diff --git a/Framework/YLErp.Core/Commons/RiskCfgRedisKey.cs b/Framework/YLErp.Core/Commons/RiskCfgRedisKey.cs
index aff0be48..36090934 100644
--- a/Framework/YLErp.Core/Commons/RiskCfgRedisKey.cs
+++ b/Framework/YLErp.Core/Commons/RiskCfgRedisKey.cs
@@ -32,12 +32,19 @@ namespace YLErp.Commons
         /// 交易维度-价格偏离度
         /// </summary>
         private static string TRADE_PRICE_RATE = "risk:cfg:trade:price_rate";
-
-
+        /// <summary>
+        /// 交易维度-DV
+        /// </summary>
+        private static string TRADE_DV = "risk:cfg:trade:dv";
         /// <summary>
         /// 客户维度-名义本金
         /// </summary>
         private static string CLIENT_PRINCIPAL = "risk:cfg:client:principal";
+        /// <summary>
+        /// 全局维度-DV
+        /// </summary>
+
+        private static string GLOBAL_DV = "risk:cfg:global:dv";
 
 
 
@@ -45,6 +52,8 @@ namespace YLErp.Commons
         {
             switch (quoteType)
             {
+                case QuotaTypeEnum.GLOBAL_ALL:
+                    return GLOBAL_DV;
                 case QuotaTypeEnum.GLOBAL_SWAP:
                     return SWAP_PRINCIPAL;
                 case QuotaTypeEnum.UNDERLYING:
@@ -54,6 +63,10 @@ namespace YLErp.Commons
                     }
                     return ASSET_ROLL;
                 case QuotaTypeEnum.TRADE:
+                    if ("DV".Equals(quoteIndex))
+                    {
+                        return TRADE_DV;
+                    }
                     return TRADE_PRICE_RATE;
                 case QuotaTypeEnum.CLIENT:
                     return CLIENT_PRINCIPAL;
diff --git a/Framework/YLErp.Core/DBModels/EodSwap.cs b/Framework/YLErp.Core/DBModels/EodSwap.cs
index 61f2289a..4d6294a0 100644
--- a/Framework/YLErp.Core/DBModels/EodSwap.cs
+++ b/Framework/YLErp.Core/DBModels/EodSwap.cs
@@ -148,6 +148,11 @@ namespace YLErp.DBModels
         [DataChange]
         public decimal TdCloseQty { get; set; }
         /// <summary>
+        /// 基点价值DV01
+        /// </summary>
+        [DataChange]
+        public decimal? dv01 { get; set; }
+        /// <summary>
         /// 平仓起始日期
         /// </summary>
         [NotMapped]
diff --git a/Framework/YLErp.Core/DBModels/EodSwapPosition.cs b/Framework/YLErp.Core/DBModels/EodSwapPosition.cs
index 1a2944e9..f4c8f745 100644
--- a/Framework/YLErp.Core/DBModels/EodSwapPosition.cs
+++ b/Framework/YLErp.Core/DBModels/EodSwapPosition.cs
@@ -433,6 +433,11 @@ namespace YLErp.DBModels
         /// </summary>
         public int? interest_rule { get; set; }
         /// <summary>
+        /// 基点价值DV01
+        /// </summary>
+        [DataChange]
+        public decimal? dv01 { get; set; }
+        /// <summary>
         /// 持仓编码
         /// </summary>
         [NotMapped]
diff --git a/Framework/YLErp.Core/DBModels/QuotaMonitor.cs b/Framework/YLErp.Core/DBModels/QuotaMonitor.cs
index 43fdddce..3de7acf1 100644
--- a/Framework/YLErp.Core/DBModels/QuotaMonitor.cs
+++ b/Framework/YLErp.Core/DBModels/QuotaMonitor.cs
@@ -891,6 +891,26 @@ namespace YLErp.DBModels
         /// CCR
         /// </summary>
         public double? Quota_CCR { get; set; } = double.NaN;
+        /// <summary>
+        /// DV
+        /// </summary>
+        public double? DV { get; set; }
+        /// <summary>
+        /// DV限额
+        /// </summary>
+        public double? Quota_DV_Upper { get; set; } = double.NaN;
+        /// <summary>
+        /// DV限额
+        /// </summary>
+        public double? Quota_DV_Lower { get; set; } = double.NaN;
+        /// <summary>
+        /// DV限额
+        /// </summary>
+        public double? Quota_DV_wUpper { get; set; } = double.NaN;
+        /// <summary>
+        /// DV限额
+        /// </summary>
+        public double? Quota_DV_wLower { get; set; } = double.NaN;
     }
 
     /// <summary>
@@ -1257,5 +1277,25 @@ namespace YLErp.DBModels
         public double? Quota_ThisYearTotalPnl_Lower { get; set; } = double.NaN;
         public double? Quota_ThisYearTotalPnl_wUpper { get; set; } = double.NaN;
         public double? Quota_ThisYearTotalPnl_wLower { get; set; } = double.NaN;
+        /// <summary>
+        /// DV
+        /// </summary>
+        public double? DV { get; set; }
+        /// <summary>
+        /// DV限额
+        /// </summary>
+        public double? Quota_DV_Upper { get; set; } = double.NaN;
+        /// <summary>
+        /// DV限额
+        /// </summary>
+        public double? Quota_DV_Lower { get; set; } = double.NaN;
+        /// <summary>
+        /// DV限额
+        /// </summary>
+        public double? Quota_DV_wUpper { get; set; } = double.NaN;
+        /// <summary>
+        /// DV限额
+        /// </summary>
+        public double? Quota_DV_wLower { get; set; } = double.NaN;
     }
 }
diff --git a/Framework/YLErp.Core/DBModels/UnderlyingBond.cs b/Framework/YLErp.Core/DBModels/UnderlyingBond.cs
index 5797f652..535e8746 100644
--- a/Framework/YLErp.Core/DBModels/UnderlyingBond.cs
+++ b/Framework/YLErp.Core/DBModels/UnderlyingBond.cs
@@ -80,5 +80,9 @@
         /// 债券期限（利率债）
         /// </summary>
         public string BondTerm { get; set; }
-    }
+        /// <summary>
+        /// 债券单位面值，默认100
+        /// </summary>
+        public decimal? Price { get; set; }
+    } 
 }
diff --git a/Framework/YLErp.Core/Enums/QuotaMonitorEnums.cs b/Framework/YLErp.Core/Enums/QuotaMonitorEnums.cs
index 18486318..18980071 100644
--- a/Framework/YLErp.Core/Enums/QuotaMonitorEnums.cs
+++ b/Framework/YLErp.Core/Enums/QuotaMonitorEnums.cs
@@ -111,7 +111,7 @@ namespace YLErp.Enums
         {
             return new List<SelectItem>()
             {
-                //new SelectItem() {Text="全局",Value="16" },
+                new SelectItem() {Text="全局",Value="16" },
                 //new SelectItem() {Text="场外业务",Value="0" },
                 //new SelectItem() {Text="场外期权",Value="1" },
                 new SelectItem() {Text="互换",Value="2" },
diff --git a/YLErpDAL/Helpers/Dv01Helper.cs b/YLErpDAL/Helpers/Dv01Helper.cs
new file mode 100644
index 00000000..70c0b370
--- /dev/null
+++ b/YLErpDAL/Helpers/Dv01Helper.cs
@@ -0,0 +1,51 @@
+using System;
+using YLErp.DBModels;
+using YLErp.DBModels.Enums;
+using YLErp.Modules;
+
+namespace YLErp.Helpers
+{
+    /// <summary>
+    /// DV01计算工具类
+    /// DV01 = 方向 * (券面总额(万元) / 单位面值) * 中债基点价值
+    /// </summary>
+    public static class Dv01Helper
+    {
+        /// <summary>
+        /// 计算DV01
+        /// </summary>
+        /// <param name="underlyingCode">标的代码</param>
+        /// <param name="posiQuantity">持仓数量</param>
+        /// <param name="posiDirection">收支方向: 1=收取, 2=支付</param>
+        /// <param name="positionType">多空方向: 1=多头, 2=空头</param>
+        /// <param name="vobp">中债基点价值</param>
+        /// <returns>DV01值</returns>
+        public static decimal CalcDv01(string underlyingCode, decimal posiQuantity, int posiDirection, int positionType, decimal vobp)
+        {
+            if (vobp == 0 || posiQuantity == 0) return 0;
+
+            var um = DataCacheProvider.GetUnderlyingDataSource().GetData(underlyingCode);
+            if (um == null || !um.IsBond()) return 0;
+
+            // 方向: 支付多头=-1, 收取多头=1, 支付空头=1, 收取空头=-1
+            // = (PosiDirection==收取?1:-1) * (PositionType==多头?1:-1)
+            int direction = (posiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1)
+                          * (positionType == (int)PositionTypeFlag.Long ? 1 : -1);
+
+            // 券面总额(万元) = 交易数量 / 10000
+            double faceValueWan = Convert.ToDouble(posiQuantity) / 10000d;
+
+            // 单位面值, 默认100
+            decimal unitFaceValue = 100m;
+            if (!string.IsNullOrEmpty(um.ExJson))
+            {
+                var bond = JsonHelper.Deserialize<UnderlyingBond>(um.ExJson);
+                if (bond?.Price != null && bond.Price != 0)
+                    unitFaceValue = bond.Price.Value;
+            }
+
+            decimal result = Convert.ToDecimal(direction * (faceValueWan / Convert.ToDouble(unitFaceValue)) * Convert.ToDouble(vobp));
+            return Math.Round(result, 4);
+        }
+    }
+}
diff --git a/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs b/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
index 7c43ed2c..3247dd67 100644
--- a/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
+++ b/YLErpDAL/Modules/RiskModule/QuotaMonitorService.cs
@@ -794,6 +794,19 @@ namespace YLErp.Modules.RiskModule
                             join p in DbContext.swap_position on t.id equals p.SwapTradeId
                             where !p.IsInitial && p.PosiDirection > 0 && !p.Invalid
                             select p;
+            // 计算互换DV汇总（按标的缓存bondPrice）
+            var swapPositions = posiQuery.ToList();
+            var swapDV = 0d;
+            var swapBPCache = swapPositions.Select(p => p.UnderlyingCode).Distinct()
+                .ToDictionary(code => code, code => EodPriceQueryService.GetBondPrice(valuedateBLL.ValueDate, code));
+            foreach (var pos in swapPositions)
+            {
+                if (!swapBPCache.TryGetValue(pos.UnderlyingCode, out var bondPrice) || bondPrice == null) continue;
+                var vobp = bondPrice.Vobp ?? 0;
+                if (vobp == 0) continue;
+                swapDV += Convert.ToDouble(Dv01Helper.CalcDv01(pos.UnderlyingCode, pos.PosiQuantity, pos.PosiDirection, pos.PositionType, vobp));
+            }
+
             var setValue = new Action<QuotaMonitor_Global, List<QuotaSetting>>((obj, settings) =>
             {
                 obj.StockEqvNotional = Convert.ToDouble(posiQuery.Sum(s => s.PosiNotionalValue));
@@ -906,6 +919,10 @@ namespace YLErp.Modules.RiskModule
 
             var allSetting = QueryCurrentQuotaSetting(QuotaTypeEnum.GLOBAL_ALL);
             allSetting = MargeQuotaSetting(allSetting, 0, 0);
+            var globalDvSetting = allSetting.Where(O => O.IsValid && O.Status == QuotaSettingApprovalStatus.Valid && O.QuotaRange == 0 && O.QuotaIndex == "DV").FirstOrDefault()?.Clone();
+            var tradeSetting = QueryCurrentQuotaSetting(QuotaTypeEnum.TRADE);
+            tradeSetting = MargeQuotaSetting(tradeSetting, 0, 0);
+            var tradeDvSetting = tradeSetting.Where(O => O.IsValid && O.Status == QuotaSettingApprovalStatus.Valid && O.QuotaRange == 0 && O.QuotaIndex == "DV").FirstOrDefault()?.Clone();
             var swapSetting = QueryCurrentQuotaSetting(QuotaTypeEnum.GLOBAL_SWAP);
             swapSetting = MargeQuotaSetting(swapSetting, 0, 0);
             var swap = new QuotaMonitor_Global()
@@ -914,6 +931,11 @@ namespace YLErp.Modules.RiskModule
                 BusinessType = "互换"
             };
             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;
 
             var positionList = new List<KeyValuePair<trade, realtime_trade_risk>>();
             var underly = GetTradePositionPnl();
@@ -925,6 +947,21 @@ namespace YLErp.Modules.RiskModule
                 positionList.AddRange(swapPositionList);
             }
             var checkPosiList = GetCheckPosiList();
+            // 计算checkPosiList中所有持仓的DV合计，用于算未簿记DV（按标的缓存bondPrice）
+            var totalCheckPosiDV = 0d;
+            if (checkPosiList.Any())
+            {
+                var ckBPCache = checkPosiList.Select(p => p.UnderlyingCode).Distinct()
+                    .ToDictionary(code => code, code => EodPriceQueryService.GetBondPrice(valuedateBLL.ValueDate, code));
+                foreach (var pos in checkPosiList)
+                {
+                    if (!ckBPCache.TryGetValue(pos.UnderlyingCode, out var bp) || bp == null) continue;
+                    var vobp = bp.Vobp ?? 0;
+                    if (vobp == 0) continue;
+                    int positionType = pos.Side == 0 ? (int)PositionTypeFlag.Long : (int)PositionTypeFlag.Short;
+                    totalCheckPosiDV += Convert.ToDouble(Dv01Helper.CalcDv01(pos.UnderlyingCode, pos.Qty, pos.Direction, positionType, vobp));
+                }
+            }
             var posiStockEqvNotional = checkPosiList.Sum(s => s.Pv);
             var delta = checkPosiList.Sum(s => s.Delta);
             var unTrade = new QuotaMonitor_Global()
@@ -932,14 +969,20 @@ namespace YLErp.Modules.RiskModule
                 ParentKey = "场外",
                 BusinessType = "未簿记合约",
                 StockEqvNotional = Convert.ToDouble(posiStockEqvNotional) - swap.StockEqvNotional.Normalize(),
-                DeltaExposure=(double)delta- (swap.DeltaExposure??0)
+                DeltaExposure=(double)delta- (swap.DeltaExposure??0),
+                DV = totalCheckPosiDV - (swap.DV ?? 0),
             };
             var all = new QuotaMonitor_Global()
             {
                 BusinessType = "全局",
                 StockEqvNotional = Convert.ToDouble(posiStockEqvNotional),
                 PositionPnl = underly.PositionPnl + swap.PositionPnl,
-                DeltaExposure=(double)delta+ underly.DeltaExposure
+                DeltaExposure=(double)delta+ underly.DeltaExposure,
+                DV = (swap.DV ?? 0) + (underly.DV ?? 0) + (unTrade.DV ?? 0),
+                Quota_DV_Upper = globalDvSetting?.QuotaUpperLimit ?? double.NaN,
+                Quota_DV_Lower = globalDvSetting?.QuotaLowerLimit ?? double.NaN,
+                Quota_DV_wUpper = globalDvSetting?.WarningUpperLimit ?? double.NaN,
+                Quota_DV_wLower = globalDvSetting?.WarningLowerLimit ?? double.NaN,
             };
             var list = new List<QuotaMonitor_Global>
             {
@@ -962,10 +1005,14 @@ namespace YLErp.Modules.RiskModule
         /// <returns></returns>
         public List<QuotaMonitor_Global> QueryEodGlobalFromCalc(QuotaMonitorReq req)
         {
-            var posiQuery = DbContext.eod_swap_position.Where(O =>O.ValueDate==req.ValueDate&&O.PosiQuantity>0);
+            var maxDate = DbContext.eod_swap_position.Where(O => O.PosiQuantity > 0).Max(O => (DateTime?)O.ValueDate) ?? req.ValueDate;
+            var posiQuery = DbContext.eod_swap_position.Where(O =>O.ValueDate==maxDate&&O.PosiQuantity>0);
 
             req.PvPercent = 1 - req.PvPercent;
-           
+
+            // 互换DV汇总：直接取eod_swap_position中已计算好的dv01
+            var eodSwapDV = Convert.ToDouble(posiQuery.Sum(p => p.dv01));
+
             var setValue = new Action<QuotaMonitor_Global, List<QuotaSetting>>((obj, settings) =>
             {
                 obj.StockEqvNotional = Convert.ToDouble(posiQuery.Sum(s => s.PosiNotionalValue));
@@ -987,6 +1034,10 @@ namespace YLErp.Modules.RiskModule
 
             var allSetting = QueryCurrentQuotaSetting(QuotaTypeEnum.GLOBAL_ALL);
             allSetting = MargeQuotaSetting(allSetting, 0, 0);
+            var globalDvSetting = allSetting.Where(O => O.IsValid && O.Status == QuotaSettingApprovalStatus.Valid && O.QuotaRange == 0 && O.QuotaIndex == "DV").FirstOrDefault()?.Clone();
+            var tradeSetting = QueryCurrentQuotaSetting(QuotaTypeEnum.TRADE);
+            tradeSetting = MargeQuotaSetting(tradeSetting, 0, 0);
+            var tradeDvSetting = tradeSetting.Where(O => O.IsValid && O.Status == QuotaSettingApprovalStatus.Valid && O.QuotaRange == 0 && O.QuotaIndex == "DV").FirstOrDefault()?.Clone();
             var swapSetting = QueryCurrentQuotaSetting(QuotaTypeEnum.GLOBAL_SWAP);
             swapSetting = MargeQuotaSetting(swapSetting, 0, 0);
             var swap = new QuotaMonitor_Global()
@@ -995,6 +1046,11 @@ namespace YLErp.Modules.RiskModule
                 BusinessType = "互换",
             };
             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;
             var underly = GetEodTradePositionPnl(req.ValueDate);
             var unTrade = new QuotaMonitor_Global()
             {
@@ -1008,7 +1064,12 @@ namespace YLErp.Modules.RiskModule
                 BusinessType = "全局",
                 StockEqvNotional = swap.StockEqvNotional,
                 PositionPnl = underly.PositionPnl + swap.PositionPnl,
-                DeltaExposure = swap.DeltaExposure+ underly.DeltaExposure
+                DeltaExposure = swap.DeltaExposure+ underly.DeltaExposure,
+                DV = (swap.DV ?? 0) + (underly.DV ?? 0) + (unTrade.DV ?? 0),
+                Quota_DV_Upper = globalDvSetting?.QuotaUpperLimit ?? double.NaN,
+                Quota_DV_Lower = globalDvSetting?.QuotaLowerLimit ?? double.NaN,
+                Quota_DV_wUpper = globalDvSetting?.WarningUpperLimit ?? double.NaN,
+                Quota_DV_wLower = globalDvSetting?.WarningLowerLimit ?? double.NaN,
             };
             var list = new List<QuotaMonitor_Global>
             {
@@ -1322,11 +1383,23 @@ namespace YLErp.Modules.RiskModule
                 obj.Quota_SwapPercent_Lower = swapPercentSetting?.QuotaLowerLimit ?? double.NaN;
                 obj.Quota_SwapPercent_wUpper = swapPercentSetting?.WarningUpperLimit ?? double.NaN;
                 obj.Quota_SwapPercent_wLower = swapPercentSetting?.WarningLowerLimit ?? double.NaN;
+                var dvSetting = temp.Where(O => O.QuotaIndex == "DV").FirstOrDefault()?.Clone();
+                obj.Quota_DV_Upper = dvSetting?.QuotaUpperLimit ?? double.NaN;
+                obj.Quota_DV_Lower = dvSetting?.QuotaLowerLimit ?? double.NaN;
+                obj.Quota_DV_wUpper = dvSetting?.WarningUpperLimit ?? double.NaN;
+                obj.Quota_DV_wLower = dvSetting?.WarningLowerLimit ?? double.NaN;
             });
 
             var setting = QueryCurrentQuotaSetting(QuotaTypeEnum.TRADE);
             setting = MargeQuotaSetting(setting, 0, 0);
             var ccrDict = new Dictionary<int, double>();
+
+            // 批量获取swap_position方向/多空/数量，用于DV计算
+            var tradeIds = list.Select(O => O.trade.id).Distinct().ToList();
+            var swapPositionDict = DbContext.swap_position
+                .Where(p => tradeIds.Contains(p.SwapTradeId) && !p.IsInitial && p.PosiDirection > 0 && !p.Invalid)
+                .ToDictionary(p => p.SwapTradeId);
+
             foreach (var item in list)
             {
                 setValue(item, setting);
@@ -1336,6 +1409,13 @@ namespace YLErp.Modules.RiskModule
                 var vobp = bondPrice == null ? 0 : Convert.ToDouble(bondPrice.Vobp);
                 var pricePercent = basePrice == 0 ? 0 : Math.Abs((sportPrice / basePrice) - 1);
                 item.Quota_SwapPercent = pricePercent;
+
+                // 计算DV
+                if (swapPositionDict.TryGetValue(item.trade.id, out var swapPos) && bondPrice != null && vobp != 0)
+                {
+                    item.DV = Convert.ToDouble(Dv01Helper.CalcDv01(item.trade.UnderlyingCode, swapPos.PosiQuantity, swapPos.PosiDirection, swapPos.PositionType, Convert.ToDecimal(vobp)));
+                }
+
                 var obj = new QuotaMonitor_Trade();
                 ObjectHelper.MapValues(obj, item);
                 result.Add(obj);
@@ -1350,6 +1430,7 @@ namespace YLErp.Modules.RiskModule
                 VegaCash = result.Sum(O => O.VegaCash),
                 Quota_CCR = result.Sum(O => O.Quota_CCR),
                 PnL = result.Sum(O => O.PnL),
+                DV = result.Sum(O => O.DV),
             };
             result.Add(total);
 
@@ -1429,11 +1510,26 @@ namespace YLErp.Modules.RiskModule
                 obj.Quota_SwapPercent_Lower = swapPercentSetting?.QuotaLowerLimit ?? double.NaN;
                 obj.Quota_SwapPercent_wUpper = swapPercentSetting?.WarningUpperLimit ?? double.NaN;
                 obj.Quota_SwapPercent_wLower = swapPercentSetting?.WarningLowerLimit ?? double.NaN;
+                var dvSetting = temp.Where(O => O.QuotaIndex == "DV").FirstOrDefault()?.Clone();
+                obj.Quota_DV_Upper = dvSetting?.QuotaUpperLimit ?? double.NaN;
+                obj.Quota_DV_Lower = dvSetting?.QuotaLowerLimit ?? double.NaN;
+                obj.Quota_DV_wUpper = dvSetting?.WarningUpperLimit ?? double.NaN;
+                obj.Quota_DV_wLower = dvSetting?.WarningLowerLimit ?? double.NaN;
             });
 
             var setting = QueryCurrentQuotaSetting(QuotaTypeEnum.TRADE);
             setting = MargeQuotaSetting(setting, 0, 0);
             var ccrDict = new Dictionary<int, double>();
+
+            // 批量获取eod_swap_position方向/多空/数量，用于DV计算和dv01回写
+            var tradeIds = list.Select(O => O.trade.id).Distinct().ToList();
+            var eodSwapPosDict = DbContext.eod_swap_position
+                .Where(p => p.ValueDate == req.ValueDate && tradeIds.Contains(p.SwapTradeId) && p.PosiQuantity > 0)
+                .ToDictionary(p => p.SwapTradeId);
+            var eodSwapDict = DbContext.eod_swap
+                .Where(p => p.ValueDate == req.ValueDate && tradeIds.Contains(p.SwapTradeId))
+                .ToDictionary(p => p.SwapTradeId);
+
             foreach (var item in list)
             {
                 setValue(item, setting);
@@ -1443,10 +1539,19 @@ namespace YLErp.Modules.RiskModule
                 var vobp = bondPrice == null ? 0 : Convert.ToDouble(bondPrice.Vobp);
                 var pricePercent = basePrice == 0 ? 0 : Math.Abs((sportPrice / basePrice) - 1);
                 item.Quota_SwapPercent = pricePercent;
+
+                // 计算DV，并回写dv01
+                if (eodSwapPosDict.TryGetValue(item.trade.id, out var eodSwapPos))
+                {
+                    item.DV = Convert.ToDouble(eodSwapPos.dv01);
+                }
+
                 var obj = new QuotaMonitor_Trade();
                 ObjectHelper.MapValues(obj, item);
                 result.Add(obj);
             }
+            DbContext.SaveChanges();
+
             var total = new QuotaMonitor_Trade()
             {
                 TradeNumber = "合计",
@@ -1457,6 +1562,7 @@ namespace YLErp.Modules.RiskModule
                 VegaCash = result.Sum(O => O.VegaCash),
                 Quota_CCR = result.Sum(O => O.Quota_CCR),
                 PnL = result.Sum(O => O.PnL),
+                DV = result.Sum(O => O.DV),
             };
             result.Add(total);
 
@@ -3521,6 +3627,20 @@ namespace YLErp.Modules.RiskModule
                 singleUnderlyingRate = valuedateBLL.SystemDate.SingleUnderlyingRate;
                 _quotaSettings = new List<QuotaSetting>();
                 #region 整体业务
+                //全局-DV
+                _quotaSettings.Add(new QuotaSetting()
+                {
+                    QuotaType = QuotaTypeEnum.GLOBAL_ALL,
+                    QuotaRange = 0,
+                    QuotaIndex = "DV",
+                    QuotaLowerLimit = null,
+                    QuotaUpperLimit = null,
+                    WarningLowerLimit = null,
+                    WarningUpperLimit = null,
+                    Percent = false,
+                    IsValid = true,
+                    Status = QuotaSettingApprovalStatus.Valid,
+                });
                 #endregion
                 #region 互换
 
@@ -3616,6 +3736,20 @@ namespace YLErp.Modules.RiskModule
                     IsValid = true,
                     Status = QuotaSettingApprovalStatus.Valid,
                 });
+                //交易-DV
+                _quotaSettings.Add(new QuotaSetting()
+                {
+                    QuotaType = QuotaTypeEnum.TRADE,
+                    QuotaRange = 0,
+                    QuotaIndex = "DV",
+                    QuotaLowerLimit = null,
+                    QuotaUpperLimit = null,
+                    WarningLowerLimit = null,
+                    WarningUpperLimit = null,
+                    Percent = false,
+                    IsValid = true,
+                    Status = QuotaSettingApprovalStatus.Valid,
+                });
                 
                 #endregion
                 #region 客户
@@ -4394,6 +4528,9 @@ namespace YLErp.Modules.RiskModule
             var ums = GetUnderlyings(umCodes);
            
             var checkPoisiList = BuildCheckQuotaMoitorModels(clientPositions, ums, dealDate);
+            // 仅在限额设置中有DV指标时才计算DV
+            var (totalDv, currentDv) = precheckQuotaSettingList.Any(s => s.QuotaIndex == "DV")
+                ? CalcRiskCheckDv(checkPoisiList, dealDate) : (0d, 0d);
             var underlyingPositions = checkPoisiList.Where(x => x.UnderlyingCode == clientRiskCheckReq.securityId).ToList();
             var sameQty = underlyingPositions.Where(x=>x.ClientId== clientRiskCheckReq.clientId && x.Side== clientRiskCheckReq.side).Sum(s => s.Qty);
             var qty = underlyingPositions.Where(x => x.ClientId == clientRiskCheckReq.clientId && x.Side != clientRiskCheckReq.side).Sum(s => s.Qty);
@@ -4421,7 +4558,7 @@ namespace YLErp.Modules.RiskModule
                 {
                     continue;
                 }
-                clientRiskCheckItem = CheckQuota(checkPoisiList, settingItem.QuotaType, clientRiskCheckItem, settingItem.QuotaRange, allList);
+                clientRiskCheckItem = CheckQuota(checkPoisiList, settingItem.QuotaType, clientRiskCheckItem, settingItem.QuotaRange, allList, totalDv, currentDv);
                 if (clientRiskCheckItem != null)
                 {
                     clientRiskCheckItem.quotaType = $"{EnumHelper.GetDescriptionByName(settingItem.QuotaType)}({settingItem.QuotaIndex})";
@@ -4453,6 +4590,50 @@ namespace YLErp.Modules.RiskModule
                 .Where(x => umCodes.Contains(x.UnderlyingCode))
                 .ToList();
         }
+        /// <summary>
+        /// 计算风控检查用的DV（全局DV + 当前单笔DV）
+        /// </summary>
+        private (double totalDv, double currentDv) CalcRiskCheckDv(List<CheckQuotaMoitorModel> checkPoisiList, DateTime dealDate)
+        {
+            var totalDv = 0d;
+            var currentDv = 0d;
+            // 按标的缓存bondPrice
+            var bpCache = checkPoisiList.Select(p => p.UnderlyingCode).Distinct()
+                .ToDictionary(code => code, code => EodPriceQueryService.GetBondPrice(dealDate, code));
+            // 全部持仓DV
+            totalDv = checkPoisiList.Sum(pos =>
+            {
+                if (!bpCache.TryGetValue(pos.UnderlyingCode, out var bp) || bp == null) return 0d;
+                var vobp = bp.Vobp ?? 0;
+                if (vobp == 0) return 0d;
+                int posType = pos.Side == 0 ? (int)PositionTypeFlag.Long : (int)PositionTypeFlag.Short;
+                return Convert.ToDouble(Dv01Helper.CalcDv01(pos.UnderlyingCode, pos.Qty, pos.Direction, posType, vobp));
+            });
+            // 当前单笔DV
+            var cur = checkPoisiList.FirstOrDefault(x => x.Current);
+            if (cur != null && bpCache.TryGetValue(cur.UnderlyingCode, out var curBp) && curBp != null)
+            {
+                var vobp = curBp.Vobp ?? 0;
+                if (vobp != 0)
+                {
+                    int pt = cur.Side == 0 ? (int)PositionTypeFlag.Long : (int)PositionTypeFlag.Short;
+                    currentDv = Convert.ToDouble(Dv01Helper.CalcDv01(cur.UnderlyingCode, cur.Qty, cur.Direction, pt, vobp));
+                }
+            }
+            // 标的交易DV
+            List<string> tradeTypes = new List<string> { "利率债", "信用债", "其它债券" };
+            var tposis = DbContext.TradePosition.Where(x => tradeTypes.Contains(x.TradeType)).AsNoTracking().ToList();
+            foreach (var code in tposis.Select(x => x.UnderlyingCode).Distinct().Where(c => !bpCache.ContainsKey(c)))
+                bpCache[code] = EodPriceQueryService.GetBondPrice(dealDate, code);
+            foreach (var item in tposis)
+            {
+                if (!bpCache.TryGetValue(item.UnderlyingCode, out var tpBp) || tpBp == null) continue;
+                var vobp = tpBp.Vobp ?? 0;
+                if (vobp == 0) continue;
+                totalDv += Convert.ToDouble(Dv01Helper.CalcDv01(item.UnderlyingCode, Convert.ToDecimal(Math.Abs(item.Position)), (int)SwapDirectionEnum.收取, (int)item.PositionType, vobp));
+            }
+            return (totalDv, currentDv);
+        }
         private (List<ClientPosition>, List<ClientOrder>) GetClientPositionsAndOrders(BondOmsDBContext bondDb, long orderId)
         {
             var clientPositions = bondDb.client_position.AsNoTracking().ToList();
@@ -4898,8 +5079,10 @@ namespace YLErp.Modules.RiskModule
                             checkQuotaMoitorModel.Current = checkQuotaMoitorModel.id == 0;
                             checkPoisiList.Add(checkQuotaMoitorModel);
                         }
-                        quotaWarningStatus = CheckQuota(checkPoisiList, posiList, list, allList, true, out quotaWarningMsg);
-                        quotaStatus = CheckQuota(checkPoisiList, posiList, list, allList, false, out quotaMsg);
+                        // 预计算DV，避免warning/error两次检查各算一遍
+                        var (quotaTotalDv, quotaCurrentDv) = list.Any(s => s.QuotaIndex == "DV") ? CalcRiskCheckDv(checkPoisiList, tradeObj.TradeDate.Value) : (0d, 0d);
+                        quotaWarningStatus = CheckQuota(checkPoisiList, posiList, list, allList, true, out quotaWarningMsg, quotaTotalDv, quotaCurrentDv);
+                        quotaStatus = CheckQuota(checkPoisiList, posiList, list, allList, false, out quotaMsg, quotaTotalDv, quotaCurrentDv);
                     }
                 }
             }
@@ -5298,7 +5481,7 @@ namespace YLErp.Modules.RiskModule
         /// <param name="warning">试算类型是预警还是警告</param>
         /// <param name="msg">试算结果描述</param>
         /// <returns></returns>
-        private bool CheckQuota(List<CheckQuotaMoitorModel> positionList, List<CheckQuotaMoitorModel> posiList, List<QuotaSetting> setting, List<QuotaSetting> settingAll, bool warning, out string msg)
+        private bool CheckQuota(List<CheckQuotaMoitorModel> positionList, List<CheckQuotaMoitorModel> posiList, List<QuotaSetting> setting, List<QuotaSetting> settingAll, bool warning, out string msg, double totalDv = 0, double currentDv = 0)
         {
             msg = "";
             var msgList = new List<string>();
@@ -5308,11 +5491,14 @@ namespace YLErp.Modules.RiskModule
             {
                 switch (item.Key.QuotaType)
                 {
+                    case QuotaTypeEnum.GLOBAL_ALL:
+                        msgList.AddRange(checkGlobalDv(positionList, item.Value, warning, totalDv));
+                        break;
                     case QuotaTypeEnum.GLOBAL_SWAP:
                         msgList.AddRange(checkGlobal(positionList, posiList, "场外业务-互换", item.Value, warning));
                         break;
                     case QuotaTypeEnum.TRADE:
-                        msgList.AddRange(checkTrade(positionList, posiList, "单笔交易", item.Value, warning));
+                        msgList.AddRange(checkTrade(positionList, posiList, "单笔交易", item.Value, warning, currentDv));
                         break;
                     case QuotaTypeEnum.UNDERLYING:
                         msgList.AddRange(checkUnderlying(positionList, posiList, "标的资产", item.Value, settingAll, warning));
@@ -5366,17 +5552,25 @@ namespace YLErp.Modules.RiskModule
         /// <param name="quotaRange"></param>
         /// <param name="stockEqvNotional">单笔名义本金</param>
         /// <returns></returns>
-        private ClientRiskCheckItem CheckQuota(List<CheckQuotaMoitorModel> positionList, QuotaTypeEnum quotaType, ClientRiskCheckItem checkItem, int quotaRange, List<QuotaSetting> settingAll)
+        private ClientRiskCheckItem CheckQuota(List<CheckQuotaMoitorModel> positionList, QuotaTypeEnum quotaType, ClientRiskCheckItem checkItem, int quotaRange, List<QuotaSetting> settingAll, double totalDv = 0, double currentDv = 0)
         {
             var tag_prefix = "";
             var positionListAll = positionList;
             switch (quotaType)
             {
+                case QuotaTypeEnum.GLOBAL_ALL:
+                    if (checkItem.quotaType == "DV")
+                    {
+                        checkItem.currentValue = Math.Round(totalDv, 2);
+                        if (!ValidateQuoteResult(checkItem)) return checkItem;
+                        return null;
+                    }
+                    break;
                 case QuotaTypeEnum.GLOBAL_SWAP:
                     checkItem = checkGlobal(positionList, "场外业务-互换", checkItem, quotaType);
                     break;
                 case QuotaTypeEnum.TRADE:
-                    checkItem = checkTrade(positionList, "单笔交易", checkItem);
+                    checkItem = checkTrade(positionList, "单笔交易", checkItem, currentDv);
                     break;
                 case QuotaTypeEnum.UNDERLYING:
                     checkItem = checkUnderlying(positionList, "标的资产", checkItem, quotaRange, settingAll);
@@ -5411,7 +5605,8 @@ namespace YLErp.Modules.RiskModule
                 BusinessType = "标的交易",
                 PositionPnl=0,
                 DeltaExposure=0,
-                StockEqvNotional=0
+                StockEqvNotional=0,
+                DV=0
             };
             List<string> tradetypes = new List<string> { "利率债", "信用债", "其它债券" };
             var tposis = DbContext.TradePosition.Where(x => tradetypes.Contains(x.TradeType)).AsNoTracking().ToList();
@@ -5433,6 +5628,12 @@ namespace YLErp.Modules.RiskModule
                     {
                         var bondPrice = EodPriceQueryService.GetBondPrice(valuedateBLL.ValueDate, item.UnderlyingCode);
                         lastPrice = bondPrice != null ? bondPrice.ClosePrice : (um.Price ?? 0) * Convert.ToDouble(ConsGlobal.bondPriceMultiple);
+                        // 计算标的交易DV
+                        var vobp = bondPrice != null ? bondPrice.Vobp ?? 0 : 0;
+                        if (vobp != 0)
+                        {
+                            quotaMonitor_Global.DV += Convert.ToDouble(Dv01Helper.CalcDv01(item.UnderlyingCode,Math.Abs(Convert.ToDecimal(item.Position)), (int)SwapDirectionEnum.收取, (int)item.PositionType, vobp));
+                        }
                     }
                 }
                 quotaMonitor_Global.PositionPnl += lastPrice * item.Position - item.PositionCost;
@@ -5455,7 +5656,8 @@ namespace YLErp.Modules.RiskModule
                 BusinessType = "标的交易",
                 PositionPnl = 0,
                 DeltaExposure = 0,
-                StockEqvNotional = 0
+                StockEqvNotional = 0,
+                DV = 0
             };
             List<string> tradetypes = new List<string> { "利率债", "信用债", "其它债券" };
             var tposis = DbContext.eod_trade_position.Where(x => tradetypes.Contains(x.TradeType)&&x.ValueDate==valueDate).AsNoTracking().ToList();
@@ -5477,6 +5679,13 @@ namespace YLErp.Modules.RiskModule
                     {
                         var bondPrice = EodPriceQueryService.GetBondPrice(valuedateBLL.ValueDate, item.UnderlyingCode);
                         lastPrice = bondPrice != null ? bondPrice.ClosePrice : (um.Price ?? 0) * Convert.ToDouble(ConsGlobal.bondPriceMultiple);
+                        // 计算标的交易DV: Amount有符号(正=多,负=空)
+                        var vobp = bondPrice != null ? bondPrice.Vobp ?? 0 : 0;
+                        if (vobp != 0)
+                        {
+                            int positionType = item.Amount > 0 ? (int)PositionTypeFlag.Long : (int)PositionTypeFlag.Short;
+                            quotaMonitor_Global.DV += Convert.ToDouble(Dv01Helper.CalcDv01(item.UnderlyingCode, Convert.ToDecimal(Math.Abs(item.Amount)), (int)SwapDirectionEnum.收取, positionType, vobp));
+                        }
                     }
                 }
                 quotaMonitor_Global.PositionPnl += item.PositionPnL;
@@ -5540,6 +5749,27 @@ namespace YLErp.Modules.RiskModule
             }
             return messageList;
         }
+        /// <summary>
+        /// 检验全局DV限额
+        /// </summary>
+        private List<string> checkGlobalDv(List<CheckQuotaMoitorModel> positionList, QuotaSetting[] settings, bool warning, double totalDv = -1)
+        {
+            var messageList = new List<string>();
+            var dvSettings = settings.Where(s => s.QuotaIndex == "DV").ToArray();
+            if (!dvSettings.Any()) return messageList;
+            // totalDv未预计算时（其他调用方），才在这里算
+            if (totalDv < 0)
+                totalDv = CalcRiskCheckDv(positionList, valuedateBLL.ValueDate).totalDv;
+            foreach (var settingItem in dvSettings)
+            {
+                double? upperLimit = warning ? settingItem.WarningUpperLimit : settingItem.QuotaUpperLimit;
+                double? lowerLimit = warning ? settingItem.WarningLowerLimit : settingItem.QuotaLowerLimit;
+                if (upperLimit == null && lowerLimit == null) continue;
+                var tag = $"全局(DV)";
+                messageList.Add(SetMsg(tag, totalDv, upperLimit, lowerLimit, settingItem.Percent, warning));
+            }
+            return messageList;
+        }
 
         private ClientRiskCheckItem checkGlobal(List<CheckQuotaMoitorModel> positionList, string tag_prefix, ClientRiskCheckItem checkItem, QuotaTypeEnum quotaType)
         {
@@ -5574,7 +5804,7 @@ namespace YLErp.Modules.RiskModule
             }
             return null;
         }
-        private List<string> checkTrade(List<CheckQuotaMoitorModel> positionList, List<CheckQuotaMoitorModel> posiList, string tag_prefix, QuotaSetting[] settings, bool warning)
+        private List<string> checkTrade(List<CheckQuotaMoitorModel> positionList, List<CheckQuotaMoitorModel> posiList, string tag_prefix, QuotaSetting[] settings, bool warning, double currentDv = -1)
         {
             if (string.IsNullOrEmpty(tag_prefix))
             {
@@ -5590,6 +5820,9 @@ namespace YLErp.Modules.RiskModule
             double? upperLimit, lowerLimit, currentValue = null;
 
             CheckQuotaMoitorModel current = positionList.FirstOrDefault(x => x.Current);
+            // currentDv未预计算时（其他调用方），才在这里算
+            if (currentDv < 0 && settings.Any(s => s.QuotaIndex == "DV"))
+                currentDv = CalcRiskCheckDv(positionList, valuedateBLL.ValueDate).currentDv;
             foreach (var settingItem in settings)
             {
                 if (warning)
@@ -5632,6 +5865,10 @@ namespace YLErp.Modules.RiskModule
                         currentValue = Convert.ToDouble(current.Delta);
                         messageList.Add(SetMsg(tag, currentValue, upperLimit, lowerLimit, settingItem.Percent, warning));
                         break;
+                    case "DV":
+                        currentValue = currentDv;
+                        messageList.Add(SetMsg(tag, currentValue, upperLimit, lowerLimit, settingItem.Percent, warning));
+                        break;
                     default:
                         continue;
                 }
@@ -5639,7 +5876,7 @@ namespace YLErp.Modules.RiskModule
             }
             return messageList;
         }
-        private ClientRiskCheckItem checkTrade(List<CheckQuotaMoitorModel> positionList, string tag_prefix, ClientRiskCheckItem checkItem)
+        private ClientRiskCheckItem checkTrade(List<CheckQuotaMoitorModel> positionList, string tag_prefix, ClientRiskCheckItem checkItem, double currentDv = 0)
         {
             if (string.IsNullOrEmpty(tag_prefix))
             {
@@ -5671,10 +5908,18 @@ namespace YLErp.Modules.RiskModule
                         return checkItem;
                     }
                     return null;
+                case "DV":
+                    currentValue = currentDv;
+                    break;
                 default:
                     return null;
             }
-
+            checkItem.currentValue = Math.Round(currentValue ?? 0, 2);
+            if (!ValidateQuoteResult(checkItem))
+            {
+                return checkItem;
+            }
+            return null;
         }
 
         private List<string> checkUnderlying(List<CheckQuotaMoitorModel> positionList, List<CheckQuotaMoitorModel> posiList, string tag_prefix, QuotaSetting[] settings, List<QuotaSetting> settingAll, bool warning)
diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 6cfcbcb7..929e557b 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -3,6 +3,7 @@ using Newtonsoft.Json;
 using System.Linq.Expressions;
 using YLErp.DBModels.Consts;
 using YLErp.DBModels.Enums;
+using YLErp.Helpers;
 using YLErp.Model;
 using YLErp.Model.Enum;
 using YLErp.Models;
@@ -1291,6 +1292,7 @@ namespace YLErp.Modules.SwapModule
 
             //浮动端估值用信息
             newEodPayPosition.UnderlyingPrice = UnderlyingCodePrice(newEodPayPosition.UnderlyingCode, eventFlow.EventDate, out decimal vobp);
+            newEodPayPosition.dv01 = Dv01Helper.CalcDv01(newEodPayPosition.UnderlyingCode, newEodPayPosition.PosiQuantity, newEodPayPosition.PosiDirection, newEodPayPosition.PositionType, vobp);
             newEodPayPosition.UnderlyingMarketValue = newEodPayPosition.UnderlyingPrice * newEodPayPosition.PosiQuantity * newEodPayPosition.ContractSize * shortRatio;
             //当日已实现
             newEodPayPosition.TdCloseQty = closeQty;
@@ -1361,6 +1363,7 @@ namespace YLErp.Modules.SwapModule
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
             curretEod.PosiStatus = curretEod.PosiQuantity == 0 ? 1 : 0;
             var price = UnderlyingCodePrice(eod.UnderlyingCode, dealDate, out decimal vobp);
+            curretEod.dv01 = Dv01Helper.CalcDv01(eod.UnderlyingCode, curretEod.PosiQuantity, eod.PosiDirection, eod.PositionType, vobp);
             decimal tax = um.ValueAddedTax ?? 0;
             BondPaymentService bondPaymentService = new BondPaymentService(UserInfo);
             if (valueDate > td.StartDate.Value && curretEod.PosiQuantity > 0)
@@ -1442,6 +1445,7 @@ namespace YLErp.Modules.SwapModule
             int directionRatio = eod.PosiDirection == (int)SwapDirectionEnum.收取 ? 1 : -1;
             var price = UnderlyingCodePrice(eod.UnderlyingCode, dealDate, out decimal vobp);
             SetPriceInfoByFlowEvent(eod, curretEod, unwindEvents, swapPosition);
+            curretEod.dv01 = Dv01Helper.CalcDv01(eod.UnderlyingCode, curretEod.PosiQuantity, eod.PosiDirection, eod.PositionType, vobp);
             curretEod.UnderlyingPrice = price;
             curretEod.UnderlyingMarketValue = curretEod.UnderlyingPrice * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio;
             curretEod.PosiMtmPnL = (curretEod.UnderlyingPrice - curretEod.PosiGrossPrice) * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio * directionRatio;
@@ -1614,6 +1618,7 @@ namespace YLErp.Modules.SwapModule
             curretEod.PosiTradingFee = position.PosiTradingFee;
             curretEod.UnderlyingPrice = UnderlyingCodePrice(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)
             //{
             //    curretEod.UnderlyingPrice = curretEod.PosiGrossPrice;
diff --git a/YLErpWeb/wwwroot/Scripts/app/risk/quotaMonitor.js b/YLErpWeb/wwwroot/Scripts/app/risk/quotaMonitor.js
index bcb2bea8..4c159554 100644
--- a/YLErpWeb/wwwroot/Scripts/app/risk/quotaMonitor.js
+++ b/YLErpWeb/wwwroot/Scripts/app/risk/quotaMonitor.js
@@ -1,4 +1,4 @@
-var varieties = [{ id: 0, Name: '全部' }].concat(ylotc.varieties);
+var varieties = [{ id: 0, Name: '全部' }].concat(ylotc.varieties);
 var remarkDict = {};
 var valueDateShowStatus = true;
 $(function () {
@@ -1587,6 +1587,33 @@ var colModel_trade = [
             var style = "style='" + checkQuota(rowObject, 'SwapPercent') + "'";
             return style;
         }
+    }, {
+        name: 'Quota_DV_Upper',
+        label: 'DV限额',
+        index: 'Quota_DV_Upper',
+        width: 120,
+        align: 'right',
+        sortable: false,
+        formatter: function (cellvalue, options, rowObject) {
+            return formatQuotaAbs(rowObject, 'DV');
+        }
+    }, {
+        name: 'DV',
+        label: 'DV',
+        index: 'DV',
+        width: 120,
+        align: 'right',
+        sortable: false,
+        formatter: function (cellvalue, options, rowObject) {
+            if (!cellvalue && cellvalue !== 0 || cellvalue == "NaN") return "";
+            var abs = Math.abs(cellvalue);
+            if (abs < 0.0001) return "0";
+            return cellvalue.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 4 });
+        },
+        cellattr: function (cellvalue, options, rowObject) {
+            var style = "style='" + checkQuota(rowObject, 'DV') + "'";
+            return style;
+        }
     }
 ];
 
@@ -1676,6 +1703,51 @@ var colModel_global = [
         formatter: function (cellvalue, options, rowObject) {
             return !cellvalue || cellvalue == "NaN" ? "" : cellvalue;
         }
+    }, {
+        name: 'Quota_DV_Upper',
+        label: 'DV限额',
+        index: 'Quota_DV_Upper',
+        width: 120,
+        align: 'right',
+        sortable: false,
+        formatter: function (cellvalue, options, rowObject) {
+            return formatQuotaAbs(rowObject, 'DV');
+        },
+        cellattr: function (cellvalue, options, rowObject) {
+            var style = '';
+            if (!rowObject.ParentKey) {
+                style += 'font-weight: bold;'
+                if (rowObject.BusinessType == "合计") {
+                    style += 'font-size: 1rem;'
+                }
+            }
+            return "style='" + style + "'";
+        }
+    }, {
+        name: 'DV',
+        label: 'DV',
+        index: 'DV',
+        width: 120,
+        align: 'right',
+        sortable: false,
+        formatter: function (cellvalue, options, rowObject) {
+            if (rowObject.BusinessType == "场内业务") {
+                return '<div class="lineCss"></div>';
+            }
+            if (!cellvalue && cellvalue !== 0 || cellvalue == "NaN") return "";
+            if (Math.abs(cellvalue) < 0.0001) return "0";
+            return cellvalue.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 4 });
+        },
+        cellattr: function (cellvalue, options, rowObject) {
+            var style = checkQuota(rowObject, 'DV');
+            if (!rowObject.ParentKey) {
+                style += 'font-weight: bold;'
+                if (rowObject.BusinessType == "合计") {
+                    style += 'font-size: 1rem;'
+                }
+            }
+            return "style='" + style + "'";
+        }
     }
 ];
 
diff --git a/YLErpWeb/wwwroot/Scripts/app/risk/quotaSetting.js b/YLErpWeb/wwwroot/Scripts/app/risk/quotaSetting.js
index d0ad962e..543e8caa 100644
--- a/YLErpWeb/wwwroot/Scripts/app/risk/quotaSetting.js
+++ b/YLErpWeb/wwwroot/Scripts/app/risk/quotaSetting.js
@@ -430,6 +430,7 @@ var colModel = [
                     case "非权益类业务规模":
                     case "本年累计盈亏":
                     case "浮动盈亏":
+                    case "DV":  // DV是绝对值指标，不允许百分比模式
                         break;
                     default:
                         html += "onclick='changePercent(this)' ";
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js
index 3818a18f..9770c225 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/EodPositionRisks.js
@@ -610,6 +610,13 @@ function colModelGridEodSwap() {
         width: 150,
         align: 'center',
         formatter: StockEqvNotionalFormat,
+    }, {
+        name: 'position.dv01',
+        label: 'DV',
+        index: 'position.dv01',
+        width: 120,
+        align: 'center',
+        formatter: StockEqvNotionalFormat,
     }, {
         name: 'SwapTradeTypeStr',
         label: '互换类型',