diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 58509c63..cf1b3440 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -162,11 +162,7 @@ namespace YLErp.Modules.SwapModule
         /// <summary>
         /// 获取用于互换浮动腿盯市的标的价格。
         ///
-        /// 普通债券类收益互换的新录入页面将全价按小数保存，例如页面录入 20% 后
-        /// PosiGrossPrice 为 0.2；而历史交易中仍可能存在直接保存为 20 的展示态价格。
-        /// 中债估值正常经 EodPriceQueryService 转换后应为小数价格，但手工维护的历史
-        /// 行情可能仍以展示态进入该服务，例如 2000 经一次转换后得到 20。若将 20
-        /// 与 0.2 直接相减，会把 20% 的价格差误算成 1,980,000 的浮动损益。
+        /// 普通债券类收益互换的新录入页面将全价按小数保存，例如页面录入 20% 后 PosiGrossPrice 为 0.2
         ///
         /// 因此仅当交易期初价已经是小数口径、且当前债券价明显仍处于展示态时，再做
         /// 一次展示态到存储态转换。期初价本身是历史展示态口径的存量交易保持原价格，
@@ -176,10 +172,10 @@ namespace YLErp.Modules.SwapModule
         {
             var price = GetUnderlyingPrice(code, settleDate, out vobp);
             var underlying = GetUnderlyingData(code);
-            var usesStoragePrice = Math.Abs(posiGrossPrice) < 2m;
-            var usesDisplayPrice = Math.Abs(price) >= 10m;
+            // var usesStoragePrice = Math.Abs(posiGrossPrice) < 2m;
+            // var usesDisplayPrice = Math.Abs(price) >= 10m;
 
-            if (underlying?.IsBond() == true && usesStoragePrice && usesDisplayPrice)
+            if (underlying?.IsBond() == true)
             {
                 var normalizedPrice = BondPriceConverter.ToStorage(price);
                 Log.Error($"互换债券日终价格按展示态返回，已转换为存储态: UnderlyingCode={code}, ValueDate={settleDate:yyyy-MM-dd}, PosiGrossPrice={posiGrossPrice}, SourcePrice={price}, NormalizedPrice={normalizedPrice}");
diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeService.cs
index 9f96a210..d48b339a 100644
--- a/YLErpDAL/Modules/SwapModule/SwapTradeService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapTradeService.cs
@@ -381,7 +381,10 @@ namespace YLErp.Modules.SwapModule
                 CountRatio = underlying.CountRatio,
                 ContractSize = Convert.ToDecimal(underlying.ContractSize),
                 PosiNetPrice = flowMerge.TradingAmountFeeAvgAbs,
-                PosiGrossPrice = Math.Round(flowMerge.TradingAmountAvg, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero),
+                PosiGrossPrice = Math.Round(
+                    flowMerge.TradingAmountAvg,
+                    underlying.IsBond() ? ConsGlobal.PriceRound : ConsGlobal.SwapDeliveryPriceRound,
+                    MidpointRounding.AwayFromZero),
                 PosiNetFeePrice = flowMerge.TradingAmountNetFeeAvg ?? 0,
                 PosiNetNoFeePrice = flowMerge.TradingAmountNetAvg ?? 0,
                 PosiQuantity = flowMerge.TradingQtyAbs,
@@ -684,11 +687,7 @@ namespace YLErp.Modules.SwapModule
         private bool PrepareTrade(trade req, TradeSourceEnum dataSource, underlying_manager um)
         {
             bool tradeNumberGenerated = false;
-            req.InitialMargin = Convert.ToDouble(req.trade_Initial_Margin.MarginValue);
-            if (req.trade_Initial_Margin.MarginType == 0)
-            {
-                req.InitialMargin = req.StockEqvNotional == 0 ? 0 : Convert.ToDouble(req.trade_Initial_Margin.MarginValue) * req.StockEqvNotional;
-            };
+            PrepareInitialMargin(req);
             var isAddNew = req.id == 0;
             if (isAddNew)
             {
@@ -731,6 +730,17 @@ namespace YLErp.Modules.SwapModule
             return tradeNumberGenerated;
 
         }
+
+        private static void PrepareInitialMargin(trade req)
+        {
+            // 初始预付金依赖最终入库的名义本金，须先统一金额精度，避免两者无法勾稽。
+            req.StockEqvNotional = Math.Round(req.StockEqvNotional, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+            req.InitialMargin = Convert.ToDouble(req.trade_Initial_Margin.MarginValue);
+            if (req.trade_Initial_Margin.MarginType == 0)
+            {
+                req.InitialMargin = req.StockEqvNotional == 0 ? 0 : Convert.ToDouble(req.trade_Initial_Margin.MarginValue) * req.StockEqvNotional;
+            }
+        }
         //准备单个交易
         private trade PrepareSingleTrade(trade req, TradeSourceEnum dataSource, bool isAddNew, underlying_manager um)
         {
@@ -1364,7 +1374,10 @@ namespace YLErp.Modules.SwapModule
                 // position.PosiGrossPrice = string.IsNullOrEmpty(swap.UnderlyingCode)
                 //     ? Math.Round(swap.PosiGrossPrice, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero)
                 //     : ValidateDeliveryPrice(swap.PosiGrossPrice, "期初交割价");
-                position.PosiGrossPrice = Math.Round(swap.PosiGrossPrice, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
+                var storagePriceRound = ConsGlobal.InstrumentType.IsBond(swap.UnderlyingInstrumentType)
+                    ? ConsGlobal.PriceRound
+                    : ConsGlobal.SwapDeliveryPriceRound;
+                position.PosiGrossPrice = Math.Round(swap.PosiGrossPrice, storagePriceRound, MidpointRounding.AwayFromZero);
                 position.PosiNetPrice = swap.PosiQuantity == 0 ? 0 : (position.PosiGrossPrice + (position.PosiTradingFeePending / swap.PosiQuantity) * ratio);
                 position.PosiNetPrice = Math.Round(position.PosiNetPrice, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
                 position.PosiNetNoFeePrice = swap.PosiNetNoFeePrice;