Not able to set session variable in SAP HANA V1.0 SPS12

Hello,

I am trying to set the session variable in SAP HANA, as described here:

SET [SESSION] Statement (Session Management)

command: SET 'MY_VAR' = 'abc';

is successful, but when I am trying to retrieve back the value using the command:

SELECT SESSION_CONTEXT('MY_VAR') FROM DUMMY;

It's returning me null value.