Hi Jain,
the Data migration for Treasury might be rather complex task and very much depends on your context. E.g. for what kind of instruments you have outstanding positions you need to migrate, number of deals, etc. Also, you have to stick to certain sequence of steps, e.g. before you start migration, you need to make sure your Business partners are available in the system, also your configuration is completed, in case of Securities you need to make sure relevant Securities Classes (Securities ID) are available in the system.
to have a complete view on this topic, I suggest to familiarize yourself with a Section 15.2 'Legacy Data Transfer' of the last edition of SAP Treasury and Risk management (http://www.sap-press.com/products/SAP-Treasury-and-Risk-Management-(2nd-Edition).html).
Kind regards,
Renatas