diff --git a/YLErpDAL/Modules/SwapModule/SwapDealService.cs b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
index d14a007d..2b09bb65 100644
--- a/YLErpDAL/Modules/SwapModule/SwapDealService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapDealService.cs
@@ -850,6 +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 = unwindData.CloseNotionalValue > unwindData.PosiNotionalValue? unwindData.PosiNotionalValue: unwindData.CloseNotionalValue;
             unwindData.CloseQty = unwindQty;
             if (position != null)
             {
@@ -881,7 +882,7 @@ 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 = unwindPrice * floatEvent.Quantity * floatEvent.ContractSize;
+                floatEvent.TradingAmount = unwindData.CloseNotionalValue;
                 floatEvent.OptLog = "流水自动";
                 floatEvent.ClientId = td.ClientId;
                 floatEvent.SetOpt(UserInfo);