diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 2266fcc5..59aa0707 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -175,27 +175,15 @@ namespace YLErp.Modules.SwapModule
             return UnderlyingCodePrice(code, settleDate, out vobp);
         }
 
-        /// <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
-        ///
-        /// 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，
-        /// 避免修改日终估值链路后改变其既有损益。
-        /// </summary>
-        private decimal GetSwapValuationPrice(string code, decimal posiGrossPrice, DateTime settleDate, out decimal vobp)
+        /// <summary>获取用于互换浮动腿盯市的标的价格。</summary>
+        private decimal GetSwapValuationPrice(string code, DateTime settleDate, out decimal vobp)
         {
             var price = GetUnderlyingPrice(code, settleDate, out vobp);
             var underlying = GetUnderlyingData(code);
-            // var usesStoragePrice = Math.Abs(posiGrossPrice) < 2m;
-            // var usesDisplayPrice = Math.Abs(price) >= 10m;
 
             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}");
-                return Math.Round(normalizedPrice, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
+                return Math.Round(price, ConsGlobal.PriceRound, MidpointRounding.AwayFromZero);
             }
 
             return Math.Round(price, ConsGlobal.SwapDeliveryPriceRound, MidpointRounding.AwayFromZero);
@@ -1575,7 +1563,7 @@ namespace YLErp.Modules.SwapModule
             int shortRatio = eod.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
             curretEod.PosiStatus = curretEod.PosiQuantity == 0 ? 1 : 0;
-            var price = GetSwapValuationPrice(eod.UnderlyingCode, eod.PosiGrossPrice, dealDate, out decimal vobp);
+            var price = GetSwapValuationPrice(eod.UnderlyingCode, dealDate, out decimal vobp);
             curretEod.dv01 = Dv01Helper.CalcDv01(eod.UnderlyingCode, curretEod.PosiQuantity, eod.PosiDirection, eod.PositionType, vobp);
             decimal tax = um.ValueAddedTax ?? 0;
             if (valueDate > td.StartDate.Value && curretEod.PosiQuantity > 0)
@@ -1667,7 +1655,7 @@ namespace YLErp.Modules.SwapModule
             var dealDate = curretEod.ValueDate;
             int shortRatio = eod.PositionType == (int)PositionTypeFlag.Long ? 1 : -1;
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
-            var price = GetSwapValuationPrice(eod.UnderlyingCode, eod.PosiGrossPrice, dealDate, out decimal vobp);
+            var price = GetSwapValuationPrice(eod.UnderlyingCode, dealDate, out decimal vobp);
             var todayConsumedDividend = CalcConsumedDividend(curretEod, unwindEvents);
             var originNotional = (decimal)td.OriginalStockEqvNotional / swapPosition.PosiNetPrice;
             decimal totalPayment = CalcBondPayment(curretEod.UnderlyingCode, td.StartDate.Value, valueDate, (decimal)originNotional, shortRatio, directionRatio);
@@ -1856,7 +1844,7 @@ namespace YLErp.Modules.SwapModule
             curretEod.ContractSize = position.ContractSize;
             curretEod.CountRatio = position.CountRatio;
             curretEod.PosiTradingFee = position.PosiTradingFee;
-            curretEod.UnderlyingPrice = GetSwapValuationPrice(position.UnderlyingCode, position.PosiGrossPrice, dealDate, out decimal vobp);
+            curretEod.UnderlyingPrice = GetSwapValuationPrice(position.UnderlyingCode, dealDate, out decimal vobp);
             SetPriceInfoByFlowEvent(eod, curretEod, unwindEvents, position);
             curretEod.dv01 = Dv01Helper.CalcDv01(curretEod.UnderlyingCode, curretEod.PosiQuantity, curretEod.PosiDirection, curretEod.PositionType, vobp);
             //if (settleDate == td.TradeDate)