diff --git a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
index 1fa4c2ad..7f676dd1 100644
--- a/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
+++ b/YLErpDAL/Modules/SwapModule/SwapEodPositionService.cs
@@ -830,11 +830,13 @@ namespace YLErp.Modules.SwapModule
             newEodPayPosition.TdCloseInterest = flowEvents.Sum(x => x.InterestAmount);
             newEodPayPosition.TdCloseInterestFee = newEodPayPosition.TdInterestFee;
             //持仓内容-利息腿-损益统计(本方视角）
-            newEodPayPosition.TdInterestIncome = newEodPayPosition.TdCloseInterest;
-            // 互换日待实现应扣减当日实现的全程利息(TdCloseInterest)。
-            // 原公式 pre + TdInterestIncome - TdCloseInterest 中 TdInterestIncome==TdCloseInterest 会抵消，
-            // 导致待实现不变(互换结清后没归零)。改为直接 pre - TdCloseInterest。
-            newEodPayPosition.InterestIncomeSum = eodPayPosition.InterestIncomeSum - newEodPayPosition.TdCloseInterest;
+            var intersetAcmount = newEodPayPosition.TdInterestPrincipal * (newEodPayPosition.TdInterestRate + newEodPayPosition.FloatRate);
+            if (position.IsAnnualized)
+            {
+                intersetAcmount /= tradeExtend.AnnualDays;
+            }
+            newEodPayPosition.TdInterestIncome = intersetAcmount;// 要算一下当天产生的利息
+            newEodPayPosition.InterestIncomeSum = eodPayPosition.InterestIncomeSum + newEodPayPosition.TdInterestIncome - newEodPayPosition.TdCloseInterest; //上一天待实现 + 当天产生的利息 - flowEvents的利息
             newEodPayPosition.InterestFeeSum = eodPayPosition.InterestFeeSum + newEodPayPosition.TdInterestFee - newEodPayPosition.TdCloseInterestFee;
             newEodPayPosition.InterestProfitSum = newEodPayPosition.InterestIncomeSum + newEodPayPosition.InterestFeeSum;
             //持仓价值