Listed Derivatives: Generate Initial Margin Flows (Customizing of TType)

[Former Member]

Hi,

does anybody know, how the generation of Initial Margin flows for Futures/Options on Futures works, when having set the flag "Generate Initial Margin Flows" in the customizing of Transaction Types (EhP4/SP08)?

Which additional settings are necessary?

Thanks in advance for your help!

Kind regards,

Lorenz

[lorenz_sperl]

Thanks to the hint, I was able to setup the customizing

[former_member566828]

Hi Lorenz,

you need to do the following Customising settings:

-#1- Treasury and Risk Management -> Transaction Manager -> Listed Derivatives -> Master Data -> Product Types -> Condition Types -> Define Condition Types -> Check/ Create condition of type Condition category 'Initial margin';

-#2- Treasury and Risk Management -> Transaction Manager -> Listed Derivatives -> Master Data -> Product Types -> Condition Types -> Define Condition Groups -> Check/ Create group for the above mentioned condition type initial margin (step #1);

-#3- Treasury and Risk Management -> Transaction Manager -> Listed Derivatives -> Master Data -> Product Types -> Condition Types -> Assign Condition Types to Condition Groups -> Check/ Assign the above mentioned condition (step #1) to the condition group (step #2);

-#4- Treasury and Risk Management -> Transaction Manager -> Listed Derivatives -> Master Data -> Product Types -> Define Product Types -> select your Product type and in fields Group 'Margin' in field 'Condition group' specify required Condition group (step #2).

also, this Initial margin should be defined in FWZZ tab 'Conditions' during Class definition.

hope it will help you.

Rgds,

Renatas

[lorenz_sperl]

Hi Renatas,

thanks a lot for the quick & helpful answer!

To complete the steps necessary for automatic creation of IM-flows, here the settings I did to make it run:

Customizing:

- Define Condition Type for IM

- Define CondGroup for IM

- Assign CondType to CondGroup

- Assign CondGroup to Product Type

- Define Update Types for IM (+/-); assign to Usage 1

- Assign Update Types to Flow Types

- Assign Update Types to PosChangeCat (1000)

- Define Update Types as Posting-relevant

- Assign Update Types to Posting Specs

Process:

- Add condition IM to class

- Create deal => IM-flow automatically created in tab Other Flows

Best regards,

Lorenz