diff --git a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs
index c9c226d3..22c41d27 100644
--- a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs
+++ b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestGoldenReplayTest.cs
@@ -125,7 +125,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
                         swap_flow_event newEvt;
                         try
                         {
-                            newEvt = svc.CalcMarginInterest(td, valueDate, posClone, rate,
+                            newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, posClone, rate,
                                 pos.InterestPrincipalFix, pos.InterestPrincipalFix, 1.0m,
                                 annualDays, calcFirst, calcLast, preEod,
                                 (int)SwapEventTypeEnum.自动互换, add: false, settment: true, swap: false);
diff --git a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs
index 603c49c0..4347a29e 100644
--- a/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs
+++ b/UnitTestProject/Modules/SwapModule/Margin/MarginInterestShadowTest.cs
@@ -90,7 +90,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
                 new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, 1m, ref oldI, ref oldTd);
 
             // 新方法（独立 preEod，相同初始值）
-            var newEvt = svc.CalcMarginInterest(td, valueDate, position, Rate, Principal, Principal, 1m,
+            var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                 AnnualDays, calcFirst: true, calcLast: true,
                 CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: true, swap: false);
 
@@ -114,7 +114,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
                 valueDate, td.StartDate.Value, position, Principal, Principal,
                 new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, 1m, ref oldI, ref oldTd);
 
-            var newEvt = svc.CalcMarginInterest(td, valueDate, position, Rate, Principal, Principal, 1m,
+            var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                 AnnualDays, calcFirst: true, calcLast: true,
                 new eod_swap_position { id = 0 }, 0, add: false, settment: true, swap: false);
 
@@ -143,7 +143,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
                 calcFirst: true, calcLast: false, ref oldI, ref oldTd);
 
             // 新方法：notional = posiPrincipal（无差分、无 orginPv）
-            var newEvt = svc.CalcMarginInterest(td, valueDate, position, Rate, Principal, Principal, 1m,
+            var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                 AnnualDays, calcFirst: true, calcLast: false,
                 CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, swap: false);
 
@@ -171,7 +171,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
                 new swap_flow_event { InterestRate = Rate }, AnnualDays, 0m, closePct, orginPv,
                 calcFirst: true, calcLast: false, ref oldI, ref oldTd);
 
-            var newEvt = svc.CalcMarginInterest(td, valueDate, position, Rate,
+            var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate,
                 Principal * closePct, Principal, closePct,
                 AnnualDays, calcFirst: true, calcLast: false,
                 CreatePreEod(StartDate.AddDays(4), profitSum), 0, add: false, settment: false, swap: false);
@@ -191,7 +191,7 @@ namespace UnitTestProject.Modules.SwapModule.Margin
             var valueDate = StartDate.AddDays(5);
 
             var svc = new StubSvc();
-            var newEvt = svc.CalcMarginInterest(td, valueDate, position, Rate, Principal, Principal, 1m,
+            var newEvt = svc.CalcMarginInterest(td, valueDate, valueDate, position, Rate, Principal, Principal, 1m,
                 AnnualDays, calcFirst: true, calcLast: false,
                 CreatePreEod(StartDate.AddDays(4), 820m), 0, add: false, settment: false, swap: true);
 
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index fec4dfaf..2a2072ae 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -697,7 +697,13 @@ namespace YLErp.Modules.SwapModule
                 decimal floatRate = GetFloatRate(position, preEodPosition, td.StartDate.Value, endDate, interestPeriod, swap, positionClone);
 
                 // 根据场景计算利息
-                if (settment)
+                if (MarginModes.Contains(position.InterestMode))
+                {
+                    // 保证金腿(5/6)：专属计息，notional 直接取保证金余额，无融资腿差分公式与 orginPv 维度 hack
+                    interests.Add(CalcMarginInterest(td, valueDate, endDate, positionClone, rate, closePrincipal, posiPrincipal,
+                        newClosePercent, annualDays, calcFirst, calcLast||newCalcLast, preEodPosition, eventType, add, settment, swap));
+                }
+                else if (settment)
                 {
                     // 收盘归档场景，使用 CalcEodInterest
                     interests.Add(CalcEodInterest(td, valueDate, positionClone, rate, floatRate, closePrincipal, posiPrincipal, annualDays, calcFirst, calcLast, preEodPosition, eventType, add));
@@ -921,17 +927,18 @@ namespace YLErp.Modules.SwapModule
         ///
         /// 保证金是纯固定利率单利：浮动利率(FR007)/分段利率/复利对其均为死分支（前端无入口、
         /// 确认书不含、FundingLegRate.Build 对空 FloatRateUnderlyingCode 恒返回 Fixed）。故本方法直接用
-        /// SimpleInterestAccrual 纯函数计息，notional 取保证金余额本身：
-        ///   EOD  = 昨日终本金 preEod.TdInterestPrincipal（与旧 CalcDailySimpleInterestByEod 同源）
-        ///   盘中 = 今日本金 posiPrincipal（InterestPrincipalFix）
-        /// 消除融资腿差分公式 accrualBasis = TdInterestPrincipal + posiPrincipal - orginPv 与 orginPv 维度
-        /// hack——对保证金 accrualBasis 恒等于 posiPrincipal，差分冗余。保留累计语义（priorAccrued + 增量），
-        /// 满足下游 SwapEodPositionService 字段契约（InterestAmount=缩放累计、TdInterestAmount=单日参考等）。
+        /// SimpleInterestAccrual 纯函数计息，本金取保证金余额：
+        ///   EOD  = 昨日终本金 preEod.TdInterestPrincipal（与旧 CalcDailySimpleInterestByEod 同源，无差分）
+        ///   盘中 = accrualBasis（preEod.TdInterestPrincipal + posiPrincipal - orginPv）
+        /// 盘中保留差分是必要的：posiPrincipal 是否经 ResolveInterestLegPositions 对齐到实时剩余是路径相关的
+        /// （生产对齐 / 诊断测试用原始腿），单一本金变量无法覆盖两种状态，差分经 orginPv 自适应。orginPv 在
+        /// 本方法内部按保证金维度计算（PreviousBalance），消除原 InitSwapDealInterest 的外部维度 hack
+        /// （融资腿 orginPv=浮动端名义本金）。保留累计语义（priorAccrued + 增量），满足下游字段契约。
         /// </summary>
         /// <param name="settment">true=收盘归档(EOD)，false=盘中平仓/互换。</param>
         /// <param name="swap">互换事件（仅盘中生效，true 时利息归零，同 InitSwapDealInterest）。</param>
         public swap_flow_event CalcMarginInterest(
-            trade td, DateTime valueDate, swap_position position, decimal rate,
+            trade td, DateTime valueDate, DateTime endDate, swap_position position, decimal rate,
             decimal closePrincipal, decimal posiPrincipal, decimal closePercent,
             int annualDays, bool calcFirst, bool calcLast,
             eod_swap_position preEod, int eventType, bool add, bool settment, bool swap)
@@ -967,7 +974,7 @@ namespace YLErp.Modules.SwapModule
                 FloatRate = 0m,
                 DataState = (int)SwapFlowDateStateEnum.完成,
                 ClientId = td.ClientId,
-                UnwindDate = valueDate
+                UnwindDate = settment ? valueDate : endDate
             };
 
             // 互换事件：利息归零（同 InitSwapDealInterest）
@@ -1000,22 +1007,27 @@ namespace YLErp.Modules.SwapModule
                 }
                 else
                 {
-                    // 盘中：notional = 今日本金 posiPrincipal（无差分、无 orginPv）
+                    // 盘中：accrualBasis 自适应"实时剩余本金"——posiPrincipal 已对齐(ResolveInterestLegPositions)
+                    // 时 = posiPrincipal；未对齐的原始腿经 orginPv(=PreviousBalance 昨日终) 修正回昨日终剩余。
+                    // 单一本金变量无法覆盖两种 position 状态，故保留差分（与 EOD 直接用 preEod.TdInterestPrincipal 不同）。
+                    // orginPv 在此内部按保证金维度计算，消除原 InitSwapDealInterest 的外部维度 hack。
+                    var orginPv = MarginCalc.PreviousBalance(preEod, posiPrincipal);
+                    var accrualBasis = preEod.TdInterestPrincipal + posiPrincipal - orginPv;
                     var segmentRates = new List<(DateTime, decimal)> { (position.PosiStartDate, rate) };
                     var r = SimpleInterestAccrual.AccruePeriod(
                         priorAccrued: preEod.InterestProfitSum * closePercent,
-                        notional: posiPrincipal,
+                        notional: accrualBasis,
                         unwindFraction: closePercent,
                         segmentRates: segmentRates,
                         startDate: position.PosiStartDate,
-                        endDate: valueDate,
+                        endDate: endDate,
                         priorValueDate: preEod.ValueDate,
                         boundary: AccrualBoundary.Of(calcFirst, calcLast),
                         annualDays: annualDays,
                         isAnnualized: position.IsAnnualized);
                     interestAmount = r.Accrued;
                     tdInterestAmount = r.AccruedToday;
-                    interest.InterestPrincipal = posiPrincipal * closePercent;   // 同 CalcDailySimpleInterest:1304
+                    interest.InterestPrincipal = accrualBasis * closePercent;   // 同 CalcDailySimpleInterest:1304
                 }
             }
 
@@ -1135,11 +1147,8 @@ namespace YLErp.Modules.SwapModule
             interest.ClientId = td.ClientId;
             interest.UnwindDate = endDate;
 
-            // 保证金腿的 orginPv 对齐到保证金本金维度，避免差分公式维度不匹配算出巨负值
-            if (MarginModes.Contains(position.InterestMode))
-            {
-                orginPv = MarginCalc.PreviousBalance(preEodPosition, position.InterestPrincipalFix);
-            }
+            // 保证金腿已走 CalcMarginInterest（不经过本方法），orginPv 维度重映射不再需要；
+            // orginPv 此处仅对融资腿生效（差分公式 accrualBasis = TdInterestPrincipal + posiPrincipal - orginPv）。
 
             if (swap)
             {