diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 16e7ae35..98cde2db 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -475,10 +475,11 @@ namespace YLErp.Modules.SwapModule
             var stockEqvNotional = realPostitions.Where(x => x.PosiDirection > 0).Sum(s => s.PosiNotionalValue); // 当前平仓前的实时剩余本金
             var posiNotionalValue = stockEqvNotional * closePercent;// 本次平仓名义本金
             var orginPv = ResolveUnwindPreviousNotional(lastEod, lastEodPositions, stockEqvNotional); // 上一日终的浮动端本金
-            var closeList = DbContext.swap_flow_event.Where(x => x.SwapTradeId == tradeId 
-                                                                 && x.UnwindDate == unwindDate 
-                                                                 && eventTypes.Contains(x.EventType) 
-                                                                 && x.DataState == (int)SwapFlowDateStateEnum.完成).ToList();
+            var closeList = DbContext.swap_flow_event.Where(x => x.SwapTradeId == tradeId
+                                                                 && x.UnwindDate == unwindDate
+                                                                 && eventTypes.Contains(x.EventType)
+                                                                 && x.DataState == (int)SwapFlowDateStateEnum.完成
+                                                                 && x.IsPenaltyInterest != 1).ToList();
             bool tdClose = closeList.Count > 0;
             // 显式入口：平仓前剩余本金 + 实际平掉额 + B语义比例，盘中重放（语义见 InterestCalcRequest.IntradayUnwind）
             interests = GetIntradayUnwindInterests(InterestCalcRequest.IntradayUnwind(