511130 测算净价 105.5205 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.282 实时92.956 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220708.3188) BUY 合计 3163650 + 186564 - (220708.3188) = 3129505.6812

511090 测算净价 115.5205 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8804 实时105.641 买一价卖出(105.641+0.2394)*2000 019789 银行间全价99.2058 vs 99.2117 实时98.506 买一价卖出(98.499+0.7127)*6000 成份券 合计 807031 511090 现金差额 (-13817.3856) SELL 合计 2309860 + 807031 - (-13817.3856) = 3130708.3856

盈亏 = SELL(3130708.3856) - BUY(3129505.6812) = 1202.7044

019742 银行间全价105.9491 vs 105.8804 实时105.641 买一价卖出(105.641+0.2394)×2000=211760.8 019776 银行间全价93.2283 vs 93.222 实时92.956 买一价卖出(92.913+0.309)×4000=372888 019789 银行间全价99.2058 vs 99.2107 实时98.506 买一价卖出(98.498+0.7127)×4000=396842.8 成份券总价值(买一价×数量) = 981491.6

盈亏 = SELL(981491.6) + 现金差额(73569.4396) - BUY(1054550) = 511.0396

511130 测算净价 105.5382 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2587 vs 93.282 实时92.956 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220745.3247) BUY 合计 3163650 + 186564 - (220745.3247) = 3129468.6753

511090 测算净价 115.5449 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8804 实时105.641 买一价卖出(105.641+0.2394)*2000 019789 银行间全价99.2166 vs 99.2047 实时98.506 买一价卖出(98.492+0.7127)*6000 成份券 合计 806989 511090 现金差额 (-13820.3328) SELL 合计 2309860 + 806989 - (-13820.3328) = 3130669.3328

盈亏 = SELL(3130669.3328) - BUY(3129468.6753) = 1200.6575

511130 测算净价 105.5382 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2587 vs 93.282 实时92.956 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220745.3247) BUY 合计 3163650 + 186564 - (220745.3247) = 3129468.6753

511090 测算净价 115.5449 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8804 实时105.642 买一价卖出(105.641+0.2394)*2000 019789 银行间全价99.2166 vs 99.1987 实时98.506 买一价卖出(98.486+0.7127)*6000 成份券 合计 806953 511090 现金差额 (-13820.3328) SELL 合计 2309860 + 806953 - (-13820.3328) = 3130633.3328

盈亏 = SELL(3130633.3328) - BUY(3129468.6753) = 1164.6575

511130 测算净价 105.5382 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2587 vs 93.282 实时92.956 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220745.3247) BUY 合计 3163650 + 186564 - (220745.3247) = 3129468.6753

511090 测算净价 115.5449 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8814 实时105.648 买一价卖出(105.642+0.2394)*2000 019789 银行间全价99.2166 vs 99.1927 实时98.506 买一价卖出(98.480+0.7127)*6000 成份券 合计 806919 511090 现金差额 (-13820.3328) SELL 合计 2309860 + 806919 - (-13820.3328) = 3130599.3328

盈亏 = SELL(3130599.3328) - BUY(3129468.6753) = 1130.6575

511130 测算净价 105.5383 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.956 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220745.6838) BUY 合计 3163650 + 186564 - (220745.6838) = 3129468.3162

511090 测算净价 115.5452 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8804 实时105.641 买一价卖出(105.641+0.2394)*2000 019789 银行间全价99.2166 vs 99.1867 实时98.506 买一价卖出(98.474+0.7127)*6000 成份券 合计 806881 511090 现金差额 (-13820.3666) SELL 合计 2309860 + 806881 - (-13820.3666) = 3130561.3666

盈亏 = SELL(3130561.3666) - BUY(3129468.3162) = 1093.0504

511130 测算净价 105.5429 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.959 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220755.2049) BUY 合计 3163650 + 186564 - (220755.2049) = 3129458.7951

511090 测算净价 115.5484 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8754 实时105.628 买一价卖出(105.636+0.2394)*2000 019789 银行间全价99.2272 vs 99.2237 实时98.506 买一价卖出(98.511+0.7127)*6000 成份券 合计 807093 511090 现金差额 (-13820.7488) SELL 合计 2309860 + 807093 - (-13820.7488) = 3130773.7488

盈亏 = SELL(3130773.7488) - BUY(3129458.7951) = 1314.9537

019742 银行间全价105.9491 vs 105.8754 实时105.628 买一价卖出(105.636+0.2394)×2000=211750.8 019776 银行间全价93.2591 vs 93.264 实时92.959 买一价卖出(92.955+0.309)×4000=373056 019789 银行间全价99.2272 vs 99.2237 实时98.506 买一价卖出(98.511+0.7127)×4000=396894.8 成份券总价值(买一价×数量) = 981701.6

盈亏 = SELL(981701.6) + 现金差额(73585.0683) - BUY(1054550) = 736.6683

511130 测算净价 105.5429 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.959 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220755.2049) BUY 合计 3163650 + 186564 - (220755.2049) = 3129458.7951

511090 测算净价 115.5484 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8754 实时105.628 买一价卖出(105.636+0.2394)*2000 019789 银行间全价99.2272 vs 99.2187 实时98.506 买一价卖出(98.506+0.7127)*6000 成份券 合计 807063 511090 现金差额 (-13820.7488) SELL 合计 2309860 + 807063 - (-13820.7488) = 3130743.7488

盈亏 = SELL(3130743.7488) - BUY(3129458.7951) = 1284.9537

019742 银行间全价105.9491 vs 105.8754 实时105.628 买一价卖出(105.636+0.2394)×2000=211750.8 019776 银行间全价93.2591 vs 93.257 实时92.959 买一价卖出(92.948+0.309)×4000=373028 019789 银行间全价99.2272 vs 99.2187 实时98.506 买一价卖出(98.506+0.7127)×4000=396874.8 成份券总价值(买一价×数量) = 981653.6

盈亏 = SELL(981653.6) + 现金差额(73585.0683) - BUY(1054550) = 688.6683

511130 测算净价 105.5429 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.959 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220755.2049) BUY 合计 3163650 + 186564 - (220755.2049) = 3129458.7951

511090 测算净价 115.5484 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8754 实时105.628 买一价卖出(105.636+0.2394)*2000 019789 银行间全价99.2272 vs 99.2127 实时98.510 买一价卖出(98.500+0.7127)*6000 成份券 合计 807027 511090 现金差额 (-13820.7488) SELL 合计 2309860 + 807027 - (-13820.7488) = 3130707.7488

盈亏 = SELL(3130707.7488) - BUY(3129458.7951) = 1248.9537

019742 银行间全价105.9491 vs 105.8754 实时105.628 买一价卖出(105.636+0.2394)×2000=211750.8 019776 银行间全价93.2591 vs 93.251 实时92.959 买一价卖出(92.942+0.309)×4000=373004 019789 银行间全价99.2272 vs 99.2117 实时98.510 买一价卖出(98.499+0.7127)×4000=396846.8 成份券总价值(买一价×数量) = 981601.6

盈亏 = SELL(981601.6) + 现金差额(73585.0683) - BUY(1054550) = 636.6683

019742 银行间全价105.9491 vs 105.8734 实时105.628 买一价卖出(105.634+0.2394)×2000=211746.8 019776 银行间全价93.2591 vs 93.245 实时92.959 买一价卖出(92.936+0.309)×4000=372980 019789 银行间全价99.2272 vs 99.2057 实时98.510 买一价卖出(98.493+0.7127)×4000=396822.8 成份券总价值(买一价×数量) = 981549.6

盈亏 = SELL(981549.6) + 现金差额(73585.0683) - BUY(1054550) = 584.6683

511130 测算净价 105.5429 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.959 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220755.2049) BUY 合计 3163650 + 186564 - (220755.2049) = 3129458.7951

511090 测算净价 115.5484 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8734 实时105.628 买一价卖出(105.634+0.2394)*2000 019789 银行间全价99.2272 vs 99.2057 实时98.510 买一价卖出(98.493+0.7127)*6000 成份券 合计 806981 511090 现金差额 (-13820.7488) SELL 合计 2309860 + 806981 - (-13820.7488) = 3130661.7488

盈亏 = SELL(3130661.7488) - BUY(3129458.7951) = 1202.9537

511130 测算净价 105.5429 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.959 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220755.2049) BUY 合计 3163650 + 186564 - (220755.2049) = 3129458.7951

511090 测算净价 115.5484 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8734 实时105.628 买一价卖出(105.634+0.2394)*2000 019789 银行间全价99.2272 vs 99.1997 实时98.510 买一价卖出(98.487+0.7127)*6000 成份券 合计 806945 511090 现金差额 (-13820.7488) SELL 合计 2309860 + 806945 - (-13820.7488) = 3130625.7488

盈亏 = SELL(3130625.7488) - BUY(3129458.7951) = 1166.9537

019742 银行间全价105.9491 vs 105.8734 实时105.628 买一价卖出(105.634+0.2394)×2000=211746.8 019776 银行间全价93.2591 vs 93.239 实时92.959 买一价卖出(92.93+0.309)×4000=372956 019789 银行间全价99.2272 vs 99.1997 实时98.510 买一价卖出(98.487+0.7127)×4000=396798.8 成份券总价值(买一价×数量) = 981501.6

盈亏 = SELL(981501.6) + 现金差额(73585.0683) - BUY(1054550) = 536.6683

511130 测算净价 105.5429 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.959 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220755.2049) BUY 合计 3163650 + 186564 - (220755.2049) = 3129458.7951

511090 测算净价 115.5484 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8734 实时105.628 买一价卖出(105.634+0.2394)*2000 019789 银行间全价99.2272 vs 99.1937 实时98.510 买一价卖出(98.481+0.7127)*6000 成份券 合计 806909 511090 现金差额 (-13820.7488) SELL 合计 2309860 + 806909 - (-13820.7488) = 3130589.7488

盈亏 = SELL(3130589.7488) - BUY(3129458.7951) = 1130.9537

511130 测算净价 105.5429 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.267 实时92.959 卖一价买入(92.958+0.309)*2000 成份券 合计 186534 511130 现金差额 (220755.2946) BUY 合计 3163650 + 186534 - (220755.2946) = 3129428.7054

511090 测算净价 115.5484 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8714 实时105.628 买一价卖出(105.632+0.2394)*2000 019789 银行间全价99.2273 vs 99.1867 实时98.510 买一价卖出(98.474+0.7127)*6000 成份券 合计 806863 511090 现金差额 (-13820.7524) SELL 合计 2309860 + 806863 - (-13820.7524) = 3130543.7524

盈亏 = SELL(3130543.7524) - BUY(3129428.7054) = 1115.047

511130 测算净价 105.5337 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.959 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220735.9833) BUY 合计 3163650 + 186564 - (220735.9833) = 3129478.0167

511090 测算净价 115.542 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8714 实时105.628 买一价卖出(105.632+0.2394)*2000 019789 银行间全价99.2058 vs 99.1807 实时98.510 买一价卖出(98.468+0.7127)*6000 成份券 合计 806827 511090 现金差额 (-13819.977) SELL 合计 2309860 + 806827 - (-13819.977) = 3130506.977

盈亏 = SELL(3130506.977) - BUY(3129478.0167) = 1028.9603

019742 银行间全价105.9491 vs 105.8714 实时105.628 买一价卖出(105.632+0.2394)×2000=211742.8 019776 银行间全价93.2591 vs 93.267 实时92.959 买一价卖出(92.958+0.309)×4000=373068 019789 银行间全价99.2058 vs 99.2137 实时98.510 买一价卖出(98.501+0.7127)×4000=396854.8 成份券总价值(买一价×数量) = 981665.6

盈亏 = SELL(981665.6) + 现金差额(73578.6611) - BUY(1054550) = 694.2611

511130 测算净价 105.5337 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.959 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220735.9833) BUY 合计 3163650 + 186564 - (220735.9833) = 3129478.0167

511090 测算净价 115.542 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8634 实时105.628 买一价卖出(105.624+0.2394)*2000 019789 银行间全价99.2058 vs 99.2087 实时98.510 买一价卖出(98.496+0.7127)*6000 成份券 合计 806979 511090 现金差额 (-13819.977) SELL 合计 2309860 + 806979 - (-13819.977) = 3130658.977

盈亏 = SELL(3130658.977) - BUY(3129478.0167) = 1180.9603

019742 银行间全价105.9491 vs 105.8634 实时105.628 买一价卖出(105.624+0.2394)×2000=211726.8 019776 银行间全价93.2591 vs 93.262 实时92.959 买一价卖出(92.953+0.309)×4000=373048 019789 银行间全价99.2058 vs 99.2087 实时98.510 买一价卖出(98.496+0.7127)×4000=396834.8 成份券总价值(买一价×数量) = 981609.6

盈亏 = SELL(981609.6) + 现金差额(73578.6611) - BUY(1054550) = 638.2611

511130 测算净价 105.5337 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.281 实时92.959 卖一价买入(92.972+0.309)*2000 成份券 合计 186562 511130 现金差额 (220735.9833) BUY 合计 3163650 + 186562 - (220735.9833) = 3129476.0167

511090 测算净价 115.542 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8624 实时105.628 买一价卖出(105.623+0.2394)*2000 019789 银行间全价99.2058 vs 99.2127 实时98.510 买一价卖出(98.500+0.7127)*6000 成份券 合计 807001 511090 现金差额 (-13819.977) SELL 合计 2309860 + 807001 - (-13819.977) = 3130680.977

盈亏 = SELL(3130680.977) - BUY(3129476.0167) = 1204.9603

019742 银行间全价105.9491 vs 105.8624 实时105.628 买一价卖出(105.623+0.2394)×2000=211724.8 019776 银行间全价93.2591 vs 93.256 实时92.959 买一价卖出(92.947+0.309)×4000=373024 019789 银行间全价99.2058 vs 99.2127 实时98.510 买一价卖出(98.5+0.7127)×4000=396850.8 成份券总价值(买一价×数量) = 981599.6

盈亏 = SELL(981599.6) + 现金差额(73578.6611) - BUY(1054550) = 628.2611

511130 测算净价 105.5521 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.281 实时92.959 卖一价买入(92.972+0.309)*2000 成份券 合计 186562 511130 现金差额 (220774.5162) BUY 合计 3163650 + 186562 - (220774.5162) = 3129437.4838

511090 测算净价 115.5548 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8564 实时105.616 买一价卖出(105.617+0.2394)*2000 019789 银行间全价99.2487 vs 99.1967 实时98.510 买一价卖出(98.484+0.7127)*6000 成份券 合计 806893 511090 现金差额 (-13821.524) SELL 合计 2309860 + 806893 - (-13821.524) = 3130574.524

盈亏 = SELL(3130574.524) - BUY(3129437.4838) = 1137.0402

019742 银行间全价105.9491 vs 105.8564 实时105.616 买一价卖出(105.617+0.2394)×2000=211712.8 019776 银行间全价93.2591 vs 93.249 实时92.959 买一价卖出(92.94+0.309)×4000=372996 019789 银行间全价99.2487 vs 99.1967 实时98.510 买一价卖出(98.484+0.7127)×4000=396786.8 成份券总价值(买一价×数量) = 981495.6

盈亏 = SELL(981495.6) + 现金差额(73591.5054) - BUY(1054550) = 537.1054

019742 银行间全价105.9491 vs 105.8504 实时105.616 买一价卖出(105.611+0.2394)×2000=211700.8 019776 银行间全价93.2591 vs 93.243 实时92.959 买一价卖出(92.934+0.309)×4000=372972 019789 银行间全价99.2487 vs 99.2407 实时98.510 买一价卖出(98.528+0.7127)×4000=396962.8 成份券总价值(买一价×数量) = 981635.6

盈亏 = SELL(981635.6) + 现金差额(73591.5054) - BUY(1054550) = 677.1054

511130 测算净价 105.5521 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.281 实时92.959 卖一价买入(92.972+0.309)*2000 成份券 合计 186562 511130 现金差额 (220774.5162) BUY 合计 3163650 + 186562 - (220774.5162) = 3129437.4838

511090 测算净价 115.5548 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8504 实时105.616 买一价卖出(105.611+0.2394)*2000 019789 银行间全价99.2487 vs 99.1907 实时98.510 买一价卖出(98.478+0.7127)*6000 成份券 合计 806845 511090 现金差额 (-13821.524) SELL 合计 2309860 + 806845 - (-13821.524) = 3130526.524

盈亏 = SELL(3130526.524) - BUY(3129437.4838) = 1089.0402

019742 银行间全价105.9491 vs 105.8444 实时105.616 买一价卖出(105.605+0.2394)×2000=211688.8 019776 银行间全价93.2591 vs 93.237 实时92.959 买一价卖出(92.928+0.309)×4000=372948 019789 银行间全价99.2487 vs 99.2357 实时98.510 买一价卖出(98.523+0.7127)×4000=396942.8 成份券总价值(买一价×数量) = 981579.6

盈亏 = SELL(981579.6) + 现金差额(73591.5054) - BUY(1054550) = 621.1054

511130 测算净价 105.5521 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.281 实时92.959 卖一价买入(92.972+0.309)*2000 成份券 合计 186562 511130 现金差额 (220774.5162) BUY 合计 3163650 + 186562 - (220774.5162) = 3129437.4838

511090 测算净价 115.5548 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8444 实时105.616 买一价卖出(105.605+0.2394)*2000 019789 银行间全价99.2487 vs 99.2357 实时98.510 买一价卖出(98.523+0.7127)*6000 成份券 合计 807103 511090 现金差额 (-13821.524) SELL 合计 2309860 + 807103 - (-13821.524) = 3130784.524

盈亏 = SELL(3130784.524) - BUY(3129437.4838) = 1347.0402

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.281 实时92.959 卖一价买入(92.972+0.309)*2000 成份券 合计 186562 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186562 - (220764.9054) = 3129447.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8384 实时105.616 买一价卖出(105.599+0.2394)*2000 019789 银行间全价99.238 vs 99.2297 实时98.510 买一价卖出(98.517+0.7127)*6000 成份券 合计 807055 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 807055 - (-13821.1382) = 3130736.1382

盈亏 = SELL(3130736.1382) - BUY(3129447.0946) = 1289.0436

019742 银行间全价105.9491 vs 105.8374 实时105.616 买一价卖出(105.598+0.2394)×2000=211674.8 019776 银行间全价93.2591 vs 93.23 实时92.959 买一价卖出(92.921+0.309)×4000=372920 019789 银行间全价99.238 vs 99.2297 实时98.510 买一价卖出(98.517+0.7127)×4000=396918.8 成份券总价值(买一价×数量) = 981513.6

盈亏 = SELL(981513.6) + 现金差额(73588.3018) - BUY(1054550) = 551.9018

511130 测算净价 105.5432 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2489 vs 93.281 实时92.959 卖一价买入(92.972+0.309)*2000 成份券 合计 186562 511130 现金差额 (220755.7437) BUY 合计 3163650 + 186562 - (220755.7437) = 3129456.2563

511090 测算净价 115.5445 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8314 实时105.610 买一价卖出(105.592+0.2394)*2000 019789 银行间全价99.238 vs 99.2237 实时98.510 买一价卖出(98.511+0.7127)*6000 成份券 合计 807005 511090 现金差额 (-13820.28) SELL 合计 2309860 + 807005 - (-13820.28) = 3130685.28

盈亏 = SELL(3130685.28) - BUY(3129456.2563) = 1229.0237

511130 测算净价 105.5432 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2489 vs 93.281 实时92.959 卖一价买入(92.972+0.309)*2000 成份券 合计 186562 511130 现金差额 (220755.7437) BUY 合计 3163650 + 186562 - (220755.7437) = 3129456.2563

511090 测算净价 115.5445 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8254 实时105.613 买一价卖出(105.586+0.2394)*2000 019789 银行间全价99.238 vs 99.2177 实时98.504 买一价卖出(98.505+0.7127)*6000 成份券 合计 806957 511090 现金差额 (-13820.28) SELL 合计 2309860 + 806957 - (-13820.28) = 3130637.28

盈亏 = SELL(3130637.28) - BUY(3129456.2563) = 1181.0237

511130 测算净价 105.5432 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2489 vs 93.281 实时92.959 卖一价买入(92.972+0.309)*2000 成份券 合计 186562 511130 现金差额 (220755.7437) BUY 合计 3163650 + 186562 - (220755.7437) = 3129456.2563

511090 测算净价 115.5445 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8194 实时105.613 买一价卖出(105.580+0.2394)*2000 019789 银行间全价99.238 vs 99.2177 实时98.504 买一价卖出(98.505+0.7127)*6000 成份券 合计 806945 511090 现金差额 (-13820.28) SELL 合计 2309860 + 806945 - (-13820.28) = 3130625.28

盈亏 = SELL(3130625.28) - BUY(3129456.2563) = 1169.0237

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.267 实时92.959 卖一价买入(92.958+0.309)*2000 成份券 合计 186534 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186534 - (220764.9054) = 3129419.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8164 实时105.613 买一价卖出(105.577+0.2394)*2000 019789 银行间全价99.238 vs 99.1857 实时98.524 买一价卖出(98.473+0.7127)*6000 成份券 合计 806747 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 806747 - (-13821.1382) = 3130428.1382

盈亏 = SELL(3130428.1382) - BUY(3129419.0946) = 1009.0436

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.268 实时92.959 卖一价买入(92.959+0.309)*2000 成份券 合计 186536 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186536 - (220764.9054) = 3129421.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8154 实时105.613 买一价卖出(105.576+0.2394)*2000 019789 银行间全价99.238 vs 99.1907 实时98.524 买一价卖出(98.478+0.7127)*6000 成份券 合计 806775 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 806775 - (-13821.1382) = 3130456.1382

盈亏 = SELL(3130456.1382) - BUY(3129421.0946) = 1035.0436

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.269 实时92.969 卖一价买入(92.960+0.309)*2000 成份券 合计 186538 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186538 - (220764.9054) = 3129423.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8094 实时105.613 买一价卖出(105.570+0.2394)*2000 019789 银行间全价99.238 vs 99.2177 实时98.524 买一价卖出(98.505+0.7127)*6000 成份券 合计 806925 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 806925 - (-13821.1382) = 3130606.1382

盈亏 = SELL(3130606.1382) - BUY(3129423.0946) = 1183.0436

019742 银行间全价105.9491 vs 105.8064 实时105.613 买一价卖出(105.567+0.2394)×2000=211612.8 019776 银行间全价93.2591 vs 93.262 实时92.971 买一价卖出(92.953+0.309)×4000=373048 019789 银行间全价99.238 vs 99.2177 实时98.524 买一价卖出(98.505+0.7127)×4000=396870.8 成份券总价值(买一价×数量) = 981531.6

盈亏 = SELL(981531.6) + 现金差额(73588.3018) - BUY(1054550) = 569.9018

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.279 实时92.971 卖一价买入(92.970+0.309)*2000 成份券 合计 186558 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186558 - (220764.9054) = 3129443.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8074 实时105.613 买一价卖出(105.568+0.2394)*2000 019789 银行间全价99.238 vs 99.2177 实时98.524 买一价卖出(98.505+0.7127)*6000 成份券 合计 806921 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 806921 - (-13821.1382) = 3130602.1382

盈亏 = SELL(3130602.1382) - BUY(3129443.0946) = 1159.0436

019742 银行间全价105.9491 vs 105.8014 实时105.613 买一价卖出(105.562+0.2394)×2000=211602.8 019776 银行间全价93.2591 vs 93.256 实时92.972 买一价卖出(92.947+0.309)×4000=373024 019789 银行间全价99.238 vs 99.2177 实时98.524 买一价卖出(98.505+0.7127)×4000=396870.8 成份券总价值(买一价×数量) = 981497.6

盈亏 = SELL(981497.6) + 现金差额(73588.3018) - BUY(1054550) = 535.9018

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.281 实时92.972 卖一价买入(92.972+0.309)*2000 成份券 合计 186562 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186562 - (220764.9054) = 3129447.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8014 实时105.613 买一价卖出(105.562+0.2394)*2000 019789 银行间全价99.238 vs 99.2177 实时98.524 买一价卖出(98.505+0.7127)*6000 成份券 合计 806909 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 806909 - (-13821.1382) = 3130590.1382

盈亏 = SELL(3130590.1382) - BUY(3129447.0946) = 1143.0436

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.973 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186564 - (220764.9054) = 3129449.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8364 实时105.613 买一价卖出(105.597+0.2394)*2000 019789 银行间全价99.238 vs 99.2177 实时98.524 买一价卖出(98.505+0.7127)*6000 成份券 合计 806979 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 806979 - (-13821.1382) = 3130660.1382

盈亏 = SELL(3130660.1382) - BUY(3129449.0946) = 1211.0436

019742 银行间全价105.9491 vs 105.8364 实时105.613 买一价卖出(105.597+0.2394)×2000=211672.8 019776 银行间全价93.2591 vs 93.25 实时92.973 买一价卖出(92.941+0.309)×4000=373000 019789 银行间全价99.238 vs 99.2177 实时98.524 买一价卖出(98.505+0.7127)×4000=396870.8 成份券总价值(买一价×数量) = 981543.6

盈亏 = SELL(981543.6) + 现金差额(73588.3018) - BUY(1054550) = 581.9018

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.973 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186564 - (220764.9054) = 3129449.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8364 实时105.613 买一价卖出(105.597+0.2394)*2000 019789 银行间全价99.238 vs 99.2177 实时98.524 买一价卖出(98.505+0.7127)*6000 成份券 合计 806979 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 806979 - (-13821.1382) = 3130660.1382

盈亏 = SELL(3130660.1382) - BUY(3129449.0946) = 1211.0436

019742 银行间全价105.9491 vs 105.8364 实时105.613 买一价卖出(105.597+0.2394)×2000=211672.8 019776 银行间全价93.2591 vs 93.244 实时92.973 买一价卖出(92.935+0.309)×4000=372976 019789 银行间全价99.238 vs 99.2177 实时98.524 买一价卖出(98.505+0.7127)×4000=396870.8 成份券总价值(买一价×数量) = 981519.6

盈亏 = SELL(981519.6) + 现金差额(73588.3018) - BUY(1054550) = 557.9018

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.973 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186564 - (220764.9054) = 3129449.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8354 实时105.613 买一价卖出(105.596+0.2394)*2000 019789 银行间全价99.238 vs 99.2037 实时98.500 买一价卖出(98.491+0.7127)*6000 成份券 合计 806893 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 806893 - (-13821.1382) = 3130574.1382

盈亏 = SELL(3130574.1382) - BUY(3129449.0946) = 1125.0436

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.973 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186564 - (220764.9054) = 3129449.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8334 实时105.613 买一价卖出(105.594+0.2394)*2000 019789 银行间全价99.238 vs 99.1997 实时98.500 买一价卖出(98.487+0.7127)*6000 成份券 合计 806865 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 806865 - (-13821.1382) = 3130546.1382

盈亏 = SELL(3130546.1382) - BUY(3129449.0946) = 1097.0436

511130 测算净价 105.5475 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.282 实时92.975 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220764.9054) BUY 合计 3163650 + 186564 - (220764.9054) = 3129449.0946

511090 测算净价 115.5516 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8304 实时105.613 买一价卖出(105.591+0.2394)*2000 019789 银行间全价99.238 vs 99.1997 实时98.500 买一价卖出(98.487+0.7127)*6000 成份券 合计 806859 511090 现金差额 (-13821.1382) SELL 合计 2309860 + 806859 - (-13821.1382) = 3130540.1382

盈亏 = SELL(3130540.1382) - BUY(3129449.0946) = 1091.0436

511130 测算净价 105.5614 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.284 实时92.975 卖一价买入(92.975+0.309)*2000 成份券 合计 186568 511130 现金差额 (220793.8275) BUY 合计 3163650 + 186568 - (220793.8275) = 3129424.1725

511090 测算净价 115.5612 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8294 实时105.613 买一价卖出(105.590+0.2394)*2000 019789 银行间全价99.2702 vs 99.1997 实时98.500 买一价卖出(98.487+0.7127)*6000 成份券 合计 806857 511090 现金差额 (-13822.2992) SELL 合计 2309860 + 806857 - (-13822.2992) = 3130539.2992

盈亏 = SELL(3130539.2992) - BUY(3129424.1725) = 1115.1267

511130 测算净价 105.5614 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.284 实时92.975 卖一价买入(92.975+0.309)*2000 成份券 合计 186568 511130 现金差额 (220793.8275) BUY 合计 3163650 + 186568 - (220793.8275) = 3129424.1725

511090 测算净价 115.5612 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8234 实时105.613 买一价卖出(105.584+0.2394)*2000 019789 银行间全价99.2702 vs 99.1997 实时98.500 买一价卖出(98.487+0.7127)*6000 成份券 合计 806845 511090 现金差额 (-13822.2992) SELL 合计 2309860 + 806845 - (-13822.2992) = 3130527.2992

盈亏 = SELL(3130527.2992) - BUY(3129424.1725) = 1103.1267

511130 测算净价 105.5614 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.284 实时92.974 卖一价买入(92.975+0.309)*2000 成份券 合计 186568 511130 现金差额 (220793.8275) BUY 合计 3163650 + 186568 - (220793.8275) = 3129424.1725

511090 测算净价 115.5612 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8214 实时105.613 买一价卖出(105.582+0.2394)*2000 019789 银行间全价99.2702 vs 99.1967 实时98.500 买一价卖出(98.484+0.7127)*6000 成份券 合计 806823 511090 现金差额 (-13822.2992) SELL 合计 2309860 + 806823 - (-13822.2992) = 3130505.2992

盈亏 = SELL(3130505.2992) - BUY(3129424.1725) = 1081.1267

511130 测算净价 105.5614 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.281 实时92.972 卖一价买入(92.972+0.309)*2000 成份券 合计 186562 511130 现金差额 (220793.8275) BUY 合计 3163650 + 186562 - (220793.8275) = 3129418.1725

511090 测算净价 115.5612 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8144 实时105.613 买一价卖出(105.575+0.2394)*2000 019789 银行间全价99.2702 vs 99.1867 实时98.500 买一价卖出(98.474+0.7127)*6000 成份券 合计 806749 511090 现金差额 (-13822.2992) SELL 合计 2309860 + 806749 - (-13822.2992) = 3130431.2992

盈亏 = SELL(3130431.2992) - BUY(3129418.1725) = 1013.1267

511130 测算净价 105.5614 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.272 实时92.963 卖一价买入(92.963+0.309)*2000 成份券 合计 186544 511130 现金差额 (220793.8275) BUY 合计 3163650 + 186544 - (220793.8275) = 3129400.1725

511090 测算净价 115.5612 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8024 实时105.616 买一价卖出(105.563+0.2394)*2000 019789 银行间全价99.2702 vs 99.2057 实时98.500 买一价卖出(98.493+0.7127)*6000 成份券 合计 806839 511090 现金差额 (-13822.2992) SELL 合计 2309860 + 806839 - (-13822.2992) = 3130521.2992

盈亏 = SELL(3130521.2992) - BUY(3129400.1725) = 1121.1267

511130 测算净价 105.5614 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.275 实时92.952 卖一价买入(92.966+0.309)*2000 成份券 合计 186550 511130 现金差额 (220793.8275) BUY 合计 3163650 + 186550 - (220793.8275) = 3129406.1725

511090 测算净价 115.5612 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8414 实时105.616 买一价卖出(105.602+0.2394)*2000 019789 银行间全价99.2702 vs 99.2237 实时98.501 买一价卖出(98.511+0.7127)*6000 成份券 合计 807025 511090 现金差额 (-13822.2992) SELL 合计 2309860 + 807025 - (-13822.2992) = 3130707.2992

盈亏 = SELL(3130707.2992) - BUY(3129406.1725) = 1301.1267

019742 银行间全价105.9491 vs 105.8414 实时105.616 买一价卖出(105.602+0.2394)×2000=211682.8 019776 银行间全价93.2591 vs 93.263 实时92.952 买一价卖出(92.954+0.309)×4000=373052 019789 银行间全价99.2702 vs 99.2237 实时98.501 买一价卖出(98.511+0.7127)×4000=396894.8 成份券总价值(买一价×数量) = 981629.6

盈亏 = SELL(981629.6) + 现金差额(73597.9425) - BUY(1054550) = 677.5425

511130 测算净价 105.5521 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.259 实时92.908 卖一价买入(92.950+0.309)*2000 成份券 合计 186518 511130 现金差额 (220774.5162) BUY 合计 3163650 + 186518 - (220774.5162) = 3129393.4838

511090 测算净价 115.5548 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8364 实时105.616 买一价卖出(105.597+0.2394)*2000 019789 银行间全价99.2487 vs 99.2127 实时98.475 买一价卖出(98.500+0.7127)*6000 成份券 合计 806949 511090 现金差额 (-13821.524) SELL 合计 2309860 + 806949 - (-13821.524) = 3130630.524

盈亏 = SELL(3130630.524) - BUY(3129393.4838) = 1237.0402

511130 测算净价 105.5432 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2489 vs 93.216 实时92.908 卖一价买入(92.907+0.309)*2000 成份券 合计 186432 511130 现金差额 (220755.7437) BUY 合计 3163650 + 186432 - (220755.7437) = 3129326.2563

511090 测算净价 115.5445 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8304 实时105.616 买一价卖出(105.591+0.2394)*2000 019789 银行间全价99.238 vs 99.1877 实时98.475 买一价卖出(98.475+0.7127)*6000 成份券 合计 806787 511090 现金差额 (-13820.28) SELL 合计 2309860 + 806787 - (-13820.28) = 3130467.28

盈亏 = SELL(3130467.28) - BUY(3129326.2563) = 1141.0237

511130 测算净价 105.5297 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.222 实时92.908 卖一价买入(92.913+0.309)*2000 成份券 合计 186444 511130 现金差额 (220727.6301) BUY 合计 3163650 + 186444 - (220727.6301) = 3129366.3699

511090 测算净价 115.527 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8254 实时105.616 买一价卖出(105.586+0.2394)*2000 019789 银行间全价99.2273 vs 99.1867 实时98.478 买一价卖出(98.474+0.7127)*6000 成份券 合计 806771 511090 现金差额 (-13818.161) SELL 合计 2309860 + 806771 - (-13818.161) = 3130449.161

盈亏 = SELL(3130449.161) - BUY(3129366.3699) = 1082.7911

511130 测算净价 105.5297 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.228 实时92.908 卖一价买入(92.919+0.309)*2000 成份券 合计 186456 511130 现金差额 (220727.6301) BUY 合计 3163650 + 186456 - (220727.6301) = 3129378.3699

511090 测算净价 115.527 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8204 实时105.616 买一价卖出(105.581+0.2394)*2000 019789 银行间全价99.2273 vs 99.1827 实时98.485 买一价卖出(98.470+0.7127)*6000 成份券 合计 806737 511090 现金差额 (-13818.161) SELL 合计 2309860 + 806737 - (-13818.161) = 3130415.161

盈亏 = SELL(3130415.161) - BUY(3129378.3699) = 1036.7911

511130 测算净价 105.5343 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.241 实时92.908 卖一价买入(92.932+0.309)*2000 成份券 合计 186482 511130 现金差额 (220737.2409) BUY 合计 3163650 + 186482 - (220737.2409) = 3129394.7591

511090 测算净价 115.5301 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8054 实时105.616 买一价卖出(105.566+0.2394)*2000 019789 银行间全价99.238 vs 99.1987 实时98.502 买一价卖出(98.486+0.7127)*6000 成份券 合计 806803 511090 现金差额 (-13818.5468) SELL 合计 2309860 + 806803 - (-13818.5468) = 3130481.5468

盈亏 = SELL(3130481.5468) - BUY(3129394.7591) = 1086.7877

511130 测算净价 105.5343 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.247 实时92.950 卖一价买入(92.938+0.309)*2000 成份券 合计 186494 511130 现金差额 (220737.2409) BUY 合计 3163650 + 186494 - (220737.2409) = 3129406.7591

511090 测算净价 115.5301 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8554 实时105.616 买一价卖出(105.616+0.2394)*2000 019789 银行间全价99.238 vs 99.1987 实时98.502 买一价卖出(98.486+0.7127)*6000 成份券 合计 806903 511090 现金差额 (-13818.5468) SELL 合计 2309860 + 806903 - (-13818.5468) = 3130581.5468

盈亏 = SELL(3130581.5468) - BUY(3129406.7591) = 1174.7877

511130 测算净价 105.5343 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.253 实时92.950 卖一价买入(92.944+0.309)*2000 成份券 合计 186506 511130 现金差额 (220737.2409) BUY 合计 3163650 + 186506 - (220737.2409) = 3129418.7591

511090 测算净价 115.5301 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8554 实时105.616 买一价卖出(105.616+0.2394)*2000 019789 银行间全价99.238 vs 99.1987 实时98.503 买一价卖出(98.486+0.7127)*6000 成份券 合计 806903 511090 现金差额 (-13818.5468) SELL 合计 2309860 + 806903 - (-13818.5468) = 3130581.5468

盈亏 = SELL(3130581.5468) - BUY(3129418.7591) = 1162.7877

511130 测算净价 105.5343 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.26 实时92.958 卖一价买入(92.951+0.309)*2000 成份券 合计 186520 511130 现金差额 (220737.2409) BUY 合计 3163650 + 186520 - (220737.2409) = 3129432.7591

511090 测算净价 115.5301 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8374 实时105.598 买一价卖出(105.598+0.2394)*2000 019789 银行间全价99.238 vs 99.2157 实时98.498 买一价卖出(98.503+0.7127)*6000 成份券 合计 806969 511090 现金差额 (-13818.5468) SELL 合计 2309860 + 806969 - (-13818.5468) = 3130647.5468

盈亏 = SELL(3130647.5468) - BUY(3129432.7591) = 1214.7877

511130 测算净价 105.5343 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.266 实时92.958 卖一价买入(92.957+0.309)*2000 成份券 合计 186532 511130 现金差额 (220737.2409) BUY 合计 3163650 + 186532 - (220737.2409) = 3129444.7591

511090 测算净价 115.5301 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8364 实时105.597 买一价卖出(105.597+0.2394)*2000 019789 银行间全价99.238 vs 99.2157 实时98.498 买一价卖出(98.503+0.7127)*6000 成份券 合计 806967 511090 现金差额 (-13818.5468) SELL 合计 2309860 + 806967 - (-13818.5468) = 3130645.5468

盈亏 = SELL(3130645.5468) - BUY(3129444.7591) = 1200.7877

511130 测算净价 105.5343 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.27 实时92.919 卖一价买入(92.961+0.309)*2000 成份券 合计 186540 511130 现金差额 (220737.2409) BUY 合计 3163650 + 186540 - (220737.2409) = 3129452.7591

511090 测算净价 115.5301 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8364 实时105.597 买一价卖出(105.597+0.2394)*2000 019789 银行间全价99.238 vs 99.2107 实时98.500 买一价卖出(98.498+0.7127)*6000 成份券 合计 806937 511090 现金差额 (-13818.5468) SELL 合计 2309860 + 806937 - (-13818.5468) = 3130615.5468

盈亏 = SELL(3130615.5468) - BUY(3129452.7591) = 1162.7877

511130 测算净价 105.5343 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.228 实时92.900 卖一价买入(92.919+0.309)*2000 成份券 合计 186456 511130 现金差额 (220737.2409) BUY 合计 3163650 + 186456 - (220737.2409) = 3129368.7591

511090 测算净价 115.5301 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8004 实时105.596 买一价卖出(105.561+0.2394)*2000 019789 银行间全价99.238 vs 99.2107 实时98.499 买一价卖出(98.498+0.7127)*6000 成份券 合计 806865 511090 现金差额 (-13818.5468) SELL 合计 2309860 + 806865 - (-13818.5468) = 3130543.5468

盈亏 = SELL(3130543.5468) - BUY(3129368.7591) = 1174.7877

511130 测算净价 105.5343 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.228 实时92.900 卖一价买入(92.919+0.309)*2000 成份券 合计 186456 511130 现金差额 (220737.2409) BUY 合计 3163650 + 186456 - (220737.2409) = 3129368.7591

511090 测算净价 115.5301 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8314 实时105.594 买一价卖出(105.592+0.2394)*2000 019789 银行间全价99.238 vs 99.2097 实时98.497 买一价卖出(98.497+0.7127)*6000 成份券 合计 806921 511090 现金差额 (-13818.5468) SELL 合计 2309860 + 806921 - (-13818.5468) = 3130599.5468

盈亏 = SELL(3130599.5468) - BUY(3129368.7591) = 1230.7877

511130 测算净价 105.5343 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.228 实时92.900 卖一价买入(92.919+0.309)*2000 成份券 合计 186456 511130 现金差额 (220737.2409) BUY 合计 3163650 + 186456 - (220737.2409) = 3129368.7591

511090 测算净价 115.5301 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8274 实时105.594 买一价卖出(105.588+0.2394)*2000 019789 银行间全价99.238 vs 99.2017 实时98.487 买一价卖出(98.489+0.7127)*6000 成份券 合计 806865 511090 现金差额 (-13818.5468) SELL 合计 2309860 + 806865 - (-13818.5468) = 3130543.5468

盈亏 = SELL(3130543.5468) - BUY(3129368.7591) = 1174.7877

511130 测算净价 105.5429 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.226 实时92.906 卖一价买入(92.917+0.309)*2000 成份券 合计 186452 511130 现金差额 (220755.2946) BUY 合计 3163650 + 186452 - (220755.2946) = 3129346.7054

511090 测算净价 115.5484 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8234 实时105.594 买一价卖出(105.584+0.2394)*2000 019789 银行间全价99.2273 vs 99.1937 实时98.473 买一价卖出(98.481+0.7127)*6000 成份券 合计 806809 511090 现金差额 (-13820.7524) SELL 合计 2309860 + 806809 - (-13820.7524) = 3130489.7524

盈亏 = SELL(3130489.7524) - BUY(3129346.7054) = 1143.047

511130 测算净价 105.5205 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.215 实时92.906 卖一价买入(92.906+0.309)*2000 成份券 合计 186430 511130 现金差额 (220708.3188) BUY 合计 3163650 + 186430 - (220708.3188) = 3129371.6812

511090 测算净价 115.5205 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8234 实时105.594 买一价卖出(105.584+0.2394)*2000 019789 银行间全价99.2058 vs 99.1877 实时98.473 买一价卖出(98.475+0.7127)*6000 成份券 合计 806773 511090 现金差额 (-13817.3856) SELL 合计 2309860 + 806773 - (-13817.3856) = 3130450.3856

盈亏 = SELL(3130450.3856) - BUY(3129371.6812) = 1078.7044

511130 测算净价 105.5205 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.215 实时92.906 卖一价买入(92.906+0.309)*2000 成份券 合计 186430 511130 现金差额 (220708.3188) BUY 合计 3163650 + 186430 - (220708.3188) = 3129371.6812

511090 测算净价 115.5205 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8234 实时105.594 买一价卖出(105.584+0.2394)*2000 019789 银行间全价99.2058 vs 99.1807 实时98.473 买一价卖出(98.468+0.7127)*6000 成份券 合计 806731 511090 现金差额 (-13817.3856) SELL 合计 2309860 + 806731 - (-13817.3856) = 3130408.3856

盈亏 = SELL(3130408.3856) - BUY(3129371.6812) = 1036.7044

511130 测算净价 105.5297 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.215 实时92.906 卖一价买入(92.906+0.309)*2000 成份券 合计 186430 511130 现金差额 (220727.6301) BUY 合计 3163650 + 186430 - (220727.6301) = 3129352.3699

511090 测算净价 115.527 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8234 实时105.594 买一价卖出(105.584+0.2394)*2000 019789 银行间全价99.2273 vs 99.1747 实时98.473 买一价卖出(98.462+0.7127)*6000 成份券 合计 806695 511090 现金差额 (-13818.161) SELL 合计 2309860 + 806695 - (-13818.161) = 3130373.161

盈亏 = SELL(3130373.161) - BUY(3129352.3699) = 1020.7911

511130 测算净价 105.5205 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.215 实时92.906 卖一价买入(92.906+0.309)*2000 成份券 合计 186430 511130 现金差额 (220708.3188) BUY 合计 3163650 + 186430 - (220708.3188) = 3129371.6812

511090 测算净价 115.5205 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8234 实时105.594 买一价卖出(105.584+0.2394)*2000 019789 银行间全价99.2058 vs 99.1877 实时98.475 买一价卖出(98.475+0.7127)*6000 成份券 合计 806773 511090 现金差额 (-13817.3856) SELL 合计 2309860 + 806773 - (-13817.3856) = 3130450.3856

盈亏 = SELL(3130450.3856) - BUY(3129371.6812) = 1078.7044

511130 测算净价 105.5205 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.217 实时92.905 卖一价买入(92.908+0.309)*2000 成份券 合计 186434 511130 现金差额 (220708.3188) BUY 合计 3163650 + 186434 - (220708.3188) = 3129375.6812

511090 测算净价 115.5205 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8234 实时105.594 买一价卖出(105.584+0.2394)*2000 019789 银行间全价99.2058 vs 99.1857 实时98.477 买一价卖出(98.473+0.7127)*6000 成份券 合计 806761 511090 现金差额 (-13817.3856) SELL 合计 2309860 + 806761 - (-13817.3856) = 3130438.3856

盈亏 = SELL(3130438.3856) - BUY(3129375.6812) = 1062.7044

511130 测算净价 105.5205 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.217 实时92.908 卖一价买入(92.908+0.309)*2000 成份券 合计 186434 511130 现金差额 (220708.3188) BUY 合计 3163650 + 186434 - (220708.3188) = 3129375.6812

511090 测算净价 115.5205 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8204 实时105.594 买一价卖出(105.581+0.2394)*2000 019789 银行间全价99.2058 vs 99.1837 实时98.477 买一价卖出(98.471+0.7127)*6000 成份券 合计 806743 511090 现金差额 (-13817.3856) SELL 合计 2309860 + 806743 - (-13817.3856) = 3130420.3856

盈亏 = SELL(3130420.3856) - BUY(3129375.6812) = 1044.7044

511130 测算净价 105.5205 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2283 vs 93.222 实时92.925 卖一价买入(92.913+0.309)*2000 成份券 合计 186444 511130 现金差额 (220708.3188) BUY 合计 3163650 + 186444 - (220708.3188) = 3129385.6812

511090 测算净价 115.5205 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8154 实时105.594 买一价卖出(105.576+0.2394)*2000 019789 银行间全价99.2058 vs 99.1797 实时98.480 买一价卖出(98.467+0.7127)*6000 成份券 合计 806709 511090 现金差额 (-13817.3856) SELL 合计 2309860 + 806709 - (-13817.3856) = 3130386.3856

盈亏 = SELL(3130386.3856) - BUY(3129385.6812) = 1000.7044

511130 测算净价 105.5429 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.244 实时92.958 卖一价买入(92.935+0.309)*2000 成份券 合计 186488 511130 现金差额 (220755.2049) BUY 合计 3163650 + 186488 - (220755.2049) = 3129382.7951

511090 测算净价 115.5484 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8374 实时105.600 买一价卖出(105.598+0.2394)*2000 019789 银行间全价99.2272 vs 99.1927 实时98.484 买一价卖出(98.480+0.7127)*6000 成份券 合计 806831 511090 现金差额 (-13820.7488) SELL 合计 2309860 + 806831 - (-13820.7488) = 3130511.7488

盈亏 = SELL(3130511.7488) - BUY(3129382.7951) = 1128.9537

511130 测算净价 105.5429 卖一价(现量:2手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.25 实时92.958 卖一价买入(92.941+0.309)*2000 成份券 合计 186500 511130 现金差额 (220755.2946) BUY 合计 3163650 + 186500 - (220755.2946) = 3129394.7054

511090 测算净价 115.5484 买一价(现量:21手): 115.493*20000 = 2309860 019742 银行间全价105.9491 vs 105.8384 实时105.619 买一价卖出(105.599+0.2394)*2000 019789 银行间全价99.2273 vs 99.1917 实时98.487 买一价卖出(98.479+0.7127)*6000 成份券 合计 806827 511090 现金差额 (-13820.7524) SELL 合计 2309860 + 806827 - (-13820.7524) = 3130507.7524

盈亏 = SELL(3130507.7524) - BUY(3129394.7054) = 1113.047

511130 测算净价 105.5429 卖一价(现量:3手): 105.455*30000 = 3163650 019776 银行间全价93.2591 vs 93.256 实时92.958 卖一价买入(92.947+0.309)*2000 成份券 合计 186512 511130 现金差额 (220755.2946) BUY 合计 3163650 + 186512 - (220755.2946) = 3129406.7054

511090 测算净价 115.5484 买一价(现量:1手): 115.496*20000 = 2309920 019742 银行间全价105.9491 vs 105.8354 实时105.619 买一价卖出(105.596+0.2394)*2000 019789 银行间全价99.2273 vs 99.1867 实时98.487 买一价卖出(98.474+0.7127)*6000 成份券 合计 806791 511090 现金差额 (-13820.7524) SELL 合计 2309920 + 806791 - (-13820.7524) = 3130531.7524

盈亏 = SELL(3130531.7524) - BUY(3129406.7054) = 1125.047

511130 测算净价 105.5697 卖一价(现量:42手): 105.465*30000 = 3163950 019776 银行间全价93.3106 vs 93.263 实时92.958 卖一价买入(92.954+0.309)*2000 成份券 合计 186526 511130 现金差额 (220811.163) BUY 合计 3163950 + 186526 - (220811.163) = 3129664.837

511090 测算净价 115.5874 买一价(现量:18手): 115.516*20000 = 2310320 019742 银行间全价105.9491 vs 105.8354 实时105.619 买一价卖出(105.596+0.2394)*2000 019789 银行间全价99.238 vs 99.1987 实时98.486 买一价卖出(98.486+0.7127)*6000 成份券 合计 806863 511090 现金差额 (-13825.4712) SELL 合计 2310320 + 806863 - (-13825.4712) = 3131008.4712

盈亏 = SELL(3131008.4712) - BUY(3129664.837) = 1343.6342

511130 测算净价 105.5697 卖一价(现量:50手): 105.466*30000 = 3163980 019776 银行间全价93.3106 vs 93.269 实时92.960 卖一价买入(92.960+0.309)*2000 成份券 合计 186538 511130 现金差额 (220811.163) BUY 合计 3163980 + 186538 - (220811.163) = 3129706.837

511090 测算净价 115.5874 买一价(现量:10手): 115.515*20000 = 2310300 019742 银行间全价105.9491 vs 105.8594 实时105.619 买一价卖出(105.620+0.2394)*2000 019789 银行间全价99.238 vs 99.1867 实时98.498 买一价卖出(98.474+0.7127)*6000 成份券 合计 806839 511090 现金差额 (-13825.4712) SELL 合计 2310300 + 806839 - (-13825.4712) = 3130964.4712

盈亏 = SELL(3130964.4712) - BUY(3129706.837) = 1257.6342

511130 测算净价 105.5743 卖一价(现量:31手): 105.464*30000 = 3163920 019776 银行间全价93.3106 vs 93.274 实时92.961 卖一价买入(92.965+0.309)*2000 成份券 合计 186548 511130 现金差额 (220820.7738) BUY 合计 3163920 + 186548 - (220820.7738) = 3129647.2262

511090 测算净价 115.5906 买一价(现量:339手): 115.52*20000 = 2310400 019742 银行间全价105.9491 vs 105.8584 实时105.619 买一价卖出(105.619+0.2394)*2000 019789 银行间全价99.2487 vs 99.2127 实时98.498 买一价卖出(98.500+0.7127)*6000 成份券 合计 806993 511090 现金差额 (-13825.857) SELL 合计 2310400 + 806993 - (-13825.857) = 3131218.857

盈亏 = SELL(3131218.857) - BUY(3129647.2262) = 1571.6308

019742 银行间全价105.9491 vs 105.8584 实时105.619 买一价卖出(105.619+0.2394)×2000=211716.8 019776 银行间全价93.3106 vs 93.268 实时92.961 买一价卖出(92.959+0.309)×4000=373072 019789 银行间全价99.2487 vs 99.2127 实时98.498 买一价卖出(98.5+0.7127)×4000=396850.8 成份券总价值(买一价×数量) = 981639.6

盈亏 = SELL(981639.6) + 现金差额(73606.9246) - BUY(1054640) = 606.5246

019742 银行间全价105.9491 vs 105.8584 实时105.619 买一价卖出(105.619+0.2394)×2000=211716.8 019776 银行间全价93.3106 vs 93.269 实时92.960 买一价卖出(92.96+0.309)×4000=373076 019789 银行间全价99.2702 vs 99.2377 实时98.520 买一价卖出(98.525+0.7127)×4000=396950.8 成份券总价值(买一价×数量) = 981743.6

盈亏 = SELL(981743.6) + 现金差额(73613.3617) - BUY(1054800) = 556.9617

511130 测算净价 105.5835 卖一价(现量:37手): 105.48*30000 = 3164400 019776 银行间全价93.3106 vs 93.277 实时92.960 卖一价买入(92.968+0.309)*2000 成份券 合计 186554 511130 现金差额 (220840.0851) BUY 合计 3164400 + 186554 - (220840.0851) = 3130113.9149

511090 测算净价 115.597 买一价(现量:598手): 115.52*20000 = 2310400 019742 银行间全价105.9491 vs 105.8584 实时105.619 买一价卖出(105.619+0.2394)*2000 019789 银行间全价99.2702 vs 99.2377 实时98.520 买一价卖出(98.525+0.7127)*6000 成份券 合计 807143 511090 现金差额 (-13826.6322) SELL 合计 2310400 + 807143 - (-13826.6322) = 3131369.6322

盈亏 = SELL(3131369.6322) - BUY(3130113.9149) = 1255.7173

511130 测算净价 105.5835 卖一价(现量:52手): 105.467*30000 = 3164010 019776 银行间全价93.3106 vs 93.282 实时92.960 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220840.0851) BUY 合计 3164010 + 186564 - (220840.0851) = 3129733.9149

511090 测算净价 115.597 买一价(现量:15手): 115.513*20000 = 2310260 019742 银行间全价105.9491 vs 105.8664 实时105.627 买一价卖出(105.627+0.2394)*2000 019789 银行间全价99.2702 vs 99.2267 实时98.515 买一价卖出(98.514+0.7127)*6000 成份券 合计 807093 511090 现金差额 (-13826.6322) SELL 合计 2310260 + 807093 - (-13826.6322) = 3131179.6322

盈亏 = SELL(3131179.6322) - BUY(3129733.9149) = 1445.7173

019742 银行间全价105.9491 vs 105.8664 实时105.627 买一价卖出(105.627+0.2394)×2000=211732.8 019776 银行间全价93.3106 vs 93.27 实时92.960 买一价卖出(92.961+0.309)×4000=373080 019789 银行间全价99.2702 vs 99.2247 实时98.533 买一价卖出(98.512+0.7127)×4000=396898.8 成份券总价值(买一价×数量) = 981711.6

盈亏 = SELL(981711.6) + 现金差额(73613.3617) - BUY(1054680) = 644.9617

511130 测算净价 105.5747 卖一价(现量:162手): 105.47*30000 = 3164100 019776 银行间全价93.29 vs 93.288 实时92.960 卖一价买入(92.979+0.309)*2000 成份券 合计 186576 511130 现金差额 (220821.582) BUY 合计 3164100 + 186576 - (220821.582) = 3129854.418

511090 测算净价 115.5827 买一价(现量:8手): 115.525*20000 = 2310500 019742 银行间全价105.9491 vs 105.8554 实时105.616 买一价卖出(105.616+0.2394)*2000 019789 银行间全价99.2702 vs 99.2097 实时98.496 买一价卖出(98.497+0.7127)*6000 成份券 合计 806969 511090 现金差额 (-13824.899) SELL 合计 2310500 + 806969 - (-13824.899) = 3131293.899

盈亏 = SELL(3131293.899) - BUY(3129854.418) = 1439.481

019742 银行间全价105.9491 vs 105.8554 实时105.616 买一价卖出(105.616+0.2394)×2000=211710.8 019776 银行间全价93.29 vs 93.269 实时92.960 买一价卖出(92.96+0.309)×4000=373076 019789 银行间全价99.2702 vs 99.2067 实时98.535 买一价卖出(98.494+0.7127)×4000=396826.8 成份券总价值(买一价×数量) = 981613.6

盈亏 = SELL(981613.6) + 现金差额(73607.194) - BUY(1054700) = 520.794

511130 测算净价 105.5747 卖一价(现量:5手): 105.471*30000 = 3164130 019776 银行间全价93.29 vs 93.267 实时92.979 卖一价买入(92.958+0.309)*2000 成份券 合计 186534 511130 现金差额 (220821.582) BUY 合计 3164130 + 186534 - (220821.582) = 3129842.418

511090 测算净价 115.5827 买一价(现量:18手): 115.522*20000 = 2310440 019742 银行间全价105.9491 vs 105.8404 实时105.600 买一价卖出(105.601+0.2394)*2000 019789 银行间全价99.2702 vs 99.2427 实时98.532 买一价卖出(98.530+0.7127)*6000 成份券 合计 807137 511090 现金差额 (-13824.899) SELL 合计 2310440 + 807137 - (-13824.899) = 3131401.899

盈亏 = SELL(3131401.899) - BUY(3129842.418) = 1559.481

019742 银行间全价105.9491 vs 105.8404 实时105.600 买一价卖出(105.601+0.2394)×2000=211680.8 019776 银行间全价93.29 vs 93.264 实时92.979 买一价卖出(92.955+0.309)×4000=373056 019789 银行间全价99.2702 vs 99.2427 实时98.532 买一价卖出(98.53+0.7127)×4000=396970.8 成份券总价值(买一价×数量) = 981707.6

盈亏 = SELL(981707.6) + 现金差额(73607.194) - BUY(1054710) = 604.794

511130 测算净价 105.5747 卖一价(现量:1手): 105.475*30000 = 3164250 019776 银行间全价93.29 vs 93.288 实时92.979 卖一价买入(92.979+0.309)*2000 成份券 合计 186576 511130 现金差额 (220821.582) BUY 合计 3164250 + 186576 - (220821.582) = 3130004.418

511090 测算净价 115.5827 买一价(现量:7手): 115.525*20000 = 2310500 019742 银行间全价105.9491 vs 105.8334 实时105.622 买一价卖出(105.594+0.2394)*2000 019789 银行间全价99.2702 vs 99.2417 实时98.530 买一价卖出(98.529+0.7127)*6000 成份券 合计 807117 511090 现金差额 (-13824.899) SELL 合计 2310500 + 807117 - (-13824.899) = 3131441.899

盈亏 = SELL(3131441.899) - BUY(3130004.418) = 1437.481

019742 银行间全价105.9491 vs 105.8334 实时105.622 买一价卖出(105.594+0.2394)×2000=211666.8 019776 银行间全价93.29 vs 93.263 实时92.979 买一价卖出(92.954+0.309)×4000=373052 019789 银行间全价99.2702 vs 99.2417 实时98.530 买一价卖出(98.529+0.7127)×4000=396966.8 成份券总价值(买一价×数量) = 981685.6

盈亏 = SELL(981685.6) + 现金差额(73607.194) - BUY(1054750) = 542.794

019742 银行间全价105.9491 vs 105.8644 实时105.625 买一价卖出(105.625+0.2394)×2000=211728.8 019776 银行间全价93.3106 vs 93.258 实时92.950 买一价卖出(92.949+0.309)×4000=373032 019789 银行间全价99.2917 vs 99.2527 实时98.540 买一价卖出(98.54+0.7127)×4000=397010.8 成份券总价值(买一价×数量) = 981771.6

盈亏 = SELL(981771.6) + 现金差额(73619.7988) - BUY(1054720) = 671.3988

511130 测算净价 105.5928 卖一价(现量:3手): 105.474*30000 = 3164220 019776 银行间全价93.3106 vs 93.294 实时92.950 卖一价买入(92.985+0.309)*2000 成份券 合计 186588 511130 现金差额 (220859.3964) BUY 合计 3164220 + 186588 - (220859.3964) = 3129948.6036

511090 测算净价 115.6034 买一价(现量:1手): 115.523*20000 = 2310460 019742 银行间全价105.9491 vs 105.8644 实时105.625 买一价卖出(105.625+0.2394)*2000 019789 银行间全价99.2917 vs 99.2527 实时98.540 买一价卖出(98.540+0.7127)*6000 成份券 合计 807245 511090 现金差额 (-13827.4074) SELL 合计 2310460 + 807245 - (-13827.4074) = 3131532.4074

盈亏 = SELL(3131532.4074) - BUY(3129948.6036) = 1583.8038

511130 测算净价 105.5835 卖一价(现量:5手): 105.471*30000 = 3164130 019776 银行间全价93.3106 vs 93.296 实时92.979 卖一价买入(92.987+0.309)*2000 成份券 合计 186592 511130 现金差额 (220840.0851) BUY 合计 3164130 + 186592 - (220840.0851) = 3129881.9149

511090 测算净价 115.597 买一价(现量:2手): 115.527*20000 = 2310540 019742 银行间全价105.9491 vs 105.8614 实时105.621 买一价卖出(105.622+0.2394)*2000 019789 银行间全价99.2702 vs 99.2477 实时98.534 买一价卖出(98.535+0.7127)*6000 成份券 合计 807209 511090 现金差额 (-13826.6322) SELL 合计 2310540 + 807209 - (-13826.6322) = 3131575.6322

盈亏 = SELL(3131575.6322) - BUY(3129881.9149) = 1693.7173

019742 银行间全价105.9491 vs 105.8614 实时105.622 买一价卖出(105.622+0.2394)×2000=211722.8 019776 银行间全价93.3106 vs 93.274 实时92.965 买一价卖出(92.965+0.309)×4000=373096 019789 银行间全价99.2702 vs 99.2477 实时98.534 买一价卖出(98.535+0.7127)×4000=396990.8 成份券总价值(买一价×数量) = 981809.6

盈亏 = SELL(981809.6) + 现金差额(73613.3617) - BUY(1054710) = 712.9617

019742 银行间全价105.9491 vs 105.8604 实时105.621 买一价卖出(105.621+0.2394)×2000=211720.8 019776 银行间全价93.3106 vs 93.271 实时92.961 买一价卖出(92.962+0.309)×4000=373084 019789 银行间全价99.2917 vs 99.2457 实时98.529 买一价卖出(98.533+0.7127)×4000=396982.8 成份券总价值(买一价×数量) = 981787.6

盈亏 = SELL(981787.6) + 现金差额(73619.7988) - BUY(1054740) = 667.3988

511130 测算净价 105.5928 卖一价(现量:209手): 105.474*30000 = 3164220 019776 银行间全价93.3106 vs 93.287 实时92.961 卖一价买入(92.978+0.309)*2000 成份券 合计 186574 511130 现金差额 (220859.3964) BUY 合计 3164220 + 186574 - (220859.3964) = 3129934.6036

511090 测算净价 115.6034 买一价(现量:11手): 115.525*20000 = 2310500 019742 银行间全价105.9491 vs 105.8614 实时105.621 买一价卖出(105.622+0.2394)*2000 019789 银行间全价99.2917 vs 99.2457 实时98.529 买一价卖出(98.533+0.7127)*6000 成份券 合计 807197 511090 现金差额 (-13827.4074) SELL 合计 2310500 + 807197 - (-13827.4074) = 3131524.4074

盈亏 = SELL(3131524.4074) - BUY(3129934.6036) = 1589.8038

511130 测算净价 105.5835 卖一价(现量:1手): 105.472*30000 = 3164160 019776 银行间全价93.3106 vs 93.269 实时92.960 卖一价买入(92.960+0.309)*2000 成份券 合计 186538 511130 现金差额 (220840.0851) BUY 合计 3164160 + 186538 - (220840.0851) = 3129857.9149

511090 测算净价 115.597 买一价(现量:4手): 115.533*20000 = 2310660 019742 银行间全价105.9491 vs 105.8504 实时105.616 买一价卖出(105.611+0.2394)*2000 019789 银行间全价99.2702 vs 99.2347 实时98.522 买一价卖出(98.522+0.7127)*6000 成份券 合计 807109 511090 现金差额 (-13826.6322) SELL 合计 2310660 + 807109 - (-13826.6322) = 3131595.6322

盈亏 = SELL(3131595.6322) - BUY(3129857.9149) = 1737.7173

019742 银行间全价105.8416 vs 105.8474 实时105.617 买一价卖出(105.608+0.2394)×2000=211694.8 019776 银行间全价93.3003 vs 93.269 实时92.960 买一价卖出(92.96+0.309)×4000=373076 019789 银行间全价99.2702 vs 99.2157 实时98.500 买一价卖出(98.503+0.7127)×4000=396862.8 成份券总价值(买一价×数量) = 981633.6

盈亏 = SELL(981633.6) + 现金差额(73594.1851) - BUY(1054710) = 517.7851

511130 测算净价 105.556 卖一价(现量:6手): 105.471*30000 = 3164130 019776 银行间全价93.3003 vs 93.287 实时92.960 卖一价买入(92.978+0.309)*2000 成份券 合计 186574 511130 现金差额 (220782.5553) BUY 合计 3164130 + 186574 - (220782.5553) = 3129921.4447

511090 测算净价 115.5685 买一价(现量:65手): 115.528*20000 = 2310560 019742 银行间全价105.8416 vs 105.8484 实时105.617 买一价卖出(105.609+0.2394)*2000 019789 银行间全价99.2702 vs 99.2157 实时98.500 买一价卖出(98.503+0.7127)*6000 成份券 合计 806991 511090 现金差额 (-13823.1814) SELL 合计 2310560 + 806991 - (-13823.1814) = 3131374.1814

盈亏 = SELL(3131374.1814) - BUY(3129921.4447) = 1452.7367

511130 测算净价 105.5423 卖一价(现量:16手): 105.469*30000 = 3164070 019776 银行间全价93.29 vs 93.265 实时92.959 卖一价买入(92.956+0.309)*2000 成份券 合计 186530 511130 现金差额 (220753.9923) BUY 合计 3164070 + 186530 - (220753.9923) = 3129846.0077

511090 测算净价 115.5549 买一价(现量:11手): 115.538*20000 = 2310760 019742 银行间全价105.8416 vs 105.8414 实时105.617 买一价卖出(105.602+0.2394)*2000 019789 银行间全价99.2487 vs 99.2067 实时98.499 买一价卖出(98.494+0.7127)*6000 成份券 合计 806923 511090 现金差额 (-13821.5396) SELL 合计 2310760 + 806923 - (-13821.5396) = 3131504.5396

盈亏 = SELL(3131504.5396) - BUY(3129846.0077) = 1658.5319

511130 测算净价 105.5333 卖一价(现量:69手): 105.462*30000 = 3163860 019776 银行间全价93.2797 vs 93.27 实时92.960 卖一价买入(92.961+0.309)*2000 成份券 合计 186540 511130 现金差额 (220735.1301) BUY 合计 3163860 + 186540 - (220735.1301) = 3129664.8699

511090 测算净价 115.5445 买一价(现量:13手): 115.521*20000 = 2310420 019742 银行间全价105.8416 vs 105.8494 实时105.614 买一价卖出(105.610+0.2394)*2000 019789 银行间全价99.238 vs 99.2027 实时98.500 买一价卖出(98.490+0.7127)*6000 成份券 合计 806915 511090 现金差额 (-13820.2872) SELL 合计 2310420 + 806915 - (-13820.2872) = 3131155.2872

盈亏 = SELL(3131155.2872) - BUY(3129664.8699) = 1490.4173

019742 银行间全价105.8416 vs 105.8494 实时105.614 买一价卖出(105.61+0.2394)×2000=211698.8 019776 银行间全价93.2797 vs 93.269 实时92.960 买一价卖出(92.96+0.309)×4000=373076 019789 银行间全价99.238 vs 99.2127 实时98.494 买一价卖出(98.5+0.7127)×4000=396850.8 成份券总价值(买一价×数量) = 981625.6

盈亏 = SELL(981625.6) + 现金差额(73578.3767) - BUY(1054620) = 583.9767

511130 测算净价 105.5377 卖一价(现量:60手): 105.463*30000 = 3163890 019776 银行间全价93.29 vs 93.274 实时92.960 卖一价买入(92.965+0.309)*2000 成份券 合计 186548 511130 现金差额 (220744.3815) BUY 合计 3163890 + 186548 - (220744.3815) = 3129693.6185

511090 测算净价 115.5517 买一价(现量:25手): 115.511*20000 = 2310220 019742 银行间全价105.8416 vs 105.8524 实时105.613 买一价卖出(105.613+0.2394)*2000 019789 银行间全价99.238 vs 99.2077 实时98.494 买一价卖出(98.495+0.7127)*6000 成份券 合计 806951 511090 现金差额 (-13821.1538) SELL 合计 2310220 + 806951 - (-13821.1538) = 3130992.1538

盈亏 = SELL(3130992.1538) - BUY(3129693.6185) = 1298.5353

019742 银行间全价105.8416 vs 105.8524 实时105.613 买一价卖出(105.613+0.2394)×2000=211704.8 019776 银行间全价93.29 vs 93.269 实时92.960 买一价卖出(92.96+0.309)×4000=373076 019789 银行间全价99.238 vs 99.2067 实时98.494 买一价卖出(98.494+0.7127)×4000=396826.8 成份券总价值(买一价×数量) = 981607.6

盈亏 = SELL(981607.6) + 现金差额(73581.4605) - BUY(1054630) = 559.0605

511130 测算净价 105.5377 卖一价(现量:1手): 105.461*30000 = 3163830 019776 银行间全价93.29 vs 93.279 实时92.959 卖一价买入(92.970+0.309)*2000 成份券 合计 186558 511130 现金差额 (220744.3815) BUY 合计 3163830 + 186558 - (220744.3815) = 3129643.6185

511090 测算净价 115.5517 买一价(现量:2手): 115.515*20000 = 2310300 019742 银行间全价105.8416 vs 105.8514 实时105.594 买一价卖出(105.612+0.2394)*2000 019789 银行间全价99.238 vs 99.2037 实时98.512 买一价卖出(98.491+0.7127)*6000 成份券 合计 806925 511090 现金差额 (-13821.1538) SELL 合计 2310300 + 806925 - (-13821.1538) = 3131046.1538

盈亏 = SELL(3131046.1538) - BUY(3129643.6185) = 1402.5353

019742 银行间全价105.8416 vs 105.8514 实时105.594 买一价卖出(105.612+0.2394)×2000=211702.8 019776 银行间全价93.29 vs 93.269 实时92.959 买一价卖出(92.96+0.309)×4000=373076 019789 银行间全价99.238 vs 99.2027 实时98.512 买一价卖出(98.49+0.7127)×4000=396810.8 成份券总价值(买一价×数量) = 981589.6

盈亏 = SELL(981589.6) + 现金差额(73581.4605) - BUY(1054610) = 561.0605

511130 测算净价 105.5423 卖一价(现量:36手): 105.455*30000 = 3163650 019776 银行间全价93.29 vs 93.285 实时92.960 卖一价买入(92.976+0.309)*2000 成份券 合计 186570 511130 现金差额 (220753.9923) BUY 合计 3163650 + 186570 - (220753.9923) = 3129466.0077

511090 测算净价 115.5549 买一价(现量:1手): 115.515*20000 = 2310300 019742 银行间全价105.8416 vs 105.8514 实时105.612 买一价卖出(105.612+0.2394)*2000 019789 银行间全价99.2487 vs 99.2227 实时98.510 买一价卖出(98.510+0.7127)*6000 成份券 合计 807039 511090 现金差额 (-13821.5396) SELL 合计 2310300 + 807039 - (-13821.5396) = 3131160.5396

盈亏 = SELL(3131160.5396) - BUY(3129466.0077) = 1694.5319

019742 银行间全价105.8416 vs 105.8514 实时105.612 买一价卖出(105.612+0.2394)×2000=211702.8 019776 银行间全价93.29 vs 93.269 实时92.960 买一价卖出(92.96+0.309)×4000=373076 019789 银行间全价99.2487 vs 99.2227 实时98.510 买一价卖出(98.51+0.7127)×4000=396890.8 成份券总价值(买一价×数量) = 981669.6

盈亏 = SELL(981669.6) + 现金差额(73584.6641) - BUY(1054550) = 704.2641

511130 测算净价 105.5423 卖一价(现量:12手): 105.451*30000 = 3163530 019776 银行间全价93.29 vs 93.268 实时92.964 卖一价买入(92.959+0.309)*2000 成份券 合计 186536 511130 现金差额 (220753.9923) BUY 合计 3163530 + 186536 - (220753.9923) = 3129312.0077

511090 测算净价 115.5549 买一价(现量:6手): 115.509*20000 = 2310180 019742 银行间全价105.8416 vs 105.8524 实时105.616 买一价卖出(105.613+0.2394)*2000 019789 银行间全价99.2487 vs 99.2177 实时98.508 买一价卖出(98.505+0.7127)*6000 成份券 合计 807011 511090 现金差额 (-13821.5396) SELL 合计 2310180 + 807011 - (-13821.5396) = 3131012.5396

盈亏 = SELL(3131012.5396) - BUY(3129312.0077) = 1700.5319

019742 银行间全价105.8416 vs 105.8524 实时105.616 买一价卖出(105.613+0.2394)×2000=211704.8 019776 银行间全价93.29 vs 93.252 实时92.964 买一价卖出(92.943+0.309)×4000=373008 019789 银行间全价99.2487 vs 99.2177 实时98.508 买一价卖出(98.505+0.7127)×4000=396870.8 成份券总价值(买一价×数量) = 981583.6

盈亏 = SELL(981583.6) + 现金差额(73584.6641) - BUY(1054510) = 658.2641

511130 测算净价 105.5423 卖一价(现量:1手): 105.458*30000 = 3163740 019776 银行间全价93.29 vs 93.274 实时92.964 卖一价买入(92.965+0.309)*2000 成份券 合计 186548 511130 现金差额 (220753.9923) BUY 合计 3163740 + 186548 - (220753.9923) = 3129534.0077

511090 测算净价 115.5549 买一价(现量:22手): 115.518*20000 = 2310360 019742 银行间全价105.8416 vs 105.8454 实时105.602 买一价卖出(105.606+0.2394)*2000 019789 银行间全价99.2487 vs 99.1987 实时98.506 买一价卖出(98.486+0.7127)*6000 成份券 合计 806883 511090 现金差额 (-13821.5396) SELL 合计 2310360 + 806883 - (-13821.5396) = 3131064.5396

盈亏 = SELL(3131064.5396) - BUY(3129534.0077) = 1530.5319

511130 测算净价 105.5423 卖一价(现量:9手): 105.459*30000 = 3163770 019776 银行间全价93.29 vs 93.277 实时92.967 卖一价买入(92.968+0.309)*2000 成份券 合计 186554 511130 现金差额 (220753.9923) BUY 合计 3163770 + 186554 - (220753.9923) = 3129570.0077

511090 测算净价 115.5549 买一价(现量:2手): 115.521*20000 = 2310420 019742 银行间全价105.8416 vs 105.8444 实时105.602 买一价卖出(105.605+0.2394)*2000 019789 银行间全价99.2487 vs 99.2197 实时98.507 买一价卖出(98.507+0.7127)*6000 成份券 合计 807007 511090 现金差额 (-13821.5396) SELL 合计 2310420 + 807007 - (-13821.5396) = 3131248.5396

盈亏 = SELL(3131248.5396) - BUY(3129570.0077) = 1678.5319

019742 银行间全价105.8416 vs 105.8444 实时105.602 买一价卖出(105.605+0.2394)×2000=211688.8 019776 银行间全价93.29 vs 93.276 实时92.967 买一价卖出(92.967+0.309)×4000=373104 019789 银行间全价99.2487 vs 99.2197 实时98.507 买一价卖出(98.507+0.7127)×4000=396878.8 成份券总价值(买一价×数量) = 981671.6

盈亏 = SELL(981671.6) + 现金差额(73584.6641) - BUY(1054590) = 666.2641

511130 测算净价 105.5516 卖一价(现量:2手): 105.46*30000 = 3163800 019776 银行间全价93.29 vs 93.28 实时92.970 卖一价买入(92.971+0.309)*2000 成份券 合计 186560 511130 现金差额 (220773.3036) BUY 合计 3163800 + 186560 - (220773.3036) = 3129586.6964

511090 测算净价 115.5613 买一价(现量:39手): 115.518*20000 = 2310360 019742 银行间全价105.8416 vs 105.8494 实时105.610 买一价卖出(105.610+0.2394)*2000 019789 银行间全价99.2702 vs 99.2187 实时98.506 买一价卖出(98.506+0.7127)*6000 成份券 合计 807011 511090 现金差额 (-13822.3148) SELL 合计 2310360 + 807011 - (-13822.3148) = 3131193.3148

盈亏 = SELL(3131193.3148) - BUY(3129586.6964) = 1606.6184

019742 银行间全价105.8416 vs 105.8504 实时105.611 买一价卖出(105.611+0.2394)×2000=211700.8 019776 银行间全价93.29 vs 93.274 实时92.966 买一价卖出(92.965+0.309)×4000=373096 019789 银行间全价99.2702 vs 99.2187 实时98.506 买一价卖出(98.506+0.7127)×4000=396874.8 成份券总价值(买一价×数量) = 981671.6

盈亏 = SELL(981671.6) + 现金差额(73591.1012) - BUY(1054600) = 662.7012

511130 测算净价 105.5423 卖一价(现量:101手): 105.45*30000 = 3163500 019776 银行间全价93.29 vs 93.273 实时92.964 卖一价买入(92.964+0.309)*2000 成份券 合计 186546 511130 现金差额 (220753.9923) BUY 合计 3163500 + 186546 - (220753.9923) = 3129292.0077

511090 测算净价 115.5549 买一价(现量:115手): 115.518*20000 = 2310360 019742 银行间全价105.8416 vs 105.8424 实时105.603 买一价卖出(105.603+0.2394)*2000 019789 银行间全价99.2487 vs 99.1877 实时98.475 买一价卖出(98.475+0.7127)*6000 成份券 合计 806811 511090 现金差额 (-13821.5396) SELL 合计 2310360 + 806811 - (-13821.5396) = 3130992.5396

盈亏 = SELL(3130992.5396) - BUY(3129292.0077) = 1700.5319

019742 银行间全价105.8416 vs 105.8424 实时105.603 买一价卖出(105.603+0.2394)×2000=211684.8 019776 银行间全价93.29 vs 93.256 实时92.964 买一价卖出(92.947+0.309)×4000=373024 019789 银行间全价99.2487 vs 99.1897 实时98.475 买一价卖出(98.477+0.7127)×4000=396758.8 成份券总价值(买一价×数量) = 981467.6

盈亏 = SELL(981467.6) + 现金差额(73584.6641) - BUY(1054520) = 532.2641

511130 测算净价 105.5377 卖一价(现量:1手): 105.439*30000 = 3163170 019776 银行间全价93.29 vs 93.286 实时92.948 卖一价买入(92.977+0.309)*2000 成份券 合计 186572 511130 现金差额 (220744.3815) BUY 合计 3163170 + 186572 - (220744.3815) = 3128997.6185

511090 测算净价 115.5517 买一价(现量:120手): 115.506*20000 = 2310120 019742 银行间全价105.8416 vs 105.8334 实时105.595 买一价卖出(105.594+0.2394)*2000 019789 银行间全价99.238 vs 99.2037 实时98.489 买一价卖出(98.491+0.7127)*6000 成份券 合计 806889 511090 现金差额 (-13821.1538) SELL 合计 2310120 + 806889 - (-13821.1538) = 3130830.1538

盈亏 = SELL(3130830.1538) - BUY(3128997.6185) = 1832.5353

019742 银行间全价105.8416 vs 105.8334 实时105.595 买一价卖出(105.594+0.2394)×2000=211666.8 019776 银行间全价93.29 vs 93.257 实时92.948 买一价卖出(92.948+0.309)×4000=373028 019789 银行间全价99.238 vs 99.2007 实时98.489 买一价卖出(98.488+0.7127)×4000=396802.8 成份券总价值(买一价×数量) = 981497.6

盈亏 = SELL(981497.6) + 现金差额(73581.4605) - BUY(1054390) = 689.0605

019742 银行间全价105.8416 vs 105.8344 实时105.595 买一价卖出(105.595+0.2394)×2000=211668.8 019776 银行间全价93.3003 vs 93.251 实时92.942 买一价卖出(92.942+0.309)×4000=373004 019789 银行间全价99.238 vs 99.2077 实时98.495 买一价卖出(98.495+0.7127)×4000=396830.8 成份券总价值(买一价×数量) = 981503.6

盈亏 = SELL(981503.6) + 现金差额(73584.5443) - BUY(1054340) = 748.1443

511130 测算净价 105.5421 卖一价(现量:50手): 105.434*30000 = 3163020 019776 银行间全价93.3003 vs 93.26 实时92.942 卖一价买入(92.951+0.309)*2000 成份券 合计 186520 511130 现金差额 (220753.6329) BUY 合计 3163020 + 186520 - (220753.6329) = 3128786.3671

511090 测算净价 115.5589 买一价(现量:18手): 115.501*20000 = 2310020 019742 银行间全价105.8416 vs 105.8344 实时105.595 买一价卖出(105.595+0.2394)*2000 019789 银行间全价99.238 vs 99.2077 实时98.495 买一价卖出(98.495+0.7127)*6000 成份券 合计 806915 511090 现金差额 (-13822.0204) SELL 合计 2310020 + 806915 - (-13822.0204) = 3130757.0204

盈亏 = SELL(3130757.0204) - BUY(3128786.3671) = 1970.6533

019742 银行间全价105.8416 vs 105.8314 实时105.592 买一价卖出(105.592+0.2394)×2000=211662.8 019776 银行间全价93.3003 vs 93.251 实时92.938 买一价卖出(92.942+0.309)×4000=373004 019789 银行间全价99.238 vs 99.1837 实时98.495 买一价卖出(98.471+0.7127)×4000=396734.8 成份券总价值(买一价×数量) = 981401.6

盈亏 = SELL(981401.6) + 现金差额(73584.5443) - BUY(1054320) = 666.1443

511130 测算净价 105.5421 卖一价(现量:2手): 105.432*30000 = 3162960 019776 银行间全价93.3003 vs 93.296 实时92.938 卖一价买入(92.987+0.309)*2000 成份券 合计 186592 511130 现金差额 (220753.6329) BUY 合计 3162960 + 186592 - (220753.6329) = 3128798.3671

511090 测算净价 115.5589 买一价(现量:32手): 115.5*20000 = 2310000 019742 银行间全价105.8416 vs 105.8314 实时105.592 买一价卖出(105.592+0.2394)*2000 019789 银行间全价99.238 vs 99.1837 实时98.495 买一价卖出(98.471+0.7127)*6000 成份券 合计 806765 511090 现金差额 (-13822.0204) SELL 合计 2310000 + 806765 - (-13822.0204) = 3130587.0204

盈亏 = SELL(3130587.0204) - BUY(3128798.3671) = 1788.6533

019742 银行间全价105.8416 vs 105.8314 实时105.591 买一价卖出(105.592+0.2394)×2000=211662.8 019776 银行间全价93.3003 vs 93.212 实时92.924 买一价卖出(92.903+0.309)×4000=372848 019789 银行间全价99.238 vs 99.2017 实时98.500 买一价卖出(98.489+0.7127)×4000=396806.8 成份券总价值(买一价×数量) = 981317.6

盈亏 = SELL(981317.6) + 现金差额(73584.5443) - BUY(1054300) = 602.1443

511130 测算净价 105.5421 卖一价(现量:1手): 105.432*30000 = 3162960 019776 银行间全价93.3003 vs 93.256 实时92.924 卖一价买入(92.947+0.309)*2000 成份券 合计 186512 511130 现金差额 (220753.6329) BUY 合计 3162960 + 186512 - (220753.6329) = 3128718.3671

511090 测算净价 115.5589 买一价(现量:15手): 115.497*20000 = 2309940 019742 银行间全价105.8416 vs 105.8314 实时105.591 买一价卖出(105.592+0.2394)*2000 019789 银行间全价99.238 vs 99.1987 实时98.483 买一价卖出(98.486+0.7127)*6000 成份券 合计 806855 511090 现金差额 (-13822.0204) SELL 合计 2309940 + 806855 - (-13822.0204) = 3130617.0204

盈亏 = SELL(3130617.0204) - BUY(3128718.3671) = 1898.6533

019742 银行间全价105.8416 vs 105.8324 实时105.595 买一价卖出(105.593+0.2394)×2000=211664.8 019776 银行间全价93.3003 vs 93.263 实时92.954 买一价卖出(92.954+0.309)×4000=373052 019789 银行间全价99.2487 vs 99.1987 实时98.485 买一价卖出(98.486+0.7127)×4000=396794.8 成份券总价值(买一价×数量) = 981511.6

盈亏 = SELL(981511.6) + 现金差额(73587.7479) - BUY(1054350) = 749.3479

511130 测算净价 105.5467 卖一价(现量:4手): 105.435*30000 = 3163050 019776 银行间全价93.3003 vs 93.268 实时92.954 卖一价买入(92.959+0.309)*2000 成份券 合计 186536 511130 现金差额 (220763.2437) BUY 合计 3163050 + 186536 - (220763.2437) = 3128822.7563

511090 测算净价 115.5621 买一价(现量:1手): 115.497*20000 = 2309940 019742 银行间全价105.8416 vs 105.8304 实时105.597 买一价卖出(105.591+0.2394)*2000 019789 银行间全价99.2487 vs 99.1987 实时98.485 买一价卖出(98.486+0.7127)*6000 成份券 合计 806853 511090 现金差额 (-13822.4062) SELL 合计 2309940 + 806853 - (-13822.4062) = 3130615.4062

盈亏 = SELL(3130615.4062) - BUY(3128822.7563) = 1792.6499

511130 测算净价 105.5467 卖一价(现量:40手): 105.442*30000 = 3163260 019776 银行间全价93.3003 vs 93.274 实时92.951 卖一价买入(92.965+0.309)*2000 成份券 合计 186548 511130 现金差额 (220763.2437) BUY 合计 3163260 + 186548 - (220763.2437) = 3129044.7563

511090 测算净价 115.5621 买一价(现量:108手): 115.511*20000 = 2310220 019742 银行间全价105.8416 vs 105.8244 实时105.578 买一价卖出(105.585+0.2394)*2000 019789 银行间全价99.2487 vs 99.2167 实时98.503 买一价卖出(98.504+0.7127)*6000 成份券 合计 806949 511090 现金差额 (-13822.4062) SELL 合计 2310220 + 806949 - (-13822.4062) = 3130991.4062

盈亏 = SELL(3130991.4062) - BUY(3129044.7563) = 1946.6499

019742 银行间全价105.8416 vs 105.8244 实时105.578 买一价卖出(105.585+0.2394)×2000=211648.8 019776 银行间全价93.3003 vs 93.26 实时92.951 买一价卖出(92.951+0.309)×4000=373040 019789 银行间全价99.2487 vs 99.2167 实时98.503 买一价卖出(98.504+0.7127)×4000=396866.8 成份券总价值(买一价×数量) = 981555.6

盈亏 = SELL(981555.6) + 现金差额(73587.7479) - BUY(1054420) = 723.3479

511130 测算净价 105.5421 卖一价(现量:74手): 105.449*30000 = 3163470 019776 银行间全价93.3003 vs 93.292 实时92.951 卖一价买入(92.983+0.309)*2000 成份券 合计 186584 511130 现金差额 (220753.6329) BUY 合计 3163470 + 186584 - (220753.6329) = 3129300.3671

511090 测算净价 115.5589 买一价(现量:25手): 115.505*20000 = 2310100 019742 银行间全价105.8416 vs 105.8184 实时105.578 买一价卖出(105.579+0.2394)*2000 019789 银行间全价99.238 vs 99.2067 实时98.489 买一价卖出(98.494+0.7127)*6000 成份券 合计 806877 511090 现金差额 (-13822.0204) SELL 合计 2310100 + 806877 - (-13822.0204) = 3130799.0204

盈亏 = SELL(3130799.0204) - BUY(3129300.3671) = 1498.6533

019742 银行间全价105.8416 vs 105.8184 实时105.578 买一价卖出(105.579+0.2394)×2000=211636.8 019776 银行间全价93.3003 vs 93.259 实时92.951 买一价卖出(92.95+0.309)×4000=373036 019789 银行间全价99.238 vs 99.2067 实时98.489 买一价卖出(98.494+0.7127)×4000=396826.8 成份券总价值(买一价×数量) = 981499.6

盈亏 = SELL(981499.6) + 现金差额(73584.5443) - BUY(1054450) = 634.1443

511130 测算净价 105.5466 卖一价(现量:1手): 105.433*30000 = 3162990 019776 银行间全价93.3106 vs 93.265 实时92.923 卖一价买入(92.956+0.309)*2000 成份券 合计 186530 511130 现金差额 (220762.8846) BUY 合计 3162990 + 186530 - (220762.8846) = 3128757.1154

511090 测算净价 115.566 买一价(现量:12手): 115.489*20000 = 2309780 019742 银行间全价105.8416 vs 105.8174 实时105.578 买一价卖出(105.578+0.2394)*2000 019789 银行间全价99.238 vs 99.2017 实时98.489 买一价卖出(98.489+0.7127)*6000 成份券 合计 806845 511090 现金差额 (-13822.887) SELL 合计 2309780 + 806845 - (-13822.887) = 3130447.887

盈亏 = SELL(3130447.887) - BUY(3128757.1154) = 1690.7716

019742 银行间全价105.8416 vs 105.8174 实时105.578 买一价卖出(105.578+0.2394)×2000=211634.8 019776 银行间全价93.3106 vs 93.241 实时92.923 买一价卖出(92.932+0.309)×4000=372964 019789 银行间全价99.238 vs 99.2017 实时98.489 买一价卖出(98.489+0.7127)×4000=396806.8 成份券总价值(买一价×数量) = 981405.6

盈亏 = SELL(981405.6) + 现金差额(73587.6282) - BUY(1054330) = 663.2282

511130 测算净价 105.542 卖一价(现量:43手): 105.439*30000 = 3163170 019776 银行间全价93.3106 vs 93.276 实时92.940 卖一价买入(92.967+0.309)*2000 成份券 合计 186552 511130 现金差额 (220753.2738) BUY 合计 3163170 + 186552 - (220753.2738) = 3128968.7262

511090 测算净价 115.5629 买一价(现量:70手): 115.496*20000 = 2309920 019742 银行间全价105.8416 vs 105.8184 实时105.579 买一价卖出(105.579+0.2394)*2000 019789 银行间全价99.2273 vs 99.2017 实时98.489 买一价卖出(98.489+0.7127)*6000 成份券 合计 806847 511090 现金差额 (-13822.5012) SELL 合计 2309920 + 806847 - (-13822.5012) = 3130589.5012

盈亏 = SELL(3130589.5012) - BUY(3128968.7262) = 1620.775

019742 银行间全价105.8416 vs 105.8184 实时105.578 买一价卖出(105.579+0.2394)×2000=211636.8 019776 银行间全价93.3106 vs 93.258 实时92.949 买一价卖出(92.949+0.309)×4000=373032 019789 银行间全价99.2273 vs 99.2017 实时98.489 买一价卖出(98.489+0.7127)×4000=396806.8 成份券总价值(买一价×数量) = 981475.6

盈亏 = SELL(981475.6) + 现金差额(73584.4246) - BUY(1054390) = 670.0246

511130 测算净价 105.542 卖一价(现量:1手): 105.441*30000 = 3163230 019776 银行间全价93.3106 vs 93.29 实时92.953 卖一价买入(92.981+0.309)*2000 成份券 合计 186580 511130 现金差额 (220753.2738) BUY 合计 3163230 + 186580 - (220753.2738) = 3129056.7262

511090 测算净价 115.5629 买一价(现量:13手): 115.496*20000 = 2309920 019742 银行间全价105.8416 vs 105.8164 实时105.571 买一价卖出(105.577+0.2394)*2000 019789 银行间全价99.2273 vs 99.1857 实时98.473 买一价卖出(98.473+0.7127)*6000 成份券 合计 806747 511090 现金差额 (-13822.5012) SELL 合计 2309920 + 806747 - (-13822.5012) = 3130489.5012

盈亏 = SELL(3130489.5012) - BUY(3129056.7262) = 1432.775

019742 银行间全价105.8416 vs 105.8164 实时105.571 买一价卖出(105.577+0.2394)×2000=211632.8 019776 银行间全价93.3106 vs 93.262 实时92.953 买一价卖出(92.953+0.309)×4000=373048 019789 银行间全价99.2273 vs 99.1857 实时98.474 买一价卖出(98.473+0.7127)×4000=396742.8 成份券总价值(买一价×数量) = 981423.6

盈亏 = SELL(981423.6) + 现金差额(73584.4246) - BUY(1054380) = 628.0246

511130 测算净价 105.542 卖一价(现量:3手): 105.438*30000 = 3163140 019776 银行间全价93.3106 vs 93.27 实时92.907 卖一价买入(92.961+0.309)*2000 成份券 合计 186540 511130 现金差额 (220753.2738) BUY 合计 3163140 + 186540 - (220753.2738) = 3128926.7262

511090 测算净价 115.5629 买一价(现量:1手): 115.497*20000 = 2309940 019742 银行间全价105.8416 vs 105.8044 实时105.584 买一价卖出(105.565+0.2394)*2000 019789 银行间全价99.2273 vs 99.1977 实时98.490 买一价卖出(98.485+0.7127)*6000 成份券 合计 806795 511090 现金差额 (-13822.5012) SELL 合计 2309940 + 806795 - (-13822.5012) = 3130557.5012

盈亏 = SELL(3130557.5012) - BUY(3128926.7262) = 1630.775

019742 银行间全价105.8416 vs 105.8044 实时105.584 买一价卖出(105.565+0.2394)×2000=211608.8 019776 银行间全价93.3106 vs 93.259 实时92.907 买一价卖出(92.95+0.309)×4000=373036 019789 银行间全价99.2273 vs 99.1977 实时98.490 买一价卖出(98.485+0.7127)×4000=396790.8 成份券总价值(买一价×数量) = 981435.6

盈亏 = SELL(981435.6) + 现金差额(73584.4246) - BUY(1054380) = 640.0246

511130 测算净价 105.5512 卖一价(现量:5手): 105.444*30000 = 3163320 019776 银行间全价93.3106 vs 93.282 实时92.949 卖一价买入(92.973+0.309)*2000 成份券 合计 186564 511130 现金差额 (220772.4954) BUY 合计 3163320 + 186564 - (220772.4954) = 3129111.5046

511090 测算净价 115.5692 买一价(现量:72手): 115.49*20000 = 2309800 019742 银行间全价105.8416 vs 105.8234 实时105.584 买一价卖出(105.584+0.2394)*2000 019789 银行间全价99.2487 vs 99.2037 实时98.491 买一价卖出(98.491+0.7127)*6000 成份券 合计 806869 511090 现金差额 (-13823.2728) SELL 合计 2309800 + 806869 - (-13823.2728) = 3130492.2728

盈亏 = SELL(3130492.2728) - BUY(3129111.5046) = 1380.7682

019742 银行间全价105.8416 vs 105.8244 实时105.584 买一价卖出(105.585+0.2394)×2000=211648.8 019776 银行间全价93.3106 vs 93.258 实时92.949 买一价卖出(92.949+0.309)×4000=373032 019789 银行间全价99.2487 vs 99.2037 实时98.491 买一价卖出(98.491+0.7127)×4000=396814.8 成份券总价值(买一价×数量) = 981495.6

盈亏 = SELL(981495.6) + 现金差额(73590.8318) - BUY(1054440) = 646.4318

019742 银行间全价105.8416 vs 105.8234 实时105.583 买一价卖出(105.584+0.2394)×2000=211646.8 019776 银行间全价93.3106 vs 93.274 实时92.966 买一价卖出(92.965+0.309)×4000=373096 019789 银行间全价99.2487 vs 99.2037 实时98.491 买一价卖出(98.491+0.7127)×4000=396814.8 成份券总价值(买一价×数量) = 981557.6

盈亏 = SELL(981557.6) + 现金差额(73590.8318) - BUY(1054480) = 668.4318

511130 测算净价 105.5512 卖一价(现量:9手): 105.448*30000 = 3163440 019776 银行间全价93.3106 vs 93.294 实时92.964 卖一价买入(92.985+0.309)*2000 成份券 合计 186588 511130 现金差额 (220772.4954) BUY 合计 3163440 + 186588 - (220772.4954) = 3129255.5046

511090 测算净价 115.5692 买一价(现量:55手): 115.511*20000 = 2310220 019742 银行间全价105.8416 vs 105.8234 实时105.584 买一价卖出(105.584+0.2394)*2000 019789 银行间全价99.2487 vs 99.2037 实时98.491 买一价卖出(98.491+0.7127)*6000 成份券 合计 806869 511090 现金差额 (-13823.2728) SELL 合计 2310220 + 806869 - (-13823.2728) = 3130912.2728

盈亏 = SELL(3130912.2728) - BUY(3129255.5046) = 1656.7682

019742 银行间全价105.8416 vs 105.8144 实时105.596 买一价卖出(105.575+0.2394)×2000=211628.8 019776 银行间全价93.3106 vs 93.282 实时92.970 买一价卖出(92.973+0.309)×4000=373128 019789 银行间全价99.2702 vs 99.2137 实时98.501 买一价卖出(98.501+0.7127)×4000=396854.8 成份券总价值(买一价×数量) = 981611.6

盈亏 = SELL(981611.6) + 现金差额(73597.2689) - BUY(1054570) = 638.8689

511130 测算净价 105.5604 卖一价(现量:1手): 105.456*30000 = 3163680 019776 银行间全价93.3106 vs 93.286 实时92.970 卖一价买入(92.977+0.309)*2000 成份券 合计 186572 511130 现金差额 (220791.8067) BUY 合计 3163680 + 186572 - (220791.8067) = 3129460.1933

511090 测算净价 115.5756 买一价(现量:35手): 115.513*20000 = 2310260 019742 银行间全价105.8416 vs 105.8144 实时105.596 买一价卖出(105.575+0.2394)*2000 019789 银行间全价99.2702 vs 99.2137 实时98.501 买一价卖出(98.501+0.7127)*6000 成份券 合计 806911 511090 现金差额 (-13824.048) SELL 合计 2310260 + 806911 - (-13824.048) = 3130995.048

盈亏 = SELL(3130995.048) - BUY(3129460.1933) = 1534.8547

019742 银行间全价105.8416 vs 105.8334 实时105.594 买一价卖出(105.594+0.2394)×2000=211666.8 019776 银行间全价93.3106 vs 93.279 实时92.970 买一价卖出(92.97+0.309)×4000=373116 019789 银行间全价99.2702 vs 99.2137 实时98.501 买一价卖出(98.501+0.7127)×4000=396854.8 成份券总价值(买一价×数量) = 981637.6

盈亏 = SELL(981637.6) + 现金差额(73597.2689) - BUY(1054690) = 544.8689

511130 测算净价 105.5604 卖一价(现量:2手): 105.469*30000 = 3164070 019776 银行间全价93.3106 vs 93.29 实时92.970 卖一价买入(92.981+0.309)*2000 成份券 合计 186580 511130 现金差额 (220791.8067) BUY 合计 3164070 + 186580 - (220791.8067) = 3129858.1933

511090 测算净价 115.5756 买一价(现量:18手): 115.522*20000 = 2310440 019742 银行间全价105.8416 vs 105.8334 实时105.594 买一价卖出(105.594+0.2394)*2000 019789 银行间全价99.2702 vs 99.2137 实时98.501 买一价卖出(98.501+0.7127)*6000 成份券 合计 806949 511090 现金差额 (-13824.048) SELL 合计 2310440 + 806949 - (-13824.048) = 3131213.048

盈亏 = SELL(3131213.048) - BUY(3129858.1933) = 1354.8547

511130 测算净价 105.5604 卖一价(现量:20手): 105.474*30000 = 3164220 019776 银行间全价93.3106 vs 93.278 实时92.968 卖一价买入(92.969+0.309)*2000 成份券 合计 186556 511130 现金差额 (220791.8067) BUY 合计 3164220 + 186556 - (220791.8067) = 3129984.1933

511090 测算净价 115.5756 买一价(现量:31手): 115.523*20000 = 2310460 019742 银行间全价105.8416 vs 105.8414 实时105.603 买一价卖出(105.602+0.2394)*2000 019789 银行间全价99.2702 vs 99.2137 实时98.492 买一价卖出(98.501+0.7127)*6000 成份券 合计 806965 511090 现金差额 (-13824.048) SELL 合计 2310460 + 806965 - (-13824.048) = 3131249.048

盈亏 = SELL(3131249.048) - BUY(3129984.1933) = 1264.8547

511130 测算净价 105.565 卖一价(现量:20手): 105.47*30000 = 3164100 019776 银行间全价93.3106 vs 93.28 实时92.964 卖一价买入(92.971+0.309)*2000 成份券 合计 186560 511130 现金差额 (220801.4175) BUY 合计 3164100 + 186560 - (220801.4175) = 3129858.5825

511090 测算净价 115.5788 买一价(现量:4手): 115.52*20000 = 2310400 019742 银行间全价105.8416 vs 105.8354 实时105.599 买一价卖出(105.596+0.2394)*2000 019789 银行间全价99.2809 vs 99.2267 实时98.526 买一价卖出(98.514+0.7127)*6000 成份券 合计 807031 511090 现金差额 (-13824.4338) SELL 合计 2310400 + 807031 - (-13824.4338) = 3131255.4338

盈亏 = SELL(3131255.4338) - BUY(3129858.5825) = 1396.8513

019742 银行间全价105.8416 vs 105.8354 实时105.599 买一价卖出(105.596+0.2394)×2000=211670.8 019776 银行间全价93.3106 vs 93.273 实时92.964 买一价卖出(92.964+0.309)×4000=373092 019789 银行间全价99.2809 vs 99.2267 实时98.526 买一价卖出(98.514+0.7127)×4000=396906.8 成份券总价值(买一价×数量) = 981669.6

盈亏 = SELL(981669.6) + 现金差额(73600.4725) - BUY(1054700) = 570.0725

511130 测算净价 105.5697 卖一价(现量:172手): 105.467*30000 = 3164010 019776 银行间全价93.3106 vs 93.266 实时92.957 卖一价买入(92.957+0.309)*2000 成份券 合计 186532 511130 现金差额 (220811.118) BUY 合计 3164010 + 186532 - (220811.118) = 3129730.882

511090 测算净价 115.5821 买一价(现量:5手): 115.511*20000 = 2310220 019742 银行间全价105.8416 vs 105.8314 实时105.600 买一价卖出(105.592+0.2394)*2000 019789 银行间全价99.2917 vs 99.2277 实时98.515 买一价卖出(98.515+0.7127)*6000 成份券 合计 807029 511090 现金差额 (-13824.8234) SELL 合计 2310220 + 807029 - (-13824.8234) = 3131073.8234

盈亏 = SELL(3131073.8234) - BUY(3129730.882) = 1342.9414

019742 银行间全价105.8416 vs 105.8314 实时105.600 买一价卖出(105.592+0.2394)×2000=211662.8 019776 银行间全价93.3106 vs 93.257 实时92.957 买一价卖出(92.948+0.309)×4000=373028 019789 银行间全价99.2917 vs 99.2277 实时98.515 买一价卖出(98.515+0.7127)×4000=396910.8 成份券总价值(买一价×数量) = 981601.6

盈亏 = SELL(981601.6) + 现金差额(73603.706) - BUY(1054670) = 535.306

511130 测算净价 105.5697 卖一价(现量:271手): 105.459*30000 = 3163770 019776 银行间全价93.3106 vs 93.276 实时92.967 卖一价买入(92.967+0.309)*2000 成份券 合计 186552 511130 现金差额 (220811.118) BUY 合计 3163770 + 186552 - (220811.118) = 3129510.882

511090 测算净价 115.5821 买一价(现量:1手): 115.516*20000 = 2310320 019742 银行间全价105.8416 vs 105.8364 实时105.597 买一价卖出(105.597+0.2394)*2000 019789 银行间全价99.2917 vs 99.2257 实时98.518 买一价卖出(98.513+0.7127)*6000 成份券 合计 807027 511090 现金差额 (-13824.8234) SELL 合计 2310320 + 807027 - (-13824.8234) = 3131171.8234

盈亏 = SELL(3131171.8234) - BUY(3129510.882) = 1660.9414

019742 银行间全价105.8416 vs 105.8374 实时105.598 买一价卖出(105.598+0.2394)×2000=211674.8 019776 银行间全价93.3106 vs 93.276 实时92.967 买一价卖出(92.967+0.309)×4000=373104 019789 银行间全价99.2917 vs 99.2257 实时98.518 买一价卖出(98.513+0.7127)×4000=396902.8 成份券总价值(买一价×数量) = 981681.6

盈亏 = SELL(981681.6) + 现金差额(73603.706) - BUY(1054590) = 695.306

019742 银行间全价105.8416 vs 105.8354 实时105.595 买一价卖出(105.596+0.2394)×2000=211670.8 019776 银行间全价93.3106 vs 93.277 实时92.967 买一价卖出(92.968+0.309)×4000=373108 019789 银行间全价99.2917 vs 99.2397 实时98.526 买一价卖出(98.527+0.7127)×4000=396958.8 成份券总价值(买一价×数量) = 981737.6

盈亏 = SELL(981737.6) + 现金差额(73603.706) - BUY(1054740) = 601.306

511130 测算净价 105.5697 卖一价(现量:1手): 105.474*30000 = 3164220 019776 银行间全价93.3106 vs 93.297 实时92.987 卖一价买入(92.988+0.309)*2000 成份券 合计 186594 511130 现金差额 (220811.118) BUY 合计 3164220 + 186594 - (220811.118) = 3130002.882

511090 测算净价 115.5821 买一价(现量:20手): 115.521*20000 = 2310420 019742 银行间全价105.8416 vs 105.8354 实时105.595 买一价卖出(105.596+0.2394)*2000 019789 银行间全价99.2917 vs 99.2397 实时98.526 买一价卖出(98.527+0.7127)*6000 成份券 合计 807109 511090 现金差额 (-13824.8234) SELL 合计 2310420 + 807109 - (-13824.8234) = 3131353.8234

盈亏 = SELL(3131353.8234) - BUY(3130002.882) = 1350.9414

511130 测算净价 105.5697 卖一价(现量:2手): 105.467*30000 = 3164010 019776 银行间全价93.3106 vs 93.279 实时92.966 卖一价买入(92.970+0.309)*2000 成份券 合计 186558 511130 现金差额 (220811.118) BUY 合计 3164010 + 186558 - (220811.118) = 3129756.882

511090 测算净价 115.5821 买一价(现量:151手): 115.519*20000 = 2310380 019742 银行间全价105.8416 vs 105.8304 实时105.591 买一价卖出(105.591+0.2394)*2000 019789 银行间全价99.2917 vs 99.2207 实时98.503 买一价卖出(98.508+0.7127)*6000 成份券 合计 806985 511090 现金差额 (-13824.8234) SELL 合计 2310380 + 806985 - (-13824.8234) = 3131189.8234

盈亏 = SELL(3131189.8234) - BUY(3129756.882) = 1432.9414

019742 银行间全价105.8416 vs 105.8304 实时105.591 买一价卖出(105.591+0.2394)×2000=211660.8 019776 银行间全价93.3106 vs 93.274 实时92.966 买一价卖出(92.965+0.309)×4000=373096 019789 银行间全价99.2917 vs 99.2177 实时98.503 买一价卖出(98.505+0.7127)×4000=396870.8 成份券总价值(买一价×数量) = 981627.6

盈亏 = SELL(981627.6) + 现金差额(73603.706) - BUY(1054670) = 561.306

019742 银行间全价105.8416 vs 105.8304 实时105.591 买一价卖出(105.591+0.2394)×2000=211660.8 019776 银行间全价93.3106 vs 93.272 实时92.960 买一价卖出(92.963+0.309)×4000=373088 019789 银行间全价99.2917 vs 99.2077 实时98.496 买一价卖出(98.495+0.7127)×4000=396830.8 成份券总价值(买一价×数量) = 981579.6

盈亏 = SELL(981579.6) + 现金差额(73603.706) - BUY(1054570) = 613.306

511130 测算净价 105.5697 卖一价(现量:1手): 105.457*30000 = 3163710 019776 银行间全价93.3106 vs 93.274 实时92.960 卖一价买入(92.965+0.309)*2000 成份券 合计 186548 511130 现金差额 (220811.118) BUY 合计 3163710 + 186548 - (220811.118) = 3129446.882

511090 测算净价 115.5821 买一价(现量:26手): 115.504*20000 = 2310080 019742 银行间全价105.8416 vs 105.8304 实时105.591 买一价卖出(105.591+0.2394)*2000 019789 银行间全价99.2917 vs 99.2077 实时98.496 买一价卖出(98.495+0.7127)*6000 成份券 合计 806907 511090 现金差额 (-13824.8234) SELL 合计 2310080 + 806907 - (-13824.8234) = 3130811.8234

盈亏 = SELL(3130811.8234) - BUY(3129446.882) = 1364.9414

511130 测算净价 105.5558 卖一价(现量:69手): 105.453*30000 = 3163590 019776 银行间全价93.3106 vs 93.268 实时92.960 卖一价买入(92.959+0.309)*2000 成份券 合计 186536 511130 现金差额 (220782.1509) BUY 合计 3163590 + 186536 - (220782.1509) = 3129343.8491

511090 测算净价 115.5692 买一价(现量:14手): 115.505*20000 = 2310100 019742 银行间全价105.7771 vs 105.8264 实时105.587 买一价卖出(105.587+0.2394)*2000 019789 银行间全价99.2917 vs 99.1907 实时98.471 买一价卖出(98.478+0.7127)*6000 成份券 合计 806797 511090 现金差额 (-13823.2728) SELL 合计 2310100 + 806797 - (-13823.2728) = 3130720.2728

盈亏 = SELL(3130720.2728) - BUY(3129343.8491) = 1376.4237

511130 测算净价 105.5558 卖一价(现量:33手): 105.46*30000 = 3163800 019776 银行间全价93.3106 vs 93.268 实时92.953 卖一价买入(92.959+0.309)*2000 成份券 合计 186536 511130 现金差额 (220782.1509) BUY 合计 3163800 + 186536 - (220782.1509) = 3129553.8491

511090 测算净价 115.5692 买一价(现量:66手): 115.5*20000 = 2310000 019742 银行间全价105.7771 vs 105.8314 实时105.593 买一价卖出(105.592+0.2394)*2000 019789 银行间全价99.2917 vs 99.2247 实时98.512 买一价卖出(98.512+0.7127)*6000 成份券 合计 807011 511090 现金差额 (-13823.2728) SELL 合计 2310000 + 807011 - (-13823.2728) = 3130834.2728

盈亏 = SELL(3130834.2728) - BUY(3129553.8491) = 1280.4237

019742 银行间全价105.7771 vs 105.8314 实时105.593 买一价卖出(105.592+0.2394)×2000=211662.8 019776 银行间全价93.3106 vs 93.264 实时92.953 买一价卖出(92.955+0.309)×4000=373056 019789 银行间全价99.2917 vs 99.2247 实时98.512 买一价卖出(98.512+0.7127)×4000=396898.8 成份券总价值(买一价×数量) = 981617.6

盈亏 = SELL(981617.6) + 现金差额(73594.0503) - BUY(1054600) = 611.6503

019742 银行间全价105.7771 vs 105.8244 实时105.584 买一价卖出(105.585+0.2394)×2000=211648.8 019776 银行间全价93.3106 vs 93.269 实时92.960 买一价卖出(92.96+0.309)×4000=373076 019789 银行间全价99.2702 vs 99.2097 实时98.500 买一价卖出(98.497+0.7127)×4000=396838.8 成份券总价值(买一价×数量) = 981563.6

盈亏 = SELL(981563.6) + 现金差额(73587.6132) - BUY(1054500) = 651.2132

511130 测算净价 105.5466 卖一价(现量:605手): 105.461*30000 = 3163830 019776 银行间全价93.3106 vs 93.278 实时92.960 卖一价买入(92.969+0.309)*2000 成份券 合计 186556 511130 现金差额 (220762.8396) BUY 合计 3163830 + 186556 - (220762.8396) = 3129623.1604

511090 测算净价 115.5628 买一价(现量:34手): 115.508*20000 = 2310160 019742 银行间全价105.7771 vs 105.8244 实时105.584 买一价卖出(105.585+0.2394)*2000 019789 银行间全价99.2702 vs 99.2117 实时98.500 买一价卖出(98.499+0.7127)*6000 成份券 合计 806919 511090 现金差额 (-13822.4976) SELL 合计 2310160 + 806919 - (-13822.4976) = 3130901.4976

盈亏 = SELL(3130901.4976) - BUY(3129623.1604) = 1278.3372

019742 银行间全价105.7771 vs 105.8244 实时105.586 买一价卖出(105.585+0.2394)×2000=211648.8 019776 银行间全价93.29 vs 93.259 实时92.950 买一价卖出(92.95+0.309)×4000=373036 019789 银行间全价99.238 vs 99.2057 实时98.494 买一价卖出(98.493+0.7127)×4000=396822.8 成份券总价值(买一价×数量) = 981507.6

盈亏 = SELL(981507.6) + 现金差额(73571.8048) - BUY(1054500) = 579.4048

511130 测算净价 105.5239 卖一价(现量:51手): 105.45*30000 = 3163500 019776 银行间全价93.29 vs 93.276 实时92.950 卖一价买入(92.967+0.309)*2000 成份券 合计 186552 511130 现金差额 (220715.4144) BUY 合计 3163500 + 186552 - (220715.4144) = 3129336.5856

511090 测算净价 115.5389 买一价(现量:2手): 115.498*20000 = 2309960 019742 银行间全价105.7771 vs 105.8284 实时105.590 买一价卖出(105.589+0.2394)*2000 019789 银行间全价99.238 vs 99.2057 实时98.494 买一价卖出(98.493+0.7127)*6000 成份券 合计 806891 511090 现金差额 (-13819.6032) SELL 合计 2309960 + 806891 - (-13819.6032) = 3130670.6032

盈亏 = SELL(3130670.6032) - BUY(3129336.5856) = 1334.0176

019742 银行间全价105.7771 vs 105.8164 实时105.578 买一价卖出(105.577+0.2394)×2000=211632.8 019776 银行间全价93.29 vs 93.244 实时92.935 买一价卖出(92.935+0.309)×4000=372976 019789 银行间全价99.238 vs 99.2037 实时98.491 买一价卖出(98.491+0.7127)×4000=396814.8 成份券总价值(买一价×数量) = 981423.6

盈亏 = SELL(981423.6) + 现金差额(73571.8048) - BUY(1054390) = 605.4048

511130 测算净价 105.5239 卖一价(现量:42手): 105.439*30000 = 3163170 019776 银行间全价93.29 vs 93.248 实时92.935 卖一价买入(92.939+0.309)*2000 成份券 合计 186496 511130 现金差额 (220715.4144) BUY 合计 3163170 + 186496 - (220715.4144) = 3128950.5856

511090 测算净价 115.5389 买一价(现量:18手): 115.492*20000 = 2309840 019742 银行间全价105.7771 vs 105.8164 实时105.578 买一价卖出(105.577+0.2394)*2000 019789 银行间全价99.238 vs 99.2037 实时98.491 买一价卖出(98.491+0.7127)*6000 成份券 合计 806855 511090 现金差额 (-13819.6032) SELL 合计 2309840 + 806855 - (-13819.6032) = 3130514.6032

盈亏 = SELL(3130514.6032) - BUY(3128950.5856) = 1564.0176

511130 测算净价 105.5239 卖一价(现量:30手): 105.436*30000 = 3163080 019776 银行间全价93.29 vs 93.25 实时92.935 卖一价买入(92.941+0.309)*2000 成份券 合计 186500 511130 现金差额 (220715.4144) BUY 合计 3163080 + 186500 - (220715.4144) = 3128864.5856

511090 测算净价 115.5389 买一价(现量:2手): 115.487*20000 = 2309740 019742 银行间全价105.7771 vs 105.8084 实时105.580 买一价卖出(105.569+0.2394)*2000 019789 银行间全价99.238 vs 99.2037 实时98.491 买一价卖出(98.491+0.7127)*6000 成份券 合计 806839 511090 现金差额 (-13819.6032) SELL 合计 2309740 + 806839 - (-13819.6032) = 3130398.6032

盈亏 = SELL(3130398.6032) - BUY(3128864.5856) = 1534.0176

019742 银行间全价105.7771 vs 105.8084 实时105.580 买一价卖出(105.569+0.2394)×2000=211616.8 019776 银行间全价93.29 vs 93.245 实时92.936 买一价卖出(92.936+0.309)×4000=372980 019789 银行间全价99.238 vs 99.2027 实时98.490 买一价卖出(98.49+0.7127)×4000=396810.8 成份券总价值(买一价×数量) = 981407.6

盈亏 = SELL(981407.6) + 现金差额(73571.8048) - BUY(1054360) = 619.4048

511130 测算净价 105.5285 卖一价(现量:20手): 105.431*30000 = 3162930 019776 银行间全价93.29 vs 93.244 实时92.928 卖一价买入(92.935+0.309)*2000 成份券 合计 186488 511130 现金差额 (220725.0252) BUY 合计 3162930 + 186488 - (220725.0252) = 3128692.9748

511090 测算净价 115.5421 买一价(现量:21手): 115.48*20000 = 2309600 019742 银行间全价105.7771 vs 105.8184 实时105.579 买一价卖出(105.579+0.2394)*2000 019789 银行间全价99.2487 vs 99.2027 实时98.479 买一价卖出(98.490+0.7127)*6000 成份券 合计 806853 511090 现金差额 (-13819.9892) SELL 合计 2309600 + 806853 - (-13819.9892) = 3130272.9892

盈亏 = SELL(3130272.9892) - BUY(3128692.9748) = 1580.0144

019742 银行间全价105.7771 vs 105.8184 实时105.579 买一价卖出(105.579+0.2394)×2000=211636.8 019776 银行间全价93.29 vs 93.237 实时92.928 买一价卖出(92.928+0.309)×4000=372948 019789 银行间全价99.2487 vs 99.2027 实时98.479 买一价卖出(98.49+0.7127)×4000=396810.8 成份券总价值(买一价×数量) = 981395.6

盈亏 = SELL(981395.6) + 现金差额(73575.0084) - BUY(1054310) = 660.6084

019742 银行间全价105.7771 vs 105.8184 实时105.579 买一价卖出(105.579+0.2394)×2000=211636.8 019776 银行间全价93.2896 vs 93.215 实时92.903 买一价卖出(92.906+0.309)×4000=372860 019789 银行间全价99.2487 vs 99.2007 实时98.489 买一价卖出(98.488+0.7127)×4000=396802.8 成份券总价值(买一价×数量) = 981299.6

盈亏 = SELL(981299.6) + 现金差额(73574.8887) - BUY(1054320) = 554.4887

511130 测算净价 105.5283 卖一价(现量:50手): 105.432*30000 = 3162960 019776 银行间全价93.2896 vs 93.235 实时92.903 卖一价买入(92.926+0.309)*2000 成份券 合计 186470 511130 现金差额 (220724.6661) BUY 合计 3162960 + 186470 - (220724.6661) = 3128705.3339

511090 测算净价 115.5418 买一价(现量:45手): 115.482*20000 = 2309640 019742 银行间全价105.7771 vs 105.8184 实时105.579 买一价卖出(105.579+0.2394)*2000 019789 银行间全价99.2487 vs 99.2007 实时98.489 买一价卖出(98.488+0.7127)*6000 成份券 合计 806841 511090 现金差额 (-13819.9554) SELL 合计 2309640 + 806841 - (-13819.9554) = 3130300.9554

盈亏 = SELL(3130300.9554) - BUY(3128705.3339) = 1595.6215

511130 测算净价 105.5283 卖一价(现量:17手): 105.433*30000 = 3162990 019776 银行间全价93.2896 vs 93.233 实时92.926 卖一价买入(92.924+0.309)*2000 成份券 合计 186466 511130 现金差额 (220724.6661) BUY 合计 3162990 + 186466 - (220724.6661) = 3128731.3339

511090 测算净价 115.5418 买一价(现量:16手): 115.48*20000 = 2309600 019742 银行间全价105.7771 vs 105.8184 实时105.579 买一价卖出(105.579+0.2394)*2000 019789 银行间全价99.2487 vs 99.1927 实时98.470 买一价卖出(98.480+0.7127)*6000 成份券 合计 806793 511090 现金差额 (-13819.9554) SELL 合计 2309600 + 806793 - (-13819.9554) = 3130212.9554

盈亏 = SELL(3130212.9554) - BUY(3128731.3339) = 1481.6215

019742 银行间全价105.7771 vs 105.8184 实时105.579 买一价卖出(105.579+0.2394)×2000=211636.8 019776 银行间全价93.2896 vs 93.23 实时92.926 买一价卖出(92.921+0.309)×4000=372920 019789 银行间全价99.2487 vs 99.1927 实时98.470 买一价卖出(98.48+0.7127)×4000=396770.8 成份券总价值(买一价×数量) = 981327.6

盈亏 = SELL(981327.6) + 现金差额(73574.8887) - BUY(1054330) = 572.4887

511130 测算净价 105.5106 卖一价(现量:30手): 105.432*30000 = 3162960 019776 银行间全价93.2591 vs 93.231 实时92.914 卖一价买入(92.922+0.309)*2000 成份券 合计 186462 511130 现金差额 (220687.6599) BUY 合计 3162960 + 186462 - (220687.6599) = 3128734.3401

511090 测算净价 115.5174 买一价(现量:130手): 115.484*20000 = 2309680 019742 银行间全价105.7771 vs 105.8184 实时105.579 买一价卖出(105.579+0.2394)*2000 019789 银行间全价99.238 vs 99.1827 实时98.470 买一价卖出(98.470+0.7127)*6000 成份券 合计 806733 511090 现金差额 (-13817.0034) SELL 合计 2309680 + 806733 - (-13817.0034) = 3130230.0034

盈亏 = SELL(3130230.0034) - BUY(3128734.3401) = 1495.6633

019742 银行间全价105.7771 vs 105.8184 实时105.579 买一价卖出(105.579+0.2394)×2000=211636.8 019776 银行间全价93.2591 vs 93.223 实时92.914 买一价卖出(92.914+0.309)×4000=372892 019789 银行间全价99.238 vs 99.1897 实时98.479 买一价卖出(98.477+0.7127)×4000=396758.8 成份券总价值(买一价×数量) = 981287.6

盈亏 = SELL(981287.6) + 现金差额(73562.5533) - BUY(1054270) = 580.1533

511130 测算净价 105.506 卖一价(现量:8手): 105.422*30000 = 3162660 019776 银行间全价93.2591 vs 93.227 实时92.914 卖一价买入(92.918+0.309)*2000 成份券 合计 186454 511130 现金差额 (220678.0491) BUY 合计 3162660 + 186454 - (220678.0491) = 3128435.9509

511090 测算净价 115.5142 买一价(现量:58手): 115.477*20000 = 2309540 019742 银行间全价105.7771 vs 105.8184 实时105.579 买一价卖出(105.579+0.2394)*2000 019789 银行间全价99.2273 vs 99.1987 实时98.486 买一价卖出(98.486+0.7127)*6000 成份券 合计 806829 511090 现金差额 (-13816.6176) SELL 合计 2309540 + 806829 - (-13816.6176) = 3130185.6176

盈亏 = SELL(3130185.6176) - BUY(3128435.9509) = 1749.6667

019742 银行间全价105.7771 vs 105.8184 实时105.586 买一价卖出(105.579+0.2394)×2000=211636.8 019776 银行间全价93.2591 vs 93.223 实时92.914 买一价卖出(92.914+0.309)×4000=372892 019789 银行间全价99.2273 vs 99.1987 实时98.486 买一价卖出(98.486+0.7127)×4000=396794.8 成份券总价值(买一价×数量) = 981323.6

盈亏 = SELL(981323.6) + 现金差额(73559.3497) - BUY(1054220) = 662.9497

511130 测算净价 105.5152 卖一价(现量:22手): 105.422*30000 = 3162660 019776 银行间全价93.2591 vs 93.222 实时92.900 卖一价买入(92.913+0.309)*2000 成份券 合计 186444 511130 现金差额 (220697.2707) BUY 合计 3162660 + 186444 - (220697.2707) = 3128406.7293

511090 测算净价 115.5206 买一价(现量:1手): 115.484*20000 = 2309680 019742 银行间全价105.7771 vs 105.8154 实时105.588 买一价卖出(105.576+0.2394)*2000 019789 银行间全价99.2487 vs 99.1797 实时98.466 买一价卖出(98.467+0.7127)*6000 成份券 合计 806709 511090 现金差额 (-13817.3892) SELL 合计 2309680 + 806709 - (-13817.3892) = 3130206.3892

盈亏 = SELL(3130206.3892) - BUY(3128406.7293) = 1799.6599

019742 银行间全价105.7771 vs 105.8094 实时105.588 买一价卖出(105.57+0.2394)×2000=211618.8 019776 银行间全价93.2591 vs 93.206 实时92.900 买一价卖出(92.897+0.309)×4000=372824 019789 银行间全价99.2487 vs 99.1797 实时98.466 买一价卖出(98.467+0.7127)×4000=396718.8 成份券总价值(买一价×数量) = 981161.6

盈亏 = SELL(981161.6) + 现金差额(73565.7569) - BUY(1054220) = 507.3569

511130 测算净价 105.4746 卖一价(现量:37手): 105.416*30000 = 3162480 019776 银行间全价93.2077 vs 93.209 实时92.895 卖一价买入(92.900+0.309)*2000 成份券 合计 186418 511130 现金差额 (220612.5702) BUY 合计 3162480 + 186418 - (220612.5702) = 3128285.4298

511090 测算净价 115.472 买一价(现量:75手): 115.473*20000 = 2309460 019742 银行间全价105.7771 vs 105.8204 实时105.581 买一价卖出(105.581+0.2394)*2000 019789 银行间全价99.2058 vs 99.1787 实时98.466 买一价卖出(98.466+0.7127)*6000 成份券 合计 806713 511090 现金差额 (-13811.5178) SELL 合计 2309460 + 806713 - (-13811.5178) = 3129984.5178

盈亏 = SELL(3129984.5178) - BUY(3128285.4298) = 1699.088

019742 银行间全价105.7771 vs 105.8204 实时105.581 买一价卖出(105.581+0.2394)×2000=211640.8 019776 银行间全价93.2077 vs 93.204 实时92.895 买一价卖出(92.895+0.309)×4000=372816 019789 银行间全价99.2058 vs 99.1787 实时98.466 买一价卖出(98.466+0.7127)×4000=396714.8 成份券总价值(买一价×数量) = 981171.6

盈亏 = SELL(981171.6) + 现金差额(73537.5234) - BUY(1054160) = 549.1234

511130 测算净价 105.4746 卖一价(现量:24手): 105.413*30000 = 3162390 019776 银行间全价93.2077 vs 93.206 实时92.894 卖一价买入(92.897+0.309)*2000 成份券 合计 186412 511130 现金差额 (220612.5702) BUY 合计 3162390 + 186412 - (220612.5702) = 3128189.4298

511090 测算净价 115.472 买一价(现量:15手): 115.466*20000 = 2309320 019742 银行间全价105.7771 vs 105.8204 实时105.579 买一价卖出(105.581+0.2394)*2000 019789 银行间全价99.2058 vs 99.1787 实时98.466 买一价卖出(98.466+0.7127)*6000 成份券 合计 806713 511090 现金差额 (-13811.5178) SELL 合计 2309320 + 806713 - (-13811.5178) = 3129844.5178

盈亏 = SELL(3129844.5178) - BUY(3128189.4298) = 1655.088

019742 银行间全价105.7771 vs 105.8204 实时105.579 买一价卖出(105.581+0.2394)×2000=211640.8 019776 银行间全价93.2077 vs 93.205 实时92.894 买一价卖出(92.896+0.309)×4000=372820 019789 银行间全价99.2058 vs 99.1787 实时98.466 买一价卖出(98.466+0.7127)×4000=396714.8 成份券总价值(买一价×数量) = 981175.6

盈亏 = SELL(981175.6) + 现金差额(73537.5234) - BUY(1054140) = 573.1234

511130 测算净价 105.4746 卖一价(现量:36手): 105.414*30000 = 3162420 019776 银行间全价93.2077 vs 93.206 实时92.894 卖一价买入(92.897+0.309)*2000 成份券 合计 186412 511130 现金差额 (220612.5702) BUY 合计 3162420 + 186412 - (220612.5702) = 3128219.4298

511090 测算净价 115.472 买一价(现量:25手): 115.47*20000 = 2309400 019742 银行间全价105.7771 vs 105.8164 实时105.559 买一价卖出(105.577+0.2394)*2000 019789 银行间全价99.2058 vs 99.1497 实时98.438 买一价卖出(98.437+0.7127)*6000 成份券 合计 806531 511090 现金差额 (-13811.5178) SELL 合计 2309400 + 806531 - (-13811.5178) = 3129742.5178

盈亏 = SELL(3129742.5178) - BUY(3128219.4298) = 1523.088

511130 测算净价 105.4746 卖一价(现量:2手): 105.407*30000 = 3162210 019776 银行间全价93.2077 vs 93.204 实时92.896 卖一价买入(92.895+0.309)*2000 成份券 合计 186408 511130 现金差额 (220612.5702) BUY 合计 3162210 + 186408 - (220612.5702) = 3128005.4298

511090 测算净价 115.472 买一价(现量:51手): 115.461*20000 = 2309220 019742 银行间全价105.7771 vs 105.8094 实时105.559 买一价卖出(105.570+0.2394)*2000 019789 银行间全价99.2058 vs 99.1357 实时98.438 买一价卖出(98.423+0.7127)*6000 成份券 合计 806433 511090 现金差额 (-13811.5178) SELL 合计 2309220 + 806433 - (-13811.5178) = 3129464.5178

盈亏 = SELL(3129464.5178) - BUY(3128005.4298) = 1459.088

511130 测算净价 105.4746 卖一价(现量:91手): 105.407*30000 = 3162210 019776 银行间全价93.2077 vs 93.206 实时92.896 卖一价买入(92.897+0.309)*2000 成份券 合计 186412 511130 现金差额 (220612.5702) BUY 合计 3162210 + 186412 - (220612.5702) = 3128009.4298

511090 测算净价 115.472 买一价(现量:5手): 115.456*20000 = 2309120 019742 银行间全价105.7771 vs 105.8034 实时105.559 买一价卖出(105.564+0.2394)*2000 019789 银行间全价99.2058 vs 99.1527 实时98.438 买一价卖出(98.440+0.7127)*6000 成份券 合计 806523 511090 现金差额 (-13811.5178) SELL 合计 2309120 + 806523 - (-13811.5178) = 3129454.5178

盈亏 = SELL(3129454.5178) - BUY(3128009.4298) = 1445.088

511130 测算净价 105.4746 卖一价(现量:79手): 105.414*30000 = 3162420 019776 银行间全价93.2077 vs 93.206 实时92.897 卖一价买入(92.897+0.309)*2000 成份券 合计 186412 511130 现金差额 (220612.5702) BUY 合计 3162420 + 186412 - (220612.5702) = 3128219.4298

511090 测算净价 115.472 买一价(现量:9手): 115.465*20000 = 2309300 019742 银行间全价105.7771 vs 105.8244 实时105.588 买一价卖出(105.585+0.2394)*2000 019789 银行间全价99.2058 vs 99.1437 实时98.422 买一价卖出(98.431+0.7127)*6000 成份券 合计 806511 511090 现金差额 (-13811.5178) SELL 合计 2309300 + 806511 - (-13811.5178) = 3129622.5178

盈亏 = SELL(3129622.5178) - BUY(3128219.4298) = 1403.088

511130 测算净价 105.4746 卖一价(现量:1手): 105.411*30000 = 3162330 019776 银行间全价93.2077 vs 93.207 实时92.879 卖一价买入(92.898+0.309)*2000 成份券 合计 186414 511130 现金差额 (220612.5702) BUY 合计 3162330 + 186414 - (220612.5702) = 3128131.4298

511090 测算净价 115.472 买一价(现量:9手): 115.465*20000 = 2309300 019742 银行间全价105.7771 vs 105.8204 实时105.580 买一价卖出(105.581+0.2394)*2000 019789 银行间全价99.2058 vs 99.1357 实时98.422 买一价卖出(98.423+0.7127)*6000 成份券 合计 806455 511090 现金差额 (-13811.5178) SELL 合计 2309300 + 806455 - (-13811.5178) = 3129566.5178

盈亏 = SELL(3129566.5178) - BUY(3128131.4298) = 1435.088

511130 测算净价 105.4746 卖一价(现量:50手): 105.398*30000 = 3161940 019776 银行间全价93.2077 vs 93.206 实时92.879 卖一价买入(92.897+0.309)*2000 成份券 合计 186412 511130 现金差额 (220612.5702) BUY 合计 3161940 + 186412 - (220612.5702) = 3127739.4298

511090 测算净价 115.472 买一价(现量:5手): 115.453*20000 = 2309060 019742 银行间全价105.7771 vs 105.8014 实时105.574 买一价卖出(105.562+0.2394)*2000 019789 银行间全价99.2058 vs 99.1277 实时98.406 买一价卖出(98.415+0.7127)*6000 成份券 合计 806369 511090 现金差额 (-13811.5178) SELL 合计 2309060 + 806369 - (-13811.5178) = 3129240.5178

盈亏 = SELL(3129240.5178) - BUY(3127739.4298) = 1501.088

511130 测算净价 105.4654 卖一价(现量:6手): 105.382*30000 = 3161460 019776 银行间全价93.2077 vs 93.194 实时92.887 卖一价买入(92.885+0.309)*2000 成份券 合计 186388 511130 现金差额 (220593.3486) BUY 合计 3161460 + 186388 - (220593.3486) = 3127254.6514

511090 测算净价 115.4656 买一价(现量:28手): 115.433*20000 = 2308660 019742 银行间全价105.7771 vs 105.8114 实时105.572 买一价卖出(105.572+0.2394)*2000 019789 银行间全价99.1844 vs 99.1177 实时98.406 买一价卖出(98.405+0.7127)*6000 成份券 合计 806329 511090 现金差额 (-13810.7462) SELL 合计 2308660 + 806329 - (-13810.7462) = 3128799.7462

盈亏 = SELL(3128799.7462) - BUY(3127254.6514) = 1545.0948

019742 银行间全价105.7771 vs 105.8074 实时105.568 买一价卖出(105.568+0.2394)×2000=211614.8 019776 银行间全价93.2077 vs 93.186 实时92.887 买一价卖出(92.877+0.309)×4000=372744 019789 银行间全价99.1844 vs 99.1167 实时98.406 买一价卖出(98.404+0.7127)×4000=396466.8 成份券总价值(买一价×数量) = 980825.6

盈亏 = SELL(980825.6) + 现金差额(73531.1162) - BUY(1053830) = 526.7162

511130 测算净价 105.4654 卖一价(现量:50手): 105.376*30000 = 3161280 019776 银行间全价93.2077 vs 93.195 实时92.887 卖一价买入(92.886+0.309)*2000 成份券 合计 186390 511130 现金差额 (220593.3486) BUY 合计 3161280 + 186390 - (220593.3486) = 3127076.6514

511090 测算净价 115.4656 买一价(现量:89手): 115.429*20000 = 2308580 019742 银行间全价105.7771 vs 105.8074 实时105.568 买一价卖出(105.568+0.2394)*2000 019789 银行间全价99.1844 vs 99.1177 实时98.405 买一价卖出(98.405+0.7127)*6000 成份券 合计 806321 511090 现金差额 (-13810.7462) SELL 合计 2308580 + 806321 - (-13810.7462) = 3128711.7462

盈亏 = SELL(3128711.7462) - BUY(3127076.6514) = 1635.0948

019742 银行间全价105.7771 vs 105.7994 实时105.561 买一价卖出(105.56+0.2394)×2000=211598.8 019776 银行间全价93.2077 vs 93.182 实时92.870 买一价卖出(92.873+0.309)×4000=372728 019789 银行间全价99.1844 vs 99.1177 实时98.405 买一价卖出(98.405+0.7127)×4000=396470.8 成份券总价值(买一价×数量) = 980797.6

盈亏 = SELL(980797.6) + 现金差额(73531.1162) - BUY(1053760) = 568.7162

511130 测算净价 105.4743 卖一价(现量:27手): 105.375*30000 = 3161250 019776 银行间全价93.2283 vs 93.199 实时92.889 卖一价买入(92.890+0.309)*2000 成份券 合计 186398 511130 现金差额 (220611.8517) BUY 合计 3161250 + 186398 - (220611.8517) = 3127036.1483

511090 测算净价 115.48 买一价(现量:120手): 115.44*20000 = 2308800 019742 银行间全价105.7771 vs 105.7994 实时105.579 买一价卖出(105.560+0.2394)*2000 019789 银行间全价99.1844 vs 99.1317 实时98.420 买一价卖出(98.419+0.7127)*6000 成份券 合计 806389 511090 现金差额 (-13812.4794) SELL 合计 2308800 + 806389 - (-13812.4794) = 3129001.4794

盈亏 = SELL(3129001.4794) - BUY(3127036.1483) = 1965.3311

019742 银行间全价105.7771 vs 105.7994 实时105.579 买一价卖出(105.56+0.2394)×2000=211598.8 019776 银行间全价93.2283 vs 93.198 实时92.889 买一价卖出(92.889+0.309)×4000=372792 019789 银行间全价99.1844 vs 99.1317 实时98.420 买一价卖出(98.419+0.7127)×4000=396526.8 成份券总价值(买一价×数量) = 980917.6

盈亏 = SELL(980917.6) + 现金差额(73537.2839) - BUY(1053750) = 704.8839

511130 测算净价 105.4743 卖一价(现量:3手): 105.38*30000 = 3161400 019776 银行间全价93.2283 vs 93.205 实时92.900 卖一价买入(92.896+0.309)*2000 成份券 合计 186410 511130 现金差额 (220611.8517) BUY 合计 3161400 + 186410 - (220611.8517) = 3127198.1483

511090 测算净价 115.48 买一价(现量:86手): 115.447*20000 = 2308940 019742 银行间全价105.7771 vs 105.7884 实时105.579 买一价卖出(105.549+0.2394)*2000 019789 银行间全价99.1844 vs 99.1237 实时98.420 买一价卖出(98.411+0.7127)*6000 成份券 合计 806319 511090 现金差额 (-13812.4794) SELL 合计 2308940 + 806319 - (-13812.4794) = 3129071.4794

盈亏 = SELL(3129071.4794) - BUY(3127198.1483) = 1873.3311

019742 银行间全价105.7771 vs 105.7884 实时105.579 买一价卖出(105.549+0.2394)×2000=211576.8 019776 银行间全价93.2283 vs 93.18 实时92.900 买一价卖出(92.871+0.309)×4000=372720 019789 银行间全价99.1844 vs 99.1237 实时98.420 买一价卖出(98.411+0.7127)×4000=396494.8 成份券总价值(买一价×数量) = 980791.6

盈亏 = SELL(980791.6) + 现金差额(73537.2839) - BUY(1053800) = 528.8839

511130 测算净价 105.4743 卖一价(现量:12手): 105.385*30000 = 3161550 019776 银行间全价93.2283 vs 93.208 实时92.870 卖一价买入(92.899+0.309)*2000 成份券 合计 186416 511130 现金差额 (220611.8517) BUY 合计 3161550 + 186416 - (220611.8517) = 3127354.1483

511090 测算净价 115.48 买一价(现量:2手): 115.452*20000 = 2309040 019742 银行间全价105.7771 vs 105.8184 实时105.580 买一价卖出(105.579+0.2394)*2000 019789 银行间全价99.1844 vs 99.1227 实时98.417 买一价卖出(98.410+0.7127)*6000 成份券 合计 806373 511090 现金差额 (-13812.4794) SELL 合计 2309040 + 806373 - (-13812.4794) = 3129225.4794

盈亏 = SELL(3129225.4794) - BUY(3127354.1483) = 1871.3311

019742 银行间全价105.7771 vs 105.8194 实时105.582 买一价卖出(105.58+0.2394)×2000=211638.8 019776 银行间全价93.2283 vs 93.179 实时92.870 买一价卖出(92.87+0.309)×4000=372716 019789 银行间全价99.1844 vs 99.1207 实时98.417 买一价卖出(98.408+0.7127)×4000=396482.8 成份券总价值(买一价×数量) = 980837.6

盈亏 = SELL(980837.6) + 现金差额(73537.2839) - BUY(1053860) = 514.8839

511130 测算净价 105.4743 卖一价(现量:20手): 105.395*30000 = 3161850 019776 银行间全价93.2283 vs 93.211 实时92.902 卖一价买入(92.902+0.309)*2000 成份券 合计 186422 511130 现金差额 (220611.8517) BUY 合计 3161850 + 186422 - (220611.8517) = 3127660.1483

511090 测算净价 115.48 买一价(现量:4手): 115.462*20000 = 2309240 019742 银行间全价105.7771 vs 105.8204 实时105.580 买一价卖出(105.581+0.2394)*2000 019789 银行间全价99.1844 vs 99.1237 实时98.411 买一价卖出(98.411+0.7127)*6000 成份券 合计 806383 511090 现金差额 (-13812.4794) SELL 合计 2309240 + 806383 - (-13812.4794) = 3129435.4794

盈亏 = SELL(3129435.4794) - BUY(3127660.1483) = 1775.3311

019742 银行间全价105.7771 vs 105.8204 实时105.580 买一价卖出(105.581+0.2394)×2000=211640.8 019776 银行间全价93.2283 vs 93.189 实时92.902 买一价卖出(92.88+0.309)×4000=372756 019789 银行间全价99.1844 vs 99.1237 实时98.411 买一价卖出(98.411+0.7127)×4000=396494.8 成份券总价值(买一价×数量) = 980891.6

盈亏 = SELL(980891.6) + 现金差额(73537.2839) - BUY(1053910) = 518.8839

511130 测算净价 105.4743 卖一价(现量:2手): 105.393*30000 = 3161790 019776 银行间全价93.2283 vs 93.208 实时92.899 卖一价买入(92.899+0.309)*2000 成份券 合计 186416 511130 现金差额 (220611.8517) BUY 合计 3161790 + 186416 - (220611.8517) = 3127594.1483

511090 测算净价 115.48 买一价(现量:7手): 115.46*20000 = 2309200 019742 银行间全价105.7771 vs 105.8164 实时105.577 买一价卖出(105.577+0.2394)*2000 019789 银行间全价99.1844 vs 99.1197 实时98.395 买一价卖出(98.407+0.7127)*6000 成份券 合计 806351 511090 现金差额 (-13812.4794) SELL 合计 2309200 + 806351 - (-13812.4794) = 3129363.4794

盈亏 = SELL(3129363.4794) - BUY(3127594.1483) = 1769.3311

019742 银行间全价105.7771 vs 105.8164 实时105.577 买一价卖出(105.577+0.2394)×2000=211632.8 019776 银行间全价93.2283 vs 93.202 实时92.899 买一价卖出(92.893+0.309)×4000=372808 019789 银行间全价99.1844 vs 99.1197 实时98.395 买一价卖出(98.407+0.7127)×4000=396478.8 成份券总价值(买一价×数量) = 980919.6

盈亏 = SELL(980919.6) + 现金差额(73537.2839) - BUY(1053930) = 526.8839

511130 测算净价 105.4741 卖一价(现量:81手): 105.39*30000 = 3161700 019776 银行间全价93.2386 vs 93.204 实时92.877 卖一价买入(92.895+0.309)*2000 成份券 合计 186408 511130 现金差额 (220611.4923) BUY 合计 3161700 + 186408 - (220611.4923) = 3127496.5077

511090 测算净价 115.4839 买一价(现量:6手): 115.455*20000 = 2309100 019742 银行间全价105.7771 vs 105.8134 实时105.574 买一价卖出(105.574+0.2394)*2000 019789 银行间全价99.1737 vs 99.1117 实时98.395 买一价卖出(98.399+0.7127)*6000 成份券 合计 806297 511090 现金差额 (-13812.9602) SELL 合计 2309100 + 806297 - (-13812.9602) = 3129209.9602

盈亏 = SELL(3129209.9602) - BUY(3127496.5077) = 1713.4525

019742 银行间全价105.7771 vs 105.8044 实时105.567 买一价卖出(105.565+0.2394)×2000=211608.8 019776 银行间全价93.2077 vs 93.177 实时92.887 买一价卖出(92.868+0.309)×4000=372708 019789 银行间全价99.1629 vs 99.1027 实时98.387 买一价卖出(98.39+0.7127)×4000=396410.8 成份券总价值(买一价×数量) = 980727.6

盈亏 = SELL(980727.6) + 现金差额(73524.6791) - BUY(1053750) = 502.2791

511130 测算净价 105.4562 卖一价(现量:20手): 105.375*30000 = 3161250 019776 银行间全价93.2077 vs 93.197 实时92.887 卖一价买入(92.888+0.309)*2000 成份券 合计 186394 511130 现金差额 (220574.0373) BUY 合计 3161250 + 186394 - (220574.0373) = 3127069.9627

511090 测算净价 115.4592 买一价(现量:74手): 115.438*20000 = 2308760 019742 银行间全价105.7771 vs 105.8064 实时105.567 买一价卖出(105.567+0.2394)*2000 019789 银行间全价99.1629 vs 99.1027 实时98.387 买一价卖出(98.390+0.7127)*6000 成份券 合计 806229 511090 现金差额 (-13809.971) SELL 合计 2308760 + 806229 - (-13809.971) = 3128798.971

盈亏 = SELL(3128798.971) - BUY(3127069.9627) = 1729.0083

511130 测算净价 105.4562 卖一价(现量:100手): 105.376*30000 = 3161280 019776 银行间全价93.2077 vs 93.205 实时92.886 卖一价买入(92.896+0.309)*2000 成份券 合计 186410 511130 现金差额 (220574.0373) BUY 合计 3161280 + 186410 - (220574.0373) = 3127115.9627

511090 测算净价 115.4592 买一价(现量:4手): 115.436*20000 = 2308720 019742 银行间全价105.7771 vs 105.8054 实时105.566 买一价卖出(105.566+0.2394)*2000 019789 银行间全价99.1629 vs 99.0957 实时98.399 买一价卖出(98.383+0.7127)*6000 成份券 合计 806185 511090 现金差额 (-13809.971) SELL 合计 2308720 + 806185 - (-13809.971) = 3128714.971

盈亏 = SELL(3128714.971) - BUY(3127115.9627) = 1599.0083

019742 银行间全价105.7771 vs 105.8054 实时105.566 买一价卖出(105.566+0.2394)×2000=211610.8 019776 银行间全价93.2077 vs 93.195 实时92.886 买一价卖出(92.886+0.309)×4000=372780 019789 银行间全价99.1629 vs 99.1107 实时98.402 买一价卖出(98.398+0.7127)×4000=396442.8 成份券总价值(买一价×数量) = 980833.6

盈亏 = SELL(980833.6) + 现金差额(73524.6791) - BUY(1053760) = 598.2791

511130 测算净价 105.4654 卖一价(现量:71手): 105.372*30000 = 3161160 019776 银行间全价93.2077 vs 93.209 实时92.890 卖一价买入(92.900+0.309)*2000 成份券 合计 186418 511130 现金差额 (220593.2589) BUY 合计 3161160 + 186418 - (220593.2589) = 3126984.7411

511090 测算净价 115.4656 买一价(现量:2手): 115.438*20000 = 2308760 019742 银行间全价105.7771 vs 105.8064 实时105.567 买一价卖出(105.567+0.2394)*2000 019789 银行间全价99.1843 vs 99.1107 实时98.397 买一价卖出(98.398+0.7127)*6000 成份券 合计 806277 511090 现金差额 (-13810.7426) SELL 合计 2308760 + 806277 - (-13810.7426) = 3128847.7426

盈亏 = SELL(3128847.7426) - BUY(3126984.7411) = 1863.0015

019742 银行间全价105.7771 vs 105.8064 实时105.567 买一价卖出(105.567+0.2394)×2000=211612.8 019776 银行间全价93.2077 vs 93.2 实时92.890 买一价卖出(92.891+0.309)×4000=372800 019789 银行间全价99.1843 vs 99.1107 实时98.397 买一价卖出(98.398+0.7127)×4000=396442.8 成份券总价值(买一价×数量) = 980855.6

盈亏 = SELL(980855.6) + 现金差额(73531.0863) - BUY(1053720) = 666.6863

019742 银行间全价105.7771 vs 105.8054 实时105.564 买一价卖出(105.566+0.2394)×2000=211610.8 019776 银行间全价93.2591 vs 93.209 实时92.900 买一价卖出(92.9+0.309)×4000=372836 019789 银行间全价99.1844 vs 99.1017 实时98.414 买一价卖出(98.389+0.7127)×4000=396406.8 成份券总价值(买一价×数量) = 980853.6

盈亏 = SELL(980853.6) + 现金差额(73546.5054) - BUY(1053820) = 580.1054

511130 测算净价 105.4875 卖一价(现量:30手): 105.382*30000 = 3161460 019776 银行间全价93.2591 vs 93.215 实时92.900 卖一价买入(92.906+0.309)*2000 成份券 合计 186430 511130 现金差额 (220639.5162) BUY 合计 3161460 + 186430 - (220639.5162) = 3127250.4838

511090 测算净价 115.5014 买一价(现量:40手): 115.437*20000 = 2308740 019742 银行间全价105.7771 vs 105.8054 实时105.564 买一价卖出(105.566+0.2394)*2000 019789 银行间全价99.1844 vs 99.1017 实时98.414 买一价卖出(98.389+0.7127)*6000 成份券 合计 806221 511090 现金差额 (-13815.0708) SELL 合计 2308740 + 806221 - (-13815.0708) = 3128776.0708

盈亏 = SELL(3128776.0708) - BUY(3127250.4838) = 1525.587

019742 银行间全价105.7771 vs 105.7994 实时105.560 买一价卖出(105.56+0.2394)×2000=211598.8 019776 银行间全价93.2591 vs 93.209 实时92.906 买一价卖出(92.9+0.309)×4000=372836 019789 银行间全价99.1822 vs 99.1237 实时98.411 买一价卖出(98.411+0.7127)×4000=396494.8 成份券总价值(买一价×数量) = 980929.6

盈亏 = SELL(980929.6) + 现金差额(73545.8467) - BUY(1053850) = 625.4467

511130 测算净价 105.4866 卖一价(现量:19手): 105.385*30000 = 3161550 019776 银行间全价93.2591 vs 93.216 实时92.906 卖一价买入(92.907+0.309)*2000 成份券 合计 186432 511130 现金差额 (220637.5401) BUY 合计 3161550 + 186432 - (220637.5401) = 3127344.4599

511090 测算净价 115.5007 买一价(现量:50手): 115.441*20000 = 2308820 019742 银行间全价105.7771 vs 105.7994 实时105.561 买一价卖出(105.560+0.2394)*2000 019789 银行间全价99.1822 vs 99.1237 实时98.411 买一价卖出(98.411+0.7127)*6000 成份券 合计 806341 511090 现金差额 (-13814.9914) SELL 合计 2308820 + 806341 - (-13814.9914) = 3128975.9914

盈亏 = SELL(3128975.9914) - BUY(3127344.4599) = 1631.5315

511130 测算净价 105.4875 卖一价(现量:20手): 105.395*30000 = 3161850 019776 银行间全价93.2591 vs 93.216 实时92.906 卖一价买入(92.907+0.309)*2000 成份券 合计 186432 511130 现金差额 (220639.5162) BUY 合计 3161850 + 186432 - (220639.5162) = 3127642.4838

511090 测算净价 115.5014 买一价(现量:95手): 115.456*20000 = 2309120 019742 银行间全价105.7771 vs 105.7964 实时105.557 买一价卖出(105.557+0.2394)*2000 019789 银行间全价99.1844 vs 99.1227 实时98.407 买一价卖出(98.410+0.7127)*6000 成份券 合计 806329 511090 现金差额 (-13815.0708) SELL 合计 2309120 + 806329 - (-13815.0708) = 3129264.0708

盈亏 = SELL(3129264.0708) - BUY(3127642.4838) = 1621.587

019742 银行间全价105.7771 vs 105.7964 实时105.557 买一价卖出(105.557+0.2394)×2000=211592.8 019776 银行间全价93.2591 vs 93.215 实时92.906 买一价卖出(92.906+0.309)×4000=372860 019789 银行间全价99.1844 vs 99.1167 实时98.407 买一价卖出(98.404+0.7127)×4000=396466.8 成份券总价值(买一价×数量) = 980919.6

盈亏 = SELL(980919.6) + 现金差额(73546.5054) - BUY(1053940) = 526.1054

511130 测算净价 105.4875 卖一价(现量:20手): 105.387*30000 = 3161610 019776 银行间全价93.2591 vs 93.214 实时92.910 卖一价买入(92.905+0.309)*2000 成份券 合计 186428 511130 现金差额 (220639.5162) BUY 合计 3161610 + 186428 - (220639.5162) = 3127398.4838

511090 测算净价 115.5014 买一价(现量:17手): 115.446*20000 = 2308920 019742 银行间全价105.7771 vs 105.7884 实时105.558 买一价卖出(105.549+0.2394)*2000 019789 银行间全价99.1844 vs 99.1197 实时98.405 买一价卖出(98.407+0.7127)*6000 成份券 合计 806295 511090 现金差额 (-13815.0708) SELL 合计 2308920 + 806295 - (-13815.0708) = 3129030.0708

盈亏 = SELL(3129030.0708) - BUY(3127398.4838) = 1631.587

019742 银行间全价105.7771 vs 105.7884 实时105.558 买一价卖出(105.549+0.2394)×2000=211576.8 019776 银行间全价93.2591 vs 93.207 实时92.910 买一价卖出(92.898+0.309)×4000=372828 019789 银行间全价99.1844 vs 99.1177 实时98.405 买一价卖出(98.405+0.7127)×4000=396470.8 成份券总价值(买一价×数量) = 980875.6

盈亏 = SELL(980875.6) + 现金差额(73546.5054) - BUY(1053850) = 572.1054

511130 测算净价 105.4875 卖一价(现量:49手): 105.382*30000 = 3161460 019776 银行间全价93.2591 vs 93.235 实时92.914 卖一价买入(92.926+0.309)*2000 成份券 合计 186470 511130 现金差额 (220639.5162) BUY 合计 3161460 + 186470 - (220639.5162) = 3127290.4838

511090 测算净价 115.5014 买一价(现量:50手): 115.445*20000 = 2308900 019742 银行间全价105.7771 vs 105.7884 实时105.550 买一价卖出(105.549+0.2394)*2000 019789 银行间全价99.1844 vs 99.1167 实时98.404 买一价卖出(98.404+0.7127)*6000 成份券 合计 806277 511090 现金差额 (-13815.0708) SELL 合计 2308900 + 806277 - (-13815.0708) = 3128992.0708

盈亏 = SELL(3128992.0708) - BUY(3127290.4838) = 1701.587

019742 银行间全价105.7771 vs 105.7884 实时105.549 买一价卖出(105.549+0.2394)×2000=211576.8 019776 银行间全价93.2591 vs 93.223 实时92.911 买一价卖出(92.914+0.309)×4000=372892 019789 银行间全价99.1844 vs 99.1167 实时98.404 买一价卖出(98.404+0.7127)×4000=396466.8 成份券总价值(买一价×数量) = 980935.6

盈亏 = SELL(980935.6) + 现金差额(73546.5054) - BUY(1053820) = 662.1054

511130 测算净价 105.4875 卖一价(现量:314手): 105.382*30000 = 3161460 019776 银行间全价93.2591 vs 93.248 实时92.938 卖一价买入(92.939+0.309)*2000 成份券 合计 186496 511130 现金差额 (220639.5162) BUY 合计 3161460 + 186496 - (220639.5162) = 3127316.4838

511090 测算净价 115.5014 买一价(现量:68手): 115.45*20000 = 2309000 019742 银行间全价105.7771 vs 105.7914 实时105.552 买一价卖出(105.552+0.2394)*2000 019789 银行间全价99.1844 vs 99.1357 实时98.425 买一价卖出(98.423+0.7127)*6000 成份券 合计 806397 511090 现金差额 (-13815.0708) SELL 合计 2309000 + 806397 - (-13815.0708) = 3129212.0708

盈亏 = SELL(3129212.0708) - BUY(3127316.4838) = 1895.587

019742 银行间全价105.7771 vs 105.7914 实时105.552 买一价卖出(105.552+0.2394)×2000=211582.8 019776 银行间全价93.2591 vs 93.23 实时92.938 买一价卖出(92.921+0.309)×4000=372920 019789 银行间全价99.1844 vs 99.1377 实时98.425 买一价卖出(98.425+0.7127)×4000=396550.8 成份券总价值(买一价×数量) = 981053.6

盈亏 = SELL(981053.6) + 现金差额(73546.5054) - BUY(1053880) = 720.1054

019742 银行间全价105.7771 vs 105.8094 实时105.569 买一价卖出(105.57+0.2394)×2000=211618.8 019776 银行间全价93.2591 vs 93.242 实时92.933 买一价卖出(92.933+0.309)×4000=372968 019789 银行间全价99.1844 vs 99.1357 实时98.427 买一价卖出(98.423+0.7127)×4000=396542.8 成份券总价值(买一价×数量) = 981129.6

盈亏 = SELL(981129.6) + 现金差额(73546.5054) - BUY(1053990) = 686.1054

511130 测算净价 105.4875 卖一价(现量:1手): 105.399*30000 = 3161970 019776 银行间全价93.2591 vs 93.258 实时92.933 卖一价买入(92.949+0.309)*2000 成份券 合计 186516 511130 现金差额 (220639.5162) BUY 合计 3161970 + 186516 - (220639.5162) = 3127846.4838

511090 测算净价 115.5014 买一价(现量:65手): 115.47*20000 = 2309400 019742 银行间全价105.7771 vs 105.8094 实时105.569 买一价卖出(105.570+0.2394)*2000 019789 银行间全价99.1844 vs 99.1397 实时98.427 买一价卖出(98.427+0.7127)*6000 成份券 合计 806457 511090 现金差额 (-13815.0708) SELL 合计 2309400 + 806457 - (-13815.0708) = 3129672.0708

盈亏 = SELL(3129672.0708) - BUY(3127846.4838) = 1825.587

511130 测算净价 105.4875 卖一价(现量:3手): 105.398*30000 = 3161940 019776 银行间全价93.2591 vs 93.27 实时92.939 卖一价买入(92.961+0.309)*2000 成份券 合计 186540 511130 现金差额 (220639.5162) BUY 合计 3161940 + 186540 - (220639.5162) = 3127840.4838

511090 测算净价 115.5014 买一价(现量:15手): 115.47*20000 = 2309400 019742 银行间全价105.7771 vs 105.8034 实时105.564 买一价卖出(105.564+0.2394)*2000 019789 银行间全价99.1844 vs 99.1317 实时98.413 买一价卖出(98.419+0.7127)*6000 成份券 合计 806397 511090 现金差额 (-13815.0708) SELL 合计 2309400 + 806397 - (-13815.0708) = 3129612.0708

盈亏 = SELL(3129612.0708) - BUY(3127840.4838) = 1771.587

019742 银行间全价105.7771 vs 105.8034 实时105.564 买一价卖出(105.564+0.2394)×2000=211606.8 019776 银行间全价93.2591 vs 93.236 实时92.939 买一价卖出(92.927+0.309)×4000=372944 019789 银行间全价99.1844 vs 99.1317 实时98.413 买一价卖出(98.419+0.7127)×4000=396526.8 成份券总价值(买一价×数量) = 981077.6

盈亏 = SELL(981077.6) + 现金差额(73546.5054) - BUY(1053980) = 644.1054

511130 测算净价 105.4875 卖一价(现量:68手): 105.395*30000 = 3161850 019776 银行间全价93.2591 vs 93.247 实时92.916 卖一价买入(92.938+0.309)*2000 成份券 合计 186494 511130 现金差额 (220639.5162) BUY 合计 3161850 + 186494 - (220639.5162) = 3127704.4838

511090 测算净价 115.5014 买一价(现量:27手): 115.461*20000 = 2309220 019742 银行间全价105.7771 vs 105.8054 实时105.565 买一价卖出(105.566+0.2394)*2000 019789 银行间全价99.1844 vs 99.1227 实时98.406 买一价卖出(98.410+0.7127)*6000 成份券 合计 806347 511090 现金差额 (-13815.0708) SELL 合计 2309220 + 806347 - (-13815.0708) = 3129382.0708

盈亏 = SELL(3129382.0708) - BUY(3127704.4838) = 1677.587

019742 银行间全价105.7771 vs 105.8084 实时105.569 买一价卖出(105.569+0.2394)×2000=211616.8 019776 银行间全价93.2591 vs 93.212 实时92.902 买一价卖出(92.903+0.309)×4000=372848 019789 银行间全价99.1844 vs 99.1207 实时98.408 买一价卖出(98.408+0.7127)×4000=396482.8 成份券总价值(买一价×数量) = 980947.6

盈亏 = SELL(980947.6) + 现金差额(73546.5054) - BUY(1053900) = 594.1054

511130 测算净价 105.4875 卖一价(现量:16手): 105.379*30000 = 3161370 019776 银行间全价93.2591 vs 93.238 实时92.899 卖一价买入(92.929+0.309)*2000 成份券 合计 186476 511130 现金差额 (220639.5162) BUY 合计 3161370 + 186476 - (220639.5162) = 3127206.4838

511090 测算净价 115.5014 买一价(现量:10手): 115.437*20000 = 2308740 019742 银行间全价105.7771 vs 105.7964 实时105.557 买一价卖出(105.557+0.2394)*2000 019789 银行间全价99.1844 vs 99.1167 实时98.412 买一价卖出(98.404+0.7127)*6000 成份券 合计 806293 511090 现金差额 (-13815.0708) SELL 合计 2308740 + 806293 - (-13815.0708) = 3128848.0708

盈亏 = SELL(3128848.0708) - BUY(3127206.4838) = 1641.587

019742 银行间全价105.7771 vs 105.7964 实时105.557 买一价卖出(105.557+0.2394)×2000=211592.8 019776 银行间全价93.2591 vs 93.208 实时92.899 买一价卖出(92.899+0.309)×4000=372832 019789 银行间全价99.1844 vs 99.1167 实时98.412 买一价卖出(98.404+0.7127)×4000=396466.8 成份券总价值(买一价×数量) = 980891.6

盈亏 = SELL(980891.6) + 现金差额(73546.5054) - BUY(1053790) = 648.1054

511130 测算净价 105.4875 卖一价(现量:2手): 105.382*30000 = 3161460 019776 银行间全价93.2591 vs 93.236 实时92.894 卖一价买入(92.927+0.309)*2000 成份券 合计 186472 511130 现金差额 (220639.5162) BUY 合计 3161460 + 186472 - (220639.5162) = 3127292.4838

511090 测算净价 115.5014 买一价(现量:2手): 115.441*20000 = 2308820 019742 银行间全价105.7771 vs 105.7964 实时105.563 买一价卖出(105.557+0.2394)*2000 019789 银行间全价99.1844 vs 99.1207 实时98.408 买一价卖出(98.408+0.7127)*6000 成份券 合计 806317 511090 现金差额 (-13815.0708) SELL 合计 2308820 + 806317 - (-13815.0708) = 3128952.0708

盈亏 = SELL(3128952.0708) - BUY(3127292.4838) = 1659.587

511130 测算净价 105.4608 卖一价(现量:20手): 105.379*30000 = 3161370 019776 银行间全价93.2077 vs 93.248 实时92.893 卖一价买入(92.939+0.309)*2000 成份券 合计 186496 511130 现金差额 (220583.7378) BUY 合计 3161370 + 186496 - (220583.7378) = 3127282.2622

511090 测算净价 115.4624 买一价(现量:18手): 115.45*20000 = 2309000 019742 银行间全价105.7771 vs 105.7964 实时105.557 买一价卖出(105.557+0.2394)*2000 019789 银行间全价99.1737 vs 99.1167 实时98.404 买一价卖出(98.404+0.7127)*6000 成份券 合计 806293 511090 现金差额 (-13810.3604) SELL 合计 2309000 + 806293 - (-13810.3604) = 3129103.3604

盈亏 = SELL(3129103.3604) - BUY(3127282.2622) = 1821.0982

019742 银行间全价105.7771 vs 105.7954 实时105.560 买一价卖出(105.556+0.2394)×2000=211590.8 019776 银行间全价93.2077 vs 93.202 实时92.894 买一价卖出(92.893+0.309)×4000=372808 019789 银行间全价99.1737 vs 99.1167 实时98.404 买一价卖出(98.404+0.7127)×4000=396466.8 成份券总价值(买一价×数量) = 980865.6

盈亏 = SELL(980865.6) + 现金差额(73527.9126) - BUY(1053790) = 603.5126

511130 测算净价 105.4562 卖一价(现量:2手): 105.372*30000 = 3161160 019776 银行间全价93.2077 vs 93.2 实时92.880 卖一价买入(92.891+0.309)*2000 成份券 合计 186400 511130 现金差额 (220574.0373) BUY 合计 3161160 + 186400 - (220574.0373) = 3126985.9627

511090 测算净价 115.4592 买一价(现量:20手): 115.443*20000 = 2308860 019742 银行间全价105.7771 vs 105.7834 实时105.543 买一价卖出(105.544+0.2394)*2000 019789 银行间全价99.1629 vs 99.1067 实时98.400 买一价卖出(98.394+0.7127)*6000 成份券 合计 806207 511090 现金差额 (-13809.971) SELL 合计 2308860 + 806207 - (-13809.971) = 3128876.971

盈亏 = SELL(3128876.971) - BUY(3126985.9627) = 1891.0083

019742 银行间全价105.7771 vs 105.7814 实时105.543 买一价卖出(105.542+0.2394)×2000=211562.8 019776 银行间全价93.2077 vs 93.189 实时92.880 买一价卖出(92.88+0.309)×4000=372756 019789 银行间全价99.1629 vs 99.1067 实时98.400 买一价卖出(98.394+0.7127)×4000=396426.8 成份券总价值(买一价×数量) = 980745.6

盈亏 = SELL(980745.6) + 现金差额(73524.6791) - BUY(1053720) = 550.2791

511130 测算净价 105.4378 卖一价(现量:20手): 105.369*30000 = 3161070 019776 银行间全价93.2077 vs 93.187 实时92.871 卖一价买入(92.878+0.309)*2000 成份券 合计 186374 511130 现金差额 (220535.5491) BUY 合计 3161070 + 186374 - (220535.5491) = 3126908.4509

511090 测算净价 115.4443 买一价(现量:34手): 115.425*20000 = 2308500 019742 银行间全价105.7342 vs 105.7704 实时105.531 买一价卖出(105.531+0.2394)*2000 019789 银行间全价99.1415 vs 99.1127 实时98.400 买一价卖出(98.400+0.7127)*6000 成份券 合计 806217 511090 现金差额 (-13808.168) SELL 合计 2308500 + 806217 - (-13808.168) = 3128525.168

盈亏 = SELL(3128525.168) - BUY(3126908.4509) = 1616.7171

019742 银行间全价105.7342 vs 105.7704 实时105.531 买一价卖出(105.531+0.2394)×2000=211540.8 019776 银行间全价93.2077 vs 93.18 实时92.871 买一价卖出(92.871+0.309)×4000=372720 019789 银行间全价99.1415 vs 99.1047 实时98.385 买一价卖出(98.392+0.7127)×4000=396418.8 成份券总价值(买一价×数量) = 980679.6

盈亏 = SELL(980679.6) + 现金差额(73511.8497) - BUY(1053690) = 501.4497

511130 测算净价 105.4378 卖一价(现量:272手): 105.36*30000 = 3160800 019776 银行间全价93.2077 vs 93.177 实时92.858 卖一价买入(92.868+0.309)*2000 成份券 合计 186354 511130 现金差额 (220535.5491) BUY 合计 3160800 + 186354 - (220535.5491) = 3126618.4509

511090 测算净价 115.4443 买一价(现量:18手): 115.421*20000 = 2308420 019742 银行间全价105.7342 vs 105.7704 实时105.531 买一价卖出(105.531+0.2394)*2000 019789 银行间全价99.1415 vs 99.0977 实时98.385 买一价卖出(98.385+0.7127)*6000 成份券 合计 806127 511090 现金差额 (-13808.168) SELL 合计 2308420 + 806127 - (-13808.168) = 3128355.168

盈亏 = SELL(3128355.168) - BUY(3126618.4509) = 1736.7171

019742 银行间全价105.7342 vs 105.7704 实时105.531 买一价卖出(105.531+0.2394)×2000=211540.8 019776 银行间全价93.2077 vs 93.167 实时92.858 买一价卖出(92.858+0.309)×4000=372668 019789 银行间全价99.1415 vs 99.0977 实时98.385 买一价卖出(98.385+0.7127)×4000=396390.8 成份券总价值(买一价×数量) = 980599.6

盈亏 = SELL(980599.6) + 现金差额(73511.8497) - BUY(1053600) = 511.4497

019742 银行间全价105.7342 vs 105.7704 实时105.530 买一价卖出(105.531+0.2394)×2000=211540.8 019776 银行间全价93.1871 vs 93.168 实时92.860 买一价卖出(92.859+0.309)×4000=372672 019789 银行间全价99.1308 vs 99.1007 实时98.388 买一价卖出(98.388+0.7127)×4000=396402.8 成份券总价值(买一价×数量) = 980615.6

盈亏 = SELL(980615.6) + 现金差额(73502.4785) - BUY(1053590) = 528.0785

511130 测算净价 105.4243 卖一价(现量:386手): 105.36*30000 = 3160800 019776 银行间全价93.1871 vs 93.179 实时92.860 卖一价买入(92.870+0.309)*2000 成份券 合计 186358 511130 现金差额 (220507.4355) BUY 合计 3160800 + 186358 - (220507.4355) = 3126650.5645

511090 测算净价 115.4268 买一价(现量:3手): 115.423*20000 = 2308460 019742 银行间全价105.7342 vs 105.7704 实时105.530 买一价卖出(105.531+0.2394)*2000 019789 银行间全价99.1308 vs 99.0957 实时98.388 买一价卖出(98.383+0.7127)*6000 成份券 合计 806115 511090 现金差额 (-13806.049) SELL 合计 2308460 + 806115 - (-13806.049) = 3128381.049

盈亏 = SELL(3128381.049) - BUY(3126650.5645) = 1730.4845

511130 测算净价 105.4197 卖一价(现量:31手): 105.356*30000 = 3160680 019776 银行间全价93.1871 vs 93.168 实时92.860 卖一价买入(92.859+0.309)*2000 成份券 合计 186336 511130 现金差额 (220497.8247) BUY 合计 3160680 + 186336 - (220497.8247) = 3126518.1753

511090 测算净价 115.4236 买一价(现量:4手): 115.422*20000 = 2308440 019742 银行间全价105.7342 vs 105.7664 实时105.533 买一价卖出(105.527+0.2394)*2000 019789 银行间全价99.1201 vs 99.0977 实时98.385 买一价卖出(98.385+0.7127)*6000 成份券 合计 806119 511090 现金差额 (-13805.6632) SELL 合计 2308440 + 806119 - (-13805.6632) = 3128364.6632

盈亏 = SELL(3128364.6632) - BUY(3126518.1753) = 1846.4879

019742 银行间全价105.7342 vs 105.7664 实时105.533 买一价卖出(105.527+0.2394)×2000=211532.8 019776 银行间全价93.1871 vs 93.166 实时92.860 买一价卖出(92.857+0.309)×4000=372664 019789 银行间全价99.1201 vs 99.0977 实时98.385 买一价卖出(98.385+0.7127)×4000=396390.8 成份券总价值(买一价×数量) = 980587.6

盈亏 = SELL(980587.6) + 现金差额(73499.2749) - BUY(1053560) = 526.8749

511130 测算净价 105.4197 卖一价(现量:324手): 105.356*30000 = 3160680 019776 银行间全价93.1871 vs 93.169 实时92.854 卖一价买入(92.860+0.309)*2000 成份券 合计 186338 511130 现金差额 (220497.8247) BUY 合计 3160680 + 186338 - (220497.8247) = 3126520.1753

511090 测算净价 115.4236 买一价(现量:1手): 115.414*20000 = 2308280 019742 银行间全价105.7342 vs 105.7614 实时105.524 买一价卖出(105.522+0.2394)*2000 019789 银行间全价99.1201 vs 99.0977 实时98.386 买一价卖出(98.385+0.7127)*6000 成份券 合计 806109 511090 现金差额 (-13805.6632) SELL 合计 2308280 + 806109 - (-13805.6632) = 3128194.6632

盈亏 = SELL(3128194.6632) - BUY(3126520.1753) = 1674.4879

511130 测算净价 105.415 卖一价(现量:1手): 105.346*30000 = 3160380 019776 银行间全价93.1871 vs 93.164 实时92.845 卖一价买入(92.855+0.309)*2000 成份券 合计 186328 511130 现金差额 (220488.1239) BUY 合计 3160380 + 186328 - (220488.1239) = 3126219.8761

511090 测算净价 115.4204 买一价(现量:54手): 115.406*20000 = 2308120 019742 银行间全价105.7342 vs 105.7654 实时105.526 买一价卖出(105.526+0.2394)*2000 019789 银行间全价99.1093 vs 99.0947 实时98.385 买一价卖出(98.382+0.7127)*6000 成份券 合计 806099 511090 现金差额 (-13805.2738) SELL 合计 2308120 + 806099 - (-13805.2738) = 3128024.2738

盈亏 = SELL(3128024.2738) - BUY(3126219.8761) = 1804.3977

019742 银行间全价105.7342 vs 105.7654 实时105.526 买一价卖出(105.526+0.2394)×2000=211530.8 019776 银行间全价93.1871 vs 93.154 实时92.845 买一价卖出(92.845+0.309)×4000=372616 019789 银行间全价99.1093 vs 99.0947 实时98.385 买一价卖出(98.382+0.7127)×4000=396378.8 成份券总价值(买一价×数量) = 980525.6

盈亏 = SELL(980525.6) + 现金差额(73496.0413) - BUY(1053490) = 531.6413

511130 测算净价 105.415 卖一价(现量:33手): 105.344*30000 = 3160320 019776 银行间全价93.1871 vs 93.166 实时92.849 卖一价买入(92.857+0.309)*2000 成份券 合计 186332 511130 现金差额 (220488.1239) BUY 合计 3160320 + 186332 - (220488.1239) = 3126163.8761

511090 测算净价 115.4204 买一价(现量:10手): 115.404*20000 = 2308080 019742 银行间全价105.7342 vs 105.7574 实时105.518 买一价卖出(105.518+0.2394)*2000 019789 银行间全价99.1093 vs 99.0917 实时98.379 买一价卖出(98.379+0.7127)*6000 成份券 合计 806065 511090 现金差额 (-13805.2738) SELL 合计 2308080 + 806065 - (-13805.2738) = 3127950.2738

盈亏 = SELL(3127950.2738) - BUY(3126163.8761) = 1786.3977

511130 测算净价 105.4062 卖一价(现量:23手): 105.348*30000 = 3160440 019776 银行间全价93.1666 vs 93.164 实时92.844 卖一价买入(92.855+0.309)*2000 成份券 合计 186328 511130 现金差额 (220469.7108) BUY 合计 3160440 + 186328 - (220469.7108) = 3126298.2892

511090 测算净价 115.4061 买一价(现量:1手): 115.403*20000 = 2308060 019742 银行间全价105.7342 vs 105.7574 实时105.517 买一价卖出(105.518+0.2394)*2000 019789 银行间全价99.1093 vs 99.0927 实时98.379 买一价卖出(98.380+0.7127)*6000 成份券 合计 806071 511090 现金差额 (-13803.549) SELL 合计 2308060 + 806071 - (-13803.549) = 3127934.549

盈亏 = SELL(3127934.549) - BUY(3126298.2892) = 1636.2598

019742 银行间全价105.7342 vs 105.7564 实时105.517 买一价卖出(105.517+0.2394)×2000=211512.8 019776 银行间全价93.1666 vs 93.154 实时92.844 买一价卖出(92.845+0.309)×4000=372616 019789 银行间全价99.1093 vs 99.0907 实时98.379 买一价卖出(98.378+0.7127)×4000=396362.8 成份券总价值(买一价×数量) = 980491.6

盈亏 = SELL(980491.6) + 现金差额(73489.9036) - BUY(1053480) = 501.5036

511130 测算净价 105.397 卖一价(现量:8手): 105.345*30000 = 3160350 019776 银行间全价93.1666 vs 93.155 实时92.846 卖一价买入(92.846+0.309)*2000 成份券 合计 186310 511130 现金差额 (220450.4892) BUY 合计 3160350 + 186310 - (220450.4892) = 3126209.5108

511090 测算净价 115.3997 买一价(现量:2手): 115.396*20000 = 2307920 019742 银行间全价105.7342 vs 105.7404 实时105.506 买一价卖出(105.501+0.2394)*2000 019789 银行间全价99.0879 vs 99.0937 实时98.382 买一价卖出(98.381+0.7127)*6000 成份券 合计 806043 511090 现金差额 (-13802.7772) SELL 合计 2307920 + 806043 - (-13802.7772) = 3127765.7772

盈亏 = SELL(3127765.7772) - BUY(3126209.5108) = 1556.2664

511130 测算净价 105.397 卖一价(现量:7手): 105.345*30000 = 3160350 019776 银行间全价93.1666 vs 93.16 实时92.846 卖一价买入(92.851+0.309)*2000 成份券 合计 186320 511130 现金差额 (220450.4892) BUY 合计 3160350 + 186320 - (220450.4892) = 3126219.5108

511090 测算净价 115.3997 买一价(现量:41手): 115.394*20000 = 2307880 019742 银行间全价105.7342 vs 105.7464 实时105.512 买一价卖出(105.507+0.2394)*2000 019789 银行间全价99.0879 vs 99.0897 实时98.377 买一价卖出(98.377+0.7127)*6000 成份券 合计 806031 511090 现金差额 (-13802.7772) SELL 合计 2307880 + 806031 - (-13802.7772) = 3127713.7772

盈亏 = SELL(3127713.7772) - BUY(3126219.5108) = 1494.2664

511130 测算净价 105.397 卖一价(现量:22手): 105.342*30000 = 3160260 019776 银行间全价93.1666 vs 93.158 实时92.830 卖一价买入(92.849+0.309)*2000 成份券 合计 186316 511130 现金差额 (220450.4892) BUY 合计 3160260 + 186316 - (220450.4892) = 3126125.5108

511090 测算净价 115.3997 买一价(现量:17手): 115.398*20000 = 2307960 019742 银行间全价105.7342 vs 105.7444 实时105.500 买一价卖出(105.505+0.2394)*2000 019789 银行间全价99.0879 vs 99.0697 实时98.354 买一价卖出(98.357+0.7127)*6000 成份券 合计 805907 511090 现金差额 (-13802.7772) SELL 合计 2307960 + 805907 - (-13802.7772) = 3127669.7772

盈亏 = SELL(3127669.7772) - BUY(3126125.5108) = 1544.2664

511130 测算净价 105.3926 卖一价(现量:80手): 105.345*30000 = 3160350 019776 银行间全价93.1563 vs 93.169 实时92.830 卖一价买入(92.860+0.309)*2000 成份券 合计 186338 511130 现金差额 (220441.2378) BUY 合计 3160350 + 186338 - (220441.2378) = 3126246.7622

511090 测算净价 115.3926 买一价(现量:41手): 115.394*20000 = 2307880 019742 银行间全价105.7342 vs 105.7384 实时105.499 买一价卖出(105.499+0.2394)*2000 019789 银行间全价99.0879 vs 99.0657 实时98.354 买一价卖出(98.353+0.7127)*6000 成份券 合计 805871 511090 现金差额 (-13801.9106) SELL 合计 2307880 + 805871 - (-13801.9106) = 3127552.9106

盈亏 = SELL(3127552.9106) - BUY(3126246.7622) = 1306.1484

511130 测算净价 105.3926 卖一价(现量:18手): 105.342*30000 = 3160260 019776 银行间全价93.1563 vs 93.15 实时92.830 卖一价买入(92.841+0.309)*2000 成份券 合计 186300 511130 现金差额 (220441.2378) BUY 合计 3160260 + 186300 - (220441.2378) = 3126118.7622

511090 测算净价 115.3926 买一价(现量:2手): 115.393*20000 = 2307860 019742 银行间全价105.7342 vs 105.7334 实时105.488 买一价卖出(105.494+0.2394)*2000 019789 银行间全价99.0879 vs 99.0677 实时98.354 买一价卖出(98.355+0.7127)*6000 成份券 合计 805873 511090 现金差额 (-13801.9106) SELL 合计 2307860 + 805873 - (-13801.9106) = 3127534.9106

盈亏 = SELL(3127534.9106) - BUY(3126118.7622) = 1416.1484

511130 测算净价 105.3972 卖一价(现量:90手): 105.339*30000 = 3160170 019776 银行间全价93.1563 vs 93.157 实时92.830 卖一价买入(92.848+0.309)*2000 成份券 合计 186314 511130 现金差额 (220450.8486) BUY 合计 3160170 + 186314 - (220450.8486) = 3126033.1514

511090 测算净价 115.3957 买一价(现量:24手): 115.384*20000 = 2307680 019742 银行间全价105.7342 vs 105.7284 实时105.488 买一价卖出(105.489+0.2394)*2000 019789 银行间全价99.0986 vs 99.0667 实时98.353 买一价卖出(98.354+0.7127)*6000 成份券 合计 805857 511090 现金差额 (-13802.2964) SELL 合计 2307680 + 805857 - (-13802.2964) = 3127339.2964

盈亏 = SELL(3127339.2964) - BUY(3126033.1514) = 1306.145

511130 测算净价 105.3972 卖一价(现量:1手): 105.332*30000 = 3159960 019776 银行间全价93.1563 vs 93.147 实时92.830 卖一价买入(92.838+0.309)*2000 成份券 合计 186294 511130 现金差额 (220450.8486) BUY 合计 3159960 + 186294 - (220450.8486) = 3125803.1514

511090 测算净价 115.3957 买一价(现量:7手): 115.376*20000 = 2307520 019742 银行间全价105.7342 vs 105.7234 实时105.481 买一价卖出(105.484+0.2394)*2000 019789 银行间全价99.0986 vs 99.0577 实时98.340 买一价卖出(98.345+0.7127)*6000 成份券 合计 805793 511090 现金差额 (-13802.2964) SELL 合计 2307520 + 805793 - (-13802.2964) = 3127115.2964

盈亏 = SELL(3127115.2964) - BUY(3125803.1514) = 1312.145

511130 测算净价 105.3972 卖一价(现量:30手): 105.326*30000 = 3159780 019776 银行间全价93.1563 vs 93.168 实时92.826 卖一价买入(92.859+0.309)*2000 成份券 合计 186336 511130 现金差额 (220450.8486) BUY 合计 3159780 + 186336 - (220450.8486) = 3125665.1514

511090 测算净价 115.3957 买一价(现量:25手): 115.371*20000 = 2307420 019742 银行间全价105.7342 vs 105.7204 实时105.481 买一价卖出(105.481+0.2394)*2000 019789 银行间全价99.0986 vs 99.0507 实时98.324 买一价卖出(98.338+0.7127)*6000 成份券 合计 805745 511090 现金差额 (-13802.2964) SELL 合计 2307420 + 805745 - (-13802.2964) = 3126967.2964

盈亏 = SELL(3126967.2964) - BUY(3125665.1514) = 1302.145

511130 测算净价 105.4016 卖一价(现量:1手): 105.324*30000 = 3159720 019776 银行间全价93.1666 vs 93.144 实时92.837 卖一价买入(92.835+0.309)*2000 成份券 合计 186288 511130 现金差额 (220460.1) BUY 合计 3159720 + 186288 - (220460.1) = 3125547.9

511090 测算净价 115.4029 买一价(现量:50手): 115.367*20000 = 2307340 019742 银行间全价105.7342 vs 105.7194 实时105.481 买一价卖出(105.480+0.2394)*2000 019789 银行间全价99.0986 vs 99.0417 实时98.324 买一价卖出(98.329+0.7127)*6000 成份券 合计 805689 511090 现金差额 (-13803.163) SELL 合计 2307340 + 805689 - (-13803.163) = 3126832.163

盈亏 = SELL(3126832.163) - BUY(3125547.9) = 1284.263

511130 测算净价 105.4062 卖一价(现量:71手): 105.329*30000 = 3159870 019776 银行间全价93.1666 vs 93.169 实时92.859 卖一价买入(92.860+0.309)*2000 成份券 合计 186338 511130 现金差额 (220469.7108) BUY 合计 3159870 + 186338 - (220469.7108) = 3125738.2892

511090 测算净价 115.4061 买一价(现量:8手): 115.372*20000 = 2307440 019742 银行间全价105.7342 vs 105.7184 实时105.489 买一价卖出(105.479+0.2394)*2000 019789 银行间全价99.1093 vs 99.0747 实时98.358 买一价卖出(98.362+0.7127)*6000 成份券 合计 805885 511090 现金差额 (-13803.549) SELL 合计 2307440 + 805885 - (-13803.549) = 3127128.549

盈亏 = SELL(3127128.549) - BUY(3125738.2892) = 1390.2598

511130 测算净价 105.4155 卖一价(现量:17手): 105.344*30000 = 3160320 019776 银行间全价93.1666 vs 93.168 实时92.852 卖一价买入(92.859+0.309)*2000 成份券 合计 186336 511130 现金差额 (220489.0221) BUY 合计 3160320 + 186336 - (220489.0221) = 3126166.9779

511090 测算净价 115.4125 买一价(现量:21手): 115.392*20000 = 2307840 019742 银行间全价105.7342 vs 105.7404 实时105.502 买一价卖出(105.501+0.2394)*2000 019789 银行间全价99.1308 vs 99.0707 实时98.358 买一价卖出(98.358+0.7127)*6000 成份券 合计 805905 511090 现金差额 (-13804.3242) SELL 合计 2307840 + 805905 - (-13804.3242) = 3127549.3242

盈亏 = SELL(3127549.3242) - BUY(3126166.9779) = 1382.3463

511130 测算净价 105.4155 卖一价(现量:80手): 105.356*30000 = 3160680 019776 银行间全价93.1666 vs 93.17 实时92.852 卖一价买入(92.861+0.309)*2000 成份券 合计 186340 511130 现金差额 (220489.0221) BUY 合计 3160680 + 186340 - (220489.0221) = 3126530.9779

511090 测算净价 115.4125 买一价(现量:50手): 115.416*20000 = 2308320 019742 银行间全价105.7342 vs 105.7404 实时105.505 买一价卖出(105.501+0.2394)*2000 019789 银行间全价99.1308 vs 99.0677 实时98.356 买一价卖出(98.355+0.7127)*6000 成份券 合计 805887 511090 现金差额 (-13804.3242) SELL 合计 2308320 + 805887 - (-13804.3242) = 3128011.3242

盈亏 = SELL(3128011.3242) - BUY(3126530.9779) = 1480.3463

511130 测算净价 105.3972 卖一价(现量:1手): 105.338*30000 = 3160140 019776 银行间全价93.1563 vs 93.162 实时92.842 卖一价买入(92.853+0.309)*2000 成份券 合计 186324 511130 现金差额 (220450.8486) BUY 合计 3160140 + 186324 - (220450.8486) = 3126013.1514

511090 测算净价 115.3957 买一价(现量:37手): 115.398*20000 = 2307960 019742 银行间全价105.7342 vs 105.7294 实时105.499 买一价卖出(105.490+0.2394)*2000 019789 银行间全价99.0986 vs 99.0577 实时98.356 买一价卖出(98.345+0.7127)*6000 成份券 合计 805805 511090 现金差额 (-13802.2964) SELL 合计 2307960 + 805805 - (-13802.2964) = 3127567.2964

盈亏 = SELL(3127567.2964) - BUY(3126013.1514) = 1554.145

511130 测算净价 105.3922 卖一价(现量:28手): 105.328*30000 = 3159840 019776 银行间全价93.1661 vs 93.166 实时92.827 卖一价买入(92.857+0.309)*2000 成份券 合计 186332 511130 现金差额 (220440.4293) BUY 合计 3159840 + 186332 - (220440.4293) = 3125731.5707

511090 测算净价 115.3962 买一价(现量:21手): 115.389*20000 = 2307780 019742 银行间全价105.7342 vs 105.7244 实时105.477 买一价卖出(105.485+0.2394)*2000 019789 银行间全价99.0772 vs 99.0477 实时98.326 买一价卖出(98.335+0.7127)*6000 成份券 合计 805735 511090 现金差额 (-13802.3494) SELL 合计 2307780 + 805735 - (-13802.3494) = 3127317.3494

盈亏 = SELL(3127317.3494) - BUY(3125731.5707) = 1585.7787

511130 测算净价 105.3922 卖一价(现量:5手): 105.323*30000 = 3159690 019776 银行间全价93.1661 vs 93.164 实时92.827 卖一价买入(92.855+0.309)*2000 成份券 合计 186328 511130 现金差额 (220440.4293) BUY 合计 3159690 + 186328 - (220440.4293) = 3125577.5707

511090 测算净价 115.3962 买一价(现量:20手): 115.371*20000 = 2307420 019742 银行间全价105.7342 vs 105.7174 实时105.477 买一价卖出(105.478+0.2394)*2000 019789 银行间全价99.0772 vs 99.0397 实时98.326 买一价卖出(98.327+0.7127)*6000 成份券 合计 805673 511090 现金差额 (-13802.3494) SELL 合计 2307420 + 805673 - (-13802.3494) = 3126895.3494

盈亏 = SELL(3126895.3494) - BUY(3125577.5707) = 1317.7787

511130 测算净价 105.3922 卖一价(现量:57手): 105.324*30000 = 3159720 019776 银行间全价93.1661 vs 93.139 实时92.829 卖一价买入(92.830+0.309)*2000 成份券 合计 186278 511130 现金差额 (220440.4293) BUY 合计 3159720 + 186278 - (220440.4293) = 3125557.5707

511090 测算净价 115.3962 买一价(现量:32手): 115.379*20000 = 2307580 019742 银行间全价105.7342 vs 105.7304 实时105.490 买一价卖出(105.491+0.2394)*2000 019789 银行间全价99.0772 vs 99.0547 实时98.356 买一价卖出(98.342+0.7127)*6000 成份券 合计 805789 511090 现金差额 (-13802.3494) SELL 合计 2307580 + 805789 - (-13802.3494) = 3127171.3494

盈亏 = SELL(3127171.3494) - BUY(3125557.5707) = 1613.7787

511130 测算净价 105.3922 卖一价(现量:53手): 105.326*30000 = 3159780 019776 银行间全价93.1661 vs 93.14 实时92.820 卖一价买入(92.831+0.309)*2000 成份券 合计 186280 511130 现金差额 (220440.4293) BUY 合计 3159780 + 186280 - (220440.4293) = 3125619.5707

511090 测算净价 115.3962 买一价(现量:10手): 115.377*20000 = 2307540 019742 银行间全价105.7342 vs 105.7224 实时105.481 买一价卖出(105.483+0.2394)*2000 019789 银行间全价99.0772 vs 99.0527 实时98.349 买一价卖出(98.340+0.7127)*6000 成份券 合计 805761 511090 现金差额 (-13802.3494) SELL 合计 2307540 + 805761 - (-13802.3494) = 3127103.3494

盈亏 = SELL(3127103.3494) - BUY(3125619.5707) = 1483.7787

511130 测算净价 105.3922 卖一价(现量:4手): 105.322*30000 = 3159660 019776 银行间全价93.1661 vs 93.156 实时92.820 卖一价买入(92.847+0.309)*2000 成份券 合计 186312 511130 现金差额 (220440.4293) BUY 合计 3159660 + 186312 - (220440.4293) = 3125531.5707

511090 测算净价 115.3962 买一价(现量:12手): 115.373*20000 = 2307460 019742 银行间全价105.7342 vs 105.7164 实时105.483 买一价卖出(105.477+0.2394)*2000 019789 银行间全价99.0772 vs 99.0527 实时98.356 买一价卖出(98.340+0.7127)*6000 成份券 合计 805749 511090 现金差额 (-13802.3494) SELL 合计 2307460 + 805749 - (-13802.3494) = 3127011.3494

盈亏 = SELL(3127011.3494) - BUY(3125531.5707) = 1479.7787

511130 测算净价 105.3922 卖一价(现量:10手): 105.319*30000 = 3159570 019776 银行间全价93.1661 vs 93.129 实时92.820 卖一价买入(92.820+0.309)*2000 成份券 合计 186258 511130 现金差额 (220440.4293) BUY 合计 3159570 + 186258 - (220440.4293) = 3125387.5707

511090 测算净价 115.3962 买一价(现量:5手): 115.369*20000 = 2307380 019742 银行间全价105.7342 vs 105.7144 实时105.475 买一价卖出(105.475+0.2394)*2000 019789 银行间全价99.0772 vs 99.0377 实时98.346 买一价卖出(98.325+0.7127)*6000 成份券 合计 805655 511090 现金差额 (-13802.3494) SELL 合计 2307380 + 805655 - (-13802.3494) = 3126837.3494

盈亏 = SELL(3126837.3494) - BUY(3125387.5707) = 1449.7787

511130 测算净价 105.3922 卖一价(现量:30手): 105.319*30000 = 3159570 019776 银行间全价93.1661 vs 93.129 实时92.820 卖一价买入(92.820+0.309)*2000 成份券 合计 186258 511130 现金差额 (220440.4293) BUY 合计 3159570 + 186258 - (220440.4293) = 3125387.5707

511090 测算净价 115.3962 买一价(现量:28手): 115.365*20000 = 2307300 019742 银行间全价105.7342 vs 105.7134 实时105.475 买一价卖出(105.474+0.2394)*2000 019789 银行间全价99.0772 vs 99.0527 实时98.346 买一价卖出(98.340+0.7127)*6000 成份券 合计 805743 511090 现金差额 (-13802.3494) SELL 合计 2307300 + 805743 - (-13802.3494) = 3126845.3494

盈亏 = SELL(3126845.3494) - BUY(3125387.5707) = 1457.7787

511130 测算净价 105.3889 卖一价(现量:28手): 105.32*30000 = 3159600 019776 银行间全价93.1563 vs 93.163 实时92.834 卖一价买入(92.854+0.309)*2000 成份券 合计 186326 511130 现金差额 (220433.6031) BUY 合计 3159600 + 186326 - (220433.6031) = 3125492.3969

511090 测算净价 115.39 买一价(现量:57手): 115.366*20000 = 2307320 019742 银行间全价105.7342 vs 105.7044 实时105.475 买一价卖出(105.465+0.2394)*2000 019789 银行间全价99.0794 vs 99.0397 实时98.346 买一价卖出(98.327+0.7127)*6000 成份券 合计 805647 511090 现金差额 (-13801.6042) SELL 合计 2307320 + 805647 - (-13801.6042) = 3126768.6042

盈亏 = SELL(3126768.6042) - BUY(3125492.3969) = 1276.2073

511130 测算净价 105.388 卖一价(现量:51手): 105.315*30000 = 3159450 019776 银行间全价93.1563 vs 93.179 实时92.823 卖一价买入(92.870+0.309)*2000 成份券 合计 186358 511130 现金差额 (220431.627) BUY 合计 3159450 + 186358 - (220431.627) = 3125376.373

511090 测算净价 115.3894 买一价(现量:13手): 115.372*20000 = 2307440 019742 银行间全价105.7342 vs 105.7174 实时105.480 买一价卖出(105.478+0.2394)*2000 019789 银行间全价99.0772 vs 99.0557 实时98.359 买一价卖出(98.343+0.7127)*6000 成份券 合计 805769 511090 现金差额 (-13801.5248) SELL 合计 2307440 + 805769 - (-13801.5248) = 3127010.5248

盈亏 = SELL(3127010.5248) - BUY(3125376.373) = 1634.1518

019742 银行间全价105.7342 vs 105.7174 实时105.480 买一价卖出(105.478+0.2394)×2000=211434.8 019776 银行间全价93.1563 vs 93.141 实时92.823 买一价卖出(92.832+0.309)×4000=372564 019789 银行间全价99.0772 vs 99.0557 实时98.359 买一价卖出(98.343+0.7127)×4000=396222.8 成份券总价值(买一价×数量) = 980221.6

盈亏 = SELL(980221.6) + 现金差额(73477.209) - BUY(1053150) = 548.809

511130 测算净价 105.388 卖一价(现量:32手): 105.309*30000 = 3159270 019776 银行间全价93.1563 vs 93.137 实时92.825 卖一价买入(92.828+0.309)*2000 成份券 合计 186274 511130 现金差额 (220431.627) BUY 合计 3159270 + 186274 - (220431.627) = 3125112.373

511090 测算净价 115.3894 买一价(现量:2手): 115.368*20000 = 2307360 019742 银行间全价105.7342 vs 105.7154 实时105.474 买一价卖出(105.476+0.2394)*2000 019789 银行间全价99.0772 vs 99.0387 实时98.359 买一价卖出(98.326+0.7127)*6000 成份券 合计 805663 511090 现金差额 (-13801.5248) SELL 合计 2307360 + 805663 - (-13801.5248) = 3126824.5248

盈亏 = SELL(3126824.5248) - BUY(3125112.373) = 1712.1518

511130 测算净价 105.388 卖一价(现量:103手): 105.325*30000 = 3159750 019776 银行间全价93.1563 vs 93.145 实时92.825 卖一价买入(92.836+0.309)*2000 成份券 合计 186290 511130 现金差额 (220431.627) BUY 合计 3159750 + 186290 - (220431.627) = 3125608.373

511090 测算净价 115.3894 买一价(现量:11手): 115.38*20000 = 2307600 019742 银行间全价105.7342 vs 105.7094 实时105.474 买一价卖出(105.470+0.2394)*2000 019789 银行间全价99.0772 vs 99.0617 实时98.341 买一价卖出(98.349+0.7127)*6000 成份券 合计 805789 511090 现金差额 (-13801.5248) SELL 合计 2307600 + 805789 - (-13801.5248) = 3127190.5248

盈亏 = SELL(3127190.5248) - BUY(3125608.373) = 1582.1518

511130 测算净价 105.388 卖一价(现量:103手): 105.325*30000 = 3159750 019776 银行间全价93.1563 vs 93.155 实时92.825 卖一价买入(92.846+0.309)*2000 成份券 合计 186310 511130 现金差额 (220431.627) BUY 合计 3159750 + 186310 - (220431.627) = 3125628.373

511090 测算净价 115.3894 买一价(现量:22手): 115.376*20000 = 2307520 019742 银行间全价105.7342 vs 105.7034 实时105.474 买一价卖出(105.464+0.2394)*2000 019789 银行间全价99.0772 vs 99.0547 实时98.341 买一价卖出(98.342+0.7127)*6000 成份券 合计 805735 511090 现金差额 (-13801.5248) SELL 合计 2307520 + 805735 - (-13801.5248) = 3127056.5248

盈亏 = SELL(3127056.5248) - BUY(3125628.373) = 1428.1518

511130 测算净价 105.388 卖一价(现量:101手): 105.325*30000 = 3159750 019776 银行间全价93.1563 vs 93.176 实时92.825 卖一价买入(92.867+0.309)*2000 成份券 合计 186352 511130 现金差额 (220431.627) BUY 合计 3159750 + 186352 - (220431.627) = 3125670.373

511090 测算净价 115.3894 买一价(现量:12手): 115.375*20000 = 2307500 019742 银行间全价105.7342 vs 105.7144 实时105.473 买一价卖出(105.475+0.2394)*2000 019789 银行间全价99.0772 vs 99.0547 实时98.341 买一价卖出(98.342+0.7127)*6000 成份券 合计 805757 511090 现金差额 (-13801.5248) SELL 合计 2307500 + 805757 - (-13801.5248) = 3127058.5248

盈亏 = SELL(3127058.5248) - BUY(3125670.373) = 1388.1518

511130 测算净价 105.388 卖一价(现量:36手): 105.312*30000 = 3159360 019776 银行间全价93.1563 vs 93.137 实时92.825 卖一价买入(92.828+0.309)*2000 成份券 合计 186274 511130 现金差额 (220431.627) BUY 合计 3159360 + 186274 - (220431.627) = 3125202.373

511090 测算净价 115.3894 买一价(现量:37手): 115.36*20000 = 2307200 019742 银行间全价105.7342 vs 105.7024 实时105.462 买一价卖出(105.463+0.2394)*2000 019789 银行间全价99.0772 vs 99.0387 实时98.341 买一价卖出(98.326+0.7127)*6000 成份券 合计 805637 511090 现金差额 (-13801.5248) SELL 合计 2307200 + 805637 - (-13801.5248) = 3126638.5248

盈亏 = SELL(3126638.5248) - BUY(3125202.373) = 1436.1518

019742 银行间全价105.7342 vs 105.7094 实时105.470 买一价卖出(105.47+0.2394)×2000=211418.8 019776 银行间全价93.1563 vs 93.134 实时92.821 买一价卖出(92.825+0.309)×4000=372536 019789 银行间全价99.0986 vs 99.0447 实时98.357 买一价卖出(98.332+0.7127)×4000=396178.8 成份券总价值(买一价×数量) = 980133.6

盈亏 = SELL(980133.6) + 现金差额(73483.6162) - BUY(1053110) = 507.2162

511130 测算净价 105.3972 卖一价(现量:13手): 105.309*30000 = 3159270 019776 银行间全价93.1563 vs 93.156 实时92.821 卖一价买入(92.847+0.309)*2000 成份券 合计 186312 511130 现金差额 (220450.8486) BUY 合计 3159270 + 186312 - (220450.8486) = 3125131.1514

511090 测算净价 115.3957 买一价(现量:1手): 115.355*20000 = 2307100 019742 银行间全价105.7342 vs 105.7094 实时105.470 买一价卖出(105.470+0.2394)*2000 019789 银行间全价99.0986 vs 99.0477 实时98.357 买一价卖出(98.335+0.7127)*6000 成份券 合计 805705 511090 现金差额 (-13802.2964) SELL 合计 2307100 + 805705 - (-13802.2964) = 3126607.2964

盈亏 = SELL(3126607.2964) - BUY(3125131.1514) = 1476.145

511130 测算净价 105.3972 卖一价(现量:59手): 105.325*30000 = 3159750 019776 银行间全价93.1563 vs 93.171 实时92.821 卖一价买入(92.862+0.309)*2000 成份券 合计 186342 511130 现金差额 (220450.8486) BUY 合计 3159750 + 186342 - (220450.8486) = 3125641.1514

511090 测算净价 115.3957 买一价(现量:44手): 115.372*20000 = 2307440 019742 银行间全价105.7342 vs 105.7084 实时105.464 买一价卖出(105.469+0.2394)*2000 019789 银行间全价99.0986 vs 99.0497 实时98.357 买一价卖出(98.337+0.7127)*6000 成份券 合计 805715 511090 现金差额 (-13802.2964) SELL 合计 2307440 + 805715 - (-13802.2964) = 3126957.2964

盈亏 = SELL(3126957.2964) - BUY(3125641.1514) = 1316.145

511130 测算净价 105.388 卖一价(现量:3手): 105.323*30000 = 3159690 019776 银行间全价93.1563 vs 93.142 实时92.821 卖一价买入(92.833+0.309)*2000 成份券 合计 186284 511130 现金差额 (220431.627) BUY 合计 3159690 + 186284 - (220431.627) = 3125542.373

511090 测算净价 115.3894 买一价(现量:1手): 115.37*20000 = 2307400 019742 银行间全价105.7342 vs 105.7014 实时105.464 买一价卖出(105.462+0.2394)*2000 019789 银行间全价99.0772 vs 99.0377 实时98.360 买一价卖出(98.325+0.7127)*6000 成份券 合计 805629 511090 现金差额 (-13801.5248) SELL 合计 2307400 + 805629 - (-13801.5248) = 3126830.5248

盈亏 = SELL(3126830.5248) - BUY(3125542.373) = 1288.1518

511130 测算净价 105.388 卖一价(现量:3手): 105.32*30000 = 3159600 019776 银行间全价93.1563 vs 93.159 实时92.821 卖一价买入(92.850+0.309)*2000 成份券 合计 186318 511130 现金差额 (220431.627) BUY 合计 3159600 + 186318 - (220431.627) = 3125486.373

511090 测算净价 115.3894 买一价(现量:30手): 115.362*20000 = 2307240 019742 银行间全价105.7342 vs 105.6944 实时105.468 买一价卖出(105.455+0.2394)*2000 019789 银行间全价99.0772 vs 99.0727 实时98.360 买一价卖出(98.360+0.7127)*6000 成份券 合计 805825 511090 现金差额 (-13801.5248) SELL 合计 2307240 + 805825 - (-13801.5248) = 3126866.5248

盈亏 = SELL(3126866.5248) - BUY(3125486.373) = 1380.1518

511130 测算净价 105.388 卖一价(现量:35手): 105.321*30000 = 3159630 019776 银行间全价93.1563 vs 93.176 实时92.821 卖一价买入(92.867+0.309)*2000 成份券 合计 186352 511130 现金差额 (220431.627) BUY 合计 3159630 + 186352 - (220431.627) = 3125550.373

511090 测算净价 115.3894 买一价(现量:11手): 115.361*20000 = 2307220 019742 银行间全价105.7342 vs 105.7124 实时105.473 买一价卖出(105.473+0.2394)*2000 019789 银行间全价99.0772 vs 99.0377 实时98.324 买一价卖出(98.325+0.7127)*6000 成份券 合计 805651 511090 现金差额 (-13801.5248) SELL 合计 2307220 + 805651 - (-13801.5248) = 3126672.5248

盈亏 = SELL(3126672.5248) - BUY(3125550.373) = 1122.1518

511130 测算净价 105.388 卖一价(现量:1手): 105.312*30000 = 3159360 019776 银行间全价93.1563 vs 93.133 实时92.824 卖一价买入(92.824+0.309)*2000 成份券 合计 186266 511130 现金差额 (220431.627) BUY 合计 3159360 + 186266 - (220431.627) = 3125194.373

511090 测算净价 115.3894 买一价(现量:22手): 115.356*20000 = 2307120 019742 银行间全价105.7342 vs 105.7094 实时105.469 买一价卖出(105.470+0.2394)*2000 019789 银行间全价99.0772 vs 99.0427 实时98.301 买一价卖出(98.330+0.7127)*6000 成份券 合计 805675 511090 现金差额 (-13801.5248) SELL 合计 2307120 + 805675 - (-13801.5248) = 3126596.5248

盈亏 = SELL(3126596.5248) - BUY(3125194.373) = 1402.1518

511130 测算净价 105.3972 卖一价(现量:10手): 105.301*30000 = 3159030 019776 银行间全价93.1563 vs 93.139 实时92.825 卖一价买入(92.830+0.309)*2000 成份券 合计 186278 511130 现金差额 (220450.8486) BUY 合计 3159030 + 186278 - (220450.8486) = 3124857.1514

511090 测算净价 115.3957 买一价(现量:5手): 115.343*20000 = 2306860 019742 银行间全价105.7342 vs 105.7054 实时105.466 买一价卖出(105.466+0.2394)*2000 019789 银行间全价99.0986 vs 99.0207 实时98.301 买一价卖出(98.308+0.7127)*6000 成份券 合计 805535 511090 现金差额 (-13802.2964) SELL 合计 2306860 + 805535 - (-13802.2964) = 3126197.2964

盈亏 = SELL(3126197.2964) - BUY(3124857.1514) = 1340.145

019742 银行间全价105.7342 vs 105.7054 实时105.466 买一价卖出(105.466+0.2394)×2000=211410.8 019776 银行间全价93.1563 vs 93.135 实时92.825 买一价卖出(92.826+0.309)×4000=372540 019789 银行间全价99.0986 vs 99.0207 实时98.301 买一价卖出(98.308+0.7127)×4000=396082.8 成份券总价值(买一价×数量) = 980033.6

盈亏 = SELL(980033.6) + 现金差额(73483.6162) - BUY(1053010) = 507.2162

511130 测算净价 105.3972 卖一价(现量:13手): 105.315*30000 = 3159450 019776 银行间全价93.1563 vs 93.166 实时92.824 卖一价买入(92.857+0.309)*2000 成份券 合计 186332 511130 现金差额 (220450.8486) BUY 合计 3159450 + 186332 - (220450.8486) = 3125331.1514

511090 测算净价 115.3957 买一价(现量:19手): 115.35*20000 = 2307000 019742 银行间全价105.7342 vs 105.7064 实时105.470 买一价卖出(105.467+0.2394)*2000 019789 银行间全价99.0986 vs 99.0477 实时98.326 买一价卖出(98.335+0.7127)*6000 成份券 合计 805699 511090 现金差额 (-13802.2964) SELL 合计 2307000 + 805699 - (-13802.2964) = 3126501.2964

盈亏 = SELL(3126501.2964) - BUY(3125331.1514) = 1170.145

511130 测算净价 105.4014 卖一价(现量:49手): 105.307*30000 = 3159210 019776 银行间全价93.1661 vs 93.14 实时92.822 卖一价买入(92.831+0.309)*2000 成份券 合计 186280 511130 现金差额 (220459.6509) BUY 合计 3159210 + 186280 - (220459.6509) = 3125030.3491

511090 测算净价 115.4026 买一价(现量:12手): 115.35*20000 = 2307000 019742 银行间全价105.7342 vs 105.7094 实时105.471 买一价卖出(105.470+0.2394)*2000 019789 银行间全价99.0986 vs 99.0417 实时98.326 买一价卖出(98.329+0.7127)*6000 成份券 合计 805669 511090 现金差额 (-13803.121) SELL 合计 2307000 + 805669 - (-13803.121) = 3126472.121

盈亏 = SELL(3126472.121) - BUY(3125030.3491) = 1441.7719

511130 测算净价 105.4014 卖一价(现量:5手): 105.312*30000 = 3159360 019776 银行间全价93.1661 vs 93.158 实时92.827 卖一价买入(92.849+0.309)*2000 成份券 合计 186316 511130 现金差额 (220459.6509) BUY 合计 3159360 + 186316 - (220459.6509) = 3125216.3491

511090 测算净价 115.4026 买一价(现量:85手): 115.349*20000 = 2306980 019742 银行间全价105.7342 vs 105.7084 实时105.470 买一价卖出(105.469+0.2394)*2000 019789 银行间全价99.0986 vs 99.0417 实时98.389 买一价卖出(98.329+0.7127)*6000 成份券 合计 805667 511090 现金差额 (-13803.121) SELL 合计 2306980 + 805667 - (-13803.121) = 3126450.121

盈亏 = SELL(3126450.121) - BUY(3125216.3491) = 1233.7719

511130 测算净价 105.4014 卖一价(现量:2手): 105.309*30000 = 3159270 019776 银行间全价93.1661 vs 93.137 实时92.820 卖一价买入(92.828+0.309)*2000 成份券 合计 186274 511130 现金差额 (220459.6509) BUY 合计 3159270 + 186274 - (220459.6509) = 3125084.3491

511090 测算净价 115.4026 买一价(现量:24手): 115.356*20000 = 2307120 019742 银行间全价105.7342 vs 105.7194 实时105.479 买一价卖出(105.480+0.2394)*2000 019789 银行间全价99.0986 vs 99.0467 实时98.334 买一价卖出(98.334+0.7127)*6000 成份券 合计 805719 511090 现金差额 (-13803.121) SELL 合计 2307120 + 805719 - (-13803.121) = 3126642.121

盈亏 = SELL(3126642.121) - BUY(3125084.3491) = 1557.7719

019742 银行间全价105.7342 vs 105.7194 实时105.479 买一价卖出(105.48+0.2394)×2000=211438.8 019776 银行间全价93.1661 vs 93.133 实时92.820 买一价卖出(92.824+0.309)×4000=372532 019789 银行间全价99.0986 vs 99.0467 实时98.334 买一价卖出(98.334+0.7127)×4000=396186.8 成份券总价值(买一价×数量) = 980157.6

盈亏 = SELL(980157.6) + 现金差额(73486.5503) - BUY(1053090) = 554.1503

511130 测算净价 105.3972 卖一价(现量:61手): 105.315*30000 = 3159450 019776 银行间全价93.1563 vs 93.131 实时92.818 卖一价买入(92.822+0.309)*2000 成份券 合计 186262 511130 现金差额 (220450.8486) BUY 合计 3159450 + 186262 - (220450.8486) = 3125261.1514

511090 测算净价 115.3957 买一价(现量:2手): 115.363*20000 = 2307260 019742 银行间全价105.7342 vs 105.7184 实时105.479 买一价卖出(105.479+0.2394)*2000 019789 银行间全价99.0986 vs 99.0387 实时98.333 买一价卖出(98.326+0.7127)*6000 成份券 合计 805669 511090 现金差额 (-13802.2964) SELL 合计 2307260 + 805669 - (-13802.2964) = 3126731.2964

盈亏 = SELL(3126731.2964) - BUY(3125261.1514) = 1470.145

511130 测算净价 105.3972 卖一价(现量:40手): 105.319*30000 = 3159570 019776 银行间全价93.1563 vs 93.151 实时92.800 卖一价买入(92.842+0.309)*2000 成份券 合计 186302 511130 现金差额 (220450.8486) BUY 合计 3159570 + 186302 - (220450.8486) = 3125421.1514

511090 测算净价 115.3957 买一价(现量:1手): 115.367*20000 = 2307340 019742 银行间全价105.7342 vs 105.7314 实时105.499 买一价卖出(105.492+0.2394)*2000 019789 银行间全价99.0986 vs 99.0427 实时98.369 买一价卖出(98.330+0.7127)*6000 成份券 合计 805719 511090 现金差额 (-13802.2964) SELL 合计 2307340 + 805719 - (-13802.2964) = 3126861.2964

盈亏 = SELL(3126861.2964) - BUY(3125421.1514) = 1440.145

511130 测算净价 105.3926 卖一价(现量:8手): 105.315*30000 = 3159450 019776 银行间全价93.1563 vs 93.11 实时92.800 卖一价买入(92.801+0.309)*2000 成份券 合计 186220 511130 现金差额 (220441.1928) BUY 合计 3159450 + 186220 - (220441.1928) = 3125228.8072

511090 测算净价 115.3915 买一价(现量:3手): 115.36*20000 = 2307200 019742 银行间全价105.7127 vs 105.7314 实时105.498 买一价卖出(105.492+0.2394)*2000 019789 银行间全价99.0986 vs 99.0337 实时98.369 买一价卖出(98.321+0.7127)*6000 成份券 合计 805665 511090 现金差额 (-13801.7796) SELL 合计 2307200 + 805665 - (-13801.7796) = 3126666.7796

盈亏 = SELL(3126666.7796) - BUY(3125228.8072) = 1437.9724

511130 测算净价 105.3882 卖一价(现量:44手): 105.306*30000 = 3159180 019776 银行间全价93.146 vs 93.109 实时92.800 卖一价买入(92.800+0.309)*2000 成份券 合计 186218 511130 现金差额 (220431.9414) BUY 合计 3159180 + 186218 - (220431.9414) = 3124966.0586

511090 测算净价 115.3843 买一价(现量:2手): 115.353*20000 = 2307060 019742 银行间全价105.7127 vs 105.7194 实时105.497 买一价卖出(105.480+0.2394)*2000 019789 银行间全价99.0986 vs 99.0357 实时98.334 买一价卖出(98.323+0.7127)*6000 成份券 合计 805653 511090 现金差额 (-13800.913) SELL 合计 2307060 + 805653 - (-13800.913) = 3126513.913

盈亏 = SELL(3126513.913) - BUY(3124966.0586) = 1547.8544

511130 测算净价 105.3882 卖一价(现量:31手): 105.295*30000 = 3158850 019776 银行间全价93.146 vs 93.109 实时92.799 卖一价买入(92.800+0.309)*2000 成份券 合计 186218 511130 现金差额 (220431.9414) BUY 合计 3158850 + 186218 - (220431.9414) = 3124636.0586

511090 测算净价 115.3843 买一价(现量:9手): 115.347*20000 = 2306940 019742 银行间全价105.7127 vs 105.7054 实时105.491 买一价卖出(105.466+0.2394)*2000 019789 银行间全价99.0986 vs 99.0307 实时98.315 买一价卖出(98.318+0.7127)*6000 成份券 合计 805595 511090 现金差额 (-13800.913) SELL 合计 2306940 + 805595 - (-13800.913) = 3126335.913

盈亏 = SELL(3126335.913) - BUY(3124636.0586) = 1699.8544

511130 测算净价 105.3793 卖一价(现量:103手): 105.3*30000 = 3159000 019776 银行间全价93.1255 vs 93.109 实时92.800 卖一价买入(92.800+0.309)*2000 成份券 合计 186218 511130 现金差额 (220413.5283) BUY 合计 3159000 + 186218 - (220413.5283) = 3124804.4717

511090 测算净价 115.37 买一价(现量:1手): 115.359*20000 = 2307180 019742 银行间全价105.7127 vs 105.7334 实时105.499 买一价卖出(105.494+0.2394)*2000 019789 银行间全价99.0986 vs 99.0217 实时98.316 买一价卖出(98.309+0.7127)*6000 成份券 合计 805597 511090 现金差额 (-13799.1882) SELL 合计 2307180 + 805597 - (-13799.1882) = 3126576.1882

盈亏 = SELL(3126576.1882) - BUY(3124804.4717) = 1771.7165

511130 测算净价 105.3701 卖一价(现量:23手): 105.306*30000 = 3159180 019776 银行间全价93.1255 vs 93.144 实时92.809 卖一价买入(92.835+0.309)*2000 成份券 合计 186288 511130 现金差额 (220394.3067) BUY 合计 3159180 + 186288 - (220394.3067) = 3125073.6933

511090 测算净价 115.3637 买一价(现量:41手): 115.356*20000 = 2307120 019742 银行间全价105.7127 vs 105.7244 实时105.486 买一价卖出(105.485+0.2394)*2000 019789 银行间全价99.0772 vs 99.0087 实时98.316 买一价卖出(98.296+0.7127)*6000 成份券 合计 805501 511090 现金差额 (-13798.4166) SELL 合计 2307120 + 805501 - (-13798.4166) = 3126419.4166

盈亏 = SELL(3126419.4166) - BUY(3125073.6933) = 1345.7233

511130 测算净价 105.3701 卖一价(现量:40手): 105.298*30000 = 3158940 019776 银行间全价93.1255 vs 93.157 实时92.809 卖一价买入(92.848+0.309)*2000 成份券 合计 186314 511130 现金差额 (220394.2167) BUY 合计 3158940 + 186314 - (220394.2167) = 3124859.7833

511090 测算净价 115.3636 买一价(现量:6手): 115.334*20000 = 2306680 019742 银行间全价105.7127 vs 105.7104 实时105.466 买一价卖出(105.471+0.2394)*2000 019789 银行间全价99.0771 vs 98.9997 实时98.316 买一价卖出(98.287+0.7127)*6000 成份券 合计 805419 511090 现金差额 (-13798.413) SELL 合计 2306680 + 805419 - (-13798.413) = 3125897.413

盈亏 = SELL(3125897.413) - BUY(3124859.7833) = 1037.6297

511130 测算净价 105.3609 卖一价(现量:2手): 105.288*30000 = 3158640 019776 银行间全价93.1255 vs 93.176 实时92.809 卖一价买入(92.867+0.309)*2000 成份券 合计 186352 511130 现金差额 (220375.0851) BUY 合计 3158640 + 186352 - (220375.0851) = 3124616.9149

511090 测算净价 115.3573 买一价(现量:20手): 115.325*20000 = 2306500 019742 银行间全价105.7127 vs 105.7074 实时105.479 买一价卖出(105.468+0.2394)*2000 019789 银行间全价99.0558 vs 98.9897 实时98.316 买一价卖出(98.277+0.7127)*6000 成份券 合计 805353 511090 现金差额 (-13797.645) SELL 合计 2306500 + 805353 - (-13797.645) = 3125650.645

盈亏 = SELL(3125650.645) - BUY(3124616.9149) = 1033.7301

511130 测算净价 105.3748 卖一价(现量:96手): 105.295*30000 = 3158850 019776 银行间全价93.1255 vs 93.118 实时92.804 卖一价买入(92.809+0.309)*2000 成份券 合计 186236 511130 现金差额 (220403.9622) BUY 合计 3158850 + 186236 - (220403.9622) = 3124682.0378

511090 测算净价 115.3679 买一价(现量:86手): 115.33*20000 = 2306600 019742 银行间全价105.7342 vs 105.7194 实时105.482 买一价卖出(105.480+0.2394)*2000 019789 银行间全价99.0772 vs 99.0097 实时98.316 买一价卖出(98.297+0.7127)*6000 成份券 合计 805497 511090 现金差额 (-13798.9334) SELL 合计 2306600 + 805497 - (-13798.9334) = 3125895.9334

盈亏 = SELL(3125895.9334) - BUY(3124682.0378) = 1213.8956

511130 测算净价 105.3748 卖一价(现量:1手): 105.3*30000 = 3159000 019776 银行间全价93.1255 vs 93.126 实时92.817 卖一价买入(92.817+0.309)*2000 成份券 合计 186252 511130 现金差额 (220403.9622) BUY 合计 3159000 + 186252 - (220403.9622) = 3124848.0378

511090 测算净价 115.3679 买一价(现量:71手): 115.342*20000 = 2306840 019742 银行间全价105.7342 vs 105.7204 实时105.481 买一价卖出(105.481+0.2394)*2000 019789 银行间全价99.0772 vs 99.0387 实时98.325 买一价卖出(98.326+0.7127)*6000 成份券 合计 805673 511090 现金差额 (-13798.9334) SELL 合计 2306840 + 805673 - (-13798.9334) = 3126311.9334

盈亏 = SELL(3126311.9334) - BUY(3124848.0378) = 1463.8956

019742 银行间全价105.7342 vs 105.7204 实时105.481 买一价卖出(105.481+0.2394)×2000=211440.8 019776 银行间全价93.1255 vs 93.125 实时92.817 买一价卖出(92.816+0.309)×4000=372500 019789 银行间全价99.0772 vs 99.0387 实时98.325 买一价卖出(98.326+0.7127)×4000=396154.8 成份券总价值(买一价×数量) = 980095.6

盈亏 = SELL(980095.6) + 现金差额(73467.9874) - BUY(1053000) = 563.5874

511130 测算净价 105.384 卖一价(现量:20手): 105.323*30000 = 3159690 019776 银行间全价93.1255 vs 93.127 实时92.817 卖一价买入(92.818+0.309)*2000 成份券 合计 186254 511130 现金差额 (220423.1838) BUY 合计 3159690 + 186254 - (220423.1838) = 3125520.8162

511090 测算净价 115.3743 买一价(现量:3手): 115.364*20000 = 2307280 019742 银行间全价105.7342 vs 105.7214 实时105.497 买一价卖出(105.482+0.2394)*2000 019789 银行间全价99.0986 vs 99.0417 实时98.348 买一价卖出(98.329+0.7127)*6000 成份券 合计 805693 511090 现金差额 (-13799.7052) SELL 合计 2307280 + 805693 - (-13799.7052) = 3126772.7052

盈亏 = SELL(3126772.7052) - BUY(3125520.8162) = 1251.889

511130 测算净价 105.3928 卖一价(现量:2手): 105.324*30000 = 3159720 019776 银行间全价93.146 vs 93.126 实时92.816 卖一价买入(92.817+0.309)*2000 成份券 合计 186252 511130 现金差额 (220441.5972) BUY 合计 3159720 + 186252 - (220441.5972) = 3125530.4028

511090 测算净价 115.3886 买一价(现量:3手): 115.364*20000 = 2307280 019742 银行间全价105.7342 vs 105.7564 实时105.512 买一价卖出(105.517+0.2394)*2000 019789 银行间全价99.0986 vs 99.0367 实时98.324 买一价卖出(98.324+0.7127)*6000 成份券 合计 805733 511090 现金差额 (-13801.4298) SELL 合计 2307280 + 805733 - (-13801.4298) = 3126814.4298

盈亏 = SELL(3126814.4298) - BUY(3125530.4028) = 1284.027

511130 测算净价 105.3928 卖一价(现量:20手): 105.316*30000 = 3159480 019776 银行间全价93.146 vs 93.131 实时92.821 卖一价买入(92.822+0.309)*2000 成份券 合计 186262 511130 现金差额 (220441.5972) BUY 合计 3159480 + 186262 - (220441.5972) = 3125300.4028

511090 测算净价 115.3886 买一价(现量:57手): 115.356*20000 = 2307120 019742 银行间全价105.7342 vs 105.7494 实时105.518 买一价卖出(105.510+0.2394)*2000 019789 银行间全价99.0986 vs 99.0367 实时98.324 买一价卖出(98.324+0.7127)*6000 成份券 合计 805719 511090 现金差额 (-13801.4298) SELL 合计 2307120 + 805719 - (-13801.4298) = 3126640.4298

盈亏 = SELL(3126640.4298) - BUY(3125300.4028) = 1340.027

511130 测算净价 105.3836 卖一价(现量:5手): 105.319*30000 = 3159570 019776 银行间全价93.146 vs 93.137 实时92.813 卖一价买入(92.828+0.309)*2000 成份券 合计 186274 511130 现金差额 (220422.3756) BUY 合计 3159570 + 186274 - (220422.3756) = 3125421.6244

511090 测算净价 115.3822 买一价(现量:4手): 115.358*20000 = 2307160 019742 银行间全价105.7342 vs 105.7434 实时105.518 买一价卖出(105.504+0.2394)*2000 019789 银行间全价99.0772 vs 99.0307 实时98.324 买一价卖出(98.318+0.7127)*6000 成份券 合计 805671 511090 现金差额 (-13800.6582) SELL 合计 2307160 + 805671 - (-13800.6582) = 3126631.6582

盈亏 = SELL(3126631.6582) - BUY(3125421.6244) = 1210.0338

511130 测算净价 105.402 卖一价(现量:3手): 105.322*30000 = 3159660 019776 银行间全价93.146 vs 93.149 实时92.813 卖一价买入(92.840+0.309)*2000 成份券 合计 186298 511130 现金差额 (220460.9085) BUY 合计 3159660 + 186298 - (220460.9085) = 3125497.0915

511090 测算净价 115.395 买一价(现量:32手): 115.361*20000 = 2307220 019742 银行间全价105.7342 vs 105.7314 实时105.518 买一价卖出(105.492+0.2394)*2000 019789 银行间全价99.1201 vs 99.0367 实时98.324 买一价卖出(98.324+0.7127)*6000 成份券 合计 805683 511090 现金差额 (-13802.2052) SELL 合计 2307220 + 805683 - (-13802.2052) = 3126705.2052

盈亏 = SELL(3126705.2052) - BUY(3125497.0915) = 1208.1137

511130 测算净价 105.3928 卖一价(现量:1手): 105.331*30000 = 3159930 019776 银行间全价93.146 vs 93.174 实时92.836 卖一价买入(92.865+0.309)*2000 成份券 合计 186348 511130 现金差额 (220441.5972) BUY 合计 3159930 + 186348 - (220441.5972) = 3125836.4028

511090 测算净价 115.3886 买一价(现量:2手): 115.371*20000 = 2307420 019742 银行间全价105.7342 vs 105.7564 实时105.523 买一价卖出(105.517+0.2394)*2000 019789 银行间全价99.0986 vs 99.0507 实时98.341 买一价卖出(98.338+0.7127)*6000 成份券 合计 805817 511090 现金差额 (-13801.4298) SELL 合计 2307420 + 805817 - (-13801.4298) = 3127038.4298

盈亏 = SELL(3127038.4298) - BUY(3125836.4028) = 1202.027

511130 测算净价 105.3928 卖一价(现量:30手): 105.33*30000 = 3159900 019776 银行间全价93.146 vs 93.145 实时92.834 卖一价买入(92.836+0.309)*2000 成份券 合计 186290 511130 现金差额 (220441.5972) BUY 合计 3159900 + 186290 - (220441.5972) = 3125748.4028

511090 测算净价 115.3886 买一价(现量:5手): 115.373*20000 = 2307460 019742 银行间全价105.7342 vs 105.7564 实时105.514 买一价卖出(105.517+0.2394)*2000 019789 银行间全价99.0986 vs 99.0537 实时98.341 买一价卖出(98.341+0.7127)*6000 成份券 合计 805835 511090 现金差额 (-13801.4298) SELL 合计 2307460 + 805835 - (-13801.4298) = 3127096.4298

盈亏 = SELL(3127096.4298) - BUY(3125748.4028) = 1348.027

511130 测算净价 105.3928 卖一价(现量:2手): 105.329*30000 = 3159870 019776 银行间全价93.146 vs 93.147 实时92.834 卖一价买入(92.838+0.309)*2000 成份券 合计 186294 511130 现金差额 (220441.5972) BUY 合计 3159870 + 186294 - (220441.5972) = 3125722.4028

511090 测算净价 115.3886 买一价(现量:2手): 115.371*20000 = 2307420 019742 银行间全价105.7342 vs 105.7484 实时105.509 买一价卖出(105.509+0.2394)*2000 019789 银行间全价99.0986 vs 99.0627 实时98.345 买一价卖出(98.350+0.7127)*6000 成份券 合计 805873 511090 现金差额 (-13801.4298) SELL 合计 2307420 + 805873 - (-13801.4298) = 3127094.4298

盈亏 = SELL(3127094.4298) - BUY(3125722.4028) = 1372.027

019742 银行间全价105.7342 vs 105.7484 实时105.508 买一价卖出(105.509+0.2394)×2000=211496.8 019776 银行间全价93.146 vs 93.142 实时92.850 买一价卖出(92.833+0.309)×4000=372568 019789 银行间全价99.0986 vs 99.0627 实时98.345 买一价卖出(98.35+0.7127)×4000=396250.8 成份券总价值(买一价×数量) = 980315.6

盈亏 = SELL(980315.6) + 现金差额(73480.5324) - BUY(1053290) = 506.1324

511130 测算净价 105.3928 卖一价(现量:20手): 105.333*30000 = 3159990 019776 银行间全价93.146 vs 93.138 实时92.829 卖一价买入(92.829+0.309)*2000 成份券 合计 186276 511130 现金差额 (220441.5972) BUY 合计 3159990 + 186276 - (220441.5972) = 3125824.4028

511090 测算净价 115.3886 买一价(现量:8手): 115.379*20000 = 2307580 019742 银行间全价105.7342 vs 105.7474 实时105.507 买一价卖出(105.508+0.2394)*2000 019789 银行间全价99.0986 vs 99.0577 实时98.345 买一价卖出(98.345+0.7127)*6000 成份券 合计 805841 511090 现金差额 (-13801.4298) SELL 合计 2307580 + 805841 - (-13801.4298) = 3127222.4298

盈亏 = SELL(3127222.4298) - BUY(3125824.4028) = 1398.027

511130 测算净价 105.384 卖一价(现量:3手): 105.322*30000 = 3159660 019776 银行间全价93.1255 vs 93.138 实时92.829 卖一价买入(92.829+0.309)*2000 成份券 合计 186276 511130 现金差额 (220423.1838) BUY 合计 3159660 + 186276 - (220423.1838) = 3125512.8162

511090 测算净价 115.3743 买一价(现量:53手): 115.37*20000 = 2307400 019742 银行间全价105.7342 vs 105.7464 实时105.507 买一价卖出(105.507+0.2394)*2000 019789 银行间全价99.0986 vs 99.0597 实时98.345 买一价卖出(98.347+0.7127)*6000 成份券 合计 805851 511090 现金差额 (-13799.7052) SELL 合计 2307400 + 805851 - (-13799.7052) = 3127050.7052

盈亏 = SELL(3127050.7052) - BUY(3125512.8162) = 1537.889

019742 银行间全价105.7342 vs 105.7464 实时105.507 买一价卖出(105.507+0.2394)×2000=211492.8 019776 银行间全价93.1255 vs 93.133 实时92.829 买一价卖出(92.824+0.309)×4000=372532 019789 银行间全价99.0986 vs 99.0597 实时98.345 买一价卖出(98.347+0.7127)×4000=396238.8 成份券总价值(买一价×数量) = 980263.6

盈亏 = SELL(980263.6) + 现金差额(73474.3946) - BUY(1053220) = 517.9946

511130 测算净价 105.384 卖一价(现量:37手): 105.321*30000 = 3159630 019776 银行间全价93.1255 vs 93.13 实时92.823 卖一价买入(92.821+0.309)*2000 成份券 合计 186260 511130 现金差额 (220423.1838) BUY 合计 3159630 + 186260 - (220423.1838) = 3125466.8162

511090 测算净价 115.3743 买一价(现量:2手): 115.365*20000 = 2307300 019742 银行间全价105.7342 vs 105.7414 实时105.502 买一价卖出(105.502+0.2394)*2000 019789 银行间全价99.0986 vs 99.0517 实时98.345 买一价卖出(98.339+0.7127)*6000 成份券 合计 805793 511090 现金差额 (-13799.7052) SELL 合计 2307300 + 805793 - (-13799.7052) = 3126892.7052

盈亏 = SELL(3126892.7052) - BUY(3125466.8162) = 1425.889

511130 测算净价 105.384 卖一价(现量:125手): 105.323*30000 = 3159690 019776 银行间全价93.1255 vs 93.135 实时92.821 卖一价买入(92.826+0.309)*2000 成份券 合计 186270 511130 现金差额 (220423.1838) BUY 合计 3159690 + 186270 - (220423.1838) = 3125536.8162

511090 测算净价 115.3743 买一价(现量:16手): 115.368*20000 = 2307360 019742 银行间全价105.7342 vs 105.7414 实时105.506 买一价卖出(105.502+0.2394)*2000 019789 银行间全价99.0986 vs 99.0577 实时98.338 买一价卖出(98.345+0.7127)*6000 成份券 合计 805829 511090 现金差额 (-13799.7052) SELL 合计 2307360 + 805829 - (-13799.7052) = 3126988.7052

盈亏 = SELL(3126988.7052) - BUY(3125536.8162) = 1451.889

511130 测算净价 105.384 卖一价(现量:40手): 105.321*30000 = 3159630 019776 银行间全价93.1255 vs 93.127 实时92.823 卖一价买入(92.818+0.309)*2000 成份券 合计 186254 511130 现金差额 (220423.1838) BUY 合计 3159630 + 186254 - (220423.1838) = 3125460.8162

511090 测算净价 115.3743 买一价(现量:63手): 115.367*20000 = 2307340 019742 银行间全价105.7342 vs 105.7414 实时105.505 买一价卖出(105.502+0.2394)*2000 019789 银行间全价99.0986 vs 99.0567 实时98.338 买一价卖出(98.344+0.7127)*6000 成份券 合计 805823 511090 现金差额 (-13799.7052) SELL 合计 2307340 + 805823 - (-13799.7052) = 3126962.7052

盈亏 = SELL(3126962.7052) - BUY(3125460.8162) = 1501.889

511130 测算净价 105.384 卖一价(现量:1手): 105.319*30000 = 3159570 019776 银行间全价93.1255 vs 93.137 实时92.830 卖一价买入(92.828+0.309)*2000 成份券 合计 186274 511130 现金差额 (220423.1838) BUY 合计 3159570 + 186274 - (220423.1838) = 3125420.8162

511090 测算净价 115.3743 买一价(现量:1手): 115.365*20000 = 2307300 019742 银行间全价105.7342 vs 105.7414 实时105.503 买一价卖出(105.502+0.2394)*2000 019789 银行间全价99.0986 vs 99.0537 实时98.338 买一价卖出(98.341+0.7127)*6000 成份券 合计 805805 511090 现金差额 (-13799.7052) SELL 合计 2307300 + 805805 - (-13799.7052) = 3126904.7052

盈亏 = SELL(3126904.7052) - BUY(3125420.8162) = 1483.889

019742 银行间全价105.7342 vs 105.7414 实时105.503 买一价卖出(105.502+0.2394)×2000=211482.8 019776 银行间全价93.1255 vs 93.134 实时92.830 买一价卖出(92.825+0.309)×4000=372536 019789 银行间全价99.0986 vs 99.0537 实时98.338 买一价卖出(98.341+0.7127)×4000=396214.8 成份券总价值(买一价×数量) = 980233.6

盈亏 = SELL(980233.6) + 现金差额(73474.3946) - BUY(1053190) = 517.9946

511130 测算净价 105.384 卖一价(现量:20手): 105.327*30000 = 3159810 019776 银行间全价93.1255 vs 93.137 实时92.830 卖一价买入(92.828+0.309)*2000 成份券 合计 186274 511130 现金差额 (220423.1838) BUY 合计 3159810 + 186274 - (220423.1838) = 3125660.8162

511090 测算净价 115.3743 买一价(现量:9手): 115.368*20000 = 2307360 019742 银行间全价105.7342 vs 105.7424 实时105.503 买一价卖出(105.503+0.2394)*2000 019789 银行间全价99.0986 vs 99.0497 实时98.338 买一价卖出(98.337+0.7127)*6000 成份券 合计 805783 511090 现金差额 (-13799.7052) SELL 合计 2307360 + 805783 - (-13799.7052) = 3126942.7052

盈亏 = SELL(3126942.7052) - BUY(3125660.8162) = 1281.889

511130 测算净价 105.3659 卖一价(现量:38手): 105.318*30000 = 3159540 019776 银行间全价93.1049 vs 93.125 实时92.813 卖一价买入(92.816+0.309)*2000 成份券 合计 186250 511130 现金差额 (220385.4594) BUY 合计 3159540 + 186250 - (220385.4594) = 3125404.5406

511090 测算净价 115.3536 买一价(现量:30手): 115.36*20000 = 2307200 019742 银行间全价105.7342 vs 105.7374 实时105.500 买一价卖出(105.498+0.2394)*2000 019789 银行间全价99.0772 vs 99.0507 实时98.338 买一价卖出(98.338+0.7127)*6000 成份券 合计 805779 511090 现金差额 (-13797.2002) SELL 合计 2307200 + 805779 - (-13797.2002) = 3126776.2002

盈亏 = SELL(3126776.2002) - BUY(3125404.5406) = 1371.6596

511130 测算净价 105.3659 卖一价(现量:20手): 105.316*30000 = 3159480 019776 银行间全价93.1049 vs 93.127 实时92.829 卖一价买入(92.818+0.309)*2000 成份券 合计 186254 511130 现金差额 (220385.4594) BUY 合计 3159480 + 186254 - (220385.4594) = 3125348.5406

511090 测算净价 115.3536 买一价(现量:79手): 115.351*20000 = 2307020 019742 银行间全价105.7342 vs 105.7314 实时105.490 买一价卖出(105.492+0.2394)*2000 019789 银行间全价99.0772 vs 99.0507 实时98.337 买一价卖出(98.338+0.7127)*6000 成份券 合计 805767 511090 现金差额 (-13797.2002) SELL 合计 2307020 + 805767 - (-13797.2002) = 3126584.2002

盈亏 = SELL(3126584.2002) - BUY(3125348.5406) = 1235.6596

511130 测算净价 105.3659 卖一价(现量:40手): 105.318*30000 = 3159540 019776 银行间全价93.1049 vs 93.128 实时92.829 卖一价买入(92.819+0.309)*2000 成份券 合计 186256 511130 现金差额 (220385.4594) BUY 合计 3159540 + 186256 - (220385.4594) = 3125410.5406

511090 测算净价 115.3536 买一价(现量:10手): 115.353*20000 = 2307060 019742 银行间全价105.7342 vs 105.7224 实时105.488 买一价卖出(105.483+0.2394)*2000 019789 银行间全价99.0772 vs 99.0507 实时98.337 买一价卖出(98.338+0.7127)*6000 成份券 合计 805749 511090 现金差额 (-13797.2002) SELL 合计 2307060 + 805749 - (-13797.2002) = 3126606.2002

盈亏 = SELL(3126606.2002) - BUY(3125410.5406) = 1195.6596

511130 测算净价 105.3659 卖一价(现量:4手): 105.304*30000 = 3159120 019776 银行间全价93.1049 vs 93.115 实时92.806 卖一价买入(92.806+0.309)*2000 成份券 合计 186230 511130 现金差额 (220385.4594) BUY 合计 3159120 + 186230 - (220385.4594) = 3124964.5406

511090 测算净价 115.3536 买一价(现量:26手): 115.337*20000 = 2306740 019742 银行间全价105.7342 vs 105.7214 实时105.482 买一价卖出(105.482+0.2394)*2000 019789 银行间全价99.0772 vs 99.0487 实时98.337 买一价卖出(98.336+0.7127)*6000 成份券 合计 805735 511090 现金差额 (-13797.2002) SELL 合计 2306740 + 805735 - (-13797.2002) = 3126272.2002

盈亏 = SELL(3126272.2002) - BUY(3124964.5406) = 1307.6596

511130 测算净价 105.3748 卖一价(现量:3手): 105.308*30000 = 3159240 019776 银行间全价93.1255 vs 93.123 实时92.817 卖一价买入(92.814+0.309)*2000 成份券 合计 186246 511130 现金差额 (220403.9622) BUY 合计 3159240 + 186246 - (220403.9622) = 3125082.0378

511090 测算净价 115.3679 买一价(现量:300手): 115.341*20000 = 2306820 019742 银行间全价105.7342 vs 105.7154 实时105.499 买一价卖出(105.476+0.2394)*2000 019789 银行间全价99.0772 vs 99.0487 实时98.337 买一价卖出(98.336+0.7127)*6000 成份券 合计 805723 511090 现金差额 (-13798.9334) SELL 合计 2306820 + 805723 - (-13798.9334) = 3126341.9334

盈亏 = SELL(3126341.9334) - BUY(3125082.0378) = 1259.8956

511130 测算净价 105.3882 卖一价(现量:18手): 105.315*30000 = 3159450 019776 银行间全价93.146 vs 93.13 实时92.817 卖一价买入(92.821+0.309)*2000 成份券 合计 186260 511130 现金差额 (220432.0311) BUY 合计 3159450 + 186260 - (220432.0311) = 3125277.9689

511090 测算净价 115.3865 买一价(现量:45手): 115.351*20000 = 2307020 019742 银行间全价105.7557 vs 105.7084 实时105.509 买一价卖出(105.469+0.2394)*2000 019789 银行间全价99.0772 vs 99.0477 实时98.337 买一价卖出(98.335+0.7127)*6000 成份券 合计 805703 511090 现金差额 (-13801.175) SELL 合计 2307020 + 805703 - (-13801.175) = 3126524.175

盈亏 = SELL(3126524.175) - BUY(3125277.9689) = 1246.2061

019742 银行间全价105.7557 vs 105.7494 实时105.510 买一价卖出(105.51+0.2394)×2000=211498.8 019776 银行间全价93.146 vs 93.125 实时92.813 买一价卖出(92.816+0.309)×4000=372500 019789 银行间全价99.0772 vs 99.0477 实时98.337 买一价卖出(98.335+0.7127)×4000=396190.8 成份券总价值(买一价×数量) = 980189.6

盈亏 = SELL(980189.6) + 现金差额(73477.3437) - BUY(1053150) = 516.9437

511130 测算净价 105.4066 卖一价(现量:60手): 105.327*30000 = 3159810 019776 银行间全价93.146 vs 93.139 实时92.830 卖一价买入(92.830+0.309)*2000 成份券 合计 186278 511130 现金差额 (220470.5193) BUY 合计 3159810 + 186278 - (220470.5193) = 3125617.4807

511090 测算净价 115.4014 买一价(现量:1手): 115.351*20000 = 2307020 019742 银行间全价105.7986 vs 105.7504 实时105.512 买一价卖出(105.511+0.2394)*2000 019789 银行间全价99.0986 vs 99.0507 实时98.337 买一价卖出(98.338+0.7127)*6000 成份券 合计 805805 511090 现金差额 (-13802.978) SELL 合计 2307020 + 805805 - (-13802.978) = 3126627.978

盈亏 = SELL(3126627.978) - BUY(3125617.4807) = 1010.4973

511130 测算净价 105.4064 卖一价(现量:21手): 105.342*30000 = 3160260 019776 银行间全价93.1456 vs 93.146 实时92.826 卖一价买入(92.837+0.309)*2000 成份券 合计 186292 511130 现金差额 (220470.1599) BUY 合计 3160260 + 186292 - (220470.1599) = 3126081.8401

511090 测算净价 115.4011 买一价(现量:18手): 115.372*20000 = 2307440 019742 银行间全价105.7986 vs 105.7354 实时105.500 买一价卖出(105.496+0.2394)*2000 019789 银行间全价99.0986 vs 99.0667 实时98.379 买一价卖出(98.354+0.7127)*6000 成份券 合计 805871 511090 现金差额 (-13802.9444) SELL 合计 2307440 + 805871 - (-13802.9444) = 3127113.9444