diff --git a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeConfirmationGenerator.cs b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeConfirmationGenerator.cs
index 9a6a12e0..1247005d 100644
--- a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeConfirmationGenerator.cs
+++ b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeConfirmationGenerator.cs
@@ -121,6 +121,7 @@ namespace YLErp.Plugins.ShanXi.DocumentGenerator
             // 计算初始预付金率和维持预付金率(加权)
             decimal initialMarginRate = 0;
             decimal maintainMarginRate = 0;
+            var exerciseDate= trades.Select(x => x.ExerciseDate).OrderBy(o=>o).FirstOrDefault();
             foreach (var trade in trades)
             {
                 var swapPositions = Context.GetSwapPositions(trade.id, true);
@@ -147,7 +148,7 @@ namespace YLErp.Plugins.ShanXi.DocumentGenerator
 
                     dic["成交日期"] = trade.TradeDate?.ToString("yyyy年M月d日");
                     dic["开始日期"] = trade.StartDate?.ToString("yyyy年M月d日");
-                    dic["到期日期"] = trade.ExerciseDate?.ToString("yyyy年M月d日");
+                    dic["到期日期"] = exerciseDate?.ToString("yyyy年M月d日");
                     bool posiLong = swapPosition?.PositionType == (int)PositionTypeFlag.Short ? false : true;
                     var interestRate = interestMargin?.InterestRateDefault * 100 ?? 0;                    
                     dic["多头约定利率"] = "不适用";
diff --git a/YLErpDAL/Modules/TradeModule/TradeOAService.cs b/YLErpDAL/Modules/TradeModule/TradeOAService.cs
index 736594db..d1418c2d 100644
--- a/YLErpDAL/Modules/TradeModule/TradeOAService.cs
+++ b/YLErpDAL/Modules/TradeModule/TradeOAService.cs
@@ -175,6 +175,7 @@ namespace YLErp.Modules.TradeModule
                              && t.TradeDate == trade.TradeDate 
                              && t.ValidState != "InValid");
 
+                var exerciseDate = sameClientTrades.Select(x => x.ExerciseDate).OrderBy(o => o).FirstOrDefault();
                 // 3. 关联持仓表，筛选相同多空方向的持仓
                 var matchingPositions = from t in sameClientTrades
                                        join sp in DbContext.swap_position.AsNoTracking()
@@ -228,7 +229,7 @@ namespace YLErp.Modules.TradeModule
                             CKDX1 = "",
                             CKDX2 = "",
                             LB = "",
-                            QSBGNR = $"各位领导：\n\t\t经友好协商，我司拟与交易对手开展以下场外利率收益互换交易：\n浮动收益交付方\t存款收益接收方\t标的\t方向\t起始日\t到期日\t合约名义本金\t保证金支付方\n浙商证券\t{trade.ClientName}\t{trade.UnderlyingInstrumentTypeCn}\t{posiTypeStr}\t{trade.StartDate?.ToString("yyyy/M/d")}\t{trade.ExerciseDate?.ToString("yyyy/M/d")}\t{totalNotionalPrincipal:N0}元\t{trade.ClientName}\n交易标的满足浙商证券标的池管理要求，交易对手方为非交易商，提供【{(marginRate*100).ToString("0.##")}%】名义本金的履约担保品作为初始保证金。保证金预警线与盯市追保符合内外规要求。",
+                            QSBGNR = $"各位领导：\n\t\t经友好协商，我司拟与交易对手开展以下场外利率收益互换交易：\n浮动收益交付方\t存款收益接收方\t标的\t方向\t起始日\t到期日\t合约名义本金\t保证金支付方\n浙商证券\t{trade.ClientName}\t{trade.UnderlyingInstrumentTypeCn}\t{posiTypeStr}\t{trade.StartDate?.ToString("yyyy/M/d")}\t{exerciseDate?.ToString("yyyy/M/d")}\t{totalNotionalPrincipal:N0}元\t{trade.ClientName}\n交易标的满足浙商证券标的池管理要求，交易对手方为非交易商，提供【{(marginRate*100).ToString("0.##")}%】名义本金的履约担保品作为初始保证金。保证金预警线与盯市追保符合内外规要求。",
                             MX = new object[0],
                             SQMX = new object[0]
                         },