IMG -> Financial Supply Chain Management -> Treasury and Risk Management -> Transaction Manager -> General Settings -> Accounting -> Derived Business Transactions -> Update Types -> Assign Update Types for Derived Business Transactions (tr. SM34 -> TRLV_DFT_CLUSTER)
You have created new Position Management Procedure (PMP) and haven't assign any update type. Take as example any other PMP (example 1000 SE/Loan: Mark-to-Market (P/L) / Amortization (SAC Net)), and assign update types to your PMP