treasury module user guide

City of Portland

Treasury Module User Guide Front Office and Back Office SAP Roles

This document last modified: 2/4/2014

This document created by: EBS Team in consultation with PF&T.

Treasury Module

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Table of Contents 1. Overview ..................................................................................................................................... 5

1.1 TRM Roles ........................................................................................................................... 5

1.2 Information needed in order to enter transactions. ......................................................... 7

1.3 TRM Activity Checklist ...................................................................................................... 10

2. Create Security Transactions .................................................................................................... 12

2.1. Create Class (FWZZ) ......................................................................................................... 12

A. Fixed-Interest Bonds ...................................................................................................... 14

B. Variable Interest Bonds-- ............................................................................................... 15

C. Zero Bonds, Commercial Paper, Bankers Acceptance .................................................. 18

2.2 Upload Market Prices (TBDM) ......................................................................................... 20

2.3 Edit Security Prices (FW17) .............................................................................................. 21

2.4 Create Transactions (FTR_CREATE) .................................................................................. 22

2.4.1 Create Fixed Interest Bond ........................................................................................ 22

2.4.2 Create Variable Interest Bonds .................................................................................. 24

2.4.3 Create Zero Coupon Bond, Commercial Paper, Bankers Acceptance ...................... 26

3. Create Money Markets (FTR_CREATE) ..................................................................................... 29

3.1 Variable Interest Money Market ...................................................................................... 29

3.2 Fixed Term and Interest and Repurchase Agreements Money Markets ......................... 34

4. Settle the Transaction ............................................................................................................... 39

4.1 Settle the Transaction (FTR_EDIT) .................................................................................... 39

5. Daily ActivitiesFront Office (Beginning of Day) .................................................................... 40

5.1 Review Cash Flows for the Day (TPM13) ......................................................................... 40

5.2 Upload market prices (TBDM) See 2.2 for directions ...................................................... 41

5.3 Change the Interest Rate (JBIRM) .................................................................................... 41

5.4 SecuritiesUpdate Planned Records (FWUP) ................................................................. 43

6. Daily ActivitiesBack Office (End of Day) ............................................................................... 44

6.1 Agree security cash flow to custodian (TPM13) .............................................................. 44

6.2 Post to the GL: Post purchase amount (TBB1) ................................................................. 45

6.3 Post to GL: Post interest receipt (FWSO) ......................................................................... 47

6.4 Derived Business Transactions: Clear prepaid interest (TPM18) .................................... 48

6.5 Post Amortization and Update Market Value (TPM1) ..................................................... 48

7. TroubleshootingBack Office .................................................................................................. 51

7.1 Reverse error flows (FTR_Edit) ......................................................................................... 51

7.1.1 Reverse a Purchase .................................................................................................... 51

7.1.2 Reverse a Non-Position Flow for a Money Market .................................................... 51

7.2 Reverse TBB1 Errors-Reverse a purchase or non-position flow for a MM (TPM10) ....... 52

7.3 Reverse Valuation--TPM1 (TPM2) .................................................................................... 53

Overview FMLA Workbench

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7.4 Reverse FWSO for all or one security (TPM_POSTAUTREV) ............................................ 54

7.5 Reverse TJ05 (Interest Rate Fixing for MMs) .................................................................. 54

8. As NeededFront Office .......................................................................................................... 57

8.1 Create Business Partner (BP) ............................................................................................ 57

8.2 Change the Business Partner ........................................................................................... 61

8.3 View changes to Business Partner ................................................................................... 61

8.4 Delete a Business Partner Role ........................................................................................ 62

9. As Needed-Back Office .............................................................................................................. 63

9.1 Sell/Call Securities (FTR_Create) ...................................................................................... 63

9.2 Sell Variable Interest Money Market (FTR_EDIT) ............................................................ 64

9.3 Adjust Interest Payment for MM Transactions (FTR_EDIT) ............................................. 64

9.4 Change the Interest Rate (JBIRM) .................................................................................... 66

9.5 Update transaction with new interest rate (TJ13) ........................................................... 67

9.6 Fix Adjusted Interest Rate for MMs (TJ05)...................................................................... 68

9.7 Create Securities Account (TRS_SEC_ACC) ...................................................................... 70

10. MonthlyBack Office ............................................................................................................. 70

10.1 Accrue Interest (TPM44) ................................................................................................ 70

10.2 Verify all relevant flows have posted for the month (TPM13) ...................................... 71

10.3 Review Money Market Interest Receipts (FTR_Edit) ..................................................... 72

10.4 Add LGIP Fees (FTR_EDIT) .............................................................................................. 73

10.5 Calculate Month-End Earnings Allocation ...................................................................... 75

10.5.1 Determine the Net Accrued Interest for the Month ............................................... 75

10.5.2 Determine the Actual Monthly Earnings Received .................................................. 77

10.5.3 Calculate Earnings .................................................................................................... 80

10.6 Reconciliation of Earnings .............................................................................................. 80

11. Cash Management ................................................................................................................. 81

11.1 Posting Journal Reconciliation Tool (TPM20)................................................................. 81

12. Reports ................................................................................................................................... 81

12.1 Table of Reports ............................................................................................................. 82

12.2 Treasury Custom Report (ZTR_INVEST_REPORT)........................................................... 84

Treasury Module Overview

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1. Overview

The SAP Treasury Module (TRM) includes investment tracking, calculation of interest income,

realized gains/losses and unrealized gains and losses, amortization of premiums and discounts,

general trade information, integration to the GL and basic analytics such as total rate of return,

weighted average maturity, and weighted average maturity to callable date.

1.1 TRM Roles

Role Transaction Description RP_S_TR_FRONT OFFICE BP Maintain Business Partner (create and change)

FTR_CREATE Create Order

FTR_EDIT Edit Financial Transaction:

Display

Settle

History

Order expiration

FWZZ Create Security Class

JBIRM Maintain Table Views (update reference interest rates)

TJ13 Update adjustment dates

TBDM Import Market Data

ztr_admin_fee Create/Change/Delete admin fee table

TJ05 Automatic Interest Rate or Commodity/ Security Price Adjustment

RP_S_TR_BACK OFFICE BP Maintain Business Partner (create and change)

FTR_CREATE Create Financial Transaction

FTR_EDIT Edit Financial Transaction:

Change

Display

Reverse

Roll Over

History

Order Expiration

Overview Treasury Module

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Role Transaction Description

Give Notice

Execute Order

FW17 Enter Market Prices

FWSO Securities: Automatic Debit Position

FWZZ Create Security Class

JBIRM Maintain Table Views (update reference interest rates)

TBB1 Treasury: Post Flows

TDBM Import Market Data

TJ13 Update adjustment dates

ztr_admin_fee Create/Change/Delete admin fee table

TJ05 Automatic Interest Rate or Commodity/ Security Price Adjustment

TPM_POSTAUTREV Reverse Automatic Debit Position Run

TPM1 Execute Valuation

TPM10 Fix, Post, Reverse Business Transactions (reverse TBB1)

TPM13 Subledger Cash Flow

TPM18 Fix and Post Derived Business Transactions

TPM2 Reverse Valuation

TPM44 Execute Accrual/Deferral of Expenses and Revenues

TPM45 Reverse Accrual/Deferral

TRS_SEC_ACC Create/Edit Securities Account

RP_S_TR_DISPLAY BP Display Business Partner

BPCD Change Documents (Business Partner)

FTR_EDIT Display Financial Transaction

FWZZ Display Class

S_ALN_01001149 Remaining Term Statistics

S_ALN_01001150 Share of Position

S_ALR_87015218 Posting Journal

S_PLN_16000293 Total Commitment

TBCD Treasury: Change Documents for Transaction

TIS1 Overview - Positions

TJ07 Rate / Price Adjustment Schedule

TJ10 Treasury: Summary Journal for MM, Securities, etc.

TJ12 Journal: Transactinos with Cash Flows


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Role Transaction Description

TMR1 Money Market: Position List

TPM12 Subledger Positions

TPM13 Subledger Cash Flow

TPM20 Posting Journal

TPM40 Display Cash Flow for Security Account

TPM40a Display Securities Account Class Position List

TPM51 Treasury Ledger: Periodic Reporting

ZTR_INVEST_REPORT Treasury Ledger: Periodic Reporting

1.2 Information needed in order to enter transactions.

When creating, reviewing or changing transactions in the Treasury Module (TRM), it is

important to have all the necessary information available from the Trade Ticket. The table

below gives a description of common SAP fields in (TRM).

SAP Field Description/Example Comment

Bond Classification US Treasuries

US Agencies

US Guaranteed Corp Bonds

Municipal Bonds

Corporate Bonds

Business Partner Counter Party: Broker/dealer or

bank. Partners entered in

transaction

Issuer: Organization who issues the

bond for securities. Entered on the

Security Class.

Depository Bank (Custodian Bank):

Custodian of the Securities. Union

Bank of California

UB is the security account entered

on the transaction.

Click on Match box

field. Use Search Tab

Partners by BP Roles

Close Date: Trade Date For Money Markets this

is on the structure tab.

For Securities this is on


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the Trading Data tab.

Company Code COP1 Can set to default

Date Details:

Pos. Value Date

Calculat. Date

Payment Date

All are the settlement date

End of Term Maturity Date

Fund 850400

Except for:

LGIP5073850301

Portland Posterity--

850208

Gen Val Class Short Term = up to and including 1

year

Long Term = 1 year +

Grant Not-relevant (always)

ID Number CUSIP #

Issue Currency USD

Issue Start Date 1st Settlement Date

Unless 1st interest accrual date is

before interest start datethen use

1st interest accrual date.

Issuer Issuer of the Security

Example: RBS Securities Inc.

Long Term One year +

Nominal Amounts Par Value

Portfolio COP1

Price Date Market Price determination date

Price/Rate Market Price as a % of PAR

Example: 100.1%

Product Type 04H-Variable rate bonds

04I-Fixed-interest bonds

04J-Zero bonds

51A-Fixed Term Deposit

51B-Portland Posterity

51C-Repurchase Agreements

04B-Bankers Acceptance


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04C-Commercial Paper

55A-Variable interest MMs

55C-LGIP

Securities Acct. Custodian--UB

Short Term Up to and including one year


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1.3 TRM Activity Checklist

Daily

Front Office: Beginning of Day

TPM13Review cash flows for the day

TBDMUpload market prices (FW17 for manual input or review)

JBIRMUpdate Variable Bond Interest Rates

Back Office: (End of Day)

TPM13Agree security cash flow to custodian

TBB1Post flows to accounting

FWSOPost security interest and repayment flows

TPM18Post derived business transactions

TPM1Post amortization and update market value

Trouble-shooting:

FTR_EditReverse error flows (notemust execute TPM10 after reversal)

TPM10Reverse TBB1 errors (note must adjust transaction first)

TPM2-Reverse TPM1Reverse all or one security

TPM_POSTAUTREV-- Reverse FWSO for all or one security

TJ05_REVReverse TJ05 (MM interest rate fixing)

As needed:

Front Office:

FWZZCreate Security Class

FTR_EditSettle transactions created by back office

BPCreate Business Partner

Back Office:

FTR_CreateCreate transactions and sell/call

FTR_EditAdjust interest flows, increase principle, decrease principle, roll-over fixed

term deposits, reverse transactions or individual non-position flows.

JBIRMUpdate variable money markets interest rates (must run TJ13 and TJ05 to fix

new rates)

TJ13update transaction with new interest rate (after JBIRM for money markets)

TJ05 fix interest adjustments for MMs (after TJ13 update)

TRS_SEC_ACCCreate or edit custodian (contact EBS)


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Monthly:

Back Office:

TPM44Execute accrued interest

TPM13Verify all relevant flows have posted for the month

Calculate month-end earnings allocation

Reconcile earnings distribution

FTR_Edit--Review money market interest receipts

FTR_EditAdd LGIP Fees

Cash management:

Review LGIP and Custodian Clearing accounts are zero for the month

TPM20Posting Journal Reconciliation tool

Reporting:

ZTR_INVEST_REPORT Summary and detailed data in City custom format

TPM13Review flow details by transaction/Security ID

TPM12Standard Position List

TPM20GL Posting journal, shows all TRM postings to the GL with account and

document number.

Create Security:

FWZZ

FTR_Create

FTR_Edit (Settle)

Create MM:

FTR_Create

FTR_Edit (Settle)

2. Create Security Transactions Treasury Module

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2. Create Security Transactions

To Enter Security Transactions there are three steps:

2.1. Create ClassTransaction Code FWZZ

2.2. Upload Market PricesTransaction Code TBDM (this is an upload from a .txt file).

(FW17 can be used for manual input or review)

2.3. Create TransactionTransaction Code FTR_Create

2.1. Create Class (FWZZ)

Transaction FWZZ is used to create financial instruments such as bonds.

Step 1: Enter the transaction code FWZZ in the SAP Easy Access field.

Note: All of these transactions can be set up as favorites! Step 2: Open the transaction.

Step 3: Click on the Create button.

Step 3: Complete the following:

ID Number: CUSIP Number

Product Type:

04H: Variable Bonds

O4I: Fixed Interest Bonds

O4J: Zero bonds (Discount bonds)

O4B: Bankers Acceptance

O4C: Commercial Paper

Shrt: Use Treasury convention (15

character limit)

Long: Long description of the security (50

character limit)

Make sure the Without reference radio

button is checked.

Treasury Module 2. Create Security Transactions

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Step 4: Click on the Create button.

Step 5: On the Search Terms Tab select the correct Bond Classification. The Bond Category is

used to determine the correct Balance Sheet G/L account.

Step 6: Click on the Basic Data Tab. The Basic Data Tab contains the main information of the

security. The data is the same for all product types. Enter the following information:

Issuer: Issuer of the Security

Issue Currency: USD

Issue Start Date: 1st Settlement Date of Security. (Use 1st interest accrual if comes before 1st

Settlement Date.)

End of Term: Maturity date

Interest Incl. Indicator: Select Inclusive Indicator if maturity date is included in Interest

calculation, which is not usually the case. (It is unchecked by default.)

Step 7: Click on the Conditions Tab.


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The directions below are for all three types of securities and Bankers Acceptance and

Commercial Paper. When you have completed the conditions for the class you are creating, go

to STEP 8.

A. Fixed-Interest Bonds

Enter the following information:

Int. Calc. Method: Use the Interest Calculation Method of the Bond. Use the following SAP

methods depending on the Security information:

Security

Information

SAP Calculation Method

30/360 360/360

Act/Act Act/Act(P)

Act/360 Act/360

Repayment Type: Maturity

Interest Condition: Int (Perc-quoted)

Field Description Example

Eff. from The Issue Start date. Issue date: 11/28/11; Effective

Start Date: 11/28/2011

Percent Coupon / Interest Rate

Calc. Date End Date of the Interest

Calculation

Day before the 1st Coupon date

Calendar

Rule

Payment working day

shift usually 1

Next business day convention =

Next working day shift

Due Date Interest Payment Due

Date

1st Coupon date

Frq Frequency 6 = Interest Payable every 6

months

MEID If checked, interest

payment always on

month end

Final Repayment: Final Repayment


Eff. from Issue date (1st

Settlement Date)

Issue date: 11/28/11;

Calc. Date Day Before Maturity

Date if inclusive indicator


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unchecked.

Maturity Date if inclusive

indicator is checked.

Calendar

Rule

Payment working day

shift usually 1



Due Date Maturity Date


payment always on

month end

B. Variable Interest Bonds--The Conditions Tab contains the Interest Calculation Method,

Interest rate, Frequency and Due Dates.


Int. Calc. Method: Use the Interest Calculation Method of the Bond. Use the following SAP

methods depending on the Security information:

Security

Information


30/360 360/360

Act/Act Act/Act(P)

Act/360 Act/360

Repayment Type: Maturity

1

1


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Variable Interest: Variable Interest Rate


Eff. from Usually issue start date Issue date: 11/28/11; Effective


Reference

Rate

Choose the Reference

Rate

The reference rate is created in

configuration.

Example: LIBORUSDO33

month Libor

Calc. Date Day before maturity 1st Coupon date

Calendar

Rule

Working day shift rule if

any



Due Date Interest Payment Due

Date

1st Coupon date

Frq Frequency 6 = Interest Payable every 6

months


payment always on

month end

Int. Rate Adjustment: This dictates the conditions when the interest rate changes.

Note: May need prospectus to determine these dates.


Eff. from Usually issue start date. Issue date: 11/28/11; Effective


Calendar

Rule

Working day shift rule if

any

Interest

Rate

Fixing

Date

Usually (-) x number of

days from interest rate

adjustment date.


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Double click to update the condition

details

Note: If specific dates or Regular is set, the Interest rate has to be maintained at these dates using transaction JBIRM.



Eff. from Issue date (1st Settlement

Date)

Issue date: 11/28/11

Calc. Date Day Before Maturity Date

if inclusive indicator

unchecked.





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C. Zero Bonds, Commercial Paper, Bankers Acceptance

The Conditions Tab contains the Interest Calculation Method, Interest rate, Frequency and Due

Dates.


Int. Calc. Method: Use the Interest Calculation Method of the Security. Use the following

SAP methods depending on the Security information:

Security

Information


30/360 360/360

Act/Act Act/Act(P)

Act/360 Act/360

Discounted: Discounted on exponential basis (always) Repayment Type: Repayment of Security



Eff. from Issue Date (1st


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Settlement Date)

Calc. Date Day Before Maturity

Date if inclusive indicator

unchecked.




Step 8: Click on the Exchanges Tab.

Step 9: Click on the Insert Row button. Enter NYSE in the Exchange field.


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Step 10: Click on the Notice Tab.

For Callable bonds enter the Notice dates.

Note: In the case of a premium, the notice From date is used to calculate the amortization for premiums. Step 11: Review Cash Flow. Verify dates are accurate and amounts make sense. If not,

condition details need to be updated.

Step 12: Click the Save button.

2.2 Upload Market Prices (TBDM)

This is the automated way to upload market prices from a .txt file. The format is very specific

for the file to properly upload. For a manual process and/or review you can use transaction

Step 1: Enter the transaction code TBDM in the SAP Easy Access field.

Step 2: Enter the following:

a. Browse for the File name where your .txt file is stored.

b. Leave Manual Entry selected

c. Error file

Check the Generate error file and Download checkboxes

File name: Browse to where youd like SAP to generate and save an error file once

the transaction is updated.


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d. Output control

Check Test Run.

Select All

Click on the Execute button.

If no errors, uncheck the test run box and execute again. If errors, check output

results, correct errors, and execute again.

Note: You can verify Market Prices have been uploaded by checking FW17 (2.3)

2.3 Edit Security Prices (FW17)

FW17 can be used for manual input or

review.

Step 1: Enter the transaction code FW17 in

the SAP Easy Access field.

Step 2: Enter the Id number and Exchange.

(If you have just created the Class the ID #

will default). Click on the Change button.

Step 3: Enter the Price date.

Step 4: Price type will always be Closing.

Step 5: Enter the Price/Rate (always the rate).


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NOTE: This is the Price TPM1 refers to when updating Market values.

2.4 Create Transactions (FTR_CREATE)

2.4.1 Create Fixed Interest Bond

Step 1: Enter the transaction code FTR_CREATE in the SAP Easy Access field.

Step 2: Open the transaction.

Step 3: Enter the following on the Create Financial Transaction screen:

Transaction Type: 100

Partner: Enter the appropriate business partner (broker from trade ticket).

ID Number: CUSIP#

Note: These fields will infer if you go to the transaction after FW17-Editing the Security Prices or FWZZ-Creating the Class.

Step 4: Hit Enter or the button.

Step 5: Enter the following on the Structure Tab based on the Trade Ticket:

Securities Acct:

UB (Custodian)

Gen Val Class:

Short Term or

Long Term

Date Details: All

are settlement

dates.

NOTE: Calculat. Date is the date used to calculate accrued interest. Nominal Amount:

Par Value

Price: Price

Step 6: Hit Enter

or the button.

Note: Check that the Payment Amount equals the Principal on the Trade Ticket and the Accrued


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Interest Payment Amount equals the Accrued Interest on the Trade Ticket.

Step 7: Click on the Trading

Date Tab:


Close Date: Trade Date

Trader: Name of Trader

Step 9: Click on the

Administration Tab:

Step 10: Enter the

following:

Portfolio: COP1

Fund: 850400

Grant: Not-Relevant

Step 11: Click on the Position cash flows button.


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Step 12: Select Valuation Area: Operative Valuation Area US Gaap

Step 11: Select Create Automatically.

NOTE: Review flows for all dates and amounts to agree with trade ticket.

Step 13: Click the green back arrow .

Step 14: Click on the Cash Flow tab.

You should see payment flows for the transaction.


2.4.2 Create Variable Interest

Bonds

Step 1: Enter the transaction code

FTR_CREATE in the SAP Easy Access

field.


Step 3: Enter the following in the

Create Financial Transaction

screen:

a. Company Code: COP1

b. Transaction Type: 100


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c. Partner: Enter the appropriate business partner number.

d. ID Number: CUSIP #

Step 4: Hit Enter.

Step 5: On the Structure Tab

enter the following:

Securities Acct: UB

Gen Val Class: Short or Long

Term

Date Details: All are settlement

dates

Uncheck the Incl. check box.

Nominal Amount: Par value

Price Percent: Premium or

Discount %

Step 6: Hit Enter or the

button.

Note: Check the payment amount to make sure it calculated correctly. Note: Leave the Int.CalcMethod field blank as it pulls from the class. Step 7: Click on the Trading Date Tab:





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Step 9: Click on the Administr. Tab.

Enter the following data:

Portfolio: COP1

Fund: 850400

Grant: Not-Relevant

Step 10: Click on the Position Cash

Flows button.

Step 11: Click on Valuation Area; Operative

Valuation Area US Gaap

Step 12: Click on Create Automatically.

Step 13: Click on the green back button .

Step 14: You should see payment flows for

the transaction.

Note: If you double-click on the interest flow you can see the number of days on which the interest calculation is based.


2.4.3 Create Zero Coupon Bond, Commercial Paper, Bankers Acceptance

Step 1: Enter the transaction code FTR_CREATE in the SAP Easy Access field.


Step 3: Enter the following on the Create Financial Transaction screen:


Partner: Enter the appropriate business partner

ID Number: CUSIP#

Note: These fields will infer if you go to the transaction after FW17-Editing the Security Prices or FWZZ-Creating the Class.


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Step 5: Enter the following on the Structure Tab based on the Trade Ticket:

Securities Acct: UB

Gen Val Class: Short Term or Long Term

Date Details: All are settlement dates.

Nominal Amount: Par Value

Price: Price


Note: Check that the Payment Amount equals the Principal on the Trade Ticket. . Step 7: Click on the Trading Date Tab:





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Step 9: Click on the Administration Tab:


Portfolio: COP1

Fund: 850400

Grant: Not-Relevant

Step 11: Click on the Position cash

flows button.

Step 10: Select Valuation Area:

Operative Valuation Area US Gaap

Step 12: Select Create Automatically.

NOTE: Review all dates and amounts for all flows.



You should see payment flows for the transaction.


Treasury Module 3. Create Money Markets (FTR_CREATE)

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3. Create Money Markets (FTR_CREATE)

3.1 Variable Interest Money Market

Step 1: Enter the transaction code FTR_CREATE in the SAP Easy Access field. You can also

create a favorite.


Step 3: Enter the following in the Create Financial Transaction screen:

a. Company Code: COP1

will infer.

b. Product Type:

55A-Variable Interest,

without maturity

55C-LGIP

c. Transaction Type: 100

d. Partner: Enter the

appropriate business

partner number.

Step 4: Hit Enter or the

button.

3. Create Money Markets (FTR_CREATE) Treasury Module

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Step 5: Enter the appropriate information in the fields on the Structure Tab. Note the

following:

Amount: Enter the dollar

amount

Start: when account opens

End: current fiscal year

end (update each year

before the end of current

for the next fiscal year)

Inclusive: Start Inclusive

Interest form: Variable

Condition type: 1150

Ref.Int.Rate: Select the

appropriate interest rate

1st Int. Rate: Enter the

first interest rate from

bank statement

Int. calc. method: Act/ActY

(ISDA)

Frequency:

WrkgDaysDueDate: Select

either No shift or

Previous Work Day

Repayment form: Final

repayment

Condition type: 1120

Contract Date: Trade Date



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Step 6: Enter the appropriate information in the fields on the Administr. Tab.

Step 7: Click on the Conditions button. Double click on Condition Type 1150.


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Step 8: Check the indicated boxes on the Condition Details: Interest screen:


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Step 10: Double-click on Condition type 1210.

Step 11: Change Interest Rate Adjustment to For Reference interest rate entry.

Step 12: Click the

green back arrow

twice.


Cash Flow tab. You

will see all related

cash flows for the

transaction based on

the end term

entered: investment,

month-end interest

payments and final

repayment.


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Note: You can double-click on the interest flow to see the number of days on which the interest calculation is based.


3.2 Fixed Term and Interest and Repurchase Agreements Money Markets


FTR_CREATE in the SAP Easy Access field. You

can also create a favorite.


Step 3: Enter the following in the Create

Financial Transaction screen:

e. Company Code: COP1.

f. Product Type:

51A-Fixed-Term Deposit

51B-Portland Posterity

51C-Repurchase Agreements

g. Transaction Type: 100

h. Partner: Enter the appropriate business partner number.


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Step 4: Hit Enter.

Step 5: Click on the Structure Tab.

Step 6: Enter the appropriate information in the fields on the Structure Tab.

Payment Amount: Enter

the par amount

Term Start:

Term End:

Percentage Rate: %

Int. calc. method:

Act/ActY (ISDA)

Frequency: At end of

term

Check Shift due date

back to end of term box

Note: Capitalized interest means interest isnt paid out but added to the value of the investment.

Click on the button.

Enter appropriate shifts

and indicate whether on

rollover, interest is paid

out (payment) or rolled

into new balance

(capitalization), or

deferred to a particular

paid out date (deferral).

Contract Data: Trade

Date



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Step 6: Click on the Administr. Tab. Enter the following:

Portfolio: COP1

Fund: 850400 (Portland Posterity: 850208, LGIP5073: 850301

Grant: Not-Relevant

Step 7: Click on the Conditions button. Double click on Condition Type 1200.


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Step 8: Check the appropriate boxes on the Condition Details: Interest screen for End of

Interest Period and Due Date. For Working Day, Click in the field and hit F1 for information to

determine the shift.



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Step 10: Click on the Cash Flow tab. You should see all related cash flows for the transaction.

Note: If you double-click on the interest flow you can see the number of days on which the interest calculation is based.

Step 11: Click Save .

Treasury Module 4. Settle the Transaction

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4. Settle the Transaction

When a Transaction has been created, someone with the Front Office Role must review what

has been entered and then Settle the transaction.

4.1 Settle the Transaction (FTR_EDIT)

Step 1: Enter the transaction code FTR_EDIT in the SAP Easy Access field. You can also create a

favorite.

Step 2: Enter the transaction number.

Step 3: Click on the Settle button.

Step 4: Review the transaction.


5. Daily ActivitiesFront Office (Beginning of Day) Treasury Module

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5. Daily ActivitiesFront Office (Beginning of Day)

5.1 Review Cash Flows for the Day (TPM13)

This is a detailed listing of all flows related to a transaction; both those that post to the General

Ledger (GL) and those that dont (i.e.accrued interest). This report can be used to reconcile

to the custodian daily, review all flows have posted/fixed at month end, and other detailed

review at the flow level.

Step 1: Enter the transaction code TPM13 in the SAP Easy Access field.

Step 2: Enter/delete/check the following:

Product Groups:

Check both Securities and OTC Trans.

Securities:

Securities Account: Delete UB

Selection of TRL flows

TRL Date: Enter

todays date

Step 3: Click on the Execute

button.

Treasury Module 5. Daily ActivitiesFront Office (Beginning of Day)

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Note: You can drill into a transaction by clicking on the TRL Date.

Once the report has executed there is a toolbar to point out:

Below are three buttons from the above toolbar and descriptions of their use:

1. Use this to refresh the report. This is useful if youre executing transactions and want to

update your results without having to leave the report.

2. Use with a particular flow highlighted and you can drill into the posting

journal (TPM20) and see the posting details.

3. Use with a particular flow highlighted and you can press list and drill

into the position list (TPM12) based on that flows date.

5.2 Upload market prices (TBDM) See 2.2 for directions

5.3 Change the Interest Rate (JBIRM)

This will be done on a daily basis to update the Variable Bond

Interest Rates and on an as needed basis for other interest

rates.

Note: Subsequent to this transaction you will need to run t-code FWUP. See 5.4 Step 1: Enter the transaction code JBIRM in the SAP Easy

Access field. You can also create a favorite.

Step 2: Select Ref. interest rate. Click on the green check or hit the enter key.

5. Daily ActivitiesFront Office (Beginning of Day) Treasury Module

Page 42

Step 3: Click in the Ref. interest rate From field and use the matchbox dropdown menu to

choose the appropriate reference interest rate.

Step 4: Click on the green check

Step 5: Click the Display>Change

button.

Step 6: Click the New Entries button.

Step 7: Enter the Reference interest rate, the beginning validity date and the actual rate.


Treasury Module 5. Daily ActivitiesFront Office (Beginning of Day)

Page 43

5.4 SecuritiesUpdate Planned Records (FWUP)

This transaction updates planned records between the security ID and the Security transaction.

Run after interest rate adjustments, but also would need to be run if the City ever needed to

add or change conditions on the security once transactions are created.

Step 1: Enter the transaction code FWUP in the SAP Easy Access field.

Step 2: Input security ID and click on execute

You will see the Results Log with the message: Update was carried out successfully.

6. Daily ActivitiesBack Office (End of Day) Treasury Module

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6. Daily ActivitiesBack Office (End of Day)

6.1 Agree security cash flow to custodian (TPM13)





Step 1: Enter the transaction code TPM13 in the SAP Easy Access field. Choose the Cash Flow

Layout.


Product Groups:

Check Securities

Securities:



TRL Date: Enter

todays date


button.

Treasury Module 6. Daily ActivitiesBack Office (End of Day)

Page 45

Note: You can drill into a transaction by clicking on the TRL Date.

Once the report has executed there is a toolbar to point out:

Below are three buttons from the above toolbar and descriptions of their use:

1. Use this to refresh the report. This is useful if youre executing transactions and want to

update your results without having to leave the report.

2. Use with a particular flow highlighted and you can drill into the posting

journal (TPM20) and see the posting details.

3. Use with a particular flow highlighted and you can press list and drill

into the position list (TPM12) based on that flows date.

6.2 Post to the GL: Post purchase amount (TBB1)

Step 1: Enter the transaction code TBB1 in the SAP Easy Access field.


Step 3: In the Up To And Including Due Date field enter the Date for flows you want to post.

Step 4: Check the Test run box.


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Step 5: Click on the Execute button.

Step 6: Review results. If all is correct, Click the green back arrow , uncheck the Test Run

box and Click on the Execute button.

Note: You should see purchase amount and appropriate GL accounts.

Note: Click on the select layout button and choose the \EBS_1 layout.


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6.3 Post to GL: Post interest receipt (FWSO)

Step 1: Enter the transaction code FWSO in the SAP Easy Access field.

Step 2: Enter the

following:

Company Code: COP1

ID Number: CUSIP#

Up To and Including Due

Date: First interest

payment

Step 3: Check the Test

run box.


Execute button.

Step 5: Review results. If

all is correct, Click the

green back arrow ,

uncheck the Test Run box

and Click on the Execute button.

Note: This posting will be the entire amount of the interest receipt offset to Deposits payable. The next step (TPM18) removes the portion that was in prepaid interest to clear out the prepaid interest. Note: Related TBB1 or FWSO flow must post before TPM18 will post.


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6.4 Derived Business Transactions: Clear prepaid interest (TPM18)

This needs to be run every

day!

Step 1: Enter the transaction

code TPM18 in the SAP Easy

Access field.


ID Number: CUSIP#

TRL Date: First interest

payment

Step 3: Check the Test run

box.


button.

Step 5: Click on the Fix button.


box and click on the Execute button.

6.5 Post Amortization and Update Market Value (TPM1)

This transaction is only relevant for the Securities Product Group as Money Markets dont

amortize or record market prices.


Step 2: Enter or choose the following:

Product Groups: Always select Securities


Valuation parameters:

Key Date for Valuation: Date you are valuing

Valuation Category: Always select Mid-Year Valuation Without Reset

Posting Control: Check Test Run box.


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Step 4: Click on the Execute button

Step 5: Click on Execute valuation button.

Step 4: Click the green check at the bottom of the messages window.


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Step 5: Click on Valuation messages to see any errors. Click on Logs + Messages to see

accounting postings. Use the green back arrow to toggle between the two message

screens.

Note: You can drill into the accounting document by clicking on the document number. The document number will always start 37##########.



Treasury Module 7. TroubleshootingBack Office

Page 51

7. TroubleshootingBack Office

7.1 Reverse error flows (FTR_Edit)

This transaction must be done to reverse a purchase or a non-position flow for a money

market.

Note: Must execute TPM10 after reversals to post to accounting.

7.1.1 Reverse a Purchase

Note: If you are trying to reverse an entire transaction and dependent transactions have already posted, they will need to be reversed prior to this action. Step 1: Enter the transaction code FTR_Edit in the SAP Easy Access field.

Step 2: Enter the transaction number

Step 3: Select Reverse

Step 4: Select Reversal Reason


This puts the transaction into to-be-reversed status.

Step 6: Run transaction TPM10 (7.2)

7.1.2 Reverse a Non-Position Flow for a Money Market

Step 1: Enter the transaction code FTR_Edit in the SAP Easy Access field.

Step 2: Enter the transaction number

Step 3: Select Change

Step 4: Go to Cash Flow Tab.

Step 5: Change from edit to reverse

mode by using the drop down on the

edit/reverse icon.

Step 6: Select the flow youd like to

reverse.

Step 7: Select Reverse from the

dropdown on the Flows icon.

Step 8: Click on the Save button.

7. TroubleshootingBack Office Treasury Module

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7.2 Reverse TBB1 Errors-Reverse a purchase or non-position flow for a MM (TPM10)

To reverse a purchase you have to reverse the entire transaction.


Step 2: Enter the following information:

Product Groups: Securities and/or OTC Transaction

General Selections:

Company Code: COP1 (will default)

Limit by Transaction Number: Check the Limit by Transaction Number box and enter the

transaction you want to reverse.

Limiting of Bus. Transactions: Box must be checked

Posting Control:

Reason for Reversal: Select the reason using the match code

Test Run: Leave checked for first run to check for errors and correct

Output Control: Check Display and Select Business Transactions


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Step 4: Review Posting Log. If no errors, uncheck test run and execute. If errors, troubleshoot

and correct errors, rerun as test run. When no errors, uncheck test run and execute.

7.3 Reverse Valuation--TPM1 (TPM2)

Use this transaction to reverse all or one security.

Step 1: Enter the transaction code TPM2 in the SAP Easy Access field .

Step 2: Enter the following information depending on what you need to reverse:

Product Groups: Securities and/or OTC Transaction

General Selections:

Company Code: COP1 (will default)

Securities:

ID Number: Enter the ID # only if you are reversing particular securities. If reversing all,

leave blank.


Valuation Parameters:

Key Date for Valuation: Date you want to reverse

Posting Control:

Reason for Reversal: Select the reason using the match code

Test Run: Leave checked for first run to check for errors and correct

Output Control: Check Display Positions


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7.4 Reverse FWSO for all or one security (TPM_POSTAUTREV)

Use this transaction to reverse FWSO postings.

Step 1: Enter the transaction code TPM_POSTAUTREV in the SAP Easy Access field.

Step 2: Enter the ID Number.

Step 3: Securities Account: Delete UB

Step 4: Position Value DateEnter the date range of desired reversals.

Note: Related GL Accounting period must still be open for this to post. Step 5: Select the Reason for Reversal using the match code.

Step 6: Check Test Run Box.




7.5 Reverse TJ05 (Interest Rate Fixing for MMs)

This transaction is used when you determine that your variable interest MM had a different

interest rate then you thought and you must reverse the interest rate fixing.

Note: You must first use transaction JBIRM and correct the rate for the most current date. Even though youve done this, the transaction referencing that rate wont update because youve already fixed the interest rate. Once youve completed the reversal you will need to run TJ05 again to fix the new rate before you are able to post the related interest payment (TBB1).


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Step 1: Enter the transaction code TJ05_REV in the SAP Easy Access field.

Note: Use FTR_Edit and the Int.rate.adj tab get the necessary information to complete the reversal if you dont already have it. See screen shot below:


a. Choose Interest Rate Adjustment

b. Enter Fixing Date

c. Enter Reference Interest Rate

d. Uncheck All Transactions

e. Enter Single Transaction #

f. Check Test Run


Page 56


Step 4: If there are no errors, click the green back arrow , uncheck the Test Run box, and

click on the Execute button.

07

Treasury Module 8. As NeededFront Office

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8. As NeededFront Office

(See Sections 2, 3 and 4 for instructions on Creating Security Class and Settling Transactions)

8.1 Create Business Partner (BP)

Business Partner

Business Partners are created for each of the organizations with whom Treasury does business,

such as counterparties, issuers, and custodial banks. Treasury will have its own unique group of

business partners to maintain. These business partners will be numbered externally, meaning

Treasury will enter the number when creating the business partner. The business partner

numbering scheme is TRXXXX and will be used in numerical order (e.g. TR001, TR002, etc).

Business partners are assigned roles based on the business process. All business partners start

with the General Business Partner role.

Step 1: Enter the transaction code BP in the SAP Easy Access field.


Step 3: Click on the Organization button.


Business Partner: Enter the next

available Treasury BP number (TRXXXX).

Grouping: Treasury

Create in BP role: Business Partner

(Gen.)

Step 5: Complete the following on the Address Tab:

Name: (1st line): Name of organization

Name: (2nd line): Name of contact person

Search Term:

House No.:

Street

City/State/Zip

Language: English

Fax:

E-mail:

8. As NeededFront Office Treasury Module

Page 58

Website: Click Other communication, double-click on URl, enter the website.

Step 5: Click on the Control Tab.

Step 6: Enter the Authorization Group: TR01 (Treasury).

Step 7: Select the appropriate role in the Create in BP role field by selecting from the drop-

down list:

A. Counterparty

B. Depository Bank

C. Issuer

Step 8: Click on Save when the Change to another BP role in create mode window appears.


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Step 9: Complete the following based on the role selected:

A. Counterparty

a. Click on Company

Code

b. Click on the

SI:Authorizations tab

8. As NeededFront Office Treasury Module

Page 60

c. Enter Company Code: COP1

d. Hit Enter

e. Check the four authorization boxes

f. Click the Save button.

B. Depository Bank

Click the Save button.

C. Issuer

a. Click on the Ratings Tab

b. Select the appropriate rating agency using the match code in the Rat. Proc. Column.

c. Select the appropriate rating using the match code in the Rating Column.

d. Enter the date the rating was issued in the Rated on field.

Note: The Valid from and Valid to dates will default when you hit Enter.

Click the Save button.


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8.2 Change the Business Partner


Step 2: Click on

the Open BP icon.

Step 3: Enter the Business Partner number. Click on

the green check or hit Enter.

Step 4: If in Display mode, switch to Change mode by

clicking on the pencil icon .

Step 5: Change the fields that need to be changed.


8.3 View changes to Business Partner


Step 2: Click on the Open BP icon.

Step 3: Enter the Business Partner number. Click on

the green check or hit Enter.

Step 4: From the top menu bar, click

Extras>Change History>For this Partner

Treasury Module

Page 62

Step 5: Click on the Select All icon. Click on the green check mark or Hit Enter.

All changes to the

business partner will be

displayed.

8.4 Delete a Business Partner Role


Step 2: Select the relevant Business Partner.

Step 3: Click on change display button.

Step 4: Click on the Role detail button.

Treasury Module 9. As Needed-Back Office

Page 63

Step 5: Highlight the role you want to delete.

Step 6: Click on the delete button.

9. As Needed-Back Office

(See sections 2 and 3 for directions for create transactions)

9.1 Sell/Call Securities (FTR_Create)

The steps to sell/call securities are the same as create transactions (sections 2 and 3) except for

the following:


Click on the Position Cash Flows button

The Manual Assignment to Single Positions window will open.

If only one lot, click on the green check mark.

If multiple lots, as in the screen shot below, the assigned nominal column will be blank. You

will need to allocate the amount from the lot you are selling. Then click on the Copy button

and review.

9. As Needed-Back Office Treasury Module

Page 64

Review flows for correct calculations of gain or loss, amortization, accrued interest and sale

amount.

9.2 Sell Variable Interest Money Market (FTR_EDIT)

Step 1: Enter the transaction code FTR_EDIT in the SAP Easy Access field.

Step 2: Enter the transaction #.

Step 3: Click on Change.

Step 4: Change End Date (maturity date) to Sell Date.

Step 5: Click on the Save button

9.3 Adjust Interest Payment for MM Transactions (FTR_EDIT)


FTR_EDIT in the SAP Easy Access field.

Step 2: Enter the Transaction #.



You will see all related cash flows for

the transaction based on the end

term entered: investment, month-end interest payments and Final repayment.


Page 65

Step 5: Click the Flows button.

Step 6: Go to Edit Flow

Step 7: Change Pmnt amount to actual bank receipt.

Step 8: Click the Copy button.


Page 66

9.4 Change the Interest Rate (JBIRM)

Step 1: Enter the transaction code JBIRM in the

SAP Easy Access field.

Step 2: Select Ref. interest rate. Click on the

green check or hit the enter key.

Step 3: Click in the Ref. interest rate From field

and use the matchbox dropdown menu to choose

the appropriate reference interest rate.

Step 4: Click on the green check

Step 5: Click the Display>Change button.

Step 6: Click the New Entries button.


Page 67

Step 7: Enter the Reference interest rate, the beginning validity date and the actual rate.


9.5 Update transaction with new interest rate (TJ13)

This is required after interest rate updates (JBIRM) to money market transactions so the

transaction recognizes that the new rate is available.

Note: This step can be substituted for an individual transaction by going into FTR_EDIT in change mode and saving. Step 1: Enter the transaction code TJ13 in the SAP Easy Access field.

Step 2: Enter or select using the match code the relevant Reference Interest Rate.

Step 3: Leave All Transactions box checked.

Step 4: Check Test Run Box.


Page 68




9.6 Fix Adjusted Interest Rate for MMs (TJ05)

Every time an interest rate is changed, the interest flow needs to be adjusted.

Step 1: Enter the transaction code TJ05 in the SAP Easy Access field.

Step 2: Uncheck the All Transactions box.

Step 3: Enter the transaction you want to adjust in the Single Transactions field.

Step 4: Check the Test run box and Click on the Execute button.

Step 5: If successful, remove the check from the Test run box and Execute


Page 69

Treasury Module

Page 70

9.7 Create Securities Account (TRS_SEC_ACC)

This is the transaction used to create a new custodian. If a new custodian needs to be created,

contact EBS as creating a new custodian necessitates other changes in TRM.

10. MonthlyBack Office

10.1 Accrue Interest (TPM44)

Step 1: Enter the transaction code TPM44 in

the SAP Easy Access field


Product Group: Check Securities and OTC

Transaction

Company Code: COP1

ID Number: CUSIP#

Securities Account: Must be blank

(sometimes an account will default; delete it).

Transaction: Transaction #

Accrual/Deferral Key Date: Enter

Check Including Key Date box and Test

Run box.

Check Immediate Posting


Treasury Module 10. MonthlyBack Office

Page 71

Step 4: Review results. If all is correct, click the green back arrow , uncheck the Test Run


Note: Run TPM13 to see subledger report with accrued interest updates types with Status fixed.

10.2 Verify all relevant flows have posted for the month (TPM13)







Product Groups:

Check both Securities and OTC Trans.

Securities:



TRL Date: Enter the beginning and end date of the entire month

Uncheck the Fixed Flows box.

10. MonthlyBack Office Treasury Module

Page 72


Step 4: Review for scheduled flows that havent posted during the month.

10.3 Review Money Market Interest Receipts (FTR_Edit)


Step 2: Enter the Transaction #.

Step 3: Click on Display.


You will see all related cash flows for the transaction based on the end term entered:

investment, month-end interest payments and Final repayment.


Page 73

Step 5: Verify that SAP scheduled interest payment agrees with the actual bank receipt. If not,

see Adjust Interest Payment for MM Transactions (section 9.3)

10.4 Add LGIP Fees (FTR_EDIT)

At the end of the month LGIP charges fees for administering the account. Use this transaction

to recognize the fees.





Page 74

Step 4: Click on the Other Flows Tab.

Enter the following:

FTYPE: 1901 (always)

Amount: Amount of the fee

Payment Date: Date the fee hit the City LGIP account.



Page 75

10.5 Calculate Month-End Earnings Allocation

The majority of the City of Portlands investment earnings are pooled and allocated to bureaus

each month-end based on an average-daily-cash balance. This is tracked in a Special Purpose

Ledger (SPL) in SAP. Treasury calculates the amount to allocate from a combination of reports.

Note: There are two streams of earnings that currently arent pooled with the other City earnings, but instead are individually allocated through separate Journal Entries by TreasuryPortland Posterity and LGIP-Multnomah Transient Tax. These can be distinguished for exclusion in the pooled earnings allocation by: Portland Posterity: Product Type: 51B Trans# 103 LGIPTransient Tax: Trans#: 120 External Reference: #5073

There are three steps to determine the amount to allocate:

10.5.1 Determine the net Accrued Interest for the month

10.5.2 Determine the actual Monthly Earnings received

10.5.3 Calculate Earnings

10.5.1 Determine the Net Accrued Interest for the Month

The calculation to determine the Net Accrued Interest for the month is to compare the accrued

interest-to-date on the first day of the month to the accrued interest-to-date on the last day of

the month; the difference between these two numbers is the Net Accrued Interest for that

particular month.

Step 1: Enter the transaction code TPM13.

Step 2: Product Groups: Select Securities and OTC.

Step 3: Selection of TRL flows:

TRL date: Enter the 1st and last day of the relevant month.

Note: Use the Multiple Selection screen to enter the dates, rather than a date range. The report will run faster this way.


Page 76

Select Fixed and Reversed Flows

Step 4: Layout: /earnAccInt

Note: This layout filters for update types AD1000 and AD1001 and excludes product type 51B-Portland Posterity and trans#120LGIP Transient Tax.



Page 77

Step 6: Calculate the net accrued interest by taking the subtotal for AD1000 (net accrued

interest-to-date at the end of the month) and reducing it by the subtotal for AD1001 (net

accrued interest-to-date at the start of the month).

Example:

Accrued interest-to-date at end of month AD1000 1,835,990.08

Accrued interest-to-date at beginning of month AD1001 (1,496,196.35)

Net Accrued Interest for the month 339,793.73

10.5.2 Determine the Actual Monthly Earnings Received

A. To determine all earnings except LGIP:

Step 1: Enter the transaction code TPM20

Step 2: Product Groups: Select Securities and OTC.

Step 3: General Selections: Enter Fund 850400-Treasurers Interest


Page 78

Step 4: Posting Data FI:

Posting Date: First day to last day of relevant month (Enter the date range)

G/L Account: 281100-Deposits Payable

Step 5: Other Selections: Select Posted and Reversed Business Transactions

Select Layout /EARNINGS


Step 7: Copy total amount into accrued interest spreadsheet.

B. To determine LGIP earnings:

Step 1: Enter the transaction code TPM20

Step 2: Product Group: Select OTC

Step 3: OTC Transactions: Transaction 119

Step 4: Posting Data: Update Type: MM1150-

Step 5: Posting Data FI:

Posting Date: First day to last day of relevant month (Enter the date range)

G/L Account: 120060-Local Govt Investment Pool clearing account

Step 6: Other Selections: Select Posted and Reversed Transactions


Page 79


Page 80


Copy total amount into accrued interest spreadsheet.

10.5.3 Calculate Earnings

In the Accrued Interest Spreadsheet:

Accrued Interest + Monthly Earnings + LGIP Earnings Admin Fee Fiscal Year-to-Date= Monthly

Earnings

A. Once the earnings amount is calculated, the earnings are allocated using transaction

ZFICM01.

Debit: 137100 Accrued Interest Receivable-year end

Credit: Interest Revenue

B. Once fund 850400 has enough cash balance, the allocated interest is distributed to the

bureaus

Debit: 281100 Deposits Payable, fund 850400

Credit: 137100 Accrued Interest Receivable-Year End

C. At each month-end, the balances undistributed and allocated is matched in the GL is

compared to the amount outstanding in the Treasury Module. Any differences must be

researched by the Treasury Division. Differences are usually erroneous or unknown entries

effecting earnings amounts.

10.6 Reconciliation of Earnings

See section 10.5 for description of earnings allocation process.

To do monthly reconciliation:

Sum1: Calculate the GL available accrued interest using the following amounts:

Outstanding accrued interest, including current month

NOTE: This is interest allocated but not distributed. It should be the balance of account 137100 for all funds unless erroneous entries have been posted.

Treasury Module 11. Cash Management

Page 81

Add: Treasury Admin Fee fiscal year- to-date

Subtract: Current month-end balance for GL Acct 281100, fund 850400

Note: This can be obtained by running t-code FAGLB03

YEAREND NOTES:

Treasury Admin Fee: Add/subtract the yearend true-up fee/rebate amount.

GL Acct 281100, fund 850400 balance: Determine if Treasury Division has reduced this

balance by allocating to the Treasury Division Cost Center and add the amounts of those

entries.

Next:

Sum2: Identify the available accrued interest from the Treasury Module.

Follow the steps from 10.5.2, and note the subtotal for update type AD1000.

Next:

Sum3: Calculate the difference between the GL available accrued interest (Sum1) and the

available accrued interest from the Treasury Module (Sum 2).

Note: This difference should be s/b zero. If there is a difference the analyst must research and correct.

11. Cash Management

11.1 Posting Journal Reconciliation Tool (TPM20)

This report shows all the flows that have already posted to the GL based on a particular date

range and product group, or transaction, or Security ID #. Results show the posting date,

document number, and debits/credits of the posting. Transactions which have not yet posted

will not show on this report.


Step 2: Enter the appropriate data in the following fields to filter the report:

ID Number or Transaction Number (See text field from GL document)

G/L Account

Posting Date

Step 3: Click on the Execute button or hit Enter.

12. Reports

On the initial input screen of most reports in TRM you will see Product Groups at the top of the

screen. The City of Portland uses two Product groups: Securities and OTC Transaction (Money

12. Reports Treasury Module

Page 82

Markets). When you select a product, all transactions in that group show in the report.

Without selecting a product no matter what selections you make in the selections below, no

transactions will populate the report.

From here you enter data in the initial input screen fields based on the results you want to see

and the type of report.

12.1 Table of Reports

Below is a table of available reports, a brief description, and the page # where you can find

information on running the report, if available in guide.

Report Description Page #

TPM13Detailed

Flows

Detailed listing of all flows related to a transaction, both

those that post to the General Ledger (GL) and those that

dont (i.e.-accrued interest). This report can be used to

reconcile to the custodian daily, review that all flows have

posted/fixed at month end, and other detailed review at

the slow level.

P. 40 and

P. 43

TPM20Posting

Journal

This report shows all flows that have already posted to

the GL based on a particular date range and product

group, or transaction, or Security ID #. Results show the

posting date, document number, and debits/credits of

the posting. Transactions that have not posted will not

show on the report.

P. 71

TPM12Position List This is a position list, meaning it is executed based on a

particular date, key date, and amounts are summarized to

the transaction level for activity relative to that key date.

Treasury Module 12. Reports

Page 83

Report Description Page #

ZTR_INVEST_REPORT-

Treasury Investment

Report

This is a custom Treasury Module report and is a multiple

tab report. It is executed based on a key date, like TPM12.

It contains yield calculations, weighted maturity,

reporting on Treasury admin fee, interest per day, issuer

details by investment type, maturity details by

transaction, and then detailed tabs based on the type of

investment: Bond positions, commercial paper, bankers

acceptance, repurchase agreements, LGIP, and deposits.

The final tab, ratings, is a detail of ratings by issuer based

on the key date. The goal of this report is to present a

consolidated view of Treasury activities, meeting the

needs of daily users as well as high level decision makers.

Summary Tab

This is fairly static tab where the rows are fixed. It shows

a summarized view based on the category. This is

currently the only report showing: Net Portfolio Yield w/o

Admin Fee, Net Portfolio Yield, WEIGHTED AVERAGE

MATURITY, and AVERAGE EFFECTIVE MATURITY, in the

Treasury Module.

Maturity Overview

This is detail by maturity date. All Variable Interest Money

Markets, maturities have been overridden from the SAP

default to always be one day, with a maturity the day

before the key date the report is executed.

Issuer

Shows a summary by amount, based on market value,

and category, with a total and percentage by issuer.

Screen

shots

below

P. 73


Page 84

12.2 Treasury Custom Report (ZTR_INVEST_REPORT)

This report is primarily a position based report. It reports a snapshot of the Citys investment

portfolio based on a give date. It includes yield calculations and weighted maturity calculation

that can only be found in this report. The data is on actual postings for all values except for

Interest per Day and Accrued Interest.

Step 1: Enter ZTR_INVEST_REPORT in the SAP Easy Access Screen

Step 2: Enter the date in the Date field.



Page 85

Summary tabDisplays data as of the date entered.

Int/Amort per Day:

Total (Gross): This is a combination of Daily Interest Earnings and net Amortization Earnings. NOTE: this does include LGIP Transient Tax and Portland Posterity earnings.

Total (Net): Gross Treasury Admin Fee Net Portfolio Yield w/o Admin Fee : (Int/Amort per Day-Total (Gross)*365) / Book Value Total

(Gross)

Net Portfolio Yield : (Int/Amort per Day-Total (Net)*365) / Book Value Total (Gross)

Weighted Average Maturity: (Each Trans#-BookValue * Days to Maturity)/Total Book Value

Average Effective Maturity: (Each Trans#-BookValue * Days to Call Date(or Maturity if no

call)/Total Book Value


Page 86

Maturity Tab

Days to Maturity: securities = maturity date from security class key date

Money markets = maturity date from trans key date.

~for product type 55a and 55c maturity is always key date + 1 day

Days to call date: only securities, Next Call Date key date

~Make Whole Bonds= if First call date=Next call date=Maturity date then days to next call date

= 1day


Page 87

Issuer Tab: This tab is used to validate compliance with issuer limits set in the City

Investment Policy. Amounts are based on the Market Value of the investment.

Ratings Tab: This tab presents current (based on key date) ratings of all business partners

with the Issuer Role.

Other Tabs:

Bond Positions

Commercial Paper

Bankers Acceptance

Repurchase Agreement (REPO)

LGIP

Deposits

treasury module user guide

Documents

transactions ftr

money markets ftr

upload market prices

security transactions

transaction ftr

office sap roles page

treasury module page

commercial paper