diff --git a/UnitTestProject/Modules/SwapModule/InitUnwindTradingFeeTest.cs b/UnitTestProject/Modules/SwapModule/InitUnwindTradingFeeTest.cs
index 8691bb11..f9edd583 100644
--- a/UnitTestProject/Modules/SwapModule/InitUnwindTradingFeeTest.cs
+++ b/UnitTestProject/Modules/SwapModule/InitUnwindTradingFeeTest.cs
@@ -17,6 +17,17 @@ namespace YLErp.Modules.SwapModule
             return (decimal)method.Invoke(null, new object[] { position, unwindData });
         }
 
+        private static decimal InvokeCalcInitTradingFeePending(swap_position oriPosition, swap_position position, UnwindData unwindData)
+        {
+            var method = typeof(SwapDealService).GetMethod(
+                "CalcInitTradingFeePending",
+                BindingFlags.NonPublic | BindingFlags.Static);
+
+            Assert.IsNotNull(method, "CalcInitTradingFeePending was not found");
+
+            return (decimal)method.Invoke(null, new object[] { oriPosition, position, unwindData });
+        }
+
         [TestMethod]
         public void 百分比模式_按平仓名义本金计算并四舍五入到两位()
         {
@@ -61,5 +72,49 @@ namespace YLErp.Modules.SwapModule
             Assert.AreEqual(0m, InvokeCalcInitTradingFee(null, new UnwindData()));
             Assert.AreEqual(0m, InvokeCalcInitTradingFee(new swap_position(), null));
         }
+
+        [TestMethod]
+        public void BaseRatePendingFeeUsesTheSameActualCloseAmountAsCloseFee()
+        {
+            var oriPosition = new swap_position
+            {
+                PosiFeeType = 1,
+                PosiTradingFeeUnit = 0.2m
+            };
+            oriPosition.PosiTradingFeePending = 2000m;
+            var position = new swap_position { PosiTradingFeePending = 840m };
+            var unwindData = new UnwindData { NotionalQty = 10000m, CloseQty = 3000m, CloseNotionalValue = 4200m };
+
+            var fee = InvokeCalcInitTradingFeePending(oriPosition, position, unwindData);
+
+            Assert.AreEqual(600m, fee);
+        }
+
+        [TestMethod]
+        public void BaseRatePendingFeeAllocatesManuallyAdjustedOriginalPendingFee()
+        {
+            var oriPosition = new swap_position
+            {
+                PosiFeeType = 1,
+                PosiTradingFeeUnit = 0.2m,
+                PosiTradingFeePending = 1500m
+            };
+            var unwindData = new UnwindData { NotionalQty = 10000m, CloseQty = 3000m };
+
+            var fee = InvokeCalcInitTradingFeePending(oriPosition, new swap_position(), unwindData);
+
+            Assert.AreEqual(450m, fee);
+        }
+
+        [TestMethod]
+        public void LegacyPendingFeeKeepsCurrentPositionValueWhenNoBaseRateIsConfigured()
+        {
+            var oriPosition = new swap_position { PosiTradingFeeUnit = 0m };
+            var position = new swap_position { PosiTradingFeePending = 840m };
+
+            var fee = InvokeCalcInitTradingFeePending(oriPosition, position, new UnwindData());
+
+            Assert.AreEqual(840m, fee);
+        }
     }
 }
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 7bf7f637..875533e1 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -306,7 +306,7 @@ namespace YLErp.Modules.SwapModule
                     floatEvent.ContractSize = position.ContractSize;
                     floatEvent.TradingAmount = floatEvent.Quantity * floatEvent.ContractSize;
                     var ratio = position.PosiDirection == (int)SwapDirectionEnum.收取 ? -1m : 1m;
-                    floatEvent.TradingFeePending = position.PosiTradingFeePending;
+                    floatEvent.TradingFeePending = CalcInitTradingFeePending(oriPosition, position, unwindData);
                     floatEvent.DataState = (int)SwapFlowDateStateEnum.完成;
                     floatEvent.InterestMode = position.InterestMode;
                     floatEvent.ClientId = td.ClientId;
@@ -330,6 +330,23 @@ namespace YLErp.Modules.SwapModule
 
             return Math.Round(oriPosition.PosiTradingFeeUnit / 100m * unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
         }
+
+        private static decimal CalcInitTradingFeePending(swap_position oriPosition, swap_position position, UnwindData unwindData)
+        {
+            if (oriPosition == null || unwindData == null || oriPosition.PosiTradingFeeUnit == 0)
+            {
+                return position?.PosiTradingFeePending ?? 0;
+            }
+
+            var closeBase = oriPosition.PosiFeeType == 1 ? unwindData.CloseQty : unwindData.CloseNotionalValue;
+            var originalBase = oriPosition.PosiFeeType == 1 ? unwindData.NotionalQty : unwindData.NotionalValue;
+            if (originalBase <= 0)
+            {
+                return position?.PosiTradingFeePending ?? 0;
+            }
+
+            return Math.Round(oriPosition.PosiTradingFeePending * closeBase / originalBase, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+        }
         /// <summary>
         /// 校验上日是否收盘
         /// </summary>
diff --git a/YLErpWeb/fe-tests/unwindSwapTrade.test.js b/YLErpWeb/fe-tests/unwindSwapTrade.test.js
index b977b41e..2cd6472e 100644
--- a/YLErpWeb/fe-tests/unwindSwapTrade.test.js
+++ b/YLErpWeb/fe-tests/unwindSwapTrade.test.js
@@ -90,3 +90,31 @@ describe('unwindSwapTrade 基础费率计算', () => {
         expectClose(result, 200.00);
     });
 });
+
+describe('base-rate pending trading fee', () => {
+    const { swapPosiFeeCalc, consPosiFeeType } = loadUnwindHelpers();
+
+    test('unit rate follows actual close quantity instead of an inconsistent close percent', () => {
+        const result = swapPosiFeeCalc.calcTradingFeePending(
+            2000, consPosiFeeType.Unit, 0.2, 4200, 3000, 10000, 10000, 0.42);
+        expectClose(result, 600.00);
+    });
+
+    test('percentage rate follows actual close notional value', () => {
+        const result = swapPosiFeeCalc.calcTradingFeePending(
+            2000, consPosiFeeType.Percent, 0.2, 300000, 4200, 1000000, 10000, 0.42);
+        expectClose(result, 600.00);
+    });
+
+    test('a manually adjusted original pending fee is allocated by actual close quantity', () => {
+        const result = swapPosiFeeCalc.calcTradingFeePending(
+            1500, consPosiFeeType.Unit, 0.2, 4200, 3000, 10000, 10000, 0.42);
+        expectClose(result, 450.00);
+    });
+
+    test('without a configured base rate, the legacy close-percent calculation remains', () => {
+        const result = swapPosiFeeCalc.calcTradingFeePending(
+            2000, consPosiFeeType.Percent, 0, 300000, 3000, 1000000, 10000, 0.42);
+        expectClose(result, 840.00);
+    });
+});
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
index 554329ac..b547887e 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
@@ -22,6 +22,19 @@ const swapPosiFeeCalc = {
             ? normalizedFeeUnit * normalizedCloseQty
             : normalizedFeeUnit / 100 * normalizedCloseNotionalValue;
         return otcformat.trading.StockEqvNotional(_.round(tradingFee, 2));
+    },
+    calcTradingFeePending(beforeCloseFee, feeType, feeUnit, closeNotionalValue, closeQty, notionalValue, notionalQty, closePercent) {
+        const normalizedFeeUnit = Number(feeUnit) || 0;
+        if (normalizedFeeUnit !== 0) {
+            const normalizedFeeType = this.normalizeFeeType(feeType);
+            const closeBase = normalizedFeeType === consPosiFeeType.Unit ? Number(closeQty) || 0 : Number(closeNotionalValue) || 0;
+            const originalBase = normalizedFeeType === consPosiFeeType.Unit ? Number(notionalQty) || 0 : Number(notionalValue) || 0;
+            if (originalBase > 0) {
+                return otcformat.trading.StockEqvNotional(_.round((Number(beforeCloseFee) || 0) * closeBase / originalBase, 2));
+            }
+        }
+
+        return (Number(beforeCloseFee) || 0) * (Number(closePercent) || 0);
     }
 };
 let ValueDate = model.ValueDate;
@@ -168,7 +181,15 @@ const vue = new Vue({
             return SwapCalc.calcCloseQtyByOriginalPercent(closePercent, this.oriClosePercent, this.deal.PositionQty);
         },
         calcTradingFeePending() {
-            this.floatPosition.TradingFeePending = this.floatPosition.BeforeCloseFee * parseFloat(this.deal.ClosePercent);
+            this.floatPosition.TradingFeePending = swapPosiFeeCalc.calcTradingFeePending(
+                this.floatPosition.BeforeCloseFee,
+                this.floatPosition.PosiFeeType,
+                this.floatPosition.PosiTradingFeeUnit,
+                this.deal.CloseNotionalValue,
+                this.deal.CloseQty,
+                this.deal.NotionalValue,
+                this.deal.NotionalQty,
+                this.deal.ClosePercent);
         },
         refreshTradingFeeByUnit() {
             this.floatPosition.TradingFee = swapPosiFeeCalc.calcTradingFee(