Some Siteminder default header variables are not populated : Eg SM_USERSESSIONIP and SM_USERIPADDRESS.
Even if they are generated automatically they are not available in the headers and you would need to do an exta action.
Reference of the CA SiteMinder®-generated Response Attributes
To have them available, you need to create a response (Type User Attribute) an link it to your rule in the authorization policy.
For example to have the USERIPADDRESS in the Header
Respone Attribute WebAgent-HTTP-Header-Variable
variable name: USERIPADDRESS
Type : User Attribute
Attribute Name : SM_USERIPADDRESS
The Attribute Name should reference the exact name of the CA SiteMinder®-generated Response Attributes