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"GLMS-20260617-0002", "StructureType": "普通债券类收益互换", "NotionalValue": 19990.000000, "NotionalValueLong": 19990.000000, "NotionalValueShort": 0.0, "MarketValueLong": 19990.000000, "MarketValueShort": 0.0, "FloatingPnL": 0.0, "InterestPnL": 4.929447, "PostionValue": 4.929447, "TdRealizedPnL": 3.290000, "RealizedPnL": 395589.089000, "InitMarginGain": 0.0, "PostionMarginGain": 0.0, "InitMarginLoss": 0.0, "PostionMarginLoss": 0.0, "TdCloseQty": 0.0, "dv01": 0.0, "CloseStartDate": "0001-01-01T00:00:00", "id": 161757, "EncryptId": "dVl5MFmbf3CKcgz8zSGAcQ", "OptId": 166, "OptName": "贾春梅", "OptTime": "2026-06-25T21:09:19" }, { "ValueDate": "2026-06-22T00:00:00", "BookId": 38, "ClientId": 14, "SwapTradeId": 1891, "SwapTradeNo": "GLMS-20260617-0002", "StructureType": "普通债券类收益互换", "NotionalValue": 19990.000000, "NotionalValueLong": 19990.000000, "NotionalValueShort": 0.0, "MarketValueLong": 19990.000000, "MarketValueShort": 0.0, "FloatingPnL": 0.0, "InterestPnL": 4.929447, "PostionValue": 4.930000, "TdRealizedPnL": -3.290000, "RealizedPnL": 395585.799000, "InitMarginGain": 0.0, "PostionMarginGain": 0.0, "InitMarginLoss": 0.0, "PostionMarginLoss": 0.0, "TdCloseQty": 0.0, "dv01": 0.0, "CloseStartDate": "0001-01-01T00:00:00", "id": 161777, "EncryptId": "DM-I1CXzbJadiuagAfJSMQ", "OptId": 166, "OptName": "贾春梅", "OptTime": "2026-06-25T21:09:20" }, { "ValueDate": "2026-06-23T00:00:00", "BookId": 38, "ClientId": 14, "SwapTradeId": 1891, "SwapTradeNo": "GLMS-20260617-0002", "StructureType": "普通债券类收益互换", "NotionalValue": 19990.000000, "NotionalValueLong": 19990.000000, "NotionalValueShort": 0.0, "MarketValueLong": 19990.000000, "MarketValueShort": 0.0, "FloatingPnL": 0.0, "InterestPnL": 6.518085, "PostionValue": 6.520000, "TdRealizedPnL": 0.350000, "RealizedPnL": 395586.149000, "InitMarginGain": 0.0, "PostionMarginGain": 0.0, "InitMarginLoss": 0.0, "PostionMarginLoss": 0.0, "TdCloseQty": 0.0, "dv01": 0.0, "CloseStartDate": "0001-01-01T00:00:00", "id": 161798, "EncryptId": "OrelzQptEqJDbVIfUM3dxw", "OptId": 166, "OptName": "贾春梅", "OptTime": "2026-06-25T21:09:20" }, { "ValueDate": "2026-06-24T00:00:00", "BookId": 38, "ClientId": 14, "SwapTradeId": 1891, "SwapTradeNo": "GLMS-20260617-0002", "StructureType": "普通债券类收益互换", "NotionalValue": 19990.000000, "NotionalValueLong": 19990.000000, "NotionalValueShort": 0.0, "MarketValueLong": 19990.000000, "MarketValueShort": 0.0, "FloatingPnL": 0.0, "InterestPnL": 6.852273, "PostionValue": 6.850000, "TdRealizedPnL": 0.0, "RealizedPnL": 395586.149000, "InitMarginGain": 0.0, "PostionMarginGain": 0.0, "InitMarginLoss": 0.0, "PostionMarginLoss": 0.0, "TdCloseQty": 0.0, "dv01": 0.0, "CloseStartDate": "0001-01-01T00:00:00", "id": 161819, "EncryptId": "jfM8CnKDU48Puy6x0RhrpQ", "OptId": 166, "OptName": "贾春梅", "OptTime": "2026-06-25T21:09:21" }, { "ValueDate": "2026-06-25T00:00:00", "BookId": 38, "ClientId": 14, "SwapTradeId": 1891, "SwapTradeNo": "GLMS-20260617-0002", "StructureType": "普通债券类收益互换", "NotionalValue": 0.0, "NotionalValueLong": 0.0, "NotionalValueShort": 0.0, "MarketValueLong": 0.0, "MarketValueShort": 0.0, "FloatingPnL": 0.0, "InterestPnL": 0.0, "PostionValue": 0.0, "TdRealizedPnL": 101.140000, "RealizedPnL": 395687.289000, "InitMarginGain": 0.0, "PostionMarginGain": 0.0, "InitMarginLoss": 0.0, "PostionMarginLoss": 0.0, "TdCloseQty": 1000.0, "dv01": 0.0, "CloseStartDate": "0001-01-01T00:00:00", "id": 161841, "EncryptId": "amHOYrGVVRDdqh1rneWNJA", "OptId": 166, "OptName": "贾春梅", "OptTime": "2026-06-25T21:09:21" } ], "InputBondPayments": [ { "id": 6, "EncryptId": "F8UUkcqqifN9KV2u-6zcbQ", "inner_code": 100006, "underlyingCode": "180205.IB", "security_id": null, "symbol": null, "coupon_rate": null, "payment_date_pl": "2026-06-20T00:00:00", "payment_date": "2026-06-20T00:00:00", "payment_interest": 1.011122220000, "payment_parvalue": null, "paying_price": null, "channel_source": "聚源数据库", "jsid": 1000000006, "create_time": "2025-09-01T18:55:29", "update_time": "2025-10-01T18:56:17" }, { "id": 9, "EncryptId": "l0-qKzO7VpkKdIIkYJG5ww", "inner_code": 100008, "underlyingCode": "180205.IB", "security_id": null, "symbol": null, "coupon_rate": null, "payment_date_pl": "2026-06-23T00:00:00", "payment_date": "2026-06-23T00:00:00", "payment_interest": 1.051122220000, "payment_parvalue": null, "paying_price": null, "channel_source": "聚源数据库", "jsid": 1000000006, "create_time": "2025-09-01T18:55:29", "update_time": "2025-10-01T18:56:17" } ], "Diagnosis": { "SwapTradeId": 1891, "交易类型": "混合型", "逐持仓拆解": [ { "PositionId": 34711, "盯市列合计": 0.0, "盯市价差成分": 0.0, "盯市费成分": 0.0, "盯市分红成分": 0.0, "分红列累计": 0.0, "重复计入分红": 0.0 }, { "PositionId": 34712, "盯市列合计": 395696.439000, "盯市价差成分": 395604.099000, "盯市费成分": 111.000000, "盯市分红成分": -18.660000, "分红列累计": -18.660000, "重复计入分红": -18.660000 } ], "重复计入分红金额": -18.660000, "最终累计盯市已实现": 395705.949000, "最终累计分红已实现": -18.660000, "最终持仓层累计已实现": 395687.289000, "重复计算成立": true, "结论": "⚠ 坐实重复计算：盯市列含分红成分 -18.6600（既在 RealizedMtmPnL 又在 RealizedDividend），修复后 RealizedPnl 应减少 -18.6600。类型=混合型。", "Summary": "--- 分红重复计算诊断 SwapTradeId=1891 ---\n\n[流水层] 每条平仓/互换事件拆解 (MarkClosePnl = 价差 + 费CloseFee + 分红DividendIn)：\n id EventDate EvType MarkClosePnl DividendIn CloseFee 价差(残差)\n 12773 2026-06-20 互换 0.0000 0.0000 0.0000 0.0000\n 12774 2026-06-20 互换 395594.9490 -9.1500 0.0000 395604.0990\n 12775 2026-06-22 互换 0.0000 0.0000 0.0000 0.0000\n 12776 2026-06-22 互换 0.0000 0.0000 0.0000 0.0000\n 13503 2026-06-23 自动互换 -9.5100 -9.5100 0.0000 0.0000\n 12824 2026-06-25 平仓 111.0000 0.0000 111.0000 0.0000\n\n[EOD层] 按 PositionId 拆解盯市列成分：\n PositionId 盯市列合计 价差成分 费成分 分红成分(重复) 分红列累计 重复计入\n 34711 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000\n 34712 395696.4390 395604.0990 111.0000 -18.6600 -18.6600 -18.6600\n\n[汇总]\n 交易类型: 混合型（价差成分合计=395604.0990）\n 盯市列里被重复计入的分红成分: -18.6600\n 最终 RealizedMtmPnL(盯市列): 395705.9490\n 最终 RealizedDividend(分红列): -18.6600\n 最终 RealizedPnl(持仓层): 395687.2890\n 重复计算成立: True\n [结论] ⚠ 坐实重复计算：盯市列含分红成分 -18.6600（既在 RealizedMtmPnL 又在 RealizedDividend），修复后 RealizedPnl 应减少 -18.6600。类型=混合型。" } }