HDG_SRC_MTM_IDX (SQL Table)	Index Back
Hedge Source MTM INDEX TBL "Mark to Market" methods for hedged items from a given source. For Fair Value hedges, this is how to compute the fair value of the item. For Cash Flow hedges, this is how to compute the cumulative cashflows for the item. MAPS THE RATES/CURVES USED TO CALC THE FAIR VALUE.

HDG_SRC_MTM_IDX

(SQL Table)

Hedge Source MTM INDEX TBL

"Mark to Market" methods for hedged items from a given source. For Fair Value hedges, this is how to compute the fair value of the item. For Cash Flow hedges, this is how to compute the cumulative cashflows for the item. MAPS THE RATES/CURVES USED TO CALC THE FAIR VALUE.

Parent record: HDG_SRC_TBL

# PeopleSoft Field Name PeopleSoft Field Type Database Column Type Description

1 SETID Character(5) VARCHAR2(5) NOT NULL SetID

2 HEDGED_ITEM_SRC Character(3) VARCHAR2(3) NOT NULL This identifies which sub-system/product contains the item being hedged.
BDF=Budgets Forecast
POO=Purchase Order
TRD=Treasury Deal
TRE=Other Hedgeable Items

3 HEDGE_TYPE_133 Character(3) VARCHAR2(3) NOT NULL Hedge type when FAS 133 is applied.
CF=Cash Flow Hedge
FV=Fair Value Hedge
XAS=FX FV of Available-for-Sale
XCF=FX Cash Flow Hedge
XFC=FX FV of Firm Commitment
XNI=FX Hedge of Net Investment

4 HDGD_ITM_FINANCIAL Character(1) VARCHAR2(1) NOT NULL Is the hedged item/transaction a Financial Asset or Liability, or a non-financial Firm Commitment with Financial components? (FAS133 paras 21(e-f) & 29(g-h))
N=Nonfinancial Item
Y=Financial Item

5 MTM_MODEL Character(10) VARCHAR2(10) NOT NULL Represents a more granular method by which to establish diverse analytics function usages for a given finan

6 MTM_DATA_PURPOSE Character(4) VARCHAR2(4) NOT NULL Treasury's version of the FSI field YC_DATA_PURPOSE, but with added XLATs to also refer to the enterprise market rates.
CO=Commodity
CR=Credit Spread
FX=Foreign Exchange
OT=Other Curve
PR=Market Price
VO=Volatility
YC=Yield Curve

7 RT_RATE_INDEX Character(10) VARCHAR2(10) NOT NULL Market Rate Index
Prompt Table: RT_INDEX_TBL

8 RT_TYPE Character(5) VARCHAR2(5) NOT NULL Defines a category of market rates for currency conversion. Some examples of rate types are commercial, average, floating, and historical.
Prompt Table: RT_TYPE_TBL

9 YC_CODE Character(10) VARCHAR2(10) NOT NULL Curve Code: Unique Identifier for each Curve definition.

10 YC_CURVE_TYPE Character(4) VARCHAR2(4) NOT NULL Curve Type
B=Zero Coupon Equivalent
D=Discount Factor Curve
F=Implied Forward Rates
S=Spot Yields
X=Forward Exchange Rate Curve
Y=Coupon Bearing Yields

#	PeopleSoft Field Name	PeopleSoft Field Type	Database Column Type	Description
1	SETID	Character(5)	VARCHAR2(5) NOT NULL	SetID
2	HEDGED_ITEM_SRC	Character(3)	VARCHAR2(3) NOT NULL	This identifies which sub-system/product contains the item being hedged. BDF=Budgets Forecast POO=Purchase Order TRD=Treasury Deal TRE=Other Hedgeable Items
3	HEDGE_TYPE_133	Character(3)	VARCHAR2(3) NOT NULL	Hedge type when FAS 133 is applied. CF=Cash Flow Hedge FV=Fair Value Hedge XAS=FX FV of Available-for-Sale XCF=FX Cash Flow Hedge XFC=FX FV of Firm Commitment XNI=FX Hedge of Net Investment
4	HDGD_ITM_FINANCIAL	Character(1)	VARCHAR2(1) NOT NULL	Is the hedged item/transaction a Financial Asset or Liability, or a non-financial Firm Commitment with Financial components? (FAS133 paras 21(e-f) & 29(g-h)) N=Nonfinancial Item Y=Financial Item
5	MTM_MODEL	Character(10)	VARCHAR2(10) NOT NULL	Represents a more granular method by which to establish diverse analytics function usages for a given finan
6	MTM_DATA_PURPOSE	Character(4)	VARCHAR2(4) NOT NULL	Treasury's version of the FSI field YC_DATA_PURPOSE, but with added XLATs to also refer to the enterprise market rates. CO=Commodity CR=Credit Spread FX=Foreign Exchange OT=Other Curve PR=Market Price VO=Volatility YC=Yield Curve
7	RT_RATE_INDEX	Character(10)	VARCHAR2(10) NOT NULL	Market Rate Index Prompt Table: RT_INDEX_TBL
8	RT_TYPE	Character(5)	VARCHAR2(5) NOT NULL	Defines a category of market rates for currency conversion. Some examples of rate types are commercial, average, floating, and historical. Prompt Table: RT_TYPE_TBL
9	YC_CODE	Character(10)	VARCHAR2(10) NOT NULL	Curve Code: Unique Identifier for each Curve definition.
10	YC_CURVE_TYPE	Character(4)	VARCHAR2(4) NOT NULL	Curve Type B=Zero Coupon Equivalent D=Discount Factor Curve F=Implied Forward Rates S=Spot Yields X=Forward Exchange Rate Curve Y=Coupon Bearing Yields