Results for “xtr_net_positions_v”

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

Overview

XTR_NET_POSITIONS_V is a reportable database view owned by the APPS schema in Oracle E-Business Suite, delivered as part of the XTR (Treasury) product family. In ETRM 12.2.2 the view is documented with a status of VALID and carries the description "Current net position information." Its purpose is to consolidate treasury deal activity into a single read-only result set that expresses aggregate exposure per company, deal type, currency, counterparty, portfolio, and dealer. Rather than storing data, the view derives its output at query time from a set of mirror and limit-related base objects, applying decoding and grouping logic so that the caller receives a normalized, dimensionally grouped picture of principal and rate statistics. It is typically consumed by Treasury position reporting, limit monitoring, and downstream integration extracts where a live, consolidated net position is required without materializing intermediate data. Because it is a view, it always reflects the current state of the underlying deal records at the moment of execution.

Underlying Base Objects

The view is defined over several documented objects. The principal source is XTR_MIRROR_DDA_LIMIT_ROW_V, a mirror view that supplies deal-level rows, amounts, transaction rates, dates, counterparty (limit party), portfolio, product type, and dealer attributes. XTR_DEAL_TYPES and XTR_DEAL_SUBTYPES are joined to resolve internal deal type and subtype codes into their user-facing equivalents. The documented metadata also lists XTR_DEALS_V and the packages FND_GLOBAL and XTR_USER_ACCESS as referenced base objects, supporting security context and deal retrieval. The join predicates require that the deal type matches both a deal type row and a deal subtype row, and a filter clause restricts the result set to future-dated amount records (AMOUNT_DATE >= TRUNC(SYSDATE)) or to specific deal types such as ONC, CMF, CA, IG, and STOCK, while excluding EXP deals. This filtering ensures the view presents current and forward-looking position data rather than exhausted or expired transactions.

Key Columns

The view exposes twenty-one columns. COMPANY_CODE, DEAL_TYPE, USER_DEAL_TYPE, DEAL_SUBTYPE, and USER_DEAL_SUBTYPE provide the entity and classification dimensions; for FX deals the subtype and user subtype are returned as the wildcard '%'. CURRENCY, CONTRA_CCY, and CURRENCY_COMBINATION describe the currency pairing. CPARTY_CODE (derived from LIMIT_PARTY), PRODUCT_TYPE, PORTFOLIO_CODE, DEALER_CODE, and ACCOUNT_NO complete the grouping dimensions; DEALER_CODE defaults to '%' when null, and ACCOUNT_NO is populated only for CA-type deals. The measures include GROSS_PRINCIPAL (sum of sign-adjusted amounts), DOMESTIC_CCY_PRIN (sum of sign-adjusted home-currency amounts), WEIGHTED_AVG_PRINCIPAL (rate-weighted principal, adjusted by a factor of 1 or 100 depending on deal type), NO_OF_DEALS (distinct count of transaction or deal numbers), MIN_GROSS, MAX_GROSS, MIN_RATE, and MAX_RATE.

Common Use Cases and Queries

Typical uses include counterparty exposure reporting, per-currency and per-portfolio position summaries, and feeding limit-checking logic. A representative query is:

• SELECT company_code, currency, cparty_code, gross_principal, no_of_deals FROM xtr_net_positions_v WHERE deal_type = 'FX';
• SELECT portfolio_code, SUM(gross_principal) FROM xtr_net_positions_v GROUP BY portfolio_code;
• SELECT dealer_code, MIN_RATE, MAX_RATE, weighted_avg_principal FROM xtr_net_positions_v ORDER BY dealer_code;

Reports commonly join the view back to XTR_DEAL_TYPES for display descriptions or restrict output by company and currency to align with Treasury limit definitions.