diff --git a/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs b/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs
index de644ae3..6eec6675 100644
--- a/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs
+++ b/Framework/YLErp.Core/DBModels/SwapFlowEvent.cs
@@ -253,6 +253,22 @@ namespace YLErp.DBModels
         [DisplayName("收支方向")]
         [DataChange]
         public int InterestDirection { get; set; }
+        [NotMapped]
+        public string InterestDirectionStr
+        {
+            get
+            {
+                if (InterestDirection == 1)
+                {
+                    return "收取";
+                }
+                else if (InterestDirection == 2)
+                {
+                    return "支付";
+                }
+                else return "";
+            }
+        }
         /// <summary>
         /// 计息方式	1：固定值，2：合约名义本金规模，3：持仓名义本金，4：持仓市值
         /// </summary>
diff --git a/Framework/YLErp.Core/Models/SwapEndConfirmModel.cs b/Framework/YLErp.Core/Models/SwapEndConfirmModel.cs
index a17503a1..6ffbccf3 100644
--- a/Framework/YLErp.Core/Models/SwapEndConfirmModel.cs
+++ b/Framework/YLErp.Core/Models/SwapEndConfirmModel.cs
@@ -39,5 +39,9 @@ namespace YLErp.Models
 
         public string NetSettleAmout { get; set; }
         public string MarginInterestAmount { get; set; }
+        /// <summary>
+        /// 分红
+        /// </summary>
+        public string DividendIn { get; set; }
     }
 }
diff --git a/Plugins/YLErp.Plugins.ZheShang/App_Docs/结算单/非DMA结算单.xlsx b/Plugins/YLErp.Plugins.ZheShang/App_Docs/结算单/非DMA结算单.xlsx
index 1f66aab5..6cadad28 100644
Binary files a/Plugins/YLErp.Plugins.ZheShang/App_Docs/结算单/非DMA结算单.xlsx and b/Plugins/YLErp.Plugins.ZheShang/App_Docs/结算单/非DMA结算单.xlsx differ
diff --git a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs
index 3daaa585..2a5d6167 100644
--- a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs
+++ b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs
@@ -68,7 +68,7 @@ namespace YLErp.Plugins.ShanXi.DocumentGenerator
                 row.ClosePrice = ((flowEventGroup.TradingAmountAvg) * 100).OtcFormat(OtcFormatFlag.umprice);
                 decimal interestRate = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestRate);
                 row.InterestRate = interestRate.ToString("0.00%");
-                var PosiNotionalValue = flowEventGroup.Quantity * flowEventGroup.ContractSize;
+                var PosiNotionalValue = flowEventGroup.Quantity * flowEventGroup.ContractSize* posi.PosiGrossPrice;
                 row.PosiNotionalValue = PosiNotionalValue.ToString("0.00");
                 row.PosiNetPrice = (posi.PosiGrossPrice * 100).OtcFormat(OtcFormatFlag.umprice);
                 //var tradingFee = (flowEventGroup.TradingAmountFeeAvg- posi.PosiNetPrice- flowEventGroup.TradingAmountAvg+ posi.PosiGrossPrice)* PosiNotionalValue* ratio;
@@ -98,10 +98,11 @@ namespace YLErp.Plugins.ShanXi.DocumentGenerator
                 //row.MarginInterestAmount = MarginInterestAmount.ToString("0.00");
                 var FloatRate = PosiNotionalValue == 0 ? 0 : InterestAmount / PosiNotionalValue;
                 row.FloatRate = FloatRate.ToString("0.0000%");
-                var PosiPnl = -(flowEventGroup.MarkClosePnl- tradingFee);
+                var PosiPnl = -(flowEventGroup.MarkClosePnl- tradingFee-flowEventGroup.DividendIn);
                 row.PosiPnl = PosiPnl.ToString("0.00");
                 var markClosePnl = (-flowEventGroup.MarkClosePnl);
                 row.MarkClosePnl = markClosePnl.ToString("0.00");
+                row.DividendIn = (-flowEventGroup.DividendIn).ToString("0.00");
                 var marginBackAmount = unwindFlowEvents.Where(x => ConsTrade.InterestMarginModels.Contains(x.InterestMode)).Sum(s => s.InterestPrincipal);
                 var NetSettleAmout = unwindFlowEvents.Sum(x => x.InterestClosePnL) * -1 + flowEventGroup.MarkClosePnl * -1 + marginBackAmount;
                 row.NetSettleAmout = NetSettleAmout.ToString("0.00");
diff --git a/YLErpDAL/Model/ClientSwapPositionRequest.cs b/YLErpDAL/Model/ClientSwapPositionRequest.cs
index 34e8de76..e688d281 100644
--- a/YLErpDAL/Model/ClientSwapPositionRequest.cs
+++ b/YLErpDAL/Model/ClientSwapPositionRequest.cs
@@ -36,5 +36,30 @@ namespace YLErp.Model
         public string StructureType { get; set; }
 
         public string ContractCode { get; set; }
+        /// <summary>
+        /// 交易费用
+        /// </summary>
+        public decimal TradeFee  { get; set; }
+        /// <summary>
+        /// 交易费用后付
+        /// </summary>
+        public decimal TradingFee { get; set; }
+
+        /// <summary>
+        /// 净额结算金额 互换持仓价值+待返还的预付金本金
+        /// </summary>
+        public decimal NetSettmentAmount { get; set; }
+        /// <summary>
+        /// 浮动标的代码
+        /// </summary>
+        public string FloatRateUnderlyingCode { get; set; }
+
+        public decimal PosiPnl { get; set; }
+        /// <summary>
+        /// 计息天数
+        /// </summary>
+        public decimal Days { get; set; }
+
+        public DateTime StartDate { get; set; }
     }
 }
diff --git a/YLErpDAL/Modules/ReportModule/SettlementReportModule/SettlementReportFotShanXiService.cs b/YLErpDAL/Modules/ReportModule/SettlementReportModule/SettlementReportFotShanXiService.cs
index 2298e3fb..1e54f8b8 100644
--- a/YLErpDAL/Modules/ReportModule/SettlementReportModule/SettlementReportFotShanXiService.cs
+++ b/YLErpDAL/Modules/ReportModule/SettlementReportModule/SettlementReportFotShanXiService.cs
@@ -233,7 +233,17 @@ namespace YLErp.Modules.ReportModule.SettlementReportModule
             }
             if (report.EodSwapPositions != null)
             {
-                modelDict.Add("互换估值", report.EodSwapPositions);
+                modelDict.Add("互换估值", new
+                {
+                    EodSwapPositions = report.EodSwapPositions,
+                    PosiNotionalValueSum= report.EodSwapPositions.Sum(x => x.position.PosiNotionalValue),
+                    PosiQuantitySum= report.EodSwapPositions.Sum(x => x.position.PosiQuantity),
+                    PeriodAmountSum= report.EodSwapPositions.Sum(x => x.PeriodAmount),
+                    InterestAmountSum=  report.EodSwapPositions.Sum(x => x.InterestAmount),
+                    VTradingFeeSum=  report.EodSwapPositions.Sum(x => x.position.VTradingFee),
+                    PosiProfitSum= report.EodSwapPositions.Sum(x => x.position.PosiProfitSum),
+                    NetSettmentAmountSum=  report.EodSwapPositions.Sum(x => x.NetSettmentAmount),
+                });
             }
             if (report.SwapPositions != null)
             {
@@ -241,7 +251,17 @@ namespace YLErp.Modules.ReportModule.SettlementReportModule
             }
             if (report.clientSwapPositions != null)
             {
-                modelDict.Add("互换交易流水", report.clientSwapPositions);
+                modelDict.Add("互换交易流水", new
+                {
+                    ClientSwapPositions = report.clientSwapPositions,
+                    TradeFeeSum= report.clientSwapPositions.Sum(x => x.TradeFee),
+                    TradingFeeSum=  report.clientSwapPositions.Sum(x => x.TradingFee),
+                    PosiPnlSum = report.clientSwapPositions.Sum(x => x.PosiPnl),
+                    DividendInSum=  report.clientSwapPositions.Sum(x => x.FlowEvent.DividendIn),
+                    InterestAmountSum= report.clientSwapPositions.Sum(x => x.FlowEvent.InterestAmount),
+                    InterestFeeSum=  report.clientSwapPositions.Sum(x => x.FlowEvent.InterestFee),
+                    NetSettmentAmountSum =  report.clientSwapPositions.Sum(x => x.NetSettmentAmount),
+                });
             }
             if (report.ClientCashInCashOutExtendList != null)
             {
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 056017ba..33093c4c 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -556,28 +556,22 @@ namespace YLErp.Modules.SwapModule
                 }
                 else
                 {
+                    decimal aDays = position.IsAnnualized ? annualDays : 1;
                     InterestAmount = closePosiNotionalValue * (interest.InterestRate + position.FloatRate);
                     TdInterestAmount = posiNotionalValue * (interest.InterestRate + position.FloatRate);
                     if (settment)
                     {
-                        if (position.IsAnnualized)
-                        {
-                            InterestAmount = InterestAmount * ((decimal)itemDays / annualDays);
-                            TdInterestAmount = TdInterestAmount * ((decimal)itemDays / annualDays);
-                        }
+                        InterestAmount = InterestAmount * ((decimal)itemDays / aDays);
+                        TdInterestAmount = TdInterestAmount * ((decimal)itemDays / aDays);
                         InterestAmount = (interestProfitSum * closePrecent) + InterestAmount;
                     }
                     else
                     {
-                        if (itemDays > 1)//日期超算情况
+                        if (endDate > lastSwapDate)//日期超算情况
                         {
-                            decimal days = (decimal)itemDays - 1m;
-                            if (position.IsAnnualized)
-                            {
-                                InterestAmount = InterestAmount * (days / annualDays);
-                                TdInterestAmount = TdInterestAmount * (days / annualDays);
-                                InterestAmount += (interestProfitSum * closePrecent);
-                            }
+                            InterestAmount = InterestAmount * ((decimal)itemDays / aDays);
+                            TdInterestAmount = TdInterestAmount * ((decimal)itemDays / aDays);
+                            InterestAmount += (interestProfitSum * closePrecent);
                         }
                         else
                         {
@@ -1251,55 +1245,31 @@ namespace YLErp.Modules.SwapModule
             swapEvent.unwindData = JsonConvert.DeserializeObject<UnwindData>(swapEvent.EventData);
             var flowList = DbContext.swap_flow_event.Where(x => x.EventId == swapEvent.id).ToList();
             string action = eventType == (int)SwapEventTypeEnum.互换 ? ClientCashInCashOut.系统操作_互换 : ClientCashInCashOut.系统操作_平仓费;
-            int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(swapEvent.unwindData.SwapCloseAmount), action, swapEvent.unwindData.ValueDate);
-            swapEvent.ClientCashId = clientCashId;
-            if (td.StructureType != "多空组合")
+            int clientCashId = AddClientCashInCashOut(td, Convert.ToDouble(-swapEvent.unwindData.SwapRealizedPnL), action, swapEvent.unwindData.ValueDate);
+            if (swapEvent.unwindData.SwapMarginAmount != 0)
             {
-                if (eventType == (int)SwapEventTypeEnum.互换)
+                AddClientCashInCashOut(td, Convert.ToDouble(swapEvent.unwindData.SwapMarginAmount), ClientCashInCashOut.系统操作_应付预付金, swapEvent.unwindData.ValueDate);
+            }
+            swapEvent.ClientCashId = clientCashId;
+            if (swapEvent.unwindData.CloseMethod == (int)CloseMethodEnum.全部平仓)
+            {
+                td.TradeStatus = "已平仓";
+                td.trade_extend = DbContext.trade_extend.FirstOrDefault(x => x.TradeId == td.id);
+                if (td.trade_extend != null && !td.trade_extend.ExtendObj.NeedOpenFee)
                 {
-                    if (td.ExerciseDate <= swapEvent.unwindData.ValueDate)
-                    {
-                        td.Notional = 0;
-                        td.StockEqvNotional = 0;
-                        td.TradeStatus = ConsTrade.已到期;
-                    }
-                    else
-                    {
-                        td.TradeStatus = ConsTrade.确认成交;
-                    }
+                    new ClientCashInCashOutService(this).SaveSwapTradeClientCash(td, td.TradePrice ?? 0, swapEvent.unwindData.ValueDate, 0);
                 }
-                else
-                {
-                    if (swapEvent.unwindData.CloseMethod == (int)CloseMethodEnum.全部平仓)
-                    {
-                        td.TradeStatus = ConsTrade.已平仓;
-                        td.Notional = 0;
-                        td.TradeAmount = 0;
-                    }
-                    else
-                    {
-                        td.TradeStatus = ConsTrade.确认成交;
-                        td.HasPartialUnWind = 1;
-                        td.TradeAmount -= Convert.ToDouble(swapEvent.unwindData.CloseQty);
-                    }
-                    td.StockEqvNotional -= Convert.ToDouble(swapEvent.unwindData.CloseNotionalValue);
-                }
-                td.UnWindDate = swapEvent.unwindData.UnwindDate;
-                UpdateInitalPosition(flowList, swapEvent.unwindData, eventType);
-                DbContext.SaveChanges();
             }
             else
             {
-                if (eventType == (int)SwapEventTypeEnum.平仓)
-                {
-                    td.UnWindDate = swapEvent.unwindData.UnwindDate;
-                    td.StockEqvNotional = 0;
-                    td.TradeStatus = "已平仓";
-                }
-                UpdateInitalPosition(flowList, swapEvent.unwindData, eventType);
-                DbContext.SaveChanges();
+                td.HasPartialUnWind = 1;
             }
-
+            td.UnWindDate = swapEvent.unwindData.UnwindDate;
+            td.StockEqvNotional -= Convert.ToDouble(swapEvent.unwindData.CloseNotionalValue);
+            td.TradeAmount -= Convert.ToDouble(swapEvent.unwindData.CloseQty);
+            td.Notional = td.TradeAmount;
+            UpdateInitalPosition(flowList, swapEvent.unwindData, eventType);
+            DbContext.SaveChanges();
 
         }
         /// <summary>
diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 99a5755b..fb7d29c7 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -137,7 +137,7 @@ namespace YLErp.Modules.SwapModule
                     }
                     var flowEvents = new List<swap_flow_event>();
                     Expression<Func<swap_flow_event, bool>> eventExpression = x => x.SwapTradeId == td.id && x.DataState == (int)SwapFlowDateStateEnum.完成;
-                    eventExpression = eventExpression.And(x => (x.EventDate == settleDate && x.EventType == (int)SwapFlowEventTypeEnum.开仓) || (x.UnwindDate == settleDate && eventTyps.Contains(x.EventType)));
+                    eventExpression = eventExpression.And(x => x.EventDate == settleDate );
                     //if (settleDate == td.TradeDate)
                     //{
                     //    eventExpression = eventExpression.And(x => x.EventDate == settleDate);
@@ -1834,7 +1834,7 @@ namespace YLErp.Modules.SwapModule
 
         private SearchListResult<EodSwapPositionResponse> GetSearchEodPositionList(ClientSwapPositionRequest req)
         {
-            var predicate = PredicateBuilder.Create<eod_swap_position>(n => !n.Invalid && n.PosiQuantity > 0);
+            var predicate = PredicateBuilder.Create<eod_swap_position>(n => !n.Invalid && n.PosiDirection > 0);
             var interestPredicate = PredicateBuilder.Create<eod_swap_position>(n => !n.Invalid && n.InterestDirection > 0);
             var tradePredicate = PredicateBuilder.Create<trade>(n => n.StructureType == req.StructureType
                                                     && n.ValidState != "InValid");
@@ -1894,8 +1894,9 @@ namespace YLErp.Modules.SwapModule
                 //item.position.PosiProfitSum += item.TradingFee;
                 var posiProfitSum= item.position.PosiProfitSum;
                 //item.position.PosiProfitSum 不需要加交易费用
-                item.position.PosiProfitSum = item.position.PosiProfitSum - item.position.VTradingFee;
+                item.position.PosiProfitSum = item.position.PosiProfitSum - item.position.VTradingFee-item.position.PosiDividendSum;
                 item.NetSettmentAmount = posiProfitSum;
+                item.PeriodAmount = item.position.PosiDividendSum;
                 var margins = positions.Where(x => x.SwapTradeId == item.position.SwapTradeId);
                 var interests = eodPositions.Where(x => x.SwapTradeId == item.position.SwapTradeId && x.ValueDate == item.position.ValueDate);
                 var eodMargins = interests.Where(x => marginTypes.Contains(x.InterestMode));
@@ -1936,6 +1937,7 @@ namespace YLErp.Modules.SwapModule
             position.PosiProfitSum = -position.PosiProfitSum;
             position.VTradingFee = -position.VTradingFee;
             position.SwapPositionValue = -position.SwapPositionValue;
+            position.PosiDividendSum = -position.PosiDividendSum;
         }
         private void SetPosiPrice(eod_swap_position position)
         {
diff --git a/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs b/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs
index a57f8e0d..309be6d3 100644
--- a/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapFlowEventService.cs
@@ -475,6 +475,7 @@ namespace YLErp.Modules.SwapModule
             var tradeQuery = DbContext.trade.Where(tradePredicate);
             var query = from flow in positionQuery
                         join td in tradeQuery on flow.SwapTradeId equals td.id
+                        join posi in DbContext.swap_position on flow.PositionId equals posi.PositionId
                         join tr in DbContext.trade_contract_r on td.id equals tr.TradeId into tradeContractGroup
                         from tradeContract in tradeContractGroup.DefaultIfEmpty()
                         select new ClientSwapPositionResponse
@@ -485,6 +486,8 @@ namespace YLErp.Modules.SwapModule
                             ClientName = td.ClientName,
                             ClientId = td.ClientId,
                             ContractCode = tradeContract.ContractCode,
+                            FloatRateUnderlyingCode=posi.FloatRateUnderlyingCode,
+                            StartDate = td.StartDate.Value,
                         };
             if (string.IsNullOrEmpty(req.sidx))
             {
@@ -501,6 +504,21 @@ namespace YLErp.Modules.SwapModule
                 item.FlowEvent.InterestFee = -item.FlowEvent.InterestFee;
                 item.FlowEvent.TradingFee = -item.FlowEvent.TradingFee;
                 item.FlowEvent.TradingFeePending = -item.FlowEvent.TradingFeePending;
+               
+                if (item.FlowEvent.EventType==(int)SwapFlowEventTypeEnum.开仓)
+                {
+                    item.TradeFee = 0;
+                    item.TradingFee= item.FlowEvent.TradingFeePending;
+                }
+                else
+                {
+                    item.TradeFee = item.FlowEvent.TradingFee;
+                    item.TradingFee = item.FlowEvent.TradingFeePending;
+                    item.PosiPnl= item.FlowEvent.MarkClosePnl- item.FlowEvent.CloseFee-item.FlowEvent.DividendIn;
+                    item.NetSettmentAmount = item.FlowEvent.MarkClosePnl + item.FlowEvent.InterestClosePnL;
+                    item.Days = (item.FlowEvent.UnwindDate - item.StartDate).Value.Days;
+                }
+               
             }
             return retListResult;
         }
diff --git a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
index 52e82bd1..b220a92f 100644
--- a/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapTradeAutoService.cs
@@ -4,6 +4,7 @@ using CsvHelper;
 using Dapper;
 using DocumentFormat.OpenXml.Drawing;
 using MoreLinq;
+using Newtonsoft.Json;
 using NPOI.SS.Formula.Functions;
 using Qdp.ComputeServiceV2.Data.CommonModels.TradeInfos;
 using Qdp.Pricing.Base.Enums;
@@ -213,6 +214,19 @@ namespace YLErp.Modules.SwapModule
             return resetTradeIds;
         }
         /// <summary>
+        /// 检查FR007数据
+        /// </summary>
+        /// <param name="req"></param>
+        /// <exception cref="ServiceException"></exception>
+        public void CheckFR007Data(DateTime valueDate)
+        {
+            var existFr007= DbContext.eod_commodity_future_price.Any(s => s.ValueDate==valueDate && s.UnderlyingCode=="FR007");
+            if (!existFr007)
+            {
+                throw new ServiceException($"{valueDate.ToString("yyyy-MM-dd")}没有FR007数据不能进行簿记");
+            }
+        }
+        /// <summary>
         /// 校验交易是否收盘
         /// </summary>
         /// <param name="valueDate"></param>
diff --git a/YLErpWeb/App_Docs/导出模板/结算报告模板.xlsx b/YLErpWeb/App_Docs/导出模板/结算报告模板.xlsx
index 2ded3ffc..ded2478e 100644
Binary files a/YLErpWeb/App_Docs/导出模板/结算报告模板.xlsx and b/YLErpWeb/App_Docs/导出模板/结算报告模板.xlsx differ
diff --git a/YLErpWeb/Hubs/SwapFlowCombookingHub.cs b/YLErpWeb/Hubs/SwapFlowCombookingHub.cs
index 950487d8..582786d7 100644
--- a/YLErpWeb/Hubs/SwapFlowCombookingHub.cs
+++ b/YLErpWeb/Hubs/SwapFlowCombookingHub.cs
@@ -1,4 +1,5 @@
-using Confluent.Kafka;
+using Autofac.Core;
+using Confluent.Kafka;
 using CsvHelper;
 using DocumentFormat.OpenXml.InkML;
 using DocumentFormat.OpenXml.Spreadsheet;
@@ -60,6 +61,11 @@ namespace YLErp.Web.Hubs
                 // 数据校验逻辑
                 currentStep = "校验上一日是否收盘";
                 await client.SendAsync("ReceiveMessage", currentStep);
+                // 数据校验逻辑
+                currentStep = "校验FR007数据";
+                await client.SendAsync("ReceiveMessage", currentStep);
+                //检验FR007
+                service.CheckFR007Data(req.tradeDate);
                 service.CheckTradEods(req.tradeDate, mergeList);
                 //currentStep = "检测当前日期是否已经流水合成簿记";
                 //service.CheckBookByDate(tradeDate);
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_EodPosition.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_EodPosition.js
index 2abb9762..9c6b9f68 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_EodPosition.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_EodPosition.js
@@ -210,6 +210,21 @@ var colModelGrid = [
         align: 'center',
         sortable: false,
         formatter: RateFormat
+    }, {
+        name: 'position.FloatRateUnderlyingCode',
+        label: '基准利率',
+        index: 'position.FloatRateUnderlyingCode',
+        width: 120,
+        align: 'center',
+        sortable: false
+    }, {
+        name: 'position.FloatRate',
+        label: '当日适用基准利率',
+        index: 'position.FloatRate',
+        width: 120,
+        align: 'center',
+        sortable: false,
+        formatter: RateFormat
     }, {
         name: 'position.PosiNotionalValue',
         label: '标的名义金额',
@@ -218,6 +233,14 @@ var colModelGrid = [
         align: 'center',
         sortable: false,
         formatter: StockEqvNotionalFormat,
+    }, {
+        name: 'position.PosiQuantity',
+        label: '标的数量',
+        index: 'position.PosiQuantity',
+        width: 150,
+        align: 'center',
+        sortable: false,
+        formatter: StockEqvNotionalFormat,
     }, {
         name: 'PeriodAmount',
         label: '期间付息',
@@ -266,7 +289,7 @@ var colModelGrid = [
         sortable: false,
     }, {
         name: 'position.VTradingFee',
-        label: '交易费用',
+        label: '预估交易费用',
         index: 'position.VTradingFee',
         width: 120,
         align: 'center',
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_HistoricalPositionSwapFlow.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_HistoricalPositionSwapFlow.js
index 2917a342..a0a73c03 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_HistoricalPositionSwapFlow.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/TradeMarketReport_HistoricalPositionSwapFlow.js
@@ -224,13 +224,6 @@ var colModelGrid = [
         width: 90,
         align: 'center',
         formatter: PriceFormat
-    }, {
-        name: 'FlowEvent.TradingAmountFeeAvg',
-        label: '含费均价',
-        index: 'FlowEvent.TradingAmountFeeAvg',
-        width: 90,
-        align: 'center',
-        formatter: PriceFormat
     }, {
         name: 'FlowEvent.Quantity',
         label: '成交数量',
@@ -253,30 +246,23 @@ var colModelGrid = [
         align: 'center',
         formatter: StockEqvNotionalFormat,
     }, {
-        name: 'FlowEvent.TradingFee',
-        label: '交易费用佣金',
-        index: 'FlowEvent.TradingFee',
-        width: 120,
-        align: 'center',
-        formatter: StockEqvNotionalFormat
-    }, {
-        name: 'FlowEvent.TradingFeePending',
-        label: '待结算后付交易费用佣金',
-        index: 'FlowEvent.TradingFeePending',
+        name: 'TradingFee',
+        label: '待结算交易费用佣金',
+        index: 'TradingFee',
         width: 220,
         align: 'center',
         formatter: StockEqvNotionalFormat
     }, {
-        name: 'FlowEvent.DividendPending',
-        label: '待结算分红收益',
-        index: 'FlowEvent.DividendPending',
+        name: 'TradeFee',
+        label: '交易费用佣金',
+        index: 'TradeFee',
         width: 120,
         align: 'center',
         formatter: StockEqvNotionalFormat
     }, {
-        name: 'FlowEvent.MarkClosePnl',
+        name: 'PosiPnl',
         label: '浮动端平仓盈亏·盯市',
-        index: 'FlowEvent.MarkClosePnl',
+        index: 'PosiPnl',
         width: 220,
         align: 'center',
         formatter: StockEqvNotionalFormat,
@@ -287,13 +273,6 @@ var colModelGrid = [
         width: 220,
         align: 'center',
         formatter: StockEqvNotionalFormat,
-    }, {
-        name: 'FlowEvent.CloseFee',
-        label: '浮动端平仓盈亏·费用',
-        index: 'FlowEvent.CloseFee',
-        width: 220,
-        align: 'center',
-        formatter: StockEqvNotionalFormat,
     }, {
         name: 'FlowEvent.InterestDirection',
         label: '[利息]收支方向',
@@ -302,25 +281,38 @@ var colModelGrid = [
         align: 'center',
         formatter: DrictionFormat
     }, {
-        name: 'FlowEvent.InterestModeStr',
-        label: '计息基准类型',
-        index: 'FlowEvent.InterestModeStr',
-        width: 90,
+        name: 'FloatRateUnderlyingCode',
+        label: '基准利率',
+        index: 'FloatRateUnderlyingCode',
+        width: 120,
         align: 'center',
+    }, {
+        name: 'FlowEvent.FloatRate',
+        label: '当日适用基准利率',
+        index: 'FlowEvent.FloatRate',
+        width: 120,
+        align: 'center',
+        formatter: PercentFormat
     }, {
         name: 'FlowEvent.InterestPrincipal',
-        label: '计息基准固定值',
+        label: '计息基数',
         index: 'FlowEvent.InterestPrincipal',
         width: 120,
         align: 'center',
         formatter: StockEqvNotionalFormat
     }, {
         name: 'FlowEvent.InterestRate',
-        label: '互换利率（年化）',
+        label: '利率',
         index: 'FlowEvent.InterestRate',
         width: 140,
         align: 'center',
         formatter:PercentFormat
+    }, {
+        name: 'Days',
+        label: '计息天数',
+        index: 'Days',
+        width: 140,
+        align: 'center'
     }, {
         name: 'FlowEvent.InterestAmount',
         label: '利息端平仓盈亏·利息',
@@ -336,6 +328,14 @@ var colModelGrid = [
         align: 'center',
         formatter: StockEqvNotionalFormat
     }
+    , {
+        name: 'NetSettmentAmount',
+        label: '净额结算金额',
+        index: 'NetSettmentAmount',
+        width: 220,
+        align: 'center',
+        formatter: StockEqvNotionalFormat
+    }
 ];
 
 function formatter6(cellvalue, options, rowObject) {