1. by S. Nugraha
SAP TR-Derivatives Overview
(Cross Currency Swap)

2. SAP-Derivatives
1. The derivatives transactions protect the company
against unpredictable fluctuation exchange rate.
2. The Derivatives area is a sub component of the
Transaction manager and is closely integrated with
other components.
3. Support to implement cash management decisions
in the derivatives area based on the liquidity surplus
or deficit determined in Cash Management.
4. It is also closely linked to the Financial Accounting (FI)
component since all the data that is relevant for
posting in the Money Market area is automatically
transferred to FI.

3. Derivatives
Cross Currency Swap
• Cross Currency Swap transactions are Swap
transaction with different currency when payment
and receives.

4. Derivatives
Master Data
 Business Partner
 Role Category: Counterparty
 Business Partner Standing
Instruction
 Transaction Authorization
 Money Market
 Payment Detail
 House Bank
 Account ID

5. Derivatives
Master Data : Business Partner (TCode: BP)

6. Derivatives
Master Data : Business Roles
 Business Partner General
 Counter Party

7. Derivatives
Master Data
 Transaction Authorization
(TCode: TBI6)

8. Derivatives
Master Data
 Payment Detail (TCode: TBI1)

9. Derivatives
Cross Currency Swap - Data Entries (Tcode:TO01)
1. Company Code
2. Product Type (62B)
3. Transaction Type (300)
4. Business Partner
5. Portfolio (DER-09)
6. Amount (USD & IDR)
7. Start Date (USD & IDR)
8. End Date (USD & IDR)
9. Interest Rate (USD & IDR)
10. Interest Calculation Method (USD &
IDR)

10. Derivatives
Cross Currency Swap – Create Contract

11. Derivatives
Cross Currency Swap – Create Contract

12. Derivatives
Cross Currency Swap – Settle Contract

13. Derivatives
Cross Currency Swap – Accrual/Deferral

14. Derivatives
Cross Currency Swap – Accrual/Deferral

15. Derivatives
Cross Currency Swap – Post Journal

16. Derivatives
Cross Currency Swap – Post Journal

17. Derivatives
Cross Currency Swap – Interest Market Data

18. Derivatives
Cross Currency Swap