diff --git a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs
index 3f434bb6..0536d73d 100644
--- a/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs
+++ b/Plugins/YLErp.Plugins.ZheShang/DocumentGenerator/TradeSettleBillGenerator.cs
@@ -68,7 +68,7 @@ namespace YLErp.Plugins.ShanXi.DocumentGenerator
                 row.ClosePrice = ((flowEventGroup.TradingAmountAvg) * 100).ToString("0.00000000");
                 decimal interestRate = unwindFlowEvents.Where(x => ConsTrade.InterestModels.Contains(x.InterestMode)).Sum(s => s.InterestRate);
                 row.InterestRate = interestRate.ToString("0.00%");
-                var PosiNotionalValue = flowEventGroup.TradingAmount;
+                var PosiNotionalValue = flowEventGroup.Quantity * flowEventGroup.ContractSize* posi.PosiGrossPrice;
                 row.Quantity=  flowEventGroup.Quantity.ToString("0.00");
                 row.PosiNotionalValue = PosiNotionalValue.ToString("0.00");
                 row.PosiNetPrice = (posi.PosiGrossPrice * 100).ToString("0.00000000");
diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index 8d56c2e9..4db24dfa 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -850,7 +850,7 @@ namespace YLErp.Modules.SwapModule
             unwindData.CloseMethod = unwindQty == unwindData.PositionQty ? (int)CloseMethodEnum.全部平仓 : (int)CloseMethodEnum.部分平仓;
             unwindData.ClosePercent = unwindData.PositionQty == 0 ? 0 : unwindPercent;
             unwindData.CloseNotionalValue = position == null ? 0 : unwindQty * position.PosiGrossPrice * position.ContractSize;
-            unwindData.CloseNotionalValue = unwindPercent >= 1? unwindData.PosiNotionalValue: Math.Round(unwindData.CloseNotionalValue,2, MidpointRounding.AwayFromZero);
+            unwindData.CloseNotionalValue = unwindPercent >= 1? unwindData.PosiNotionalValue: Math.Round(unwindData.CloseNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
             unwindData.CloseQty = unwindQty;
             if (position != null)
             {
@@ -882,8 +882,9 @@ namespace YLErp.Modules.SwapModule
                 floatEvent.TradingFee = closeFee;
                 floatEvent.MarkClosePnl = (unwindPrice - position.PosiGrossPrice) * unwindQty * floatRatio * longRatio;
                 floatEvent.MarkClosePnl = Math.Round(floatEvent.MarkClosePnl + ((floatEvent.TradingFeePending+ closeFee) * floatRatio * -1), ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
-                floatEvent.TradingAmount = unwindData.CloseNotionalValue;
-                floatEvent.OptLog = "流水自动";
+                floatEvent.TradingAmount = unwindPrice * floatEvent.Quantity * floatEvent.ContractSize;
+                floatEvent.TradingAmount = Math.Round(floatEvent.TradingAmount, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
+               floatEvent.OptLog = "流水自动";
                 floatEvent.ClientId = td.ClientId;
                 floatEvent.SetOpt(UserInfo);
             }
diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 2c6fd384..1c566035 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -1294,7 +1294,8 @@ namespace YLErp.Modules.SwapModule
                     curretEod.PosiNetFeePrice = (eod.PosiNetFeePrice * eod.PosiQuantity + openFlowEvents.Sum(a => a.Quantity * a.TradingAmountNetFeeAvg)) / (eod.PosiQuantity + openQty);
                     curretEod.PosiNetFeePrice = Math.Round(curretEod.PosiNetFeePrice ?? 0, 10, MidpointRounding.AwayFromZero);
                 }
-                curretEod.PosiNotionalValue = eod.PosiNotionalValue+ openFlowEvents.Sum(s=>s.TradingAmount)- unwindFlowEvents.Sum(s=>s.TradingAmount);
+                curretEod.PosiNotionalValue = curretEod.PosiGrossPrice * curretEod.PosiQuantity * curretEod.ContractSize;
+                curretEod.PosiNotionalValue=  Math.Round(curretEod.PosiNotionalValue, ConsGlobal.MoneyRound, MidpointRounding.AwayFromZero);
                 curretEod.TdPosiDividend = unwindEvents.Sum(x => x.DividendIn) * directionRatio;
                 curretEod.TdCloseFee = unwindEvents.Sum(x => x.TradingFee);
                 curretEod.TdCloseQty = unwindQty;
diff --git a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
index 88df9333..50afd3f3 100644
--- a/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
+++ b/YLErpWeb/wwwroot/Scripts/app/swaptrade/unwindSwapTrade.js
@@ -222,7 +222,7 @@ const vue = new Vue({
             thisObj.deal.SwapRealizedPnL = pnl;
             thisObj.deal.SwapMarginRebatePnl = 0;
             thisObj.deal.SwapMarginAmount = 0;
-            thisObj.floatPosition.TradingAmount = parseFloat(thisObj.deal.CloseNotionalValue);
+            thisObj.floatPosition.TradingAmount = parseFloat(thisObj.floatPosition.TradingAmountAvg) * parseFloat(thisObj.deal.CloseQty) * 0.01;
             thisObj.floatPosition.CloseFee = TradingFee;
             if (thisObj.deal.CloseQty == 0) {
                 thisObj.floatPosition.TradingAmountFeeAvg = 0;