER field as a custom source
field and for a multileg product. Your mapping configuration could look like this:

● Target Field: ACCOUNT_ASSIGNMENT_COST_CENTER

● Mapping Type: Copy
● Custom Source Field (Single Leg): ExampleCostCenter
● Custom Source Field Leg 1: ExampleCostCenter1
● Custom Source Field Leg 2: ExampleCostCenter2
● Custom Source Field: YES
● Leg-Specific: YES

This means that for a single leg product, the mapping configuration is executed based on the entry for the
Custom Source Field (Single Leg) field. For a multileg product, the mapping configuration for both legs is
executed individually with the corresponding source field for each leg in the Custom Source Field Leg 1 and
Custom Source Field Leg 2 fields.

Trade Request Process (Outbound)

For the trade request process (outbound), you can add custom fields as required. There is no set list of custom
fields available. For each custom field you add, you have to enter the a field name before selecting mapping
type and other relevant information in the details.

You can decide for each of these fields which leg or legs they are relevant for in case you are using them for
multileg products.

You can add, enable, and configure these fields under Configure Mappings - Trading Platform Format
Custom Fields .

 Example

Let's assume you want to configure a custom target field as for the source field
ACCOUNT_ASSIGNMENT_COST_CENTER for a multileg product for an outbound mapping configuration.
Your mapping configuration could look like this:

● Custom Target Field: ExampleCostCenter

● Mapping Type: Copy
● Source Field: ACCOUNT_ASSIGNMENT_COST_CENTER
● Leg-Specific: YES
● Leg Selection:
○ Single Leg: Checked
○ Leg 1: Unchecked
○ Leg 2: Checked

This means that for a single leg product, the mapping configuration is executed based on the entry for the
Source Field field. For a multileg product, the mapping configuration is executed based on the entry for the
Source Field field for leg 2 only.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 71
Scope for Money Market Instruments

If you use 360T as your external trading platform, the following scope is supported for money market
instruments:

● Deposits and loans with fixed term and fixed or variable interest rate
● Money market activities Invest and Borrow
● New trades only, no rollovers

 Note

If you use 360T as your external trading platform, note that the trading platform integration application
supports the following day count conventions:

360T Trading Platform Integration

Day Count Interest Calculation Method

30E/360 360E/360

ACT/360 ACT/360

ACT/365(FIXED) ACT/365

ACT/ACT ACT/ACTY

30/360 360/360

360T trades with the day count conventions BUS/252, 1/1 and ACT/365 are not supported and will
therefore cause a mapping error in this application.

Fixing Reference

The FIXING_REFERENCE_ID and PRE-AGREED_FIXING_REFERENCE fields are currently only relevant for non-
deliverable forwards (NDFs) and 360T as an external trading platform.

With the indicator PRE-AGREED_FIXING_REFERENCE, you can capture the information that the fixing reference
ID was already pre-agreed upon with the counterparty before completing the trade on 360T. You can derive this
indicator with a mapping rule based on the fixing reference ID and the source value PRE-AGREED_FIXING. If the
indicator is set to TRUE, the fixing reference ID is set to Empty.

 Note

Please note that your back-end system might not support a configuration for pre-agreed fixing reference
IDs.

In this case, you might have to assign the correct fixing reference ID manually to the financial transaction in
your back-end system.

Instrument Category

360T uses the EFFECTIVE_DATE field to differentiate between the instrument categories FX Spot and FX
Forward. The trading platform integration applies the following logic to derive the instrument category: If the
effective date is TODAY, TOMORROW, or SPOT, the trade is considered an FX spot transaction. All later dates are
considered FX forward transactions.

Configuration Guide
72 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
INDIVIDUAL

For the 360T target field INDIVIDUAL under Configure Mappings - Trading Platform Format (Intercompany)
Outbound , we recommend one of these two mapping configurations:

● Mapping Type - Constant: This application sends out all trade requests with a standard technical user.
Hence, the 360T user will be the same for all trade requests.
● Mapping Type - Copy : The 360T user is derived from the user who sends out the trade requests in this
application. In this case, this application adds the recommended source field DERIVED_LOGON_USER to
the trade request. In the reference table, you have to enter all authorized users for this application and for
360T. The value could be their email address, but the format can vary depending on your identity provider.
In this case, only the users entered in the reference table can send trade requests to 360T.

Specifics for Interest Rate Calculation

360T returns interest amount and interest value date. This data is stored in the trading platform integration,
but only the interest amount is visible in this application. The data is also not forwarded to the back-end
system. The interest amount is always calculated in your back-end system based on the agreed interest
conditions. This means that if 360T sends back an amount or a percentage for a rate, this application stores it
and you can review it in this application, but it will not be forwarded to your back-end system. Therefore, the
calculations from 360T and from your back-end system can differ.

Prerequisites

You have loaded the default mappings in the relevant mapping app.

Procedure

1. Open the Configure Mappings - Trading Platform Format (Intercompany) app.

2. Select the relevant trading platform profile for which you want to maintain field mappings.
3. Select a Direction.
Depending on the direction, different target fields are displayed in the mapping overview.
○ Inbound:
The trade fields from the trading platform have to be mapped to the relevant trade fields in the
application.
○ Outbound:
The trade request fields in the application have to be mapped to the trade request fields in the trading
platform.
4. Now select a field with the status Mapping Not Provided or Reference Table Not Provided.
5. On the next screen, you can map the source values to the target values depending on the preconfigured
mapping type.
6. If you are using a reference table to map more than one field, use  Add to add more entries in the
reference table.
7. Save your entries.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 73
Related Information

Field Mapping [page 56]

Details for Mappings to Trading Platform Format (Intercompany) [page 75]

Configuration Guide
74 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
4.4.2.1 Details for Mappings to Trading Platform Format
(Intercompany)

Find information regarding the source and target fields in the field mapping.

Mapping Direc­ Recommended

Source Field Target Field tion Format Mapping Type Details

DERIVED_LOGON_ INDIVIDUAL Outbound 360T Constant This field is filled

USER
with the ID of the
or
user executing the
Copy and mapping configu-
Reference Table ration at runtime.
This can be their
email address or
client ID, for exam­
ple. For 360T, the
recommended tar­
get field is
INDIVIDUAL.

We recommend
one of the follow­
ing mapping types:

● Constant: This
application
sends out all
trade re­
quests with a
standard
technical
user. Hence,
the 360T user
will be the
same for all
trade re­
quests.
● Copy and
Reference
Table: The
360T user is
derived from
the user who
sends out the
trade re­
quests in this
application. In

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 75
 Mapping Direc­ Recommended
Source Field Target Field tion Format Mapping Type Details

this case, this

application
adds the rec­
ommended
source field
DERIVED_LO
GON_USER to
the trade re­
quest. In the
reference ta­
ble, you have
to enter all au­
thorized users
for this appli­
cation and for
360T. The
value could be
their email ad­
dress, but the
format can
vary depend­
ing on your
identity pro­
vider. In this
case, only the
users entered
in the refer­
ence table
can send
trade re­
quests to
360T.

Configuration Guide
76 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 Mapping Direc­ Recommended
Source Field Target Field tion Format Mapping Type Details

FIXING_REFEREN FIXING_REFEREN
Outbound 360T Copy and The
CE_ID CE
Reference Table FIXING_REFEREN
CE_ID and
FIXING_REFEREN
CE_PRE_AGREED_
INDICATOR fields
are currently only
relevant for non-
deliverable for­
wards (NDFs) and
360T as an exter­
nal trading plat­
form.

DERIVED_OPPOSI OPPOSITE_CURRE
Inbound 360T Copy or Reference This is the oppo­
TE_CURRENCY_CO NCY
Table site of the traded
DE
currency. This ap­
plication derives
the opposite cur­
rency for the
Opposite Amount
field based on the
currency data re­
ceived from the
trading platform.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 77
 Mapping Direc­ Recommended
Source Field Target Field tion Format Mapping Type Details

FIXING_REFEREN FIXING_REFEREN
Inbound 360T Copy and With the indicator
CE CE_PRE_AGREED_
Reference Table FIXING_REFEREN
INDICATOR
CE_PRE_AGREED_
INDICATOR, you
can capture the in­
formation that the
fixing reference ID
was already pre-
agreed upon with
the counterparty
before completing
the trade on 360T.
You can derive this
indicator with a
mapping rule
based on the fixing
reference ID and
the source value
PRE-
AGREED_FIXING.
If the indicator is
set to TRUE, the
fixing reference ID
is set to Empty.

 Note
Please note
that your
back-end sys­
tem might not
support a con­
figuration for
pre-agreed fix-
ing reference
IDs.

In this case,
you might
have to assign
the correct fix-
ing reference
ID manually to
the financial
transaction in

Configuration Guide
78 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 Mapping Direc­ Recommended
Source Field Target Field tion Format Mapping Type Details

your back-end
system.

4.4.3 Configure Mappings - Back-End Format

Map the fields of your trade requests and trades between the application and your SAP back-end system.

Context

Data fields may have different names and values in different systems. You therefore need to map these fields to
process trade requests and trades. A preconfigured mapping is available to map the trade request fields from
your back end to the application format and to map the trade fields in the application to the back-end format.

Configuration Specifics

Legal Basis for Trade Repository Reporting

To comply with legal regulations such as EMIR or the Dodd-Frank Act, the trading platform can assign a unique
ID to each completed trade. To store this value correctly in your back-end system's trade repository, you must
map the legal basis in the trading platform integration application.

For more information, see Trade Repository Reporting (TRR).

 Example

Assuming your legal basis is set to 01 - EMIR, proceed as follows to map the legal basis:

1. On the Home screen of the trading platform integration application, go to Configure Mappings - Back-
End Format.
2. Choose the Direction: Inbound.
3. Choose the field LEGAL_BASIS, and on the detail screen enter:
1. Mapping Type: Constant
2. Constant: 1
4. Result:
1. Trading Platform Integration: The detail screen under Manage Trades shows the correct value in
the Legal Basis field.
2. Back-End System: The Administration tab of the financial transaction shows the correct Legal
Basis.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 79
For more information regarding ID and legal basis for trade repository reporting, see Configure Mappings -
Trading Platform Format [page 59].

 Note

It is also possible to map the Legal Basis in the Configure Mappings - Trading Platform Format app to derive
the legal basis consistently for all trades. If you make the necessary mappings in the Configure Mappings -
Trading Platform Format app, the mappings in the Configure Mappings - Back-End Format has to be set to
Copy. We recommend to make the settings in the Configure Mappings - Back-End Format app.

Mapping IDs for Money Market Fund Transactions

This application identifies money market funds using a combination of security ID type, such as ISIN,
Bloomberg ID or CUSIP, and a security ID value, which is the unique identifier for this security. Depending on
your trading platform, trades for money market funds can have only one security ID type, or several
alternatives. The main combination appears in the Trade Details section as Security ID Type and Security ID
Value.

 Example

Security ID Type: ISIN

Security ID Value: US1234567890

This combination is stored in the field DERIVED_SECURITIES_ID_VALUE, which is mapped to the target field
SECURITIES_INTERNAL_ID under Configure Mappings - Back-End Format Direction: Inbound , for
example ISIN_US1234567890. This value is used as the ID Number in your back-end system.

The alternative IDs come from the target fields SECURITIES_ALTERNATIVE_ID_TYPE and
SECURITIES_ALTERNATIVE_ID_VALUE. They appear under Alternative Identification in the Trade Details.

For more information regarding the several options for mapping security IDs, see How to Set Up Securities:
Money Market Funds [page 40].

Overwriting Fields in SAP S/4HANA Back-End Systems

For the back-end fields PRODUCT_TYPE and TRANSACTION_TYPE usually the field
DERIVED_INSTRUMENT_CATEGORY is recommended for mapping under Direction Inbound .

If you want to overwrite the product type and transaction type when mapping data from an SAP S/4HANA
system to the application, you can use the Business Add-In BAdI: Trading Platform Integration: Overwrite
General Mapping.

To overwrite the fields SECURITIES_INTERNAL_ID, SECURITIES_ACCOUNT, FLOW_TYPE and

PAYMENT_FLOW_TYPE for securities transactions, use the Business Add-In BAdI: Trading Platform Integration:
Overwrite Product-Specific Mapping.

You can find both BAdIs in the Customizing under Financial Supply Chain Management Treasury and Risk
Management Transaction Manager General Settings Transaction Management External Link
Connect to Trading Platform via Trading Platform Integration .

Contact Person
Values in the CONTACT_PERSON field exceeding 19 characters are truncated.

Configuration Guide
80 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
To avoid truncated values, create a separate mapping entry for each entry that is longer than 19 characters.

Execution Type

For the target field EXECUTION_TYPE under Direction Inbound , you have to enter the following mapping:

● Mapping Type: Constant

● Constant: RFQ

Changes Allowed Indicator

For the target field CHANGE_ALLOWED_INDICATOR under Direction Inbound , we recommend the
following mapping:

● Mapping Type: Constant

● Constant: TRUE or FALSE

For the constant, you can choose between TRUE or FALSE. In the case of 360T, this indicator defines whether a
trade request can be changed on the external trading platform or not. Please keep in mind that it depends on
the external trading platform of your choosing whether this indicator works as designed or not.

Prerequisites

You have loaded the default mappings in the relevant mapping app.

Procedure

1. Open the Configure Mappings - Back-End Format app.

2. Select the relevant back-end profile for which you want to maintain field mappings.
3. Select a direction.
Depending on the direction, different target fields are displayed in the mapping overview.
○ Inbound:
The trade fields in the application have to be mapped to the relevant financial transaction fields in the
back-end system.
○ Outbound:
The trade request fields from the back-end system have to be mapped to the relevant trade request
fields in the application.
4. Now select a field with the status Mapping Not Provided or Reference Table Not Provided.
5. On the next screen, you can map the source values to the target values depending on the preconfigured
mapping type.
6. If you are using a reference table to map more than one field, use  Add to add more entries in the
reference table.
7. Save your entries.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 81
Related Information

Field Mapping [page 56]

Configure Mappings - Trading Platform Format [page 59]

4.4.3.1 Details for Mappings to Back-End Format

Find information regarding the source and target fields in the field mapping.

Recommended Map­
Source Field Target Field Mapping Direction ping Type Details

EXECUTION_TYPE Outbound Constant You must enter the fol­

lowing values:

● Mapping Type:
Constant
● Constant: RFQ

CHANGE_ALLOWED_IN Outbound Constant This field is added to

DICATOR trade requests by this
application. For the
constant, you can
choose between TRUE
or FALSE.

In the case of 360T,

this indicator defines
whether a trade re­
quest can be changed
on the external trading
platform or not. Please
keep in mind that it de­
pends on the external
trading platform of
your choosing whether
this indicator works as
designed or not.

Configuration Guide
82 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 Recommended Map­
Source Field Target Field Mapping Direction ping Type Details

CONTACT_PERSON CONTACT_PERSON Inbound Copy or Copy or This field is copied to

Reference Table your back-end system;
however, values in the
CONTACT_PERSON field
exceeding 19 charac­
ters are truncated.

To avoid truncated val­

ues, use the mapping
type Copy or Reference
Table to create a sepa­
rate entry for each en­
try that is longer than
19 characters.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 83
 Recommended Map­
Source Field Target Field Mapping Direction ping Type Details

DERIVED_INSTRUMEN PRODUCT_TYPE Inbound Copy and Reference The field

Table
T_CATEGORY DERIVED_INSTRUMEN
T_CATEGORY is recom­
mended.

The following values

are possible:

FX_COLLAR_BUY

FX_COLLAR_SELL

FX_FORWARD

FX_NDF

FX_OPTION_BUY

FX_OPTION_SELL

FX_SPOT

FX_SWAP_SPOT

FX_SWAP_FORWARD

MM_DEALFT_INVEST

MM_DEALFT_BORROW

SEC_MMF_ORDER_VER
IFIED_PURCHASE

SEC_MMF_ORDER_VER
IFIED_SALE

SEC_MMF_TRANS_PRI
CED_PURCHASE

SEC_MMF_TRANS_PRI
CED_SALE

SEC_MMF_DIV_REINV
ESTED_PURCHASE

SEC_MMF_DIV_REINV
ESTED_SALE

SEC_MMF_REB_REINV
ESTED_PURCHASE

SEC_MMF_REB_REINV
ESTED_SALE

Configuration Guide
84 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 Recommended Map­
Source Field Target Field Mapping Direction ping Type Details

 Note
The
DERIVED_INSTRU
MENT_CATEGORY
field concatenates
the values for in­
strument cate­
gory, activity cate­
gory and transac­
tion type. For ex­
ample:

SEC_M Instru­
MF ment
Cate­
gory
Securiti
es:
Money
Market
Fund

ORDER Activity
_VERI Cate­
FIED gory
Order
Verified

PURCH Trans­
ASE action
Type
Purcha
se

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 85
 Recommended Map­
Source Field Target Field Mapping Direction ping Type Details

DERIVED_INSTRUMEN TRANSACTION_TYPE Inbound Copy or Reference The field

Table
T_CATEGORY DERIVED_INSTRUMEN
T_CATEGORY is recom­
mended.

The following values

are possible:

FX_COLLAR_BUY

FX_COLLAR_SELL

FX_FORWARD

FX_NDF

FX_OPTION_BUY

FX_OPTION_SELL

FX_SPOT

FX_SWAP_SPOT

FX_SWAP_FORWARD

MM_DEALFT_INVEST

MM_DEALFT_BORROW

SEC_MMF_ORDER_VER
IFIED_PURCHASE

SEC_MMF_ORDER_VER
IFIED_SALE

SEC_MMF_TRANS_PRI
CED_PURCHASE

SEC_MMF_TRANS_PRI
CED_SALE

SEC_MMF_DIV_REINV
ESTED_PURCHASE

SEC_MMF_DIV_REINV
ESTED_SALE

SEC_MMF_REB_REINV
ESTED_PURCHASE

SEC_MMF_REB_REINV
ESTED_SALE

Configuration Guide
86 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
4.4.4 Configure Mappings - Back-End Format (Intercompany)

Map the fields of your intercompany trade requests and trades between the application and your SAP back-end
system.

Context

Data fields may have different names and values in different systems. You therefore need to map these fields to
process intercompany trade requests and trades. A preconfigured mapping is available to map the trade
request fields from your back-end to the application format and to map the trade fields in the application to the
back-end format.

Configuration Specifics

Legal Basis for Trade Repository Reporting

To comply with legal regulations such as EMIR or the Dodd-Frank Act, the trading platform can assign a unique
ID to each completed trade. To store this value correctly in your back-end system's trade repository, you must
map the legal basis in the trading platform integration application.

For more information, see Trade Repository Reporting (TRR).

 Example

Assuming your legal basis is set to 01 - EMIR, proceed as follows to map the legal basis:

1. On the Home screen of the trading platform integration application, go to Configure Mappings - Back-
End Format (Intercompany).
2. Choose the Direction: Inbound.
3. Choose the field LEGAL_BASIS, and on the detail screen enter:
1. Mapping Type: Constant
2. Constant: 1
4. Result:
1. Trading Platform Integration: The detail screen under Manage Trades shows the correct value in
the Legal Basis field.
2. Back-End System: The Administration tab of the financial transaction shows the correct Legal
Basis.

For more information regarding ID and legal basis for trade repository reporting, see Configure Mappings -
Trading Platform Format [page 59].

Contact Person
Values in the CONTACT_PERSON field exceeding 19 characters are truncated.

To avoid truncated values, create a separate mapping entry for each entry that is longer than 19 characters.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 87
Execution Type

For the target field EXECUTION_TYPE under Direction Inbound , you have to enter the following mapping:

● Mapping Type: Constant

● Constant: RFQ

Prerequisites

You have loaded the default mappings in the relevant mapping app.

Procedure

1. Open the Configure Mappings - Back-End Format (Intercompany) app.

2. Select the back-end profile for which you want to maintain field mappings.
3. Select a direction.
Depending on the direction, different target fields are displayed in the mapping overview.
○ Inbound:
The intercompany trade fields in the application have to be mapped to the financial transaction fields
in the back-end system.
○ Outbound:
The trade request fields from the back-end system have to be mapped to the intercompany trade
request fields in the application.
4. Now select a field with the status Mapping Not Provided or Reference Table Not Provided.
5. On the next screen, you can map the source values to the target values depending on the preconfigured
mapping type.
6. If you are using a reference table to map more than one field, use  Add to add more entries in the
reference table.
7. Save your entries.

Related Information

Field Mapping [page 56]

Configure Mappings - Trading Platform Format [page 59]

Configure Mappings - Back-End Format [page 79]

Configuration Guide
88 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
4.4.4.1 Details for Mappings to Back-End Format
(Intercompany)

Find information regarding the source and target fields in the field mapping.

Recommended Map­
Source Field Target Field Mapping Direction ping Type Details

EXECUTION_TYPE Outbound Constant You must enter the fol­

lowing values:

● Mapping Type:
Constant
● Constant: RFQ

COUNTERPARTY_COMP PARTNER Inbound Copy and Reference The field

ANY_ID Table COUNTERPARTY_COMP
ANY_ID is used for in­
tercompany trading
and represents the in­
ternal counterparty. It
is mapped by default
to the generic business
partner ID (PARTNER)
in the back-end for­
mat. That is because
the back-end system
does not differentiate
between internal coun­
terparties, like treasury
centers, and external
ones, like trading plat­
forms.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 89
 Recommended Map­
Source Field Target Field Mapping Direction ping Type Details

DERIVED_INSTRUMEN PRODUCT_TYPE
Inbound Copy and Reference The field
T_CATEGORY
Table DERIVED_INSTRUMEN
T_CATEGORY is recom­
mended.

The following values

are possible:

FX_COLLAR_BUY

FX_COLLAR_SELL

FX_FORWARD

FX_NDF

FX_OPTION_BUY

FX_OPTION_SELL

FX_SPOT

FX_SWAP_SPOT

FX_SWAP_FORWARD

MM_DEALFT_INVEST

MM_DEALFT_BORROW

Configuration Guide
90 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 Recommended Map­
Source Field Target Field Mapping Direction ping Type Details

DERIVED_INSTRUMEN TRANSACTION_TYPE
Inbound Copy or Reference The field
T_CATEGORY Table
DERIVED_INSTRUMEN
T_CATEGORY is recom­
mended.

The following values

are possible:

FX_COLLAR_BUY

FX_COLLAR_SELL

FX_FORWARD

FX_NDF

FX_OPTION_BUY

FX_OPTION_SELL

FX_SPOT

FX_SWAP_SPOT

FX_SWAP_FORWARD

MM_DEALFT_INVEST

MM_DEALFT_BORROW

CONTACT_PERSON CONTACT_PERSON Inbound Copy or Copy or This field is copied to

Reference Table your back-end system;
however, values in the
CONTACT_PERSON field
exceeding 19 charac­
ters are truncated.

To avoid truncated val­

ues, use the mapping
type Copy or Reference
Table to create a sepa­
rate entry for each en­
try that is longer than
19 characters.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 91
4.5 Configure Business Rules

Define business rules to automate your processing steps in the trading platform integration application.

About

SAP Business Rules is a service for automated decision-making. The Configure Business Rules app lets you
configure process steps within the trading platform integration application. To define business rules, go to the
Configuration section of your launchpad and choose Configure Business Rules.

For more information regarding the SAP Business Rules service, see SAP Business Rules Service for the Cloud
Foundry Environment.

Use

 Note

At the moment, business rules can be entered in English only. Consequently, they appear in English in other
language versions of the application. However, the static interface text is translated into other languages.

The first time you open the Configure Business Rules app, the rules are imported. This takes a few seconds.
Afterwards, the rules have the status Active. However, you still have to configure and activate each rule
manually.

The Configure Business Rules app checks for updates the first time you start the app after an upgrade. This
way, updates are imported automatically. If you want to manually update or import updates, select  Update
Trading Projects.

Overview

Depending on your use case, you need to configure the following business rules:

Business Rules for Intercompany Trading

These rules configure the intercompany trading process. To see which rules are mandatory for which
intercompany scenario, check the Rules for Intercompany Trading Scenarios table below. Depending on the
routing category, the trade requests are processed as intercompany or external trade requests. If they are
processed in the intercompany process, the rules are called up by the system in the following order:

1. Decision for Trade Request Routing Category

Decide whether a trade request is processed as an intercompany or external trade request.
2. Decision for Intercompany Trading Scenario
Decide which intercompany trading scenario to use. For more information, see Intercompany Trading and
Trade Request Process [page 8].

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92 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
3. Derivation of Trading Partners
Derive which legal entities to treat as subsidiary or treasury center.
Typically, the trade requests processed in the trading platform integration application are sent from
subsidiaries that would like to trade with their treasury center. With the Derivation of Trading Partners
business rule, you can configure another use case, namely, the treasury center sends trade requests on
behalf of their subsidiaries.
4. Derivation of Values for Trade Request
Decide which values to derive for the treasury center or subsidiary depending on your configurations in the
Derivation of Trading Partners business rule.
The trading platform integration application receives the intercompany trade request from your back-end
system. This trade request typically reflects the perspective of the subsidiary if not specified otherwise in
the Derivation of Trading Partners business rule. With the Derivation of Values for Trade Request business
rule, you have the option to map the values and derive the data that reflects the perspective of the
respective counterparty. This can be used, for example, to define the hedging classification for the
counterparty. This value is then taken over in the external trade request and/or in the intercompany trade
of the counterparty.
5. Decision for Creating Intercompany Trades
Decide for which company ID to create the intercompany trades. You can choose between treasury center
and subsidiary or select both.

The following graphic illustrates when which rule for the intercompany trading and intercompany scenarios is
called up in the intercompany trading and trade request process.

Overview of Business Rules During Intercompany Trading

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 93
Rules for Intercompany Trading Scenarios

Back-to-Back
Back-to-Back Risk Transfer Risk Transfer Trading via Trading
Trading (Sub­ through Manual through Auto­ Trading Plat­ (Treasury
sidiary) Trading mated Trading form Center)

Decision for Trade Request Routing Mandatory Mandatory Mandatory Mandatory Mandatory
Category

Decide whether a trade request is

processed as an intercompany or
external trade request.

Decision for Intercompany Trading Mandatory Mandatory Mandatory Mandatory n.a.

Scenario

Decide which intercompany trading

scenario to use.

Derivation of Trading Partners Mandatory Mandatory Mandatory Mandatory n.a.

Derive which company IDs to treat

as trading partners.

Derivation of Values for Trade Optional Optional Optional Optional n.a.

Request

Decide which values to derive for

the treasury center or subsidiary
depending on your configurations
in the Derivation of Trading Partners
business rule.

Decision for Creating Intercompany Optional Optional Optional Optional Optional

Trades

Decide for which company ID to

create the intercompany trades.
You can choose between treasury
center and subsidiary or select
both.

This rule is applied whenever inter­

company trades are created. This
gives you the option to define
whether one or two intercompany
trades are created.

Decision for Foreign Exchange Optional Optional Optional Optional Optional

Instrument Category

Decide which instrument catego­

ries to use for foreign exchange
transactions.

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94 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
 Back-to-Back
Back-to-Back Risk Transfer Risk Transfer Trading via Trading
Trading (Sub­ through Manual through Auto­ Trading Plat­ (Treasury
sidiary) Trading mated Trading form Center)

Decision for Money Market Optional Optional Optional Optional Optional

Instrument Category

Decide which instrument catego­

ries to use for money market trans­
actions.

Business Rules for External Trading

These rules let you configure the trading scenario Back-to-Back Scenario (Treasury Center) and which
instrument categories to derive automatically for FX and MM transactions, meaning you do not have to assign
them manually anymore.

● Decision for Trading Scenario

Decide whether to use the trading scenario Back-to-Back Trading (Treasury Center).
● Decision for FX Instrument Category
Decide which instrument categories to use for foreign exchange transactions.
● Decision for MM Instrument Category
Decide which instrument categories to use for money market transactions.

Business Rules for Market Data Management

These rules let you configure your intercompany trading scenarios in more detail. You can, for example, set up a
markup or markdown. These rules are mandatory only for particular scenarios.

Rules for Market Data Management by Intercompany Trading Scenario

Back-to-Back
Back-to-Back Risk Transfer Risk Transfer Trading via Trading
Trading (Sub­ through Manual through Auto­ Trading Plat­ (Treasury
sidiary) Trading mated Trading form Center)

Decision for Markup or Markdown Optional Optional Optional Optional Optional

Set rules for markup or markdown

format and value.

Decision for MM Markup or n.a. Optional Optional n.a. n.a.

Markdown

Set rules for markup or markdown

format and value for money market
transactions.

Decision for Quotation Source n.a. Mandatory Mandatory n.a. n.a.

Decide where to retrieve the quota­

tion from.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 95
 Back-to-Back
Back-to-Back Risk Transfer Risk Transfer Trading via Trading
Trading (Sub­ through Manual through Auto­ Trading Plat­ (Treasury
sidiary) Trading mated Trading form Center)

Decision for Retrieving Rate for n.a. Mandatory n.a. n.a. n.a.
Manual Trading

Decide whether to retrieve the pre-

agreed rate from the back-end sys­
tem for the manual trading sce­
nario.

Derivation of Allowed Reference n.a. Optional Optional n.a. n.a.

Interest Rates

Derive which reference interest

rates to use for certain attributes,
such as currency or company ID.

Business Rules for Configuring Counterparties

These rules let you configure external counterparties for trades outside of your organization. The target fields
COUNTERPARTY_ID and PARTNER are set to read-only for the particular profile IDs if someone tries to maintain
the mappings for these profile IDs in the Configure Mappings app.

For more information, see Manage Counterparties [page 128].

If you replicate your counterparties from your back-end system, configure these rules:

● Derivation of Counterparty Role

Derive the role that identifies a business partner as a counterparty.
● Derivation of Authorized Instrument Categories
Derive the instrument categories for which a counterparty has authorization.

Configure the Derivation of Preferred Counterparties business rule to derive which counterparties to prefer for
specific trade requests. You can use this rule for all counterparties that you maintain in this application. It is not
a prerequisite to use business partner replication from your back-end system.

Business Rules for Configuring Counterparty Limits

These rules let you configure the limit types that trading platform integration uses to retrieve counterparty
limits from your back-end system to display them in this application.

Configure the Derivation of Counterparty Limit Types business rule to use the Counterparty Limit Utilization
app. For more information, see Counterparty Limit Utilization.

These rules let you further configure the settings for your counterparty limit check. For more information
regarding limit checks, see Process Limit Checks.

● Settings for Counterparty Limit Check

Derive which limit types to use for executing counterparty limit checks in your back-end system.
● Derivation of FX Instrument Limit Check Parameters
Derive additional parameters for the limit check of foreign exchange instruments.

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96 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
  Note

The business rules Derivation of ICO Counterparty Limit Types, and Derivation of MM Instrument Limit
Check Parameters are technical prerequisites for future releases. You do not need to make any
configurations for these rules until further notice.

Related Information

Trading and Trade Request Process [page 5]

Intercompany Trading and Trade Request Process [page 8]
Manage Counterparties [page 128]
Manage Preferred Counterparties
Counterparty Limit Utilization

4.5.1 Configure Decision Tables

Configure your business rules with decision tables.

Use

The business rules use decision tables to configure the behavior of the process steps within the trading
platform integration application. All business rules have a hit policy assigned:

● First match: If a rule has a first match hit policy, the first occurrence that matches the condition is returned
as a result.

 Example

Imagine that you want to redecorate your patio. For this you want to buy a flower tub. It comes in
several colors, but since you only have space for one you have to decide on only one color.

● All match: If a rule has an all match hit policy, all occurrences that match the condition are returned as a
result.

 Example

Now that you have chosen a flower tub, you want to add flowers. Here you are not limited to just one
variety, but can choose many.

Configuration Guide
Business Configuration INTERNAL – Authorized for SAP Customers and Partners 97
Procedure

 Note

For more information on the syntax for SAP Business Rules, see Expression Language 2.0.

1. In the If column, either enter a fixed value, such as TRUE, or choose the relevant input category.

 Note

TRUE means either:

○ It's the default case or rather the case that occurrs if all other configured conditions do not apply.
○ The rule has a first match hit policy assigned to it. Therefore, further entries do not make sense.

2. 1. If you have entered a fixed value, move directly to step 3.

2. If you have chosen an input category, choose one of the available attributes and assign a fixed value.
Instead of assigning a fixed value, you can also enter a calculation. You need to decide depending on
your use case.

 Note

Do not use the technical field Requester UUID.

3. In the Then column, either enter a fixed value or choose the relevant result category.
4. 1. If you have entered a fixed value, move directly to step 5.
2. If you have chosen a result category, choose one of the available attributes and assign a fixed value.
Instead of assigning a fixed value, you can also enter a calculation. You need to decide depending on
your use case.
5. Save your entries and activate the rule.

 Note

Please note that the available input and result categories differ between the business rules.

Result

You made the entries for your configuration rules. Check in the relevants apps whether your configuration runs
smoothly. If any errors related to the business rules occur, check your entries and make the necessary
changes.

More Information

For more information regarding decision tables, see Model a Rule in Decision Table.

For more information regarding each business rule, choose the relevant rule from the list.

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98 INTERNAL – Authorized for SAP Customers and Partners Business Configuration
4.5.2 Intercompany Trading

4.5.2.1 Decision for Trade Request Routing Category

This business rule lets you define when a trade request imported from the back-end system is treated as an
intercompany trade request.

Use

After the trading platform integration application gets a trade request from the back-end system, it needs to
decide whether to create an external trade request or an intercompany trade request. If an intercompany trade
request is created, the intercompany process is initiated, which allows a subsidiary to forward the trade request
to its treasury center.

Technical Details

● Hit policy: First match

● Input and result categories available:
○ Input for Trade Request Routing Category Decision
○ Result of Trade Request Routing Category Decision

Result

Your input could look like this:

 Example

If Then

Input for Trade Request Routing Category 'INTERNAL'

Decision.Company Code = '1234'

TRUE 'EXTERNAL'

This means that trade requests from the subsidiary with company code 1234 are treated as intercompany
trade requests and all other trade requests (TRUE) are treated as external trade requests.

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Business Configuration INTERNAL – Authorized for SAP Customers and Partners 99
4.5.2.2 Decision for Intercompany Trading Scenario

This business rule lets you define which scenario applies to intercompany trade requests.

Use

The following trading scenarios are available:

Value Name

1 Back-to-Back Trading (Subsidiary)

2 Risk Transfer through Manual Trading

3 Risk Transfer through Automated Trading

4 Trading via Trading Platform

5 Back-to-Back Trading (Treasury Center)

 Note

Only define rules for scenarios 1 to 4 in this business rule. For scenario 5 you need to make your settings in
the Decision for External Trading Scenario business rule.

For more information regarding intercompany trading scenarios, see Intercompany Trading and Trade Request
Process [page 8].

Technical Details

● Hit policy: First match

● Input and result categories available:
○ Input for Intercompany Trading Scenario Decision
○ Result of Intercompany Trading Scenario Decision

Result

Your input could look like this:

 Example

If Then

Input for Intercompany Trading Scenario '1'

Decision.Company ID = '1234'

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 If Then

Input for Intercompany Trading Scenario '2'

Decision.Company ID = '2345' AND Input for
Intercompany Trading Scenario Decision.Leg 1 Traded
Amount > '2000000' AND Input for Intercompany
Trading Scenario Decision.Leg 1 Traded Amount Currency
= 'USD'

Input for Intercompany Trading Scenario '3'

Decision.Company ID = '2345'

Input for Intercompany Trading Scenario Decision.XX = '4'

'XX'

This means that scenario '1' applies for trade requests with company ID '1234'. Scenario '2' applies for
trade requests with company ID '2345' and amounts larger than 2,000,000 USD. For all other trade
requests with company ID '2345' scenario '3' applies. This way, subsidiary 1234 always uses the Back-
to-Back scenario, while all trade requests above 2,000,000 USD from subsidiary 2345 are traded manually
and all trade requests under 2,000,000 USD are traded automatically.

 Note

The entries for this business rule can also be combined with instrument categories, if you choose to define
your intercompany scenarios in even more detail.

 Note

Please keep in mind that Automated Trading supports only the instrument categories FX Forward, FX NDF,
and FX Spot.

Related Information

Intercompany Trading and Trade Request Process [page 8]

Decision for Trading Scenario [page 108]

4.5.2.3 Derivation of Trading Partners

This rule lets you derive which legal entities are treated as a subsidiary or a treasury center.

Use

This is necessary to determine where the trade request originated from and to interpret the request
accordingly.

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Typically, trade requests processed in the trading platform integration application are sent from subsidiaries
that would like to trade with their treasury center. With the Derivation of Trading Partners business rule, you can
configure another use case, namely, the treasury center is sending a trade request on behalf of their
subsidiaries.

Technical Details

● Hit policy: First match

● Input and result categories available:
○ Input for Intercompany Trading Partners Derivation
○ Result of Intercompany Trading Partners Derivation

Result

Your input could look like this:

 Example

Let us have a look at two separate use cases to make clear how this rule works.

Use Case 1: Subsidiary trades with treasury center

Then

If Treasury Center Company ID Subsidiary Company ID

Input for Intercompany Trading 1234 Input for Intercompany Trading

Partners Derivation.Company ID Partners Derivation.Company ID
EXISTIN = ['2345' , '3456' , '4567' ]

This means that the trade request was created in the company ID of the subsidiary in the back-end system
and the treasury center company ID is 1234. This is the standard case.

Use Case 2: Treasury center trades on behalf of subsidiary

Then

If Treasury Center Company ID Subsidiary Company ID

Input for Intercompany Trading Input for Intercompany Trading Input for Intercompany Trading
Partners Derivation.On Behalf Of Partners Derivation.Company ID Partners Derivation.On Behalf Of
Company = 'SUB1' Company

This means that the trade request was created in the company ID of the treasury center and the subsidiary
company code is entered in the On Behalf Of Company field to reference it in the treasury center view of the
trade request. In this case, the Trading Originator Type in the intercompany trade request is set to Treasury
Center. Otherwise, it is set to Subsidiary.

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4.5.2.4 Derivation of Values for Trade Request

This business rule lets you derive values for an external trade request from the treasury center or subsidiary.

 Caution

This business rule currently has two versions:

● Derivation of Values for Trade Request *deprecated*

● Derivation of Values for Trade Request V2

Version 1 of this rule is deprecated and not used anymore by the application. Therefore, it is displayed in
read-only mode and only displayed for reference. This means that you can still review your previous
configuration and adapt the new version of the rule accordingly. Please switch to version 2 of the rule and
make the necessary settings to avoid running into errors with your processes. Version 1 of the rule will be
removed with a future release of the trading platform integration application.

With this change this rule is now considered optional, while the Derivation of Trading Partners business rule
becomes mandatory.

Use

The trading platform integration application receives the intercompany trade request from your back-end
system. This trade request typically reflects the perspective of the subsidiary if not specified otherwise in the
Derivation of Trading Partners business rule. With the Derivation of Values for Trade Request business rule, you
have the option to map the values and derive the data that reflects the perspective of the respective
counterparty. This can be used, for example, to define the portfolio for the counterparty. This value is then
taken over in the external trade request and / or in the intercompany trade of the counterparty. Generally, you
can use this business rule to map account assignment fields in detail.

Technical Details

● Hit policy: First match

● Input and result categories available:
○ Input for Derivation of Trade Request Values
This structure reflects the data that is currently stored in the trade request and that is typically
received from your back-end system. This reflects the perspective of the subsidiary or the requestor of
the trade.
○ Result of Derivation of Trade Request Values
This structure contains the mapped values that are used to fill the external trade request if the back-to-
back scenario is used or the intercompany trade for the treasury center if a risk transfer scenario is
used.

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Result

Your input could look like this:

 Example

Mapping Values from Subsidiary to Treasury Center

Assume that a subsidiary uses portfolio A and its treasury center uses portfolio B. To derive the values of an
intercompany trade request of the treasury center from the subsidiary, you have to map the portfolio from
A to B.

Then

If Leg 1 Portfolio ... ... ...

Input for Derivation of 'B' ... ... ...

Trade Request Values
V2.Leg 1 Portfolio = 'A'

Related Information

Decision for Intercompany Trading Scenario [page 100]

4.5.2.5 Decision for Creating Intercompany Trades

This rule lets you decide for which company ID you want to create intercompany trades. You can choose
between treasury center and subsidiary or select both.

Use

After the trading platform integration application receives a trade from the external trading platform, it needs
to decide whether to create the intercompany trade for the company ID of the treasury center or the company
ID of the subsidiary or both.

A use case for this could be that your corporation has several subsidiaries that are not managed in your back-
end system. For such subsidiaries, it makes sense to create intercompany trades for the company ID of the
treasury center only.

 Note

This rule is optional. If you make no entries, intercompany trades are created by default for the company ID
of the subsidiary and treasury center.

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Technical Details

● Hit policy: First match

● Input and result categories available:
○ Input for Intercompany Trades Creation Decision
○ Result of Intercompany Trades Creation Decision

Result

Let's assume your corporation has five subsidiaries. Of these five subsidiaries, three are managed in your back-
end system and two are not managed in your back-end system. In this case, you would like to create
intercompany trades for subsidiary and treasury center for the three subsidiaries that are managed in your
back-end system. For the other two subsidiaries, you would like to create intercompany trades only for the
treasury center.

Your input could look like this:

 Example

Then

If Create for Subsidiary Create for Treasury Center

Input for Intercompany Trades FALSE TRUE

Creation Decision.Subsidiary
Company ID = '1234'

Input for Intercompany Trades FALSE TRUE

Creation Decision.Subsidiary
Company ID = '2345'

Input for Intercompany Trades TRUE TRUE

Creation Decision.Subsidiary
Company ID = '3456'

Input for Intercompany Trades TRUE TRUE

Creation Decision.Subsidiary
Company ID = '4567'

Input for Intercompany Trades TRUE TRUE

Creation Decision.Subsidiary
Company ID = '5678'

This means that for subsidiary company IDs 3456, 4567 and 5678, intercompany trades are created for the
subsidiary and the treasury center. For subsidiary company IDs 1234 and 2345, intercompany trades are
created only for the treasury center.

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4.5.2.6 Decision for Foreign Exchange Instrument Category

This rule lets you decide which instrument category to use for foreign exchange transactions with an undefined
instrument category.

Use

With this rule, you can set up which instrument categories to assign automatically to foreign exchange
transactions with the instrument category FX Undefined assigned to them.

 Note

This rule is available for external and intercompany trading.

Technical Prerequisites

● Hit policy: First match

● Input and result categories available:
○ Input for FX Instrument Category Decision
○ Result of FX Instrument Category Decision

Result

Your input could look like this:

 Example

Then

If Instrument Category

Input for FX Instrument Category Decision.Currency Pair 'FX_NDF'

= 'EUR/BRL'

Input for FX Instrument Category Decision.Instrument 'FX_FORWARD'

Category = 'FX_UNDEF'

This means that trade requests with instrument category FX Undefined and currency pair EUR and BRL are
assigned instrument category FX NDF automatically in the trading platform integration application. Trade
requests with instrument category FX Undefined and other currency pairs than EUR and BRL are assigned
instrument category FX Forward. You can change the assigned instrument categories in the Manage Trade
Requests app.

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  Note

This rule supports only the instrument categories FX Forward, FX NDF, and FX Spot.

4.5.2.7 Decision for Money Market Instrument Category

This rule lets you decide which instrument category to use for money market transactions with an undefined
instrument category.

Use

With this rule, you can set up which instrument categories to assign automatically to money market
transactions with the instrument category Money Market Undefined assigned to them.

 Note

This rule is available for external and intercompany trading.

Technical Prerequisites

● Hit policy: First match

● Input and result categories available:
○ Input for MM Instrument Category Decision
○ Result of MM Instrument Category Decision
● Interest Rate Category: You can choose fixed or variable interest rates for money market transactions. If
you choose Fixed Interest Rate ('FIXED'), you must enter the rate manually when creating phone trades
or manual trades, or when editing money market trades. If you choose Variable Interest Rate
('VARIABLE'), you must enter a reference interest rate. The format of the reference interest rate depends
on your back-end configuration. For more information regarding reference interest rates, see Derivation of
Allowed Reference Interest Rates [page 117].

Result

Your input could look like this:

 Example

Let us say that you want to set up this rule for intercompany and external trading. You need to set up the
rule under Intercompany Trading and External Trading. Your configuration could look like this:

External Trading

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 Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'FIXED'

Intercompany Trading

Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'VARIABLE'

This means that all external trade requests are assigned instrument category MM Fixed Term Loan/Deposit
('MM_DEALFT') with a fixed interest rate automatically in the trading platform integration application. All
intercompany trade requests are assigned instrument category MM Fixed Term Loan/Deposit
('MM_DEALFT') with a variable interest rate.

4.5.3 External Trading

4.5.3.1 Decision for Trading Scenario

This rule lets you define when to apply the scenario Back-to-Back Trading (Treasury Center) to trade requests.

Use

The following trading scenarios are available:

Value Name

1 Back-to-Back Trading (Subsidiary)

2 Risk Transfer through Manual Trading

3 Risk Transfer through Automated Trading

4 Trading via Trading Platform

5 Back-to-Back Trading (Treasury Center)

 Note

Only define rules for scenario 5 in this business rule. For scenarios 1 to 4, you need to make your settings in
the Decision for Intercompany Trading Scenario business rule.

This rule is optional. If you make no entries, by default the external trading scenario is used. For more
information regarding the external trading, see Trading and Trade Request Process [page 5].

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Technical Details

● Hit policy: First match

● Input and result categories available:
○ Input for Trading Scenario Decision
○ Result of Trading Scenario Decision

Result

Your input could look like this:

 Example

If Then

Input for Trading Scenario Decision.On Behalf Of '5'

Company = 'SUB1'

This means that for trade requests on behalf of subsidiary SUB1, scenario 5 Back-to-Back Trading (Treasury
Center) is used. The company code entered in the On Behalf Of Company field is always used for the
creation of the intercompany trades. In the intercompany trade, the company code entered in the On Behalf
of Company field reflects the company ID of the subsidiary, and the company ID entered in the Company ID
field reflects the company ID of the treasury center.

Related Information

Intercompany Trading and Trade Request Process [page 8]

Decision for Intercompany Trading Scenario [page 100]

4.5.3.2 Decision for Foreign Exchange Instrument Category

This rule lets you decide which instrument category to use for foreign exchange transactions with an undefined
instrument category.

Use

With this rule, you can set up which instrument categories to assign automatically to foreign exchange
transactions with the instrument category FX Undefined assigned to them.

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  Note

This rule is available for external and intercompany trading.

Technical Prerequisites

● Hit policy: First match

● Input and result categories available:
○ Input for FX Instrument Category Decision
○ Result of FX Instrument Category Decision

Result

Your input could look like this:

 Example

Then

If Instrument Category

Input for FX Instrument Category Decision.Currency Pair 'FX_NDF'

= 'EUR/BRL'

Input for FX Instrument Category Decision.Instrument 'FX_FORWARD'

Category = 'FX_UNDEF'

This means that trade requests with instrument category FX Undefined and currency pair EUR and BRL are
assigned instrument category FX NDF automatically in the trading platform integration application. Trade
requests with instrument category FX Undefined and other currency pairs than EUR and BRL are assigned
instrument category FX Forward. You can change the assigned instrument categories in the Manage Trade
Requests app.

 Note

This rule supports only the instrument categories FX Forward, FX NDF, and FX Spot.

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4.5.3.3 Decision for Money Market Instrument Category

This rule lets you decide which instrument category to use for money market transactions with an undefined
instrument category.

Use

With this rule, you can set up which instrument categories to assign automatically to money market
transactions with the instrument category Money Market Undefined assigned to them.

 Note

This rule is available for external and intercompany trading.

Technical Prerequisites

● Hit policy: First match

● Input and result categories available:
○ Input for MM Instrument Category Decision
○ Result of MM Instrument Category Decision
● Interest Rate Category: You can choose fixed or variable interest rates for money market transactions. If
you choose Fixed Interest Rate ('FIXED'), you must enter the rate manually when creating phone trades
or manual trades, or when editing money market trades. If you choose Variable Interest Rate
('VARIABLE'), you must enter a reference interest rate. The format of the reference interest rate depends
on your back-end configuration. For more information regarding reference interest rates, see Derivation of
Allowed Reference Interest Rates [page 117].

Result

Your input could look like this:

 Example

Let us say that you want to set up this rule for intercompany and external trading. You need to set up the
rule under Intercompany Trading and External Trading. Your configuration could look like this:

External Trading

Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'FIXED'

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 Intercompany Trading

Then

If Instrument Category Interest Rate Category

TRUE 'MM_DEALFT' 'VARIABLE'

This means that all external trade requests are assigned instrument category MM Fixed Term Loan/Deposit
('MM_DEALFT') with a fixed interest rate automatically in the trading platform integration application. All
intercompany trade requests are assigned instrument category MM Fixed Term Loan/Deposit
('MM_DEALFT') with a variable interest rate.

4.5.4 Market Data Management

4.5.4.1 Decision for Markup or Markdown

This rule lets you set the markup (positive spread) or markdown (negative spread) for a foreign exchange
intercompany trade.

Use

This business rule lets you define which markup (positive spread) is applied for intercompany trades. It is also
possible to apply a markdown (negative spread). This means that the treasury center can forward a trade it
receives from a trading platform to its subsidiary at a higher or lower rate.

 Note

Intercompany trades that have no match in the decision table will not have a markup or markdown, and
there is no error message. Hence, only intercompany trades that match the conditions have a markup or
markdown.

 Note

Independent of the Trading Originator Type of the trade request, this rule is executed based on the data of
the subsidiary.

Technical Details

● Hit policy: First match

● Input and result categories available:
○ Markup or Markdown Decision Input

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 ○ Markup or Markdown Decision Result
● Supported instrument categories:
○ FX Spot
○ FX Forward
○ FX NDF
○ FX Swap
○ FX Option (does not support PERCENTAGE format)
○ FX Collar (does not support PERCENTAGE format)
You need to choose a format for your chosen markup or markdown. It can be either BASIC for a fixed
markup in the basic currency unit (1 USD, 1 JPY) or PERCENTAGE for a variable markup.

 Note

PERCENTAGE is a relative value applied to the quotation of the inbound trade: 1 = 1% markup.

 Example

If the inbound trade has a quotation of 1.2 EUR/USD, the subsidiary receives a quotation of 1.2
+ (1.2 * 0.01) = 1.212 EUR/USD.

BASIC is an absolute value applied to the quotation of the inbound trade: 0.01 = +0.01 basic
currency units. Observe that this unit depends on how many decimal places the currency has. For
example, JPY has no decimals, so the basic unit is 1.

 Example

0.01 means that if the inbound trade has a quotation of 1.2 EUR/USD, the subsidiary receives a
quotation of 1.2 + 0.01 = 1.21 EUR/USD.

-0.01 means that if the inbound trade has a quotation of 1.2 EUR/USD, the subsidiary receives a
quotation of 1.2 - 0.01 = 1.19 EUR/USD.

Result

Your input could look like this:

 Example

Then

If Format Value

Markup or Markdown Decision 'PERCENTAGE' 1

Input.Subsidiary Company ID = '1234'

Markup or Markdown Decision 'BASIC' -0.01

Input.Currency 1 != 'USD'

TRUE 'PERCENTAGE' 0

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 This means that, for all trades with subsidiary company ID 1234, a variable markup of 1% applies, and a
fixed markdown of -0.01 basic units apply for all trades where the leading currency is not equal (!=) to
USD. If none of the conditions apply (TRUE), there is no change (PERCENTAGE is 0).

 Note

The first match hit policy applies here, which means the first fulfilled condition applies to the trade. So,
a trade with subsidiary company ID 1234 and leading currency USD will have a markup of 1% because
Subsidiary Company ID is the first hit.

 Example

If you want to apply a markup or markdown to the instrument category FX_OPTION or FX_COLLAR, you
have to use the BASIC format.

Then

If Format Value

Markup or Markdown Decision 'BASIC' 1

Input.Instrument Category =
‘FX_OPTION’

Observe the number of decimal places. For example, the smallest unit of JPY is 1, while for USD it is 0.01.
So, a value of 0.01 would not work with JPY, but it would work with USD.

 Note

The PERCENTAGE format is currently not available for options and collars. Therefore, any percentage
values you enter will not apply to these instrument categories.

4.5.4.2 Decision for Quotation Source

This rule lets you decide from which source to retrieve the quotation or pre-agreed rate for intercompany trade
requests.

Use

For the Manual Trading and Automated Trading scenarios, you have to define a criterion, an exchange rate type
and the quotation source for intercompany trade requests. Currently, the only supported quotation source is
SAP_S4.

The pre-agreed rates are displayed in the back-end apps Enter FX Spot Rates and Enter FX Swap Rates. For
more information, see Enter FX Spot Rates and Enter FX Swap Rates.

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  Note

For intercompany trades, the trading platform integration application retrieves the information for spot
rates, swap rates, and forward rates from the back-end system.

The input parameters provided by the trading platform integration application are currency pair, exchange
rate type, contract timestamp and forward date. The supplied output parameters from the back-end
system are spot rate, forward rate, swap rate, and the exchange rate type. The spot rate and the swap rate
are read from market data tables and the forward rate is the sum of spot rate and swap rate.

 Note

Independent of the Trading Originator Type of the trade request, this rule is executed based on the data of
the subsidiary.

Technical Details

● Hit policy: First match

● Input and result categories available:
○ Quotation Source Decision Input
○ Quotation Source Decision Result
● Supported instrument categories:
○ FX Spot
○ FX Forward
○ FX NDF

Result

Your input could look like this:

 Example

Then

If Exchange Rate Type Quotation Source Type

Quotation Source Decision 'M' 'SAP_S4'

Input.Company Code = '1234'

This means that intercompany trade requests with the company code 1234 retrieve all quotations with the
exchange rate type M from your back-end system.

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4.5.4.3 Decision for Retrieving Rate for Manual Trading

This rule lets you decide whether to retrieve the pre-agreed rate from the back-end system for the manual
trading scenario.

Use

Here you can configure under which conditions to automatically retrieve the pre-agreed rate for an
intercompany trade request from the back-end system. The pre-agreed rate is only required for the Manual
Trading scenario.

 Note

By default the rate is not retrieved from the back-end system. Only make entries in this rule, if you want to
retrieve the rate.

 Note

Independent of the Trading Originator Type of the trade request, this rule is executed based on the data of
the subsidiary.

Technical Details

● Hit policy: First match

● Input and result categories available:
○ Retrieve Rate Decision Input
○ Retrieve Rate Decision Result
● Supported instrument categories:
○ FX Spot
○ FX Forward
○ FX NDF

Result

Your input could look like this:

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  Example

Then

If Retrieve Rate Enabled

Retrieve Rate Decision Input.Subsidiary Company ID = 'TRUE'

'1234'

This means that intercompany trade requests from the subsidiary use the pre-agreed rate.

4.5.4.4 Derivation of Allowed Reference Interest Rates

This rule lets you derive which reference interest rates to use for certain attributes, such as currency or
company ID.

Use

A reference interest rate is a value reference in the condition structure of an interest-dependent financial
transaction. Reference interest rates can be interbank rates on the international financial markets, such as
LIBOR.

This business rule provides the value help for the reference interest rates and default interest calculation
methods used in this application. It is also used to validate the rate and method when saving the value help for
the reference interest rates.

For creating money market transactions with variable interest rates in the trading platform integration, it is
necessary to set up this rule to retrieve the relevant interest rates from the SAP Business Rules service. This
rule is called for the actions Create Manual Trade, Create Phone Trade, and Edit Trade for external and
intercompany trading.

 Note

Independent of the Trading Originator Type of the trade request, this rule is executed based on the data of
the subsidiary.

Technical Prerequisites

● Hit policy: All match

● Input and result categories available:
○ Input for Reference Interest Rates Derivation
○ Result of Reference Interest Rates Derivation

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Result

Your input could look like this:

 Example

Then

If Reference Interest Rate Default Interest Calculation Method

Input for Reference Interest Rates 'EONIA' 'act/360'

Derivation.Nominal Amount Currency
= 'EUR'

This means that all trades with currency EUR are assigned reference interest rate EONIA and default
interest calculation method act/360, meaning that the Euro Overnight Index Average is used as the
reference market interest rate with calculation method act/360.

Related Information

Reference Interest Rates

4.5.4.5 Decision for Money Market Markup or Markdown

This rule lets you set the markup (positive spread) or markdown (negative spread) for money market
transactions.

Use

This business rule lets you define which markup (positive spread) a treasury center applies when forwarding
external trades to a subsidiary. It is also possible to apply a markdown (negative spread). This means that the
treasury center receives a default markup or markdown when a subsidiary requests an intercompany
transaction. The actual value for the markup or markdown depends on the subsidiary.

When manually trading a money market trade request with the manual trading scenario, the markup or
markdown value is filled with a default value. This default value is derived from this business rule. Therefore,
this rule is called for the action Create Manual Trade.

 Note

Independent of the Trading Originator Type of the trade request, this rule is executed based on the data of
the subsidiary.

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Technical Prerequisites

● Hit policy: First match

● Input and result categories available:
○ Input for MM Markup Markdown Value Derivation
○ Result of MM Markup Markdown Value Derivation

 Note

In this rule the Original Document Reference Type attribute is used. It refers to the Request Category in the
Manage Intercompany Trade Requests app.

Result

Your input could look like this:

 Example

Then

If Value

Input for MM Markup Markdown Value 0.1

Derivation.Company ID = '1234'

This means that for all trade requests with company ID 1234 a markup of 0.1% is added. In the application
this means that whenever the action Create Manual Trade is used, the Markup/Markdown field is filled with
the default value configured in this business rule. In this example the default value is 0.1%.

Let us have a closer look at this: In the example for the Derivation of Allowed Interest Rates business rule, we
configured for the interest rate EONIA to be used as the reference interest rate. This means that the
markup or markdown you configure in this rule is offset against the EONIA reference interest rate. Let us
say that the EONIA interest rate is currently at -0,4%. With your configuration a markup of 0.1% would be
added to the reference interest rate. This would then account for a markdown of -0,3%.

 Note

Please keep in mind that all calculations are done in your back-end system. This is just an example to
explain the handling of and use case for the Derivation of Allowed Interest Rates and Decision for Money
Market Markup or Markdown business rules.

Related Information

Derivation of Allowed Reference Interest Rates [page 117]

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4.5.5 Counterparty

4.5.5.1 Derivation of Counterparty Role

This rule lets you tell this application which role in your back-end system identifies counterparties.

Use

Since the value of the counterparty role depends on your back-end configuration, this rule is required to
identify business partners as counterparties.

Counterparties are business partners with the role Counterparty assigned. This role identifies them as a party
that participates in a financial transaction. For more information regarding business partners, see Maintain
Business Partners.

Technical Details

● Hit policy: First match

● Input and result categories available:
○ Input for Counterparty Role Derivation
○ Result of Counterparty Role Derivation

Result

Your input could look like this:

 Example

Then

If Counterparty Role

Input for Counterparty Role Derivation.Business System 'TR0151'

ID = 'S4_HANA'

This means that all business partners from the business system S4_HANA that have the role TR0151
assigned to them are recognized as counterparties by this application.

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Related Information

Manage Counterparties [page 128]

Replicating Business Partners

4.5.5.2 Derivation of Authorized Instrument Categories

This rule lets you derive the instrument categories that your back-end counterparties are authorized to trade.

Technical Details

● Hit policy: All match

● Input and result categories available:
○ Input for Authorized Instruments Derivation
○ Result of Authorized Instruments Derivation

Use

This business rule maps the transaction authorizations for each counterparty configured in your back-end
system under Maintain Business Partner to the corresponding instrument categories.

You only need to configure this rule if you replicate counterparties from your back-end system. For more
information, see Manage Counterparties [page 128].

Context

Back-end authorizations can be assigned on four levels, from highest to lowest: contract type, product
category, product type, and transaction type.

If you assign authorizations at a higher level, these authorizations automatically apply to all lower ones.
However, if a counterparty is authorized only for the lower levels, product type and transaction type, you need
to configure this business rule.

 Example

Assume that a counterparty is authorized to trade FX forwards only. The instrument category
FX_FORWARD could be maintained as follows in the back end:

● Contract type: Foreign Exchange

○ Product category: Foreign Exchange

Configuration Guide
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 ○ Product type: 60A Foreign Exchange (FX)
○ Transaction type: 102 Forward Transaction

You now need to configure this rule so this application knows that the combination of product type 60A and
transaction type 102 corresponds to the instrument category FX_FORWARD.

Instrument Categories and Transaction Authorizations

The following table shows the two upper-level authorizations (contract type and product category) and their
corresponding instrument categories:

Contract Type Product Category Instrument Categories

2 Securities 020 Investment Fund SEC_MMF

4 Foreign Exchange 600 FX Transaction FX_FORWARD

FX_NDF

FX_NDS

FX_SPOT

FX_SWAP

5 Money Market 550 Interest Rate Instrument MM_DEALFT

6 Derivatives 760 OTC Options FX_COLLAR

FX_OPTION

For more information on transaction authorization levels, see Transaction Authorization.

Result

Your input could look like this:

 Example

Then

If Counterparty Authorized Instrument Category

Input for Authorized Instruments Derivation.Product Type 'FX_FORWARD'

= '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '101'

Input for Authorized Instruments Derivation.Product Type 'FX_SPOT'

= '60A' AND Input for Authorized Instruments
Derivation.Transaction Type = '102'

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 Then

If Counterparty Authorized Instrument Category

Input for Authorized Instruments Derivation.Product Type 'FW_SWAP'

= '60A' AND Input for Authorized Instruments
Derivation.Transaction Type NOTEXISTSIN ('101', '102')

Input for Authorized Instruments Derivation.Product Type 'FX_OPTION'

= '76A'

Input for Authorized Instruments Derivation.Product Type 'FX_COLLAR'

= '76A

This configuration means the following:

● Counterparties with the back-end authorization to trade the product type 60A (foreign exchange) and
the transaction types 101 or 102 can fulfill FX forward and FX spot transactions with your organization.
● Counterparties authorized for the general product type 60A (foreign exchange) – regardless of
transaction type – can fulfill FX swap transactions.
● Counterparties authorized for the product type 76A can trade both FX options and FX collars,
regardless of the transaction type.

Related Information

Manage Counterparties [page 128]

4.5.5.3 Derivation of Preferred Counterparties

This rule lets you assign preferred counterparties to trade requests that match your rules.

Use

This business rule lets you assign preferred counterparties based on the following attributes:

● Company ID
● Instrument Category
● Currency Pair
● Traded Currency

For more information, see Manage Preferred Counterparties.

For this rule, you use the counterparties created under Manage Counterparties. Based on this rule the preferred
counterparties are assigned automatically to trade requests when they are created in the trading platform
integration application. You can review the list of assigned counterparties in the activity Manage Preferred
Counterparties under Manage Trade Requests. There, you can manually update the list of preferred

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counterparties if necessary. If there are any changes in this rule, you also have the option to derive the list of
preferred counterparties again based on the configuration of this rule.

Technical Details

● Hit policy: All match

● Input and result categories available:
○ Input for Preferred Counterparties Derivation
○ Result of Preferred Counterparties Derivation

Result

Your input could look like this:

 Example

Then

If Preferred Counterparty

Input for Preferred Counterparties Derivation.Leg 1 'ABC_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'DEF_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'UVW_BANK'

Currency Pair = 'EUR/USD'

Input for Preferred Counterparties Derivation.Leg 1 'XYZ_BANK'

Currency Pair = 'EUR/GBP'

This means ABC_BANK, DEF_BANK, and UVW_BANK are the preferred counterparties for trade requests with
currency pair EUR and USD. XYZ_BANK is the preferred counterparty for trade requests with currency pair
EUR and GBP.

Related Information

Manage Counterparties [page 128]

Manage Preferred Counterparties

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4.5.6 Counterparty Limit

4.5.6.1 Derivation of Counterparty Limit Types

This rule lets you derive which limit types to use for retrieving counterparty limits from your back-end system.

Use

With this business rule, you can set up which limit types you want to include from your back-end system when
displaying counterparty limits in the Counterparty Limit Utilization app. In addition, you can define in which
currency the counterparty limit information is displayed. The currency is optional and overrides any value that
you might have configured in the limit type settings of your back-end system.

Technical Prerequisites

● Hit policy: All match

● Input and result categories available:
○ Input for Counterparty Limit Types Derivation
○ Result of Counterparty Limit Types Derivation

Result

Your input could look like this:

 Example

Then

If Limit Type Limit Type Default Limit Type ID Display Currency

TRUE 'ABC' 'EUR'

TRUE 'DEF' 'USD'

This means that the limit types ABC and DEF will be displayed in the Counterparty Limit Utilization app. You
can configure which limits types to display at a time directly in the app.

 Note

The columns Limit Type Default and Limit Type ID are obsolete.

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Related Information

Counterparty Limit Utilization

Limit Types

4.5.6.2 Settings for Counterparty Limit Check

This rule lets you derive which limit types to use for executing counterparty limit checks in your back-end
system.

Use

With this business rule, you set up which counterparty limit types are used for processing and executing limit
checks in your back-end system. In addition, you can define in which currency the counterparty limit
information is displayed. The currency is optional and overrides any value that you might have configured in the
limit type settings of your back-end system.

Technical Prerequisites

● Hit policy: All match

● Input and result categories available:
○ Input for Limit Types Derivation for Limit Check
○ Result of Limit Types Derivation for Limit Check

Result

Your input could look like this:

 Example

Then

If Limit Type ID Limit Type Display Currency

TRUE 'Limit Check A' 'ABC' 'EUR'

This means that limit type ABC is used for all limit checks, which is indicated by limit type ID Limit Check
A. The limit type ID is displayed as the Limit Check ID in the Counterparty Limit Check dialog under Check
Details and gives the trader more details about the limit check settings.

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4.5.6.3 Derivation of FX Instrument Limit Check
Parameters

This rule lets you derive additional parameters for the limit check of foreign exchange instruments.

Use

With this business rule, you set up how the trade request is mapped to the product type and transaction type
values in your back-end system. These settings are used for the simulation of the limit check.

Technical Prerequisites

● Hit policy: First match

● Input and result categories available:
○ Input for FX Instrument Limit Check
○ Result of FX Instrument Limit Check

Result

Your input could look like this:

 Example

Then

If Transaction Type Product Type

Input for FX Instrument Limit '102' '60A'

Check.Instrument Category =
'FX_FORWARD'

Input for FX Instrument Limit '101' '60A'

Check.Instrument Category =
'FX_SPOT'

Input for FX Instrument Limit '101' '60A'

Check.Instrument Category =
'FX_SWAP' AND Input for FX
Instrument Limit Check.Leg Type =
'NEAR_LEG'

Input for FX Instrument Limit '102' '60A'

Check.Instrument Category =
'FX_SWAP' AND Input for FX

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 Then

If Transaction Type Product Type

Instrument Limit Check.Leg Type =

'FAR_LEG'

This means that FX Forward transactions are mapped with transaction type 102 and product type 60A,
while FX Spot transactions are mapped with transaction type 101 and product type 60A. In the case of FX
Swap transactions, the near leg is mapped with transaction type 101 and product type 60A, while the far leg
is mapped with transaction type 102 and product type 60A.

4.6 Manage Counterparties

Use this app to centrally manage your counterparties.

Definition

Counterparties are business partners with the role Counterparty assigned. This role identifies them as a party
that participates in a financial transaction. For more information regarding business partners, see Maintain
Business Partners.

Use

With this app, you can manage your counterparties centrally in the trading platform integration application.

When setting up your counterparties in this app, you assign your trading platform and back-end profiles to the
relevant counterparty entries and set up whether the counterparties are used for external or intercompany
trading. To set up a counterparty for intercompany trading, make sure you enter the relevant company ID in the
Allocated Company ID field. If you leave this field empty, the counterparty is by default assigned the Trading
Usage Category External Trading. Counterparties with External Trading assigned are then visible in external
trading activities, such as the search help for phone trades or the Manage Preferred Counterparties screen for
trade requests in the Manage Trade Requests app.

You have two options for maintaining your counterparties. You can either replicate the counterparty business
partners from your back-end system, or create new entries manually in the Manage Counterparties app.

 Note

You cannot edit instrument authorizations directly in this app. Existing authorizations for back-end
counterparties (origin type other than Internal) are only displayed. Internally created counterparties are
authorized for all available instrument categories by default.

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Replicating Counterparties from Your Back-End System

Context

If you choose to replicate business partners from your back-end system, you need to configure the Derivation
of Counterparty Role business rule. This rule derives whether a business partner has the necessary role
Counterparty assigned or not and based on this role replicates the relevant business partners to the trading
platform integration application.

To further determine whether a counterparty is used for intercompany trading and which company code is
represented by the counterparty, the field Partner Is Company Code PartnerCocode in transaction
Maintain Business Partners must be filled in your back-end system.

Apart from the business partners with the counterparty role, the authorizations are replicated as well. The
authorizations maintained in your back-end system must be mapped to the authorizations in the trading
platform integration application. By default this application tries to map authorizations and assign them on
the level of instrument groups or instrument categories. Depending on the authorization detail level in your
back-end system, more mappings can be necessary. There are two options for this:

1. Authorizations are assigned on contract type level or product category level in your back-end system. In
this case, no additional mapping is required.
2. Authorizations are assigned on product type level or transactions type level. In this case, you need to
configure the Derivations of Authorized Instrument Categories business rule to make sure that the correct
authorizations are derived and stored.

Let us have a closer look at this. Assigning authorizations on contract type level means assigning on the most
upper level. By assigning the contract type, the authorizations for the instrument group are assigned. By
assigning the contract type, the authorizations for the instrument group are assigned, if possible. There are
cases where the assignment by instrument group is not possible. If a more detailed mapping is necessary, this
application uses the instrument category as a fallback.

Assigning Authorizations on Contract Type Level

Back-End Values Trading Platform Integration Values

Contract Type Value Contract Type Name Instrument Group Instrument Category

2 Securities Securities

4 Foreign Exchange FX_FORWARD

FX_SPOT

FX_NDF

FX_SWAP

FX_NDS

5 Money Market Money Market

6 Derivatives FX_OPTION

FX_COLLAR

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Assigning contract types works for one contract type, several contract types or all. The table shows which
instrument group each type refers to. The instrument group Foreign Exchange corresponds to the contract
types 4 Foreign Exchange and 6 Derivatives. The contract type Foreign Exchange includes the instrument
categories FX Forward, FX NDF, FX NDS, FX Spot, and FX Swap. The contract type Derivatives includes the
instrument categories FX Option and FX Collar. Depending on the assigned contract type, the trading platform
integration might not be able to assign the instrument group Foreign Exchange but instead falls back on
assigning the relevant instrument categories for foreign exchange.

 Example

Assigning the contract types 4 Foreign Exchange and 6 Derivatives would, for example, include the
instrument group Foreign Exchange.

If only contract type 4 Foreign Exchange is assigned, the instrument categories FX Forward, FX Spot, FX
NDF, FX Swap and FX NDS are assigned instead of the instrument group Foreign Exchange.

If only contract type 6 Derivatives is assigned, the instrument categories FX Option and FX Collar are
assigned instead of the instrument group Foreign Exchange.

Going one step further, authorizations can be assigned on product category level. That means product
categories within contract types are chosen to include instrument categories.

Assigning Authorizations on Product Category Level

Trading Platform
Back-End Values Integration Values

Contract Type Product Category Value Product Category Name Instrument Category

2 (Securities) 020 Investment Fund SEC_MMF

4 (Foreign Exchange) 600 FX Transaction FX_FORWARD

FX_SPOT

FX_NDF

FX_SWAP

FX_NDS

5 (Money Market) 550 Interest Rate Instrument MM_DEALFT

6 (Derivatives) 760 OTC Options FX_OPTION

FX_COLLAR

Assigning product categories works for one product category, several product categories or all. The table
shows which instrument categories each category refers to.

 Example

Assigning only the product categories 600 FX Transaction and 760 OTC Options would, for example, include
all foreign exchange instrument categories by assigning the authorizations on the level of the instrument
group (Foreign Exchange), but exclude the instrument categories MM Fixed Term Deposit/Loan
(MM_DEALFT) and Securities: Money Market Fund (SEC_MMF).

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For more information on transaction authorization levels in the back-end system, see Transaction
Authorization.

Use
You can edit the fields ID and Name of the replicated counterparties, but not the replicated authorizations.
Therefore, it is important that you configure the Derivation of Authorized Instrument Categories business rule
carefully to make sure that all authorizations are replicated properly.

Replicated counterparties cannot be deleted in this app, but counterparties flagged for deletion in the back-end
system are set to inactive.

Prerequisites
● You have configured your back-end system.
● You have configured your external trading platforms.
● You have set up the Derivation of Counterparty Role business rule.
● You have set up the Derivation of Authorized Instrument Categories business rule.

Procedure
If you want to synchronize your counterparties between your back-end system and the trading platform
integration application, you need to set up the data replication of business partners.

For more information on how to set this up, see SAP Note 2959101 and Replicating Business Partners.

Maintaining Counterparties in the Trading Platform Integration Application

Use
For manually created counterparties, you can define the authorizations yourself when creating the new entry
by assigning the relevant profiles.

Prerequisites
● You have configured your back-end system.
● You have configured your external trading platforms.

Creating Counterparties
1. Open the Manage Counterparties app.
2. Choose Go to retrieve all available counterparties for your configuration.
3. Choose Create.
4. Enter the following parameters:
○ ID: Specify a name for your counterparty. This ID must be unique throughout the system.
○ Name: Enter a descriptive name for your counterparty.
○ Trading Platform Profiles: Set up which trading platform profile to map with which Counterparty ID
(Trading Platform).
○ Back-End Profiles: Set up which back-end profile to map with which Business Partner.
5. Save your entries.

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Deleting Counterparties

1. Open the Manage Counterparties app.

2. Choose Go to retrieve all available counterparties for your configuration.
3. Select a counterparty.
4. Choose Delete.
5. Confirm the dialog box.
6. A success message appears.

Maintaining Authorizations

1. Open the Manage Counterparties app.

2. Choose Go to retrieve all available counterparties for your configuration.
3. Select a counterparty.
4. On the detail screen, choose Edit.
5. Choose Create under Authorizations Details .
6. Enter a company code.
7. You have two options for setting up the authorizations.
1. Check the Unrestricted Access for All Instruments checkbox to set up access for all instruments.
2. Create entries in the Instrument Groups table by selecting Create and adding the necessary
information. Setting up authorizations by instrument group means that all instrument categories
belonging to the instrument group are authorized.
If you want to include several instrument groups, you need to create a separate line in the table for
each entry.
3. Create entries in the Instrument Categories table by selecting Create and adding the necessary
information.
If you want to include several instrument categories, you need to create a separate line in the table for
each entry.
8. Select Apply.
9. Save your entries.

 Example

You want to include the instrument groups Money Market and Securities with all their instrument categories
and the instrument categories FX Spot, FX Forward, and FX NDF for company code 1234. To do this, you
enter 1234 in the Company Code field. Then you select Create in the Instrument Groups table. You select
Money Market from the drop-down list and choose Create again to add another entry for Securities. Repeat
this for the Instrument Categories table. Your entry should look like this:

Unrestricted Access for All

Company ID Instruments Instrument Groups Instrument Categories

1234 No Money Market, Securities FX Spot, FX Forward, FX

NDF

This means that all instrument categories for the instrument groups money market and securities are
included, while only three specific FX instrument categories are included.

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Related Information

Replicating Business Partners

Configure Back-End Systems [page 49]
Derivation of Counterparty Role [page 120]
Derivation of Authorized Instrument Categories [page 121]

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