HHi Aditya,
i didn't mean a Z report , I meant to say create Z table where you can manually maintain limits for forex product based on position currency and then use this information through a BADI or customer exit in FTR_ create to have warnings / error while saving the transaction.
AAlso u can create a cash flow instrument as underlying exposure and then use the referencing functionality to link it.
REgards,
nikhil
