diff --git a/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs b/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs
index 278819de..deebb2f8 100644
--- a/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs
+++ b/YLErpDAL/BLL/EodSettlement/RealtimePnlCalc.cs
@@ -571,12 +571,13 @@ namespace YLErp.BLL.Eod
                                     : s.PosiGrossPrice;
                                 return s.PosiQuantity * price;
                             }) / posiQty;
+                        // 使用标的期初价格不含费计算
                         var weightedNetPrice = posiQty == 0 ? 0 : positionGroupItems
                           .Sum(s =>
                           {
                               decimal price = ConsGlobal.InstrumentType.IsBond(lastPosi.UnderlyingInstrumentType)
-                                  ? s.PosiNetPrice * ConsGlobal.bondShowPriceMultiple
-                                  : s.PosiNetPrice;
+                                  ? s.PosiNetNoFeePrice ?? 0 * ConsGlobal.bondShowPriceMultiple
+                                  : s.PosiNetNoFeePrice ?? 0;
                               return s.PosiQuantity * price;
                           }) / posiQty;
                         // 替换原代码中的 price 和 netPrice
@@ -597,7 +598,7 @@ namespace YLErp.BLL.Eod
                         }
                         clientPosition.update_user = 0;
                         SetClientPositionPrice(clientPosition);
-                        clientPosition.swap_market_value = clientPosition.full_price_now * clientPosition.position_qty * (clientPosition.side == 0 ? 1 : -1);
+                        clientPosition.swap_market_value = clientPosition.full_price_now * clientPosition.position_qty * (clientPosition.side == 0 ? 1 : -1) * 100;
                         clientPosition.position_profit_loss = (clientPosition.full_price_now - clientPosition.deal_full_price_avg) * 0.01m * (clientPosition.position_qty * 10000) * (clientPosition.side == 0 ? 1 : -1) - clientPosition.commission;
                         clientPosition.position_profit_loss = Math.Round(clientPosition.position_profit_loss ?? 0, 2, MidpointRounding.AwayFromZero);
                         clientPosition.today_profit_loss = clientPosition.swap_market_value - lastPv;