diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 675129c2..e5eb3ec2 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -1379,12 +1379,12 @@ namespace YLErp.Modules.SwapModule
             curretEod.PosiTradingFee = position.PosiTradingFee;
             curretEod.UnderlyingPrice = UnderlyingCodePrice(position.UnderlyingCode, dealDate, out decimal vobp);
             SetPriceInfoByFlowEvent(eod, curretEod, unwindEvents, position);
-            if (settleDate == td.TradeDate)
-            {
-                curretEod.UnderlyingPrice = curretEod.PosiGrossPrice;
-                //curretEod.TdCloseMtmPnl = 0;
-                //curretEod.TdCloseFee = 0;
-            }
+            //if (settleDate == td.TradeDate)
+            //{
+            //    curretEod.UnderlyingPrice = curretEod.PosiGrossPrice;
+            //    //curretEod.TdCloseMtmPnl = 0;
+            //    //curretEod.TdCloseFee = 0;
+            //}
             curretEod.TdCloseDividend = curretEod.TdPosiDividend;
             curretEod.UnderlyingMarketValue = curretEod.UnderlyingPrice * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio;
             curretEod.PosiMtmPnL = (curretEod.UnderlyingPrice - curretEod.PosiGrossPrice) * curretEod.PosiQuantity * curretEod.ContractSize * shortRatio * directionRatio;