FX Spot Valuation

Question

Hi Experts,
I need to valuate a fx spot transaction with M (Standard translation at average rate). The configuration that I have for key date valuation for product type (60A) is as follows:
Define Price Valuation Procedure for Forward Exchange Transactions
1000 (Rate Valuation Spot/Spot)
NPV Type: 002
Write Up Rule: Write up to Market Value
Write Down Rule: Write Down to Market Value
Rate Type Spot Pur.:       M
Rate Type Spot Sale       M
Rate Type Swap Purch  M
Rate Type Swap Sale    M
For Define Position Management Procedure:
Position Management Category: Forex Transactions
Transfer Cat: Only Post to Used Components
Type of Step: 6
Procedure: 1000
Flag "Carry Out for Key Date Valuation"
In Assign Update Types for Valuation:
Tab "One Step: Overall write-down"
- Adjustment Write-Down, Forex  V102
- Forex Write-Down V103
Tab "One Step: Overall write-up"
- Forex Write-Up V152
- Adjust Forex Write-Up V153
Tab "Foreign crcy valuation"
- Forex Write-Up V202
- Forex Write-Down V203
- Write-Up for Costs, Forex 206
- Write-Down for Costs, Forex V207
- Variation Margin Forex Write-Up V210
- Variation Margin Forex Write-Down V211
- Clear Forex Write-Up V252
- Clear Forex Write-Down V253
- Clear Write-Up for Costs, Forex V256
- Clear Write-Down for Costs, Forex V257
All update types flagged as relavant for posting.
when buying/selling a currency the system is configured to post the transaction the following way:
Example:
TX01 / TX-5 / TBB1
Im buying 1.000.000 EUR @ 1.5 USD
40 - EUR Bank: 1.000.000 EUR
50 - Clearing Account: 1.000.000 EUR
40 - Clearing Account: 1.600.000 USD
50 - USD Bank: 1.600.000 USD
If Exchange Rate Type "M" for EUR is 1.6 I need to post a profit for the difference between (1.6 - 1.5)* 1.000.000= 100.000
But when valuating with TPM1 nothing happens, and no message is displayed.
Thanks for the help in advance!
Best Regards,
Santiago

Answer 1

Hi Manish, regarding the Derived Business Transactions configuration is as follows:
In Assign Update Types for Derived Business Transactions, selection the correspondant Pos Management Procedure.
Under Dialog Structure "Rate Gains/Losses":
                                      Unsched.            Sched Outflows
Exchange Rate Gain    DBT_B005           DBT_B006
Exchange Rate Loss   DBT_B007           DBT_B008
Rate Gain (Standard)  DBT_B013
Rate Loss (Standard) DBT_B014
or should I configure valuation??
FX Write-Up of Amort. Acqu. Value ???? (what update type)
FX Write-Down of Amort. Acqu. Value ???? (what update type)
Control of Processing of Derived Business Transactions
Acct Code XXXX / Offline / Same Status / 04 (Other Reasons)
All update type marked relevant for posting.
Need anything else?
When executing TPM27
ACC      /        VA    /        TRL Date   /   BT Cat  / Name of business transaction category / Der BT´s
1002     001          11.01.2010     4000     Open OTC transaction     
1002     001          11.01.2010     4001     Close OTC transaction     
1002     001          11.01.2010     4002     Purchase OTC transaction     
1002     001           11.01.2010     4003     Sell OTC transaction     
Then in the TPM18
with TRL Date: 11/01/2010
and the following message appears: "No Scheduled derived business transactions were found for the selection"
Thanks in advence for the help