diff --git a/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs b/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
index 3c3cece3..be5b8e2e 100644
--- a/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
+++ b/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
@@ -932,10 +932,10 @@ namespace YLErp.Modules.RiskModule
             };
             setValue(swap, swapSetting);
             swap.DV = swapDV;
-            swap.Quota_DV_Upper = tradeDvSetting?.QuotaUpperLimit ?? double.NaN;
-            swap.Quota_DV_Lower = tradeDvSetting?.QuotaLowerLimit ?? double.NaN;
-            swap.Quota_DV_wUpper = tradeDvSetting?.WarningUpperLimit ?? double.NaN;
-            swap.Quota_DV_wLower = tradeDvSetting?.WarningLowerLimit ?? double.NaN;
+            //swap.Quota_DV_Upper = tradeDvSetting?.QuotaUpperLimit ?? double.NaN;
+            //swap.Quota_DV_Lower = tradeDvSetting?.QuotaLowerLimit ?? double.NaN;
+            //swap.Quota_DV_wUpper = tradeDvSetting?.WarningUpperLimit ?? double.NaN;
+            //swap.Quota_DV_wLower = tradeDvSetting?.WarningLowerLimit ?? double.NaN;
 
             var positionList = new List<KeyValuePair<trade, realtime_trade_risk>>();
             var underly = GetTradePositionPnl();
@@ -1047,10 +1047,10 @@ namespace YLErp.Modules.RiskModule
             };
             setValue(swap, swapSetting);
             swap.DV = eodSwapDV;
-            swap.Quota_DV_Upper = tradeDvSetting?.QuotaUpperLimit ?? double.NaN;
-            swap.Quota_DV_Lower = tradeDvSetting?.QuotaLowerLimit ?? double.NaN;
-            swap.Quota_DV_wUpper = tradeDvSetting?.WarningUpperLimit ?? double.NaN;
-            swap.Quota_DV_wLower = tradeDvSetting?.WarningLowerLimit ?? double.NaN;
+            //swap.Quota_DV_Upper = tradeDvSetting?.QuotaUpperLimit ?? double.NaN;
+            //swap.Quota_DV_Lower = tradeDvSetting?.QuotaLowerLimit ?? double.NaN;
+            //swap.Quota_DV_wUpper = tradeDvSetting?.WarningUpperLimit ?? double.NaN;
+            //swap.Quota_DV_wLower = tradeDvSetting?.WarningLowerLimit ?? double.NaN;
             var underly = GetEodTradePositionPnl(req.ValueDate);
             var unTrade = new QuotaMonitor_Global()
             {
diff --git a/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml b/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml
index 7ff430fd..d86d8631 100644
--- a/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml
+++ b/YLErpWeb/Views/SwapTrade2/SwapIncome.cshtml
@@ -154,7 +154,7 @@
                             <td>{{priceFormat(floatPosition.PosiGrossPrice)}}</td>
                             <td v-if="deal.StructureType!='普通收益互换'">{{priceFormat(floatPosition.TradingAmountNetAvg)}}</td>
                             <td>
-                                {{priceFormat(floatPosition.TradingAmountAvg)}}
+                                {{floatPosition.TradingAmountAvg}}
                             </td>
                             <td>{{floatPosition.Quantity}}</td>
                             <td>
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js
index 9cdd68fa..2293b45b 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/incomeSwapTrade.js
@@ -43,7 +43,8 @@ const vue = new Vue({
             this.floatPosition = positions[0];
             this.initPosiNetPrice = this.floatPosition.PosiNetPrice;
             // 互换标的价格固定为期初净价，与平仓不同不需要用户填写
-            this.floatPosition.TradingAmountAvg = this.initPosiNetPrice;
+            // 期初净价入库为相对价(如1.02)，需转换为界面百分比形态(102)，与平仓页保持一致
+            this.floatPosition.TradingAmountAvg = this.initPosiNetPrice * this.multiplier;
             this.interestList = model.FlowEvents.filter((item) => {
                 return item.InterestMode == 1 || item.InterestMode == 2 || item.InterestMode == 7 || item.InterestMode == 8 || item.InterestMode == 9;
             });