diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 2b09bb65..62cc823e 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -850,7 +850,7 @@ namespace YLErp.Modules.SwapModule
             unwindData.CloseMethod = unwindQty == unwindData.PositionQty ? (int)CloseMethodEnum.全部平仓 : (int)CloseMethodEnum.部分平仓;
             unwindData.ClosePercent = unwindData.PositionQty == 0 ? 0 : unwindPercent;
             unwindData.CloseNotionalValue = position == null ? 0 : unwindQty * position.PosiGrossPrice * position.ContractSize;
-            unwindData.CloseNotionalValue = unwindData.CloseNotionalValue > unwindData.PosiNotionalValue? unwindData.PosiNotionalValue: unwindData.CloseNotionalValue;
+            unwindData.CloseNotionalValue = unwindPercent >= 1? unwindData.PosiNotionalValue: unwindData.CloseNotionalValue;
             unwindData.CloseQty = unwindQty;
             if (position != null)
             {
@@ -1371,7 +1371,7 @@ namespace YLErp.Modules.SwapModule
                 if (!string.IsNullOrEmpty(position.UnderlyingCode))
                 {
                     position.PosiQuantity -= unwindData.CloseQty;
-                    position.PosiNotionalValue = position.PosiGrossPrice * position.PosiQuantity * position.ContractSize;
+                    position.PosiNotionalValue = unwindData.PosiNotionalValue- unwindData.CloseNotionalValue;
                     position.PosiTradingFee -= position.PosiTradingFee * unwindData.ClosePercent;
                     position.PosiTradingFeePending -= position.PosiTradingFeePending * unwindData.ClosePercent;
                 }
diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index faf75da7..2c6fd384 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -1294,7 +1294,7 @@ namespace YLErp.Modules.SwapModule
                     curretEod.PosiNetFeePrice = (eod.PosiNetFeePrice * eod.PosiQuantity + openFlowEvents.Sum(a => a.Quantity * a.TradingAmountNetFeeAvg)) / (eod.PosiQuantity + openQty);
                     curretEod.PosiNetFeePrice = Math.Round(curretEod.PosiNetFeePrice ?? 0, 10, MidpointRounding.AwayFromZero);
                 }
-                curretEod.PosiNotionalValue = curretEod.PosiGrossPrice * curretEod.PosiQuantity * curretEod.ContractSize;
+                curretEod.PosiNotionalValue = eod.PosiNotionalValue+ openFlowEvents.Sum(s=>s.TradingAmount)- unwindFlowEvents.Sum(s=>s.TradingAmount);
                 curretEod.TdPosiDividend = unwindEvents.Sum(x => x.DividendIn) * directionRatio;
                 curretEod.TdCloseFee = unwindEvents.Sum(x => x.TradingFee);
                 curretEod.TdCloseQty = unwindQty;
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
index e7aa1633..88df9333 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
@@ -222,7 +222,7 @@ const vue = new Vue({
             thisObj.deal.SwapRealizedPnL = pnl;
             thisObj.deal.SwapMarginRebatePnl = 0;
             thisObj.deal.SwapMarginAmount = 0;
-            thisObj.floatPosition.TradingAmount = parseFloat(thisObj.floatPosition.TradingAmountAvg) * parseFloat(thisObj.deal.CloseNotionalValue) * 0.01;
+            thisObj.floatPosition.TradingAmount = parseFloat(thisObj.deal.CloseNotionalValue);
             thisObj.floatPosition.CloseFee = TradingFee;
             if (thisObj.deal.CloseQty == 0) {
                 thisObj.floatPosition.TradingAmountFeeAvg = 0;