Overflow Error That Doesn't Make Sense....

I'm troubleshooting a stored procedure that suddenly decided to stop working. I narrowed down the problem to the last part of the stored procedure where it selects data from a temp table and inserts it into a physical table in the SQL2000 database.

I keep receiving the following error:

Server: Msg 8115, Level 16, State 8, Line 140
Arithmetic overflow error converting numeric to data type numeric.

The data values all appear to be correct with none of them seeming to be out of precision, but I keep getting the error. I've tried casting all the values and it didn't work. It executes w/o error when I comment out that particular insert. I just don't get it.

Any help would be appreciated. Thanks.

Code below:
-------------------------------------------------------------

declare @dtAsOfdate DATETIME
set @dtAsOfDate = '2006-04-16';

DECLARE @RC INTEGER
-------------------------
-- 1) Eligible Investments:
-------------------------

-- Input: @SPVId - SPV we are running process for
-- @Yes - value of enum CCPEnum::eYesNoYes (get by lookup).

-- Output: Recordset (temp table) of Collaterals that are eligible for MV Test (#MVTriggerInvestments).

DECLARE @Yes INTEGER
EXEC @RC = [dbo].CPLookupVal 'YesNo', 'Yes', @Yes OUTPUT
IF (@RC<>0)BEGIN
RAISERROR ('SP_OCCalculationMVTriggerTest: Failed to find Yes enum', 16, 1) WITH SETERROR
END
drop table #MVTriggerInvestments
BEGIN

SELECT dbal.SPVId,
dbal.CusipId,
dbal.GroupId,
@dtAsOfDate AS AsOfDate,
dbal.NormalOCRate,
dbal.SteppedUpOCRate,
dbal.AllocMarketValue AS MarketValue,
dbal.NbrDays,
dbal.PriceChangeRatio

INTO #MVTriggerInvestments

FROM DailyCollateralBalance dbal

JOIN CollateralGroupIncludeInOC gin
ON dbal.SPVId = 2
AND gin.SPVId = 2
AND dbal.AsOfDate = '2006-04-16'
AND @dtAsOfDate BETWEEN gin.EffectiveFrom AND gin.EffectiveTo
AND dbal.GroupId = gin.GroupId
AND gin.IncludeInOC = @Yes

END
select * from #MVTriggerInvestments
print 'end #1'
--select * from #MVTriggerInvestments --looks ok

--------------------------------------------------------------
-- 2) Calculate Weighted Average Price change ratio Market Value (by Group):
-- PCRMV - Price Change Ratio Market Value
--------------------------------------------------------------

-- Input : Recordset of collaterals (having New/Old prices, MarketValue defined)
-- Output: Recordset Aggregated by Group (#GroupOCRate)
drop table #MVTriggerGroup
BEGIN

SELECT A.SPVId,
A.AsOfDate,
A.GroupId,
A.NormalOCRate,
A.SteppedUpOCRate,
A.MarketValue,

cast([dbo].fn_divide_or_number (B.PriceChangeRatioMarketValue, B.MarketValueForPeriod, 0.00) as numeric(12,9)) as PriceChangeRatio,

CAST (0 AS NUMERIC(12,9)) AS OCRate,
CAST ('' AS VARCHAR(6)) AS OCRateType,
CAST (0 AS NUMERIC(18,2)) AS DiscMarketValue,
CAST (0 AS NUMERIC(18,2)) AS InterestAccrued

INTO #MVTriggerGroup

FROM
(
SELECT SPVId,
AsOfDate,
GroupId,
NormalOCRate,
SteppedUpOCRate,
cast(SUM(MarketValue) as numeric(18,2)) AS MarketValue

FROM #MVTriggerInvestments
GROUP BY SPVId, AsOfDate, GroupId, NormalOCRate, SteppedUpOCRate
) A --works up to here

JOIN
(SELECT SPVId,
cast(SUM(AllocMarketValue) as numeric(18,2)) AS MarketValueForPeriod ,
cast(SUM(AllocMarketValue * PriceChangeRatio) as numeric(18,2)) as PriceChangeRatioMarketValue,
GroupId

FROM T_DailyCollateralBalance
WHERE SPVId = 2
AND AsOfDate between '2006-03-17' and '2006-04-15'
AND IsBusinessDay = 1
GROUP BY SPVId, GroupId
) B

ON A.SPVId = B.SPVId
AND A.GroupId = B.GroupId

END
print 'end #2'
---------------------------------------------
-- Calculate OCRate to apply for each group.
---------------------------------------------
BEGIN
UPDATE #MVTriggerGroup
SET OCRate = (CASE WHEN ((PriceChangeRatio < 0) AND ABS(PriceChangeRatio) > (0.55 * NormalOCRate)) THEN SteppedUpOCRate
ELSE NormalOCRate
END),
OCRateType = (CASE WHEN ((PriceChangeRatio < 0) AND ABS(PriceChangeRatio) > (0.55 * NormalOCRate)) THEN 'stepup'
ELSE 'normal'
END)
END
print 'end #3'
-------------------------------------
-- Calculate discounted Market Value
-------------------------------------
UPDATE #MVTriggerGroup
SET DiscMarketValue = MarketValue / (1.0 + OCRate * 0.01)
print 'end #4'
---------------------------------
-- Insert data from temp tables
---------------------------------
-- 1)
select * from #MVTriggerInvestments

print 'begin tran'
BEGIN TRAN
DELETE T_MVTriggerInvestments
WHERE SPVId = 2 AND AsOfDate = '2006-04-16'
print 'DELETE T_MVTriggerInvestments'
--error is here!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
INSERT T_MVTriggerInvestments
(
SPVId ,
CusipId ,
GroupId ,
AsOfDate ,
NormalOCRate ,
SteppedUpOCRate ,
MarketValue ,
NbrDays ,
OldPrice ,
NewPrice ,
PriceChangeRatio
)
SELECT SPVId ,
CusipId ,
GroupId ,
AsOfDate ,
NormalOCRate ,
SteppedUpOCRate ,
MarketValue ,
NbrDays ,
0.00 ,
0.00 ,
PriceChangeRatio

FROM #MVTriggerInvestments
print 'end mvtriggerinv select'
COMMIT TRAN
--end error!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
-- 2)
print 'begin tran 2'
BEGIN TRAN
DELETE T_OCTestGroup
WHERE SPVId = 2 AND AsOfDate = '2006-04-16'

INSERT T_OCTestGroup
(
SPVId ,
AsOfDate ,
GroupId ,
NormalOCRate ,
SteppedUpOCRate ,
MarketValue ,
PriceChangeRatio,
OCRate ,
OCRateType ,
DiscMarketValue ,
InterestAccrued ,
SectionA ,
CPFace ,
IntExpense ,
Fees ,
SectionB ,
Receivables ,
IntReceivables ,
CashBalance ,
Investments ,
SectionC ,
ExcessCollateral,
MaxCPAllowed
)
SELECT
SPVId ,
AsOfDate ,
GroupId ,
NormalOCRate ,
SteppedUpOCRate ,
MarketValue ,
PriceChangeRatio,
OCRate ,
OCRateType ,
DiscMarketValue ,
InterestAccrued ,
0 ,
0 ,
0 ,
0 ,
0 ,
0 ,
0 ,
0 ,
0 ,
0 ,
0 ,
0

FROM #MVTriggerGroup
print 'end tran 2'
COMMIT TRAN