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AI-generated from documented ETRM metadata — verify critical details on the linked pages.

Overview

XTR_DISC_NET_POSITIONS_V is a reporting view owned by the APPS schema in Oracle E-Business Suite, delivered as part of the XTR — Treasury product (also referenced as ETRM, the Enterprise Treasury and Risk Management family). The view exposes aggregated net position information for treasury deals, with the specific design objective of enforcing user access to company information. Rather than presenting raw deal-level rows, the view consolidates exposures at the company, deal type, subtype, product type, portfolio, and currency level, making it suitable for downstream discovery reports, dashboards, and integration extracts where a user should only see positions for the companies they are authorized to access.

Net positions represent the Treasury concept of offsetting long and short exposures per currency pair and deal classification. This view surfaces summarized measures such as gross principal, reporting-currency equivalent principal, weighted-average principal, deal counts, and rate ranges across a grouping of treasury instruments. Because the view is marked VALID and resides in APPS, it is a supported, queryable object for custom reports and business intelligence tools that connect to the EBS database.

Underlying Base Objects

The view is defined over XTR_NET_POSITIONS_V, itself an APPS synonym-backed access view, joined to the treasury reference and party entities. The documented referenced base objects are:

• XTR_NET_POSITIONS_V (VIEW) — the primary source of deal-level net position data, supplying company, deal type, subtype, product, portfolio, counterparty, currency, and the aggregated numeric measures.
• XTR_PARTY_INFO (SYNONYM) — supplies company names via PARTY_CODE to FULL_NAME for the company dimension, and through the aliased join supplies counterparty full names.
• XTR_DEAL_TYPES (SYNONYM) — provides the descriptive deal type name (DT.NAME) and is the driving join for the deal classification.
• XTR_DEAL_SUBTYPES (SYNONYM) — outer-joined on deal type and subtype to provide the subtype description (ST.NAME) where defined.
• XTR_PRODUCT_TYPES (SYNONYM) — outer-joined on deal type and product type to provide the product description.
• XTR_USER_ACCESS (PACKAGE) and FND_GLOBAL (PACKAGE) — these are not joined in the view text but are referenced for the security enforcement layer; XTR_USER_ACCESS derives the user's authorized company set, typically driven by the FND_GLOBAL user/session context established at login.

Key Columns

• COMPANY / COMPANY_NAME — the company (legal entity or treasury organization) code and its party full name; this is the principal access-control dimension.
• SYS_DEAL_TYPE / DEAL_TYPE / DEAL_TYPE_NAME — the system deal type code, the user-facing deal type, and its descriptive name.
• SYS_DEAL_SUBTYPE / DEAL_SUBTYPE / DEAL_SUBTYPE_NAME — analogous classification at the subtype level, with subtype name coming from the outer join.
• CURR / CONTRA_CURR / CURR_COMBINATION — the primary currency, the contra (offsetting) currency, and the combined currency pair identifier, which is the natural key for net position reporting. The CURR_COMBINATION column is the correct field to use when a user searches for "curr_combination" — it is the concatenated/paired currency indicator, whereas the underlying base object column is named CURRENCY_COMBINATION.
• CPARTY / CPARTY_NAME — counterparty code and name.
• PRODUCT_TYPE / PRODUCT_TYPE_DESC / PORTFOLIO — instrument product classification, its description, and the treasury portfolio grouping.
• GROSS_AMOUNT, REPORTING_CURR_AMOUNT, WEIGHTED_AMOUNT, NO_OF_DEALS — the aggregate measures: total gross principal, equivalent in the reporting/domestic currency, weighted-average principal, and count of contributing deals.
• MIN_GROSS, MAX_GROSS, MIN_RATE, MAX_RATE — the range boundaries for principal and rate observed within each grouping.

Common Use Cases and Queries

The primary use is company-scoped net position reporting for treasury dealers and risk officers, where access control is imposed automatically by the view rather than by application code. Typical scenarios include daily position exposure analysis by currency pair, portfolio-level and product-level roll-up reporting, counterparty exposure monitoring, and feeds into downstream risk or liquidity systems.

A representative query retrieving currency combination exposures for the current user's authorized companies:

• SELECT company, company_name, curr, contra_curr, curr_combination, deal_type_name, gross_amount, reporting_curr_amount FROM apps.xtr_disc_net_positions_v WHERE curr_combination IS NOT NULL ORDER BY company, curr_combination;
• SELECT company, portfolio, product_type_desc, SUM(gross_amount) total_gross, SUM(no_of_deals) deal_cnt FROM apps.xtr_disc_net_positions_v GROUP BY company, portfolio, product_type_desc;
• SELECT curr, contra_curr, MIN(min_rate), MAX(max_rate), SUM(weighted_amount) FROM apps.xtr_disc_net_positions_v GROUP BY curr, contra_curr;

Note that the view already returns aggregated data, so additional GROUP BY clauses should be applied only to re-roll the documented groupings. Because access is enforced through the XTR_USER_ACCESS and FND_GLOBAL packages, results are filtered by the invoking user's company authorizations, making the view safe to expose directly in custom concurrent programs, Oracle Reports, and BI Publisher data models.