异动 2026-03-12

盈亏 复盘 返回
上一天:2026-03-11 下一天:2026-03-13
买券 批次号:1773299771
时间:2026-03-12 15:16:11 IP:127.0.0.1 - 21297
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8326 实时104.025 卖一价买进(104.037+0.7956)×390=40884.714 019744 银行间全价103.5418 vs 103.5438 实时102.785 卖一价买进(102.807+0.7368)×600=62126.28 019750 银行间全价102.3736 vs 102.3381 实时102.013 卖一价买进(102.02+0.3181)×530=54239.193 019752 银行间全价100.4640 vs 100.566 实时100.386 卖一价买进(100.4+0.166)×820=82464.12 019767 银行间全价91.1803 vs 91.1568 实时90.840 卖一价买进(90.857+0.2998)×320=29170.176 019776 银行间全价91.9567 vs 91.9159 实时91.185 卖一价买进(91.2+0.7159)×520=47796.268 019781 银行间全价90.6450 vs 90.6474 实时90.030 卖一价买进(90.026+0.6214)×270=24474.798 019784 银行间全价90.6454 vs 90.5787 实时90.282 卖一价买进(90.282+0.2967)×670=60687.729 019792 银行间全价100.6533 vs 100.6633 实时100.100 卖一价买进(100.1+0.5633)×2190=220452.627 019795 银行间全价100.2653 vs 100.2595 实时99.683 卖一价买进(99.684+0.5755)×3230=323838.185 019827 银行间全价100.1647 vs 100.1605 实时99.969 卖一价买进(99.97+0.1905)×1140=114182.97 019828 银行间全价101.0647 vs 101.0857 实时100.642 卖一价买进(100.714+0.3717)×160=16173.712 成份券总价值(卖一价×数量) = 1076490.772
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.579
预计盈亏: 257 基差: 0.2573 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1027) - BUY(1076490.772) = 257.3307
买券 批次号:1773299756
时间:2026-03-12 15:15:56 IP:127.0.0.1 - 21296
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8326 实时104.025 卖一价买进(104.037+0.7956)×390=40884.714 019744 银行间全价103.5418 vs 103.5238 实时102.794 卖一价买进(102.787+0.7368)×600=62114.28 019750 银行间全价102.3736 vs 102.3471 实时102.013 卖一价买进(102.029+0.3181)×530=54243.963 019752 银行间全价100.4640 vs 100.566 实时100.386 卖一价买进(100.4+0.166)×820=82464.12 019767 银行间全价91.1803 vs 91.1598 实时90.840 卖一价买进(90.86+0.2998)×320=29171.136 019776 银行间全价91.9567 vs 91.9159 实时91.185 卖一价买进(91.2+0.7159)×520=47796.268 019781 银行间全价90.6450 vs 90.6494 实时90.030 卖一价买进(90.028+0.6214)×270=24475.338 019784 银行间全价90.6454 vs 90.5787 实时90.282 卖一价买进(90.282+0.2967)×670=60687.729 019792 银行间全价100.6533 vs 100.6633 实时100.100 卖一价买进(100.1+0.5633)×2190=220452.627 019795 银行间全价100.2653 vs 100.2595 实时99.683 卖一价买进(99.684+0.5755)×3230=323838.185 019827 银行间全价100.1647 vs 100.1605 实时99.969 卖一价买进(99.97+0.1905)×1140=114182.97 019828 银行间全价101.0647 vs 101.0957 实时100.642 卖一价买进(100.724+0.3717)×160=16175.312 成份券总价值(卖一价×数量) = 1076486.642
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.579
预计盈亏: 261 基差: 0.2615 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1027) - BUY(1076486.642) = 261.4607
买券 批次号:1773299351
时间:2026-03-12 15:09:11 IP:127.0.0.1 - 21295
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.7946 实时104.000 卖一价买进(103.999+0.7956)×390=40869.894 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3301 实时102.013 卖一价买进(102.012+0.3181)×530=54234.953 019752 银行间全价100.4640 vs 100.516 实时100.346 卖一价买进(100.35+0.166)×820=82423.12 019767 银行间全价91.1803 vs 91.1578 实时90.846 卖一价买进(90.858+0.2998)×320=29170.496 019776 银行间全价91.9767 vs 91.9139 实时91.201 卖一价买进(91.198+0.7159)×520=47795.228 019781 银行间全价90.6450 vs 90.6524 实时90.019 卖一价买进(90.031+0.6214)×270=24476.148 019784 银行间全价90.6454 vs 90.5717 实时90.274 卖一价买进(90.275+0.2967)×670=60683.039 019792 银行间全价100.6533 vs 100.6633 实时100.099 卖一价买进(100.1+0.5633)×2190=220452.627 019795 银行间全价100.2653 vs 100.2705 实时99.694 卖一价买进(99.695+0.5755)×3230=323873.715 019827 银行间全价100.1647 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 101.0477 实时100.642 卖一价买进(100.676+0.3717)×160=16167.632 成份券总价值(卖一价×数量) = 1076462.582
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.58
预计盈亏: 286 基差: 0.2855 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1097) - BUY(1076462.582) = 285.5277
买券 批次号:1773299336
时间:2026-03-12 15:08:56 IP:127.0.0.1 - 21294
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.7946 实时103.999 卖一价买进(103.999+0.7956)×390=40869.894 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3341 实时102.029 卖一价买进(102.016+0.3181)×530=54237.073 019752 银行间全价100.4640 vs 100.515 实时100.348 卖一价买进(100.349+0.166)×820=82422.3 019767 银行间全价91.1803 vs 91.1618 实时90.889 卖一价买进(90.862+0.2998)×320=29171.776 019776 银行间全价91.9767 vs 91.9139 实时91.201 卖一价买进(91.198+0.7159)×520=47795.228 019781 银行间全价90.6450 vs 90.6524 实时90.019 卖一价买进(90.031+0.6214)×270=24476.148 019784 银行间全价90.6454 vs 90.5717 实时90.274 卖一价买进(90.275+0.2967)×670=60683.039 019792 银行间全价100.6533 vs 100.6633 实时100.099 卖一价买进(100.1+0.5633)×2190=220452.627 019795 银行间全价100.2653 vs 100.2745 实时99.697 卖一价买进(99.699+0.5755)×3230=323886.635 019827 银行间全价100.1647 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 101.0577 实时100.642 卖一价买进(100.686+0.3717)×160=16169.232 成份券总价值(卖一价×数量) = 1076479.682
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.58
预计盈亏: 268 基差: 0.2684 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1097) - BUY(1076479.682) = 268.4277
买券 批次号:1773299321
时间:2026-03-12 15:08:42 IP:127.0.0.1 - 21293
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.7946 实时104.000 卖一价买进(103.999+0.7956)×390=40869.894 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3391 实时102.029 卖一价买进(102.021+0.3181)×530=54239.723 019752 银行间全价100.4640 vs 100.515 实时100.348 卖一价买进(100.349+0.166)×820=82422.3 019767 银行间全价91.1803 vs 91.1648 实时90.889 卖一价买进(90.865+0.2998)×320=29172.736 019776 银行间全价91.9767 vs 91.9139 实时91.201 卖一价买进(91.198+0.7159)×520=47795.228 019781 银行间全价90.6450 vs 90.6414 实时90.019 卖一价买进(90.02+0.6214)×270=24473.178 019784 银行间全价90.6454 vs 90.5717 实时90.274 卖一价买进(90.275+0.2967)×670=60683.039 019792 银行间全价100.6533 vs 100.6633 实时100.098 卖一价买进(100.1+0.5633)×2190=220452.627 019795 银行间全价100.2653 vs 100.2745 实时99.698 卖一价买进(99.699+0.5755)×3230=323886.635 019827 银行间全价100.1647 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 101.0677 实时100.642 卖一价买进(100.696+0.3717)×160=16170.832 成份券总价值(卖一价×数量) = 1076481.922
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.58
预计盈亏: 266 基差: 0.2662 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1097) - BUY(1076481.922) = 266.1877
买券 批次号:1773299278
时间:2026-03-12 15:07:58 IP:127.0.0.1 - 21292
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8436 实时104.048 卖一价买进(104.048+0.7956)×390=40889.004 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3501 实时102.029 卖一价买进(102.032+0.3181)×530=54245.553 019752 银行间全价100.4640 vs 100.515 实时100.348 卖一价买进(100.349+0.166)×820=82422.3 019767 银行间全价91.1803 vs 91.1628 实时90.889 卖一价买进(90.863+0.2998)×320=29172.096 019776 银行间全价91.9667 vs 91.9149 实时91.201 卖一价买进(91.199+0.7159)×520=47795.748 019781 银行间全价90.6450 vs 90.6414 实时90.002 卖一价买进(90.02+0.6214)×270=24473.178 019784 银行间全价90.6454 vs 90.5717 实时90.274 卖一价买进(90.275+0.2967)×670=60683.039 019792 银行间全价100.6533 vs 100.6553 实时100.091 卖一价买进(100.092+0.5633)×2190=220435.107 019795 银行间全价100.2653 vs 100.2715 实时99.696 卖一价买进(99.696+0.5755)×3230=323876.945 019827 银行间全价100.1647 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 101.0957 实时100.642 卖一价买进(100.724+0.3717)×160=16175.312 成份券总价值(卖一价×数量) = 1076484.012
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5795
预计盈亏: 264 基差: 0.2641 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1062) - BUY(1076484.012) = 264.0942
买券 批次号:1773299217
时间:2026-03-12 15:06:57 IP:127.0.0.1 - 21291
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8456 实时104.055 卖一价买进(104.05+0.7956)×390=40889.784 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3501 实时102.029 卖一价买进(102.032+0.3181)×530=54245.553 019752 银行间全价100.4640 vs 100.515 实时100.339 卖一价买进(100.349+0.166)×820=82422.3 019767 银行间全价91.1803 vs 91.1468 实时90.889 卖一价买进(90.847+0.2998)×320=29166.976 019776 银行间全价91.9567 vs 91.9159 实时91.201 卖一价买进(91.2+0.7159)×520=47796.268 019781 银行间全价90.6450 vs 90.6234 实时90.025 卖一价买进(90.002+0.6214)×270=24468.318 019784 银行间全价90.6454 vs 90.5717 实时90.274 卖一价买进(90.275+0.2967)×670=60683.039 019792 银行间全价100.6533 vs 100.6573 实时100.094 卖一价买进(100.094+0.5633)×2190=220439.487 019795 银行间全价100.2653 vs 100.2685 实时99.692 卖一价买进(99.693+0.5755)×3230=323867.255 019827 银行间全价100.1647 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 101.0417 实时100.642 卖一价买进(100.67+0.3717)×160=16166.672 成份券总价值(卖一价×数量) = 1076461.382
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.579
预计盈亏: 287 基差: 0.2867 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1027) - BUY(1076461.382) = 286.7207
买券 批次号:1773299202
时间:2026-03-12 15:06:42 IP:127.0.0.1 - 21290
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8586 实时104.055 卖一价买进(104.063+0.7956)×390=40894.854 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3501 实时102.029 卖一价买进(102.032+0.3181)×530=54245.553 019752 银行间全价100.4640 vs 100.516 实时100.338 卖一价买进(100.35+0.166)×820=82423.12 019767 银行间全价91.1803 vs 91.1598 实时90.889 卖一价买进(90.86+0.2998)×320=29171.136 019776 银行间全价91.9567 vs 91.9139 实时91.201 卖一价买进(91.198+0.7159)×520=47795.228 019781 银行间全价90.6450 vs 90.6234 实时90.025 卖一价买进(90.002+0.6214)×270=24468.318 019784 银行间全价90.6454 vs 90.5717 实时90.274 卖一价买进(90.275+0.2967)×670=60683.039 019792 银行间全价100.6533 vs 100.6573 实时100.094 卖一价买进(100.094+0.5633)×2190=220439.487 019795 银行间全价100.2653 vs 100.2665 实时99.690 卖一价买进(99.691+0.5755)×3230=323860.795 019827 银行间全价100.1647 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 101.0517 实时100.642 卖一价买进(100.68+0.3717)×160=16168.272 成份券总价值(卖一价×数量) = 1076465.532
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.579
预计盈亏: 283 基差: 0.2826 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1027) - BUY(1076465.532) = 282.5707
买券 批次号:1773299187
时间:2026-03-12 15:06:27 IP:127.0.0.1 - 21289
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8706 实时104.055 卖一价买进(104.075+0.7956)×390=40899.534 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3501 实时102.029 卖一价买进(102.032+0.3181)×530=54245.553 019752 银行间全价100.4640 vs 100.516 实时100.338 卖一价买进(100.35+0.166)×820=82423.12 019767 银行间全价91.1803 vs 91.1678 实时90.889 卖一价买进(90.868+0.2998)×320=29173.696 019776 银行间全价91.9667 vs 91.9179 实时91.201 卖一价买进(91.202+0.7159)×520=47797.308 019781 银行间全价90.6450 vs 90.6234 实时90.025 卖一价买进(90.002+0.6214)×270=24468.318 019784 银行间全价90.6454 vs 90.5717 实时90.274 卖一价买进(90.275+0.2967)×670=60683.039 019792 银行间全价100.6533 vs 100.6573 实时100.094 卖一价买进(100.094+0.5633)×2190=220439.487 019795 银行间全价100.2653 vs 100.2675 实时99.692 卖一价买进(99.692+0.5755)×3230=323864.025 019827 银行间全价100.1647 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 101.0617 实时100.642 卖一价买进(100.69+0.3717)×160=16169.872 成份券总价值(卖一价×数量) = 1076479.682
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5795
预计盈亏: 268 基差: 0.2684 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1062) - BUY(1076479.682) = 268.4242
买券 批次号:1773299172
时间:2026-03-12 15:06:12 IP:127.0.0.1 - 21288
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8506 实时104.055 卖一价买进(104.055+0.7956)×390=40891.734 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3501 实时102.029 卖一价买进(102.032+0.3181)×530=54245.553 019752 银行间全价100.4640 vs 100.506 实时100.339 卖一价买进(100.34+0.166)×820=82414.92 019767 银行间全价91.1803 vs 91.1458 实时90.889 卖一价买进(90.846+0.2998)×320=29166.656 019776 银行间全价91.9667 vs 91.9209 实时91.230 卖一价买进(91.205+0.7159)×520=47798.868 019781 银行间全价90.6450 vs 90.6264 实时90.025 卖一价买进(90.005+0.6214)×270=24469.128 019784 银行间全价90.6454 vs 90.5707 实时90.272 卖一价买进(90.274+0.2967)×670=60682.369 019792 银行间全价100.6533 vs 100.6573 实时100.094 卖一价买进(100.094+0.5633)×2190=220439.487 019795 银行间全价100.2653 vs 100.2665 实时99.690 卖一价买进(99.691+0.5755)×3230=323860.795 019827 银行间全价100.1647 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 101.0737 实时100.642 卖一价买进(100.702+0.3717)×160=16171.792 成份券总价值(卖一价×数量) = 1076457.032
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5795
预计盈亏: 291 基差: 0.2911 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1062) - BUY(1076457.032) = 291.0742
买券 批次号:1773299157
时间:2026-03-12 15:05:58 IP:127.0.0.1 - 21287
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8606 实时104.055 卖一价买进(104.065+0.7956)×390=40895.634 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3501 实时102.029 卖一价买进(102.032+0.3181)×530=54245.553 019752 银行间全价100.4640 vs 100.511 实时100.344 卖一价买进(100.345+0.166)×820=82419.02 019767 银行间全价91.1803 vs 91.1608 实时90.889 卖一价买进(90.861+0.2998)×320=29171.456 019776 银行间全价91.9667 vs 91.9259 实时91.230 卖一价买进(91.21+0.7159)×520=47801.468 019781 银行间全价90.6450 vs 90.6304 实时90.025 卖一价买进(90.009+0.6214)×270=24470.208 019784 银行间全价90.6454 vs 90.5707 实时90.272 卖一价买进(90.274+0.2967)×670=60682.369 019792 银行间全价100.6533 vs 100.6553 实时100.092 卖一价买进(100.092+0.5633)×2190=220435.107 019795 银行间全价100.2653 vs 100.2665 实时99.691 卖一价买进(99.691+0.5755)×3230=323860.795 019827 银行间全价100.1647 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 101.0817 实时100.642 卖一价买进(100.71+0.3717)×160=16173.072 成份券总价值(卖一价×数量) = 1076470.412
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5795
预计盈亏: 278 基差: 0.2777 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1062) - BUY(1076470.412) = 277.6942
买券 批次号:1773299142
时间:2026-03-12 15:05:42 IP:127.0.0.1 - 21286
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8706 实时104.055 卖一价买进(104.075+0.7956)×390=40899.534 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3501 实时102.029 卖一价买进(102.032+0.3181)×530=54245.553 019752 银行间全价100.4640 vs 100.515 实时100.350 卖一价买进(100.349+0.166)×820=82422.3 019767 银行间全价91.1803 vs 91.1818 实时90.889 卖一价买进(90.882+0.2998)×320=29178.176 019776 银行间全价91.9667 vs 91.9309 实时91.230 卖一价买进(91.215+0.7159)×520=47804.068 019781 银行间全价90.6450 vs 90.6364 实时90.025 卖一价买进(90.015+0.6214)×270=24471.828 019784 银行间全价90.6454 vs 90.5707 实时90.272 卖一价买进(90.274+0.2967)×670=60682.369 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2653 vs 100.2665 实时99.691 卖一价买进(99.691+0.5755)×3230=323860.795 019827 银行间全价100.1647 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 101.0917 实时100.642 卖一价买进(100.72+0.3717)×160=16174.672 成份券总价值(卖一价×数量) = 1076492.322
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5795
预计盈亏: 256 基差: 0.2558 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1062) - BUY(1076492.322) = 255.7842
买券 批次号:1773298893
时间:2026-03-12 15:01:33 IP:127.0.0.1 - 21285
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8566 实时104.050 卖一价买进(104.061+0.7956)×390=40894.074 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3561 实时102.037 卖一价买进(102.038+0.3181)×530=54248.733 019752 银行间全价100.4640 vs 100.486 实时100.323 卖一价买进(100.32+0.166)×820=82398.52 019767 银行间全价91.1803 vs 91.1298 实时90.800 卖一价买进(90.83+0.2998)×320=29161.536 019776 银行间全价91.9667 vs 91.9109 实时91.200 卖一价买进(91.195+0.7159)×520=47793.668 019781 银行间全价90.6450 vs 90.6454 实时90.016 卖一价买进(90.024+0.6214)×270=24474.258 019784 银行间全价90.6454 vs 90.5687 实时90.260 卖一价买进(90.272+0.2967)×670=60681.029 019792 银行间全价100.6533 vs 100.6603 实时100.096 卖一价买进(100.097+0.5633)×2190=220446.057 019795 银行间全价100.2742 vs 100.2735 实时99.697 卖一价买进(99.698+0.5755)×3230=323883.405 019827 银行间全价100.1635 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.1167 实时100.642 卖一价买进(100.745+0.3717)×160=16178.672 成份券总价值(卖一价×数量) = 1076475.682
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5831
预计盈亏: 272 基差: 0.2724 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1304) - BUY(1076475.682) = 272.4484
买券 批次号:1773298861
时间:2026-03-12 15:01:01 IP:127.0.0.1 - 21284
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8446 实时104.052 卖一价买进(104.049+0.7956)×390=40889.394 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3741 实时102.038 卖一价买进(102.056+0.3181)×530=54258.273 019752 银行间全价100.4640 vs 100.489 实时100.303 卖一价买进(100.323+0.166)×820=82400.98 019767 银行间全价91.1803 vs 91.0998 实时90.800 卖一价买进(90.8+0.2998)×320=29151.936 019776 银行间全价91.9867 vs 91.9249 实时91.200 卖一价买进(91.209+0.7159)×520=47800.948 019781 银行间全价90.6450 vs 90.6454 实时90.015 卖一价买进(90.024+0.6214)×270=24474.258 019784 银行间全价90.6454 vs 90.5687 实时90.260 卖一价买进(90.272+0.2967)×670=60681.029 019792 银行间全价100.6533 vs 100.6653 实时100.102 卖一价买进(100.102+0.5633)×2190=220457.007 019795 银行间全价100.2742 vs 100.2735 实时99.697 卖一价买进(99.698+0.5755)×3230=323883.405 019827 银行间全价100.1635 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0067 实时100.519 卖一价买进(100.635+0.3717)×160=16161.072 成份券总价值(卖一价×数量) = 1076474.032
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5841
预计盈亏: 274 基差: 0.2741 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1374) - BUY(1076474.032) = 274.1054
买券 批次号:1773298841
时间:2026-03-12 15:00:41 IP:127.0.0.1 - 21283
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8446 实时104.052 卖一价买进(104.049+0.7956)×390=40889.394 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.3736 vs 102.3881 实时102.038 卖一价买进(102.07+0.3181)×530=54265.693 019752 银行间全价100.4640 vs 100.499 实时100.303 卖一价买进(100.333+0.166)×820=82409.18 019767 银行间全价91.1803 vs 91.0998 实时90.800 卖一价买进(90.8+0.2998)×320=29151.936 019776 银行间全价91.9867 vs 91.9069 实时91.189 卖一价买进(91.191+0.7159)×520=47791.588 019781 银行间全价90.6450 vs 90.6554 实时90.015 卖一价买进(90.034+0.6214)×270=24476.958 019784 银行间全价90.6454 vs 90.5687 实时90.260 卖一价买进(90.272+0.2967)×670=60681.029 019792 银行间全价100.6533 vs 100.6663 实时100.102 卖一价买进(100.103+0.5633)×2190=220459.197 019795 银行间全价100.2742 vs 100.2735 实时99.697 卖一价买进(99.698+0.5755)×3230=323883.405 019827 银行间全价100.1635 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0017 实时100.519 卖一价买进(100.63+0.3717)×160=16160.272 成份券总价值(卖一价×数量) = 1076484.382
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5841
预计盈亏: 264 基差: 0.2638 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1374) - BUY(1076484.382) = 263.7554
买券 批次号:1773298823
时间:2026-03-12 15:00:23 IP:127.0.0.1 - 21282
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8566 实时104.050 卖一价买进(104.061+0.7956)×390=40894.074 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.4257 vs 102.3961 实时102.038 卖一价买进(102.078+0.3181)×530=54269.933 019752 银行间全价100.4640 vs 100.473 实时100.303 卖一价买进(100.307+0.166)×820=82387.86 019767 银行间全价91.1803 vs 91.0988 实时90.790 卖一价买进(90.799+0.2998)×320=29151.616 019776 银行间全价91.9767 vs 91.9069 实时91.174 卖一价买进(91.191+0.7159)×520=47791.588 019781 银行间全价90.6450 vs 90.6364 实时90.015 卖一价买进(90.015+0.6214)×270=24471.828 019784 银行间全价90.6454 vs 90.5687 实时90.260 卖一价买进(90.272+0.2967)×670=60681.029 019792 银行间全价100.6533 vs 100.6643 实时100.101 卖一价买进(100.101+0.5633)×2190=220454.817 019795 银行间全价100.2653 vs 100.2685 实时99.693 卖一价买进(99.693+0.5755)×3230=323867.255 019827 银行间全价100.1635 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0047 实时100.519 卖一价买进(100.633+0.3717)×160=16160.752 成份券总价值(卖一价×数量) = 1076446.482
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5835
预计盈亏: 302 基差: 0.3017 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1332) - BUY(1076446.482) = 301.6512
买券 批次号:1773298804
时间:2026-03-12 15:00:05 IP:127.0.0.1 - 21281
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8456 实时104.037 卖一价买进(104.05+0.7956)×390=40889.784 019744 银行间全价103.5418 vs 103.5508 实时102.814 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.4257 vs 102.4031 实时102.038 卖一价买进(102.085+0.3181)×530=54273.643 019752 银行间全价100.4640 vs 100.48 实时100.230 卖一价买进(100.314+0.166)×820=82393.6 019767 银行间全价91.1803 vs 91.0958 实时90.790 卖一价买进(90.796+0.2998)×320=29150.656 019776 银行间全价91.9547 vs 91.8899 实时91.164 卖一价买进(91.174+0.7159)×520=47782.748 019781 银行间全价90.6450 vs 90.6394 实时89.998 卖一价买进(90.018+0.6214)×270=24472.638 019784 银行间全价90.6454 vs 90.5687 实时90.260 卖一价买进(90.272+0.2967)×670=60681.029 019792 银行间全价100.6533 vs 100.6633 实时100.100 卖一价买进(100.1+0.5633)×2190=220452.627 019795 银行间全价100.2609 vs 100.2795 实时99.691 卖一价买进(99.704+0.5755)×3230=323902.785 019827 银行间全价100.1635 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0097 实时100.519 卖一价买进(100.638+0.3717)×160=16161.552 成份券总价值(卖一价×数量) = 1076476.792
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5809
预计盈亏: 271 基差: 0.2713 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1159) - BUY(1076476.792) = 271.3239
买券 批次号:1773298788
时间:2026-03-12 14:59:48 IP:127.0.0.1 - 21280
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8456 实时104.050 卖一价买进(104.05+0.7956)×390=40889.784 019744 银行间全价103.5418 vs 103.5518 实时102.815 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4121 实时102.116 卖一价买进(102.094+0.3181)×530=54278.413 019752 银行间全价100.4640 vs 100.506 实时100.341 卖一价买进(100.34+0.166)×820=82414.92 019767 银行间全价91.1311 vs 91.0988 实时90.792 卖一价买进(90.799+0.2998)×320=29151.616 019776 银行间全价91.9667 vs 91.9069 实时91.171 卖一价买进(91.191+0.7159)×520=47791.588 019781 银行间全价90.6450 vs 90.6494 实时90.008 卖一价买进(90.028+0.6214)×270=24475.338 019784 银行间全价90.6454 vs 90.5687 实时90.272 卖一价买进(90.272+0.2967)×670=60681.029 019792 银行间全价100.6533 vs 100.6633 实时100.100 卖一价买进(100.1+0.5633)×2190=220452.627 019795 银行间全价100.2565 vs 100.2645 实时99.688 卖一价买进(99.689+0.5755)×3230=323854.335 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0097 实时100.685 卖一价买进(100.638+0.3717)×160=16161.552 成份券总价值(卖一价×数量) = 1076467.532
SELL: 买一价(现量:125手): 107.6045*10000=1076045 测算净值107.5786
预计盈亏: 281 基差: 0.2806 实际现金差:-780.39
计算:
盈亏 = SELL(1076045) - 现金差额(-703.1) - BUY(1076467.532) = 280.568
买券 批次号:1773298771
时间:2026-03-12 14:59:32 IP:127.0.0.1 - 21279
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8456 实时104.050 卖一价买进(104.05+0.7956)×390=40889.784 019744 银行间全价103.5418 vs 103.5518 实时102.815 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4211 实时102.116 卖一价买进(102.103+0.3181)×530=54283.183 019752 银行间全价100.4640 vs 100.515 实时100.357 卖一价买进(100.349+0.166)×820=82422.3 019767 银行间全价91.1311 vs 91.0988 实时90.792 卖一价买进(90.799+0.2998)×320=29151.616 019776 银行间全价91.9667 vs 91.8879 实时91.163 卖一价买进(91.172+0.7159)×520=47781.708 019781 银行间全价90.6450 vs 90.6294 实时90.008 卖一价买进(90.008+0.6214)×270=24469.938 019784 银行间全价90.6454 vs 90.5687 实时90.272 卖一价买进(90.272+0.2967)×670=60681.029 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2565 vs 100.2705 实时99.690 卖一价买进(99.695+0.5755)×3230=323873.715 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0097 实时100.685 卖一价买进(100.638+0.3717)×160=16161.552 成份券总价值(卖一价×数量) = 1076481.592
SELL: 买一价(现量:165手): 107.6116*10000=1076116 测算净值107.5786
预计盈亏: 338 基差: 0.3375 实际现金差:-780.39
计算:
盈亏 = SELL(1076116) - 现金差额(-703.1) - BUY(1076481.592) = 337.508
买券 批次号:1773298755
时间:2026-03-12 14:59:15 IP:127.0.0.1 - 21278
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8566 实时104.050 卖一价买进(104.061+0.7956)×390=40894.074 019744 银行间全价103.5418 vs 103.5518 实时102.815 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4301 实时102.116 卖一价买进(102.112+0.3181)×530=54287.953 019752 银行间全价100.4640 vs 100.523 实时100.357 卖一价买进(100.357+0.166)×820=82428.86 019767 银行间全价91.1311 vs 91.0988 实时90.792 卖一价买进(90.799+0.2998)×320=29151.616 019776 银行间全价91.9667 vs 91.8829 实时91.163 卖一价买进(91.167+0.7159)×520=47779.108 019781 银行间全价90.6450 vs 90.6294 实时90.008 卖一价买进(90.008+0.6214)×270=24469.938 019784 银行间全价90.6454 vs 90.5687 实时90.272 卖一价买进(90.272+0.2967)×670=60681.029 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2565 vs 100.2915 实时99.690 卖一价买进(99.716+0.5755)×3230=323941.545 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0097 实时100.685 卖一价买进(100.638+0.3717)×160=16161.552 成份券总价值(卖一价×数量) = 1076562.442
SELL: 买一价(现量:165手): 107.6116*10000=1076116 测算净值107.5786
预计盈亏: 257 基差: 0.2567 实际现金差:-780.39
计算:
盈亏 = SELL(1076116) - 现金差额(-703.1) - BUY(1076562.442) = 256.658
买券 批次号:1773298740
时间:2026-03-12 14:59:00 IP:127.0.0.1 - 21277
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8366 实时104.001 卖一价买进(104.041+0.7956)×390=40886.274 019744 银行间全价103.5418 vs 103.5518 实时102.815 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4401 实时102.100 卖一价买进(102.122+0.3181)×530=54293.253 019752 银行间全价100.4640 vs 100.514 实时100.347 卖一价买进(100.348+0.166)×820=82421.48 019767 银行间全价91.1311 vs 91.0958 实时90.788 卖一价买进(90.796+0.2998)×320=29150.656 019776 银行间全价91.9667 vs 91.8859 实时91.165 卖一价买进(91.17+0.7159)×520=47780.668 019781 银行间全价90.6450 vs 90.6294 实时90.010 卖一价买进(90.008+0.6214)×270=24469.938 019784 银行间全价90.6454 vs 90.5697 实时90.275 卖一价买进(90.273+0.2967)×670=60681.699 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2565 vs 100.2645 实时99.689 卖一价买进(99.689+0.5755)×3230=323854.335 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0107 实时100.685 卖一价买进(100.639+0.3717)×160=16161.712 成份券总价值(卖一价×数量) = 1076466.782
SELL: 买一价(现量:245手): 107.61893*10000=1076189.3 测算净值107.5786
预计盈亏: 426 基差: 0.4256 实际现金差:-780.39
计算:
盈亏 = SELL(1076189.3) - 现金差额(-703.1) - BUY(1076466.782) = 425.618
买券 批次号:1773298724
时间:2026-03-12 14:58:44 IP:127.0.0.1 - 21276
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.7966 实时104.001 卖一价买进(104.001+0.7956)×390=40870.674 019744 银行间全价103.5418 vs 103.5518 实时102.815 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4501 实时102.100 卖一价买进(102.132+0.3181)×530=54298.553 019752 银行间全价100.4640 vs 100.526 实时100.359 卖一价买进(100.36+0.166)×820=82431.32 019767 银行间全价91.1311 vs 91.0988 实时90.788 卖一价买进(90.799+0.2998)×320=29151.616 019776 银行间全价91.9667 vs 91.8869 实时91.166 卖一价买进(91.171+0.7159)×520=47781.188 019781 银行间全价90.6450 vs 90.6314 实时90.010 卖一价买进(90.01+0.6214)×270=24470.478 019784 银行间全价90.6454 vs 90.5727 实时90.275 卖一价买进(90.276+0.2967)×670=60683.709 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2565 vs 100.2715 实时99.693 卖一价买进(99.696+0.5755)×3230=323876.945 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0237 实时100.685 卖一价买进(100.652+0.3717)×160=16163.792 成份券总价值(卖一价×数量) = 1076495.042
SELL: 买一价(现量:245手): 107.61893*10000=1076189.3 测算净值107.5786
预计盈亏: 397 基差: 0.3974 实际现金差:-780.39
计算:
盈亏 = SELL(1076189.3) - 现金差额(-703.1) - BUY(1076495.042) = 397.358
买券 批次号:1773298708
时间:2026-03-12 14:58:28 IP:127.0.0.1 - 21275
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8166 实时104.000 卖一价买进(104.021+0.7956)×390=40878.474 019744 银行间全价103.5418 vs 103.5518 实时102.815 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4571 实时102.100 卖一价买进(102.139+0.3181)×530=54302.263 019752 银行间全价100.4640 vs 100.547 实时100.359 卖一价买进(100.381+0.166)×820=82448.54 019767 银行间全价91.1311 vs 91.0988 实时90.788 卖一价买进(90.799+0.2998)×320=29151.616 019776 银行间全价91.9667 vs 91.9089 实时91.169 卖一价买进(91.193+0.7159)×520=47792.628 019781 银行间全价90.6450 vs 90.6314 实时90.010 卖一价买进(90.01+0.6214)×270=24470.478 019784 银行间全价90.6454 vs 90.5707 实时90.275 卖一价买进(90.274+0.2967)×670=60682.369 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2565 vs 100.2825 实时99.705 卖一价买进(99.707+0.5755)×3230=323912.475 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0457 实时100.685 卖一价买进(100.674+0.3717)×160=16167.312 成份券总价值(卖一价×数量) = 1076572.922
SELL: 买一价(现量:245手): 107.61893*10000=1076189.3 测算净值107.5786
预计盈亏: 319 基差: 0.3195 实际现金差:-780.39
计算:
盈亏 = SELL(1076189.3) - 现金差额(-703.1) - BUY(1076572.922) = 319.478
买券 批次号:1773298692
时间:2026-03-12 14:58:12 IP:127.0.0.1 - 21274
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8036 实时104.000 卖一价买进(104.008+0.7956)×390=40873.404 019744 银行间全价103.5418 vs 103.5518 实时102.815 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4671 实时102.100 卖一价买进(102.149+0.3181)×530=54307.563 019752 银行间全价100.4640 vs 100.516 实时100.359 卖一价买进(100.35+0.166)×820=82423.12 019767 银行间全价91.1311 vs 91.0988 实时90.788 卖一价买进(90.799+0.2998)×320=29151.616 019776 银行间全价91.9667 vs 91.8839 实时91.163 卖一价买进(91.168+0.7159)×520=47779.628 019781 银行间全价90.6450 vs 90.6314 实时90.010 卖一价买进(90.01+0.6214)×270=24470.478 019784 银行间全价90.6454 vs 90.5747 实时90.275 卖一价买进(90.278+0.2967)×670=60685.049 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2565 vs 100.2925 实时99.705 卖一价买进(99.717+0.5755)×3230=323944.775 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0687 实时100.685 卖一价买进(100.697+0.3717)×160=16170.992 成份券总价值(卖一价×数量) = 1076573.392
SELL: 买一价(现量:246手): 107.61897*10000=1076189.7 测算净值107.5786
预计盈亏: 319 基差: 0.3194 实际现金差:-780.39
计算:
盈亏 = SELL(1076189.7) - 现金差额(-703.1) - BUY(1076573.392) = 319.408
买券 批次号:1773298676
时间:2026-03-12 14:57:56 IP:127.0.0.1 - 21273
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8136 实时104.001 卖一价买进(104.018+0.7956)×390=40877.304 019744 银行间全价103.5418 vs 103.5518 实时102.815 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4681 实时102.100 卖一价买进(102.15+0.3181)×530=54308.093 019752 银行间全价100.4640 vs 100.526 实时100.358 卖一价买进(100.36+0.166)×820=82431.32 019767 银行间全价91.1311 vs 91.0978 实时90.788 卖一价买进(90.798+0.2998)×320=29151.296 019776 银行间全价91.9667 vs 91.8789 实时91.163 卖一价买进(91.163+0.7159)×520=47777.028 019781 银行间全价90.6450 vs 90.6314 实时90.010 卖一价买进(90.01+0.6214)×270=24470.478 019784 银行间全价90.6454 vs 90.5737 实时90.275 卖一价买进(90.277+0.2967)×670=60684.379 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2653 vs 100.3045 实时99.742 卖一价买进(99.729+0.5755)×3230=323983.535 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.1107 实时100.685 卖一价买进(100.739+0.3717)×160=16177.712 成份券总价值(卖一价×数量) = 1076627.912
SELL: 买一价(现量:246手): 107.61897*10000=1076189.7 测算净值107.5814
预计盈亏: 265 基差: 0.2649 实际现金差:-780.39
计算:
盈亏 = SELL(1076189.7) - 现金差额(-703.1191) - BUY(1076627.912) = 264.9071
买券 批次号:1773298645
时间:2026-03-12 14:57:26 IP:127.0.0.1 - 21272
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8036 实时104.018 卖一价买进(104.008+0.7956)×390=40873.404 019744 银行间全价103.5418 vs 103.5518 实时102.815 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4181 实时102.051 卖一价买进(102.1+0.3181)×530=54281.593 019752 银行间全价100.4640 vs 100.539 实时100.376 卖一价买进(100.373+0.166)×820=82441.98 019767 银行间全价91.1311 vs 91.0878 实时90.788 卖一价买进(90.788+0.2998)×320=29148.096 019776 银行间全价91.9867 vs 91.9009 实时91.147 卖一价买进(91.185+0.7159)×520=47788.468 019781 银行间全价90.6450 vs 90.6344 实时90.013 卖一价买进(90.013+0.6214)×270=24471.288 019784 银行间全价90.6454 vs 90.5747 实时90.278 卖一价买进(90.278+0.2967)×670=60685.049 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2653 vs 100.2675 实时99.692 卖一价买进(99.692+0.5755)×3230=323864.025 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0577 实时100.685 卖一价买进(100.686+0.3717)×160=16169.232 成份券总价值(卖一价×数量) = 1076489.902
SELL: 买一价(现量:150手): 107.627*10000=1076270 测算净值107.5825
预计盈亏: 483 基差: 0.4832 实际现金差:-780.39
计算:
盈亏 = SELL(1076270) - 现金差额(-703.1261) - BUY(1076489.902) = 483.2241
买券 批次号:1773298630
时间:2026-03-12 14:57:10 IP:127.0.0.1 - 21271
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8036 实时103.998 卖一价买进(104.008+0.7956)×390=40873.404 019744 银行间全价103.5418 vs 103.5518 实时102.814 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.3781 实时102.038 卖一价买进(102.06+0.3181)×530=54260.393 019752 银行间全价100.4640 vs 100.563 实时100.345 卖一价买进(100.397+0.166)×820=82461.66 019767 银行间全价91.1311 vs 91.0928 实时90.782 卖一价买进(90.793+0.2998)×320=29149.696 019776 银行间全价91.9867 vs 91.8729 实时91.144 卖一价买进(91.157+0.7159)×520=47773.908 019781 银行间全价90.6450 vs 90.6384 实时90.000 卖一价买进(90.017+0.6214)×270=24472.368 019784 银行间全价90.6454 vs 90.5677 实时90.252 卖一价买进(90.271+0.2967)×670=60680.359 019792 银行间全价100.6533 vs 100.6623 实时100.098 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2653 vs 100.2695 实时99.694 卖一价买进(99.694+0.5755)×3230=323870.485 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0787 实时100.652 卖一价买进(100.707+0.3717)×160=16172.592 成份券总价值(卖一价×数量) = 1076481.632
SELL: 买一价(现量:150手): 107.627*10000=1076270 测算净值107.5825
预计盈亏: 491 基差: 0.4915 实际现金差:-780.39
计算:
盈亏 = SELL(1076270) - 现金差额(-703.1261) - BUY(1076481.632) = 491.4941
买券 批次号:1773298613
时间:2026-03-12 14:56:53 IP:127.0.0.1 - 21270
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8156 实时103.996 卖一价买进(104.02+0.7956)×390=40878.084 019744 银行间全价103.5418 vs 103.5518 实时102.814 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.3921 实时102.038 卖一价买进(102.074+0.3181)×530=54267.813 019752 银行间全价100.4640 vs 100.52 实时100.345 卖一价买进(100.354+0.166)×820=82426.4 019767 银行间全价91.1311 vs 91.0988 实时90.782 卖一价买进(90.799+0.2998)×320=29151.616 019776 银行间全价91.9867 vs 91.8859 实时91.151 卖一价买进(91.17+0.7159)×520=47780.668 019781 银行间全价90.6450 vs 90.6404 实时90.032 卖一价买进(90.019+0.6214)×270=24472.908 019784 银行间全价90.6454 vs 90.5677 实时90.252 卖一价买进(90.271+0.2967)×670=60680.359 019792 银行间全价100.6533 vs 100.6623 实时100.098 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2653 vs 100.2695 实时99.693 卖一价买进(99.694+0.5755)×3230=323870.485 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0337 实时100.652 卖一价买进(100.662+0.3717)×160=16165.392 成份券总价值(卖一价×数量) = 1076460.492
SELL: 买一价(现量:150手): 107.627*10000=1076270 测算净值107.5825
预计盈亏: 513 基差: 0.5126 实际现金差:-780.39
计算:
盈亏 = SELL(1076270) - 现金差额(-703.1261) - BUY(1076460.492) = 512.6341
买券 批次号:1773298596
时间:2026-03-12 14:56:37 IP:127.0.0.1 - 21269
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.7906 实时103.978 卖一价买进(103.995+0.7956)×390=40868.334 019744 银行间全价103.5418 vs 103.5518 实时102.814 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4021 实时102.038 卖一价买进(102.084+0.3181)×530=54273.113 019752 银行间全价100.4640 vs 100.537 实时100.345 卖一价买进(100.371+0.166)×820=82440.34 019767 银行间全价91.1311 vs 91.0788 实时90.782 卖一价买进(90.779+0.2998)×320=29145.216 019776 银行间全价91.9667 vs 91.8739 实时91.151 卖一价买进(91.158+0.7159)×520=47774.428 019781 银行间全价90.6450 vs 90.6514 实时90.032 卖一价买进(90.03+0.6214)×270=24475.878 019784 银行间全价90.6454 vs 90.5747 实时90.245 卖一价买进(90.278+0.2967)×670=60685.049 019792 银行间全价100.6533 vs 100.6623 实时100.098 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2653 vs 100.2715 实时99.696 卖一价买进(99.696+0.5755)×3230=323876.945 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0437 实时100.652 卖一价买进(100.672+0.3717)×160=16166.992 成份券总价值(卖一价×数量) = 1076473.062
SELL: 买一价(现量:150手): 107.627*10000=1076270 测算净值107.5814
预计盈亏: 500 基差: 0.5001 实际现金差:-780.39
计算:
盈亏 = SELL(1076270) - 现金差额(-703.1191) - BUY(1076473.062) = 500.0571
买券 批次号:1773298579
时间:2026-03-12 14:56:19 IP:127.0.0.1 - 21268
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8026 实时103.977 卖一价买进(104.007+0.7956)×390=40873.014 019744 银行间全价103.5418 vs 103.5518 实时102.814 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4141 实时102.038 卖一价买进(102.096+0.3181)×530=54279.473 019752 银行间全价100.4640 vs 100.565 实时100.353 卖一价买进(100.399+0.166)×820=82463.3 019767 银行间全价91.1311 vs 91.0878 实时90.782 卖一价买进(90.788+0.2998)×320=29148.096 019776 银行间全价91.9767 vs 91.8809 实时91.147 卖一价买进(91.165+0.7159)×520=47778.068 019781 银行间全价90.6450 vs 90.6594 实时90.031 卖一价买进(90.038+0.6214)×270=24478.038 019784 银行间全价90.6454 vs 90.5737 实时90.245 卖一价买进(90.277+0.2967)×670=60684.379 019792 银行间全价100.6533 vs 100.6623 实时100.098 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2653 vs 100.2855 实时99.698 卖一价买进(99.71+0.5755)×3230=323922.165 019827 银行间全价100.1635 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0717 实时100.652 卖一价买进(100.7+0.3717)×160=16171.472 成份券总价值(卖一价×数量) = 1076564.772
SELL: 买一价(现量:188手): 107.61904*10000=1076190.4 测算净值107.5819
预计盈亏: 329 基差: 0.3288 实际现金差:-780.39
计算:
盈亏 = SELL(1076190.4) - 现金差额(-703.1226) - BUY(1076564.772) = 328.7506
买券 批次号:1773298562
时间:2026-03-12 14:56:02 IP:127.0.0.1 - 21267
ETF: 511100
BUY:
019742 银行间全价104.8890 vs 104.8116 实时103.979 卖一价买进(104.016+0.7956)×390=40876.524 019744 银行间全价103.5418 vs 103.5518 实时102.814 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4241 实时102.038 卖一价买进(102.106+0.3181)×530=54284.773 019752 银行间全价100.4640 vs 100.518 实时100.353 卖一价买进(100.352+0.166)×820=82424.76 019767 银行间全价91.1311 vs 91.0968 实时90.782 卖一价买进(90.797+0.2998)×320=29150.976 019776 银行间全价91.9767 vs 91.8659 实时91.144 卖一价买进(91.15+0.7159)×520=47770.268 019781 银行间全价90.6450 vs 90.6584 实时90.030 卖一价买进(90.037+0.6214)×270=24477.768 019784 银行间全价90.6454 vs 90.5637 实时90.245 卖一价买进(90.267+0.2967)×670=60677.679 019792 银行间全价100.6533 vs 100.6623 实时100.098 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2653 vs 100.2735 实时99.699 卖一价买进(99.698+0.5755)×3230=323883.405 019827 银行间全价100.1635 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1184 vs 101.0967 实时100.652 卖一价买进(100.725+0.3717)×160=16175.472 成份券总价值(卖一价×数量) = 1076488.392
SELL: 买一价(现量:151手): 107.62102*10000=1076210.2 测算净值107.5819
预计盈亏: 425 基差: 0.4249 实际现金差:-780.39
计算:
盈亏 = SELL(1076210.2) - 现金差额(-703.1226) - BUY(1076488.392) = 424.9306
买券 批次号:1773298544
时间:2026-03-12 14:55:44 IP:127.0.0.1 - 21266
ETF: 511100
BUY:
019742 银行间全价104.9415 vs 104.8306 实时103.995 卖一价买进(104.035+0.7956)×390=40883.934 019744 银行间全价103.5418 vs 103.5518 实时102.814 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4381 实时102.038 卖一价买进(102.12+0.3181)×530=54292.193 019752 银行间全价100.4640 vs 100.526 实时100.360 卖一价买进(100.36+0.166)×820=82431.32 019767 银行间全价91.1311 vs 91.0978 实时90.782 卖一价买进(90.798+0.2998)×320=29151.296 019776 银行间全价91.9867 vs 91.8889 实时91.144 卖一价买进(91.173+0.7159)×520=47782.228 019781 银行间全价90.6450 vs 90.6584 实时90.025 卖一价买进(90.037+0.6214)×270=24477.768 019784 银行间全价90.6454 vs 90.5577 实时90.262 卖一价买进(90.261+0.2967)×670=60673.659 019792 银行间全价100.6533 vs 100.6623 实时100.098 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2653 vs 100.2985 实时99.703 卖一价买进(99.723+0.5755)×3230=323964.155 019827 银行间全价100.1635 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1614 vs 101.1087 实时100.652 卖一价买进(100.737+0.3717)×160=16177.392 成份券总价值(卖一价×数量) = 1076600.712
SELL: 买一价(现量:150手): 107.621*10000=1076210 测算净值107.5852
预计盈亏: 312 基差: 0.3124 实际现金差:-780.39
计算:
盈亏 = SELL(1076210) - 现金差额(-703.1445) - BUY(1076600.712) = 312.4325
买券 批次号:1773298489
时间:2026-03-12 14:54:49 IP:127.0.0.1 - 21265
ETF: 511100
BUY:
019742 银行间全价104.9415 vs 104.8296 实时103.998 卖一价买进(104.034+0.7956)×390=40883.544 019744 银行间全价103.5418 vs 103.5518 实时102.814 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4681 实时102.038 卖一价买进(102.15+0.3181)×530=54308.093 019752 银行间全价100.4640 vs 100.546 实时100.360 卖一价买进(100.38+0.166)×820=82447.72 019767 银行间全价91.1311 vs 91.0948 实时90.788 卖一价买进(90.795+0.2998)×320=29150.336 019776 银行间全价91.9867 vs 91.9089 实时91.172 卖一价买进(91.193+0.7159)×520=47792.628 019781 银行间全价90.6450 vs 90.6324 实时90.011 卖一价买进(90.011+0.6214)×270=24470.748 019784 银行间全价90.6454 vs 90.5747 实时90.278 卖一价买进(90.278+0.2967)×670=60685.049 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2653 vs 100.2785 实时99.707 卖一价买进(99.703+0.5755)×3230=323899.555 019827 银行间全价100.1635 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1614 vs 101.1297 实时100.599 卖一价买进(100.758+0.3717)×160=16180.752 成份券总价值(卖一价×数量) = 1076585.192
SELL: 买一价(现量:102手): 107.62194*10000=1076219.4 测算净值107.5852
预计盈亏: 337 基差: 0.3374 实际现金差:-780.39
计算:
盈亏 = SELL(1076219.4) - 现金差额(-703.1445) - BUY(1076585.192) = 337.3525
买券 批次号:1773298471
时间:2026-03-12 14:54:31 IP:127.0.0.1 - 21264
ETF: 511100
BUY:
019742 银行间全价104.9415 vs 104.8096 实时104.013 卖一价买进(104.014+0.7956)×390=40875.744 019744 银行间全价103.5418 vs 103.5518 实时102.814 卖一价买进(102.815+0.7368)×600=62131.08 019750 银行间全价102.4257 vs 102.4681 实时102.038 卖一价买进(102.15+0.3181)×530=54308.093 019752 银行间全价100.4640 vs 100.551 实时100.360 卖一价买进(100.385+0.166)×820=82451.82 019767 银行间全价91.1311 vs 91.0878 实时90.782 卖一价买进(90.788+0.2998)×320=29148.096 019776 银行间全价91.9767 vs 91.9119 实时91.186 卖一价买进(91.196+0.7159)×520=47794.188 019781 银行间全价90.6450 vs 90.6324 实时89.990 卖一价买进(90.011+0.6214)×270=24470.748 019784 银行间全价90.6454 vs 90.5767 实时90.272 卖一价买进(90.28+0.2967)×670=60686.389 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2653 vs 100.2855 实时99.704 卖一价买进(99.71+0.5755)×3230=323922.165 019827 银行间全价100.1635 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.1614 vs 101.1017 实时100.599 卖一价买进(100.73+0.3717)×160=16176.272 成份券总价值(卖一价×数量) = 1076600.282
SELL: 买一价(现量:230手): 107.62254*10000=1076225.4 测算净值107.5847
预计盈亏: 328 基差: 0.3283 实际现金差:-780.39
计算:
盈亏 = SELL(1076225.4) - 现金差额(-703.141) - BUY(1076600.282) = 328.259
买券 批次号:1773298341
时间:2026-03-12 14:52:21 IP:127.0.0.1 - 21263
ETF: 511100
BUY:
019742 银行间全价104.8365 vs 104.7656 实时103.957 卖一价买进(103.97+0.7956)×390=40858.584 019744 银行间全价103.5418 vs 103.5368 实时102.796 卖一价买进(102.8+0.7368)×600=62122.08 019750 银行间全价102.2695 vs 102.2721 实时101.957 卖一价买进(101.954+0.3181)×530=54204.213 019752 银行间全价100.4640 vs 100.491 实时100.314 卖一价买进(100.325+0.166)×820=82402.62 019767 银行间全价91.0820 vs 91.0868 实时90.754 卖一价买进(90.787+0.2998)×320=29147.776 019776 银行间全价91.9367 vs 91.8649 实时91.148 卖一价买进(91.149+0.7159)×520=47769.748 019781 银行间全价90.5920 vs 90.5794 实时89.957 卖一价买进(89.958+0.6214)×270=24456.438 019784 银行间全价90.5958 vs 90.5067 实时90.172 卖一价买进(90.21+0.2967)×670=60639.489 019792 银行间全价100.6533 vs 100.6623 实时100.099 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2477 vs 100.2695 实时99.691 卖一价买进(99.694+0.5755)×3230=323870.485 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 100.9877 实时100.599 卖一价买进(100.616+0.3717)×160=16158.032 成份券总价值(卖一价×数量) = 1076265.152
SELL: 买一价(现量:226手): 107.58703*10000=1075870.3 测算净值107.5567
预计盈亏: 308 基差: 0.3081 实际现金差:-780.39
计算:
盈亏 = SELL(1075870.3) - 现金差额(-702.9526) - BUY(1076265.152) = 308.1006
买券 批次号:1773298322
时间:2026-03-12 14:52:02 IP:127.0.0.1 - 21262
ETF: 511100
BUY:
019742 银行间全价104.8365 vs 104.7706 实时103.929 卖一价买进(103.975+0.7956)×390=40860.534 019744 银行间全价103.5418 vs 103.5358 实时102.799 卖一价买进(102.799+0.7368)×600=62121.48 019750 银行间全价102.2695 vs 102.2751 实时101.956 卖一价买进(101.957+0.3181)×530=54205.803 019752 银行间全价100.4640 vs 100.492 实时100.314 卖一价买进(100.326+0.166)×820=82403.44 019767 银行间全价91.0820 vs 91.0878 实时90.747 卖一价买进(90.788+0.2998)×320=29148.096 019776 银行间全价91.9367 vs 91.8729 实时91.151 卖一价买进(91.157+0.7159)×520=47773.908 019781 银行间全价90.5920 vs 90.5784 实时89.950 卖一价买进(89.957+0.6214)×270=24456.168 019784 银行间全价90.5958 vs 90.5187 实时90.172 卖一价买进(90.222+0.2967)×670=60647.529 019792 银行间全价100.6533 vs 100.6623 实时100.098 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2477 vs 100.2635 实时99.688 卖一价买进(99.688+0.5755)×3230=323851.105 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0647 vs 100.9707 实时100.590 卖一价买进(100.599+0.3717)×160=16155.312 成份券总价值(卖一价×数量) = 1076259.062
SELL: 买一价(现量:226手): 107.58669*10000=1075866.9 测算净值107.5567
预计盈亏: 311 基差: 0.3108 实际现金差:-780.39
计算:
盈亏 = SELL(1075866.9) - 现金差额(-702.9526) - BUY(1076259.062) = 310.7906
买券 批次号:1773298284
时间:2026-03-12 14:51:24 IP:127.0.0.1 - 21261
ETF: 511100
BUY:
019742 银行间全价104.8365 vs 104.7596 实时103.952 卖一价买进(103.964+0.7956)×390=40856.244 019744 银行间全价103.5418 vs 103.5358 实时102.799 卖一价买进(102.799+0.7368)×600=62121.48 019750 银行间全价102.2695 vs 102.2661 实时101.938 卖一价买进(101.948+0.3181)×530=54201.033 019752 银行间全价100.4640 vs 100.481 实时100.314 卖一价买进(100.315+0.166)×820=82394.42 019767 银行间全价91.0820 vs 91.0578 实时90.727 卖一价买进(90.758+0.2998)×320=29138.496 019776 银行间全价91.9167 vs 91.8639 实时91.139 卖一价买进(91.148+0.7159)×520=47769.228 019781 银行间全价90.5920 vs 90.5584 实时89.934 卖一价买进(89.937+0.6214)×270=24450.768 019784 银行间全价90.5958 vs 90.5157 实时90.205 卖一价买进(90.219+0.2967)×670=60645.519 019792 银行间全价100.6533 vs 100.6623 实时100.098 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2433 vs 100.2575 实时99.682 卖一价买进(99.682+0.5755)×3230=323831.725 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0540 vs 101.0287 实时100.551 卖一价买进(100.657+0.3717)×160=16164.592 成份券总价值(卖一价×数量) = 1076209.192
SELL: 买一价(现量:128手): 107.58714*10000=1075871.4 测算净值107.554
预计盈亏: 365 基差: 0.3651 实际现金差:-780.39
计算:
盈亏 = SELL(1075871.4) - 现金差额(-702.9349) - BUY(1076209.192) = 365.1429
买券 批次号:1773298266
时间:2026-03-12 14:51:06 IP:127.0.0.1 - 21260
ETF: 511100
BUY:
019742 银行间全价104.8260 vs 104.7606 实时103.953 卖一价买进(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5358 实时102.799 卖一价买进(102.799+0.7368)×600=62121.48 019750 银行间全价102.2695 vs 102.2711 实时101.938 卖一价买进(101.953+0.3181)×530=54203.683 019752 银行间全价100.4640 vs 100.478 实时100.310 卖一价买进(100.312+0.166)×820=82391.96 019767 银行间全价91.0820 vs 91.0758 实时90.727 卖一价买进(90.776+0.2998)×320=29144.256 019776 银行间全价91.9167 vs 91.8649 实时91.125 卖一价买进(91.149+0.7159)×520=47769.748 019781 银行间全价90.5788 vs 90.5524 实时89.917 卖一价买进(89.931+0.6214)×270=24449.148 019784 银行间全价90.5463 vs 90.4987 实时90.196 卖一价买进(90.202+0.2967)×670=60634.129 019792 银行间全价100.6533 vs 100.6623 实时100.098 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2433 vs 100.2545 实时99.678 卖一价买进(99.679+0.5755)×3230=323822.035 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0111 vs 101.0537 实时100.480 卖一价买进(100.682+0.3717)×160=16168.592 成份券总价值(卖一价×数量) = 1076197.352
SELL: 买一价(现量:149手): 107.58455*10000=1075845.5 测算净值107.5493
预计盈亏: 351 基差: 0.3511 实际现金差:-780.39
计算:
盈亏 = SELL(1075845.5) - 现金差额(-702.9028) - BUY(1076197.352) = 351.0508
买券 批次号:1773298249
时间:2026-03-12 14:50:49 IP:127.0.0.1 - 21259
ETF: 511100
BUY:
019742 银行间全价104.8260 vs 104.7376 实时103.941 卖一价买进(103.942+0.7956)×390=40847.664 019744 银行间全价103.5418 vs 103.5358 实时102.799 卖一价买进(102.799+0.7368)×600=62121.48 019750 银行间全价102.2695 vs 102.2701 实时101.938 卖一价买进(101.952+0.3181)×530=54203.153 019752 银行间全价100.4640 vs 100.476 实时100.302 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价91.0820 vs 91.0508 实时90.727 卖一价买进(90.751+0.2998)×320=29136.256 019776 银行间全价91.8967 vs 91.8569 实时91.123 卖一价买进(91.141+0.7159)×520=47765.588 019781 银行间全价90.5125 vs 90.5514 实时89.917 卖一价买进(89.93+0.6214)×270=24448.878 019784 银行间全价90.5463 vs 90.4977 实时90.196 卖一价买进(90.201+0.2967)×670=60633.459 019792 银行间全价100.6533 vs 100.6623 实时100.098 卖一价买进(100.099+0.5633)×2190=220450.437 019795 银行间全价100.2433 vs 100.2495 实时99.672 卖一价买进(99.674+0.5755)×3230=323805.885 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0111 vs 100.9807 实时100.480 卖一价买进(100.609+0.3717)×160=16156.912 成份券总价值(卖一价×数量) = 1076145.282
SELL: 买一价(现量:106手): 107.57956*10000=1075795.6 测算净值107.5465
预计盈亏: 353 基差: 0.3532 实际现金差:-780.39
计算:
盈亏 = SELL(1075795.6) - 现金差额(-702.8837) - BUY(1076145.282) = 353.2017
买券 批次号:1773298233
时间:2026-03-12 14:50:33 IP:127.0.0.1 - 21258
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7366 实时103.931 卖一价买进(103.941+0.7956)×390=40847.274 019744 银行间全价103.5418 vs 103.5358 实时102.799 卖一价买进(102.799+0.7368)×600=62121.48 019750 银行间全价102.2695 vs 102.2651 实时101.938 卖一价买进(101.947+0.3181)×530=54200.503 019752 银行间全价100.4640 vs 100.476 实时100.290 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价91.0820 vs 91.0358 实时90.731 卖一价买进(90.736+0.2998)×320=29131.456 019776 银行间全价91.8967 vs 91.8369 实时91.111 卖一价买进(91.121+0.7159)×520=47755.188 019781 银行间全价90.5125 vs 90.5524 实时89.917 卖一价买进(89.931+0.6214)×270=24449.148 019784 银行间全价90.5463 vs 90.5037 实时90.196 卖一价买进(90.207+0.2967)×670=60637.479 019792 银行间全价100.6533 vs 100.6613 实时100.098 卖一价买进(100.098+0.5633)×2190=220448.247 019795 银行间全价100.2301 vs 100.2515 实时99.675 卖一价买进(99.676+0.5755)×3230=323812.345 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0111 vs 101.0187 实时100.480 卖一价买进(100.647+0.3717)×160=16162.992 成份券总价值(卖一价×数量) = 1076141.682
SELL: 买一价(现量:218手): 107.57582*10000=1075758.2 测算净值107.5406
预计盈亏: 319 基差: 0.3194 实际现金差:-780.39
计算:
盈亏 = SELL(1075758.2) - 现金差额(-702.8441) - BUY(1076141.682) = 319.3621
买券 批次号:1773298214
时间:2026-03-12 14:50:14 IP:127.0.0.1 - 21257
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7246 实时103.931 卖一价买进(103.929+0.7956)×390=40842.594 019744 银行间全价103.5418 vs 103.5328 实时102.799 卖一价买进(102.796+0.7368)×600=62119.68 019750 银行间全价102.2695 vs 102.2651 实时101.938 卖一价买进(101.947+0.3181)×530=54200.503 019752 银行间全价100.4640 vs 100.471 实时100.290 卖一价买进(100.305+0.166)×820=82386.22 019767 银行间全价91.0820 vs 91.0298 实时90.731 卖一价买进(90.73+0.2998)×320=29129.536 019776 银行间全价91.8861 vs 91.8309 实时91.121 卖一价买进(91.115+0.7159)×520=47752.068 019781 银行间全价90.5125 vs 90.5544 实时89.917 卖一价买进(89.933+0.6214)×270=24449.688 019784 银行间全价90.5463 vs 90.4977 实时90.196 卖一价买进(90.201+0.2967)×670=60633.459 019792 银行间全价100.6533 vs 100.6613 实时100.098 卖一价买进(100.098+0.5633)×2190=220448.247 019795 银行间全价100.2301 vs 100.2505 实时99.674 卖一价买进(99.675+0.5755)×3230=323809.115 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0111 vs 101.0557 实时100.480 卖一价买进(100.684+0.3717)×160=16168.912 成份券总价值(卖一价×数量) = 1076125.272
SELL: 买一价(现量:210手): 107.57514*10000=1075751.4 测算净值107.54
预计盈亏: 329 基差: 0.329 实际现金差:-780.39
计算:
盈亏 = SELL(1075751.4) - 现金差额(-702.8404) - BUY(1076125.272) = 328.9684
买券 批次号:1773298198
时间:2026-03-12 14:49:58 IP:127.0.0.1 - 21256
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7356 实时103.929 卖一价买进(103.94+0.7956)×390=40846.884 019744 银行间全价103.5418 vs 103.5358 实时102.799 卖一价买进(102.799+0.7368)×600=62121.48 019750 银行间全价102.2695 vs 102.2561 实时101.941 卖一价买进(101.938+0.3181)×530=54195.733 019752 银行间全价100.4640 vs 100.485 实时100.290 卖一价买进(100.319+0.166)×820=82397.7 019767 银行间全价91.0820 vs 91.0598 实时90.731 卖一价买进(90.76+0.2998)×320=29139.136 019776 银行间全价91.8861 vs 91.8329 实时91.117 卖一价买进(91.117+0.7159)×520=47753.108 019781 银行间全价90.5125 vs 90.5544 实时89.917 卖一价买进(89.933+0.6214)×270=24449.688 019784 银行间全价90.5463 vs 90.4977 实时90.196 卖一价买进(90.201+0.2967)×670=60633.459 019792 银行间全价100.6533 vs 100.6613 实时100.097 卖一价买进(100.098+0.5633)×2190=220448.247 019795 银行间全价100.2301 vs 100.2555 实时99.673 卖一价买进(99.68+0.5755)×3230=323825.265 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价101.0111 vs 100.9427 实时100.480 卖一价买进(100.571+0.3717)×160=16150.832 成份券总价值(卖一价×数量) = 1076146.782
SELL: 买一价(现量:100手): 107.57946*10000=1075794.6 测算净值107.54
预计盈亏: 351 基差: 0.3507 实际现金差:-780.39
计算:
盈亏 = SELL(1075794.6) - 现金差额(-702.8404) - BUY(1076146.782) = 350.6584
买券 批次号:1773298179
时间:2026-03-12 14:49:39 IP:127.0.0.1 - 21255
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7356 实时103.930 卖一价买进(103.94+0.7956)×390=40846.884 019744 银行间全价103.5418 vs 103.5368 实时102.783 卖一价买进(102.8+0.7368)×600=62122.08 019750 银行间全价102.2695 vs 102.2581 实时101.941 卖一价买进(101.94+0.3181)×530=54196.793 019752 银行间全价100.4640 vs 100.459 实时100.290 卖一价买进(100.293+0.166)×820=82376.38 019767 银行间全价91.0820 vs 91.0308 实时90.731 卖一价买进(90.731+0.2998)×320=29129.856 019776 银行间全价91.8767 vs 91.8339 实时91.097 卖一价买进(91.118+0.7159)×520=47753.628 019781 银行间全价90.5125 vs 90.5584 实时89.917 卖一价买进(89.937+0.6214)×270=24450.768 019784 银行间全价90.5463 vs 90.4987 实时90.196 卖一价买进(90.202+0.2967)×670=60634.129 019792 银行间全价100.6533 vs 100.6603 实时100.097 卖一价买进(100.097+0.5633)×2190=220446.057 019795 银行间全价100.2301 vs 100.2515 实时99.674 卖一价买进(99.676+0.5755)×3230=323812.345 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价100.9575 vs 100.9837 实时100.480 卖一价买进(100.612+0.3717)×160=16157.392 成份券总价值(卖一价×数量) = 1076111.562
SELL: 买一价(现量:192手): 107.5737*10000=1075737 测算净值107.5387
预计盈亏: 328 基差: 0.3283 实际现金差:-780.39
计算:
盈亏 = SELL(1075737) - 现金差额(-702.8313) - BUY(1076111.562) = 328.2693
买券 批次号:1773298164
时间:2026-03-12 14:49:24 IP:127.0.0.1 - 21254
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7276 实时103.922 卖一价买进(103.932+0.7956)×390=40843.764 019744 银行间全价103.5418 vs 103.5448 实时102.783 卖一价买进(102.808+0.7368)×600=62126.88 019750 银行间全价102.2695 vs 102.2611 实时101.935 卖一价买进(101.943+0.3181)×530=54198.383 019752 银行间全价100.4640 vs 100.46 实时100.293 卖一价买进(100.294+0.166)×820=82377.2 019767 银行间全价91.0820 vs 91.0298 实时90.731 卖一价买进(90.73+0.2998)×320=29129.536 019776 银行间全价91.8667 vs 91.8289 实时91.093 卖一价买进(91.113+0.7159)×520=47751.028 019781 银行间全价90.5125 vs 90.5584 实时89.917 卖一价买进(89.937+0.6214)×270=24450.768 019784 银行间全价90.5463 vs 90.4947 实时90.196 卖一价买进(90.198+0.2967)×670=60631.449 019792 银行间全价100.6533 vs 100.6603 实时100.097 卖一价买进(100.097+0.5633)×2190=220446.057 019795 银行间全价100.2301 vs 100.2515 实时99.676 卖一价买进(99.676+0.5755)×3230=323812.345 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价100.9575 vs 101.0167 实时100.480 卖一价买进(100.645+0.3717)×160=16162.672 成份券总价值(卖一价×数量) = 1076115.332
SELL: 买一价(现量:189手): 107.57346*10000=1075734.6 测算净值107.5381
预计盈亏: 322 基差: 0.3221 实际现金差:-780.39
计算:
盈亏 = SELL(1075734.6) - 现金差额(-702.8278) - BUY(1076115.332) = 322.0958
买券 批次号:1773298148
时间:2026-03-12 14:49:08 IP:127.0.0.1 - 21253
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7336 实时103.929 卖一价买进(103.938+0.7956)×390=40846.104 019744 银行间全价103.5418 vs 103.5448 实时102.783 卖一价买进(102.808+0.7368)×600=62126.88 019750 银行间全价102.2695 vs 102.2591 实时101.935 卖一价买进(101.941+0.3181)×530=54197.323 019752 银行间全价100.4640 vs 100.471 实时100.286 卖一价买进(100.305+0.166)×820=82386.22 019767 银行间全价91.0820 vs 91.0388 实时90.724 卖一价买进(90.739+0.2998)×320=29132.416 019776 银行间全价91.8667 vs 91.8369 实时91.084 卖一价买进(91.121+0.7159)×520=47755.188 019781 银行间全价90.5125 vs 90.5384 实时89.917 卖一价买进(89.917+0.6214)×270=24445.368 019784 银行间全价90.5463 vs 90.4947 实时90.196 卖一价买进(90.198+0.2967)×670=60631.449 019792 银行间全价100.6533 vs 100.6603 实时100.097 卖一价买进(100.097+0.5633)×2190=220446.057 019795 银行间全价100.2301 vs 100.2535 实时99.676 卖一价买进(99.678+0.5755)×3230=323818.805 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价100.9575 vs 100.9087 实时100.480 卖一价买进(100.537+0.3717)×160=16145.392 成份券总价值(卖一价×数量) = 1076116.452
SELL: 买一价(现量:184手): 107.57224*10000=1075722.4 测算净值107.5381
预计盈亏: 309 基差: 0.3088 实际现金差:-780.39
计算:
盈亏 = SELL(1075722.4) - 现金差额(-702.8278) - BUY(1076116.452) = 308.7758
买券 批次号:1773298134
时间:2026-03-12 14:48:54 IP:127.0.0.1 - 21252
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7246 实时103.924 卖一价买进(103.929+0.7956)×390=40842.594 019744 银行间全价103.5418 vs 103.5448 实时102.783 卖一价买进(102.808+0.7368)×600=62126.88 019750 银行间全价102.2695 vs 102.2631 实时101.935 卖一价买进(101.945+0.3181)×530=54199.443 019752 银行间全价100.4640 vs 100.497 实时100.286 卖一价买进(100.331+0.166)×820=82407.54 019767 银行间全价91.0820 vs 91.0418 实时90.724 卖一价买进(90.742+0.2998)×320=29133.376 019776 银行间全价91.8667 vs 91.8339 实时91.117 卖一价买进(91.118+0.7159)×520=47753.628 019781 银行间全价90.5125 vs 90.5384 实时89.917 卖一价买进(89.917+0.6214)×270=24445.368 019784 银行间全价90.5463 vs 90.4947 实时90.195 卖一价买进(90.198+0.2967)×670=60631.449 019792 银行间全价100.6533 vs 100.6603 实时100.097 卖一价买进(100.097+0.5633)×2190=220446.057 019795 银行间全价100.2301 vs 100.2535 实时99.677 卖一价买进(99.678+0.5755)×3230=323818.805 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价100.9575 vs 100.9367 实时100.480 卖一价买进(100.565+0.3717)×160=16149.872 成份券总价值(卖一价×数量) = 1076140.262
SELL: 买一价(现量:184手): 107.57224*10000=1075722.4 测算净值107.5381
预计盈亏: 285 基差: 0.285 实际现金差:-780.39
计算:
盈亏 = SELL(1075722.4) - 现金差额(-702.8278) - BUY(1076140.262) = 284.9658
买券 批次号:1773298119
时间:2026-03-12 14:48:39 IP:127.0.0.1 - 21251
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7246 实时103.923 卖一价买进(103.929+0.7956)×390=40842.594 019744 银行间全价103.5418 vs 103.5448 实时102.783 卖一价买进(102.808+0.7368)×600=62126.88 019750 银行间全价102.2695 vs 102.2631 实时101.947 卖一价买进(101.945+0.3181)×530=54199.443 019752 银行间全价100.4640 vs 100.454 实时100.287 卖一价买进(100.288+0.166)×820=82372.28 019767 银行间全价91.0820 vs 91.0388 实时90.724 卖一价买进(90.739+0.2998)×320=29132.416 019776 银行间全价91.8667 vs 91.8259 实时91.103 卖一价买进(91.11+0.7159)×520=47749.468 019781 银行间全价90.5125 vs 90.5384 实时89.917 卖一价买进(89.917+0.6214)×270=24445.368 019784 银行间全价90.5463 vs 90.4917 实时90.198 卖一价买进(90.195+0.2967)×670=60629.439 019792 银行间全价100.6533 vs 100.6603 实时100.097 卖一价买进(100.097+0.5633)×2190=220446.057 019795 银行间全价100.2301 vs 100.2585 实时99.677 卖一价买进(99.683+0.5755)×3230=323834.955 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价100.9575 vs 100.9617 实时100.480 卖一价买进(100.59+0.3717)×160=16153.872 成份券总价值(卖一价×数量) = 1076118.022
SELL: 买一价(现量:184手): 107.57224*10000=1075722.4 测算净值107.5381
预计盈亏: 307 基差: 0.3072 实际现金差:-780.39
计算:
盈亏 = SELL(1075722.4) - 现金差额(-702.8278) - BUY(1076118.022) = 307.2058
买券 批次号:1773298104
时间:2026-03-12 14:48:24 IP:127.0.0.1 - 21250
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7256 实时103.922 卖一价买进(103.93+0.7956)×390=40842.984 019744 银行间全价103.5418 vs 103.5448 实时102.783 卖一价买进(102.808+0.7368)×600=62126.88 019750 银行间全价102.2695 vs 102.2621 实时101.947 卖一价买进(101.944+0.3181)×530=54198.913 019752 银行间全价100.4640 vs 100.453 实时100.291 卖一价买进(100.287+0.166)×820=82371.46 019767 银行间全价91.0820 vs 91.0448 实时90.724 卖一价买进(90.745+0.2998)×320=29134.336 019776 银行间全价91.8667 vs 91.8289 实时91.107 卖一价买进(91.113+0.7159)×520=47751.028 019781 银行间全价90.5125 vs 90.5384 实时89.917 卖一价买进(89.917+0.6214)×270=24445.368 019784 银行间全价90.5463 vs 90.5037 实时90.198 卖一价买进(90.207+0.2967)×670=60637.479 019792 银行间全价100.6533 vs 100.6603 实时100.097 卖一价买进(100.097+0.5633)×2190=220446.057 019795 银行间全价100.2301 vs 100.2535 实时99.684 卖一价买进(99.678+0.5755)×3230=323818.805 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价100.9575 vs 100.9957 实时100.480 卖一价买进(100.624+0.3717)×160=16159.312 成份券总价值(卖一价×数量) = 1076117.872
SELL: 买一价(现量:99手): 107.56834*10000=1075683.4 测算净值107.5381
预计盈亏: 268 基差: 0.2684 实际现金差:-780.39
计算:
盈亏 = SELL(1075683.4) - 现金差额(-702.8278) - BUY(1076117.872) = 268.3558
买券 批次号:1773298089
时间:2026-03-12 14:48:09 IP:127.0.0.1 - 21249
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7316 实时103.935 卖一价买进(103.936+0.7956)×390=40845.324 019744 银行间全价103.5418 vs 103.5448 实时102.783 卖一价买进(102.808+0.7368)×600=62126.88 019750 银行间全价102.2695 vs 102.2641 实时101.947 卖一价买进(101.946+0.3181)×530=54199.973 019752 银行间全价100.4640 vs 100.457 实时100.290 卖一价买进(100.291+0.166)×820=82374.74 019767 银行间全价91.0820 vs 91.0358 实时90.724 卖一价买进(90.736+0.2998)×320=29131.456 019776 银行间全价91.8567 vs 91.8349 实时91.108 卖一价买进(91.119+0.7159)×520=47754.148 019781 银行间全价90.5125 vs 90.5374 实时89.917 卖一价买进(89.916+0.6214)×270=24445.098 019784 银行间全价90.5463 vs 90.4927 实时90.198 卖一价买进(90.196+0.2967)×670=60630.109 019792 银行间全价100.6533 vs 100.6603 实时100.097 卖一价买进(100.097+0.5633)×2190=220446.057 019795 银行间全价100.2301 vs 100.2555 实时99.684 卖一价买进(99.68+0.5755)×3230=323825.265 019827 银行间全价100.1635 vs 100.1625 实时99.972 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价100.9575 vs 100.9027 实时100.480 卖一价买进(100.531+0.3717)×160=16144.432 成份券总价值(卖一价×数量) = 1076108.732
SELL: 买一价(现量:99手): 107.56834*10000=1075683.4 测算净值107.5376
预计盈亏: 277 基差: 0.2775 实际现金差:-780.39
计算:
盈亏 = SELL(1075683.4) - 现金差额(-702.8243) - BUY(1076108.732) = 277.4923
买券 批次号:1773297235
时间:2026-03-12 14:33:55 IP:127.0.0.1 - 21248
ETF: 511100
BUY:
019742 银行间全价104.7317 vs 104.6716 实时103.875 卖一价买进(103.876+0.7956)×390=40821.924 019744 银行间全价103.5418 vs 103.5198 实时102.777 卖一价买进(102.783+0.7368)×600=62111.88 019750 银行间全价102.2279 vs 102.2111 实时101.876 卖一价买进(101.893+0.3181)×530=54171.883 019752 银行间全价100.4640 vs 100.446 实时100.276 卖一价买进(100.28+0.166)×820=82365.72 019767 银行间全价91.0330 vs 90.9828 实时90.705 卖一价买进(90.683+0.2998)×320=29114.496 019776 银行间全价91.8367 vs 91.7909 实时91.072 卖一价买进(91.075+0.7159)×520=47731.268 019781 银行间全价90.4596 vs 90.5094 实时89.888 卖一价买进(89.888+0.6214)×270=24437.538 019784 银行间全价90.4968 vs 90.4427 实时90.144 卖一价买进(90.146+0.2967)×670=60596.609 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2505 实时99.673 卖一价买进(99.675+0.5755)×3230=323809.115 019827 银行间全价100.1647 vs 100.1625 实时99.971 卖一价买进(99.972+0.1905)×1140=114185.25 019828 银行间全价100.9039 vs 100.8447 实时100.480 卖一价买进(100.473+0.3717)×160=16135.152 成份券总价值(卖一价×数量) = 1075918.132
SELL: 买一价(现量:161手): 107.54763*10000=1075476.3 测算净值107.5224
预计盈亏: 261 基差: 0.2609 实际现金差:-780.39
计算:
盈亏 = SELL(1075476.3) - 现金差额(-702.7221) - BUY(1075918.132) = 260.8901
买券 批次号:1773285566
时间:2026-03-12 11:19:26 IP:127.0.0.1 - 21244
ETF: 511100
BUY:
019742 银行间全价104.7421 vs 104.6876 实时103.886 卖一价买进(103.892+0.7956)×390=40828.164 019744 银行间全价103.5418 vs 103.4808 实时102.784 卖一价买进(102.744+0.7368)×600=62088.48 019750 银行间全价102.3111 vs 102.3171 实时101.905 卖一价买进(101.999+0.3181)×530=54228.063 019752 银行间全价100.4951 vs 100.45 实时100.284 卖一价买进(100.284+0.166)×820=82369 019767 银行间全价91.2295 vs 90.9838 实时90.699 卖一价买进(90.684+0.2998)×320=29114.816 019776 银行间全价91.8267 vs 91.7719 实时91.041 卖一价买进(91.056+0.7159)×520=47721.388 019781 银行间全价90.4067 vs 90.5144 实时89.892 卖一价买进(89.893+0.6214)×270=24438.888 019784 银行间全价90.5958 vs 90.4847 实时90.188 卖一价买进(90.188+0.2967)×670=60624.749 019792 银行间全价100.6533 vs 100.6563 实时100.092 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2124 vs 100.2385 实时99.661 卖一价买进(99.663+0.5755)×3230=323770.355 019827 银行间全价100.1676 vs 100.1565 实时99.965 卖一价买进(99.966+0.1905)×1140=114178.41 019828 银行间全价100.8183 vs 100.8037 实时100.452 卖一价买进(100.432+0.3717)×160=16128.592 成份券总价值(卖一价×数量) = 1075928.202
SELL: 买一价(现量:134手): 107.551*10000=1075510 测算净值107.5369
预计盈亏: 285 基差: 0.2846 实际现金差:-780.39
计算:
盈亏 = SELL(1075510) - 现金差额(-702.8193) - BUY(1075928.202) = 284.6173
买券 批次号:1773283617
时间:2026-03-12 10:46:57 IP:127.0.0.1 - 21243
ETF: 511100
BUY:
019742 银行间全价104.7421 vs 104.7236 实时103.933 卖一价买进(103.928+0.7956)×390=40842.204 019744 银行间全价103.5418 vs 103.5468 实时102.799 卖一价买进(102.81+0.7368)×600=62128.08 019750 银行间全价102.3111 vs 102.2541 实时101.942 卖一价买进(101.936+0.3181)×530=54194.673 019752 银行间全价100.4951 vs 100.492 实时100.288 卖一价买进(100.326+0.166)×820=82403.44 019767 银行间全价91.2295 vs 91.0758 实时90.777 卖一价买进(90.776+0.2998)×320=29144.256 019776 银行间全价91.8567 vs 91.8339 实时91.107 卖一价买进(91.118+0.7159)×520=47753.628 019781 银行间全价90.4464 vs 90.5354 实时89.905 卖一价买进(89.914+0.6214)×270=24444.558 019784 银行间全价90.5958 vs 90.5327 实时90.238 卖一价买进(90.236+0.2967)×670=60656.909 019792 银行间全价100.6533 vs 100.6563 实时100.092 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2265 实时99.651 卖一价买进(99.651+0.5755)×3230=323731.595 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.8627 实时100.495 卖一价买进(100.491+0.3717)×160=16138.032 成份券总价值(卖一价×数量) = 1076051.942
SELL: 买一价(现量:160手): 107.57907*10000=1075790.7 测算净值107.5432
预计盈亏: 442 基差: 0.4416 实际现金差:-780.39
计算:
盈亏 = SELL(1075790.7) - 现金差额(-702.8615) - BUY(1076051.942) = 441.6195
买券 批次号:1773283602
时间:2026-03-12 10:46:42 IP:127.0.0.1 - 21242
ETF: 511100
BUY:
019742 银行间全价104.7421 vs 104.7206 实时103.917 卖一价买进(103.925+0.7956)×390=40841.034 019744 银行间全价103.5418 vs 103.5318 实时102.799 卖一价买进(102.795+0.7368)×600=62119.08 019750 银行间全价102.3111 vs 102.2601 实时101.942 卖一价买进(101.942+0.3181)×530=54197.853 019752 银行间全价100.4951 vs 100.456 实时100.290 卖一价买进(100.29+0.166)×820=82373.92 019767 银行间全价91.2295 vs 91.1078 实时90.777 卖一价买进(90.808+0.2998)×320=29154.496 019776 银行间全价91.8567 vs 91.8429 实时91.118 卖一价买进(91.127+0.7159)×520=47758.308 019781 银行间全价90.4464 vs 90.5284 实时89.907 卖一价买进(89.907+0.6214)×270=24442.668 019784 银行间全价90.5958 vs 90.5397 实时90.243 卖一价买进(90.243+0.2967)×670=60661.599 019792 银行间全价100.6533 vs 100.6563 实时100.092 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2265 实时99.651 卖一价买进(99.651+0.5755)×3230=323731.595 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.8817 实时100.495 卖一价买进(100.51+0.3717)×160=16141.072 成份券总价值(卖一价×数量) = 1076036.192
SELL: 买一价(现量:168手): 107.57921*10000=1075792.1 测算净值107.5432
预计盈亏: 459 基差: 0.4588 实际现金差:-780.39
计算:
盈亏 = SELL(1075792.1) - 现金差额(-702.8615) - BUY(1076036.192) = 458.7695
买券 批次号:1773283586
时间:2026-03-12 10:46:26 IP:127.0.0.1 - 21241
ETF: 511100
BUY:
019742 银行间全价104.7421 vs 104.7256 实时103.932 卖一价买进(103.93+0.7956)×390=40842.984 019744 银行间全价103.5418 vs 103.5458 实时102.786 卖一价买进(102.809+0.7368)×600=62127.48 019750 银行间全价102.3111 vs 102.2681 实时101.952 卖一价买进(101.95+0.3181)×530=54202.093 019752 银行间全价100.4951 vs 100.464 实时100.300 卖一价买进(100.298+0.166)×820=82380.48 019767 银行间全价91.2295 vs 91.1358 实时90.777 卖一价买进(90.836+0.2998)×320=29163.456 019776 银行间全价91.8767 vs 91.8409 实时91.120 卖一价买进(91.125+0.7159)×520=47757.268 019781 银行间全价90.4464 vs 90.5344 实时89.913 卖一价买进(89.913+0.6214)×270=24444.288 019784 银行间全价90.5958 vs 90.5727 实时90.241 卖一价买进(90.276+0.2967)×670=60683.709 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2265 实时99.651 卖一价买进(99.651+0.5755)×3230=323731.595 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9127 实时100.495 卖一价买进(100.541+0.3717)×160=16146.032 成份券总价值(卖一价×数量) = 1076093.952
SELL: 买一价(现量:171手): 107.57927*10000=1075792.7 测算净值107.5442
预计盈亏: 402 基差: 0.4016 实际现金差:-780.39
计算:
盈亏 = SELL(1075792.7) - 现金差额(-702.8685) - BUY(1076093.952) = 401.6165
买券 批次号:1773283570
时间:2026-03-12 10:46:11 IP:127.0.0.1 - 21240
ETF: 511100
BUY:
019742 银行间全价104.7421 vs 104.7356 实时103.940 卖一价买进(103.94+0.7956)×390=40846.884 019744 银行间全价103.5418 vs 103.5588 实时102.786 卖一价买进(102.822+0.7368)×600=62135.28 019750 银行间全价102.3111 vs 102.2731 实时101.957 卖一价买进(101.955+0.3181)×530=54204.743 019752 银行间全价100.4951 vs 100.472 实时100.303 卖一价买进(100.306+0.166)×820=82387.04 019767 银行间全价91.2295 vs 91.0858 实时90.786 卖一价买进(90.786+0.2998)×320=29147.456 019776 银行间全价91.8767 vs 91.8569 实时91.125 卖一价买进(91.141+0.7159)×520=47765.588 019781 银行间全价90.4464 vs 90.5374 实时89.913 卖一价买进(89.916+0.6214)×270=24445.098 019784 银行间全价90.5958 vs 90.5407 实时90.245 卖一价买进(90.244+0.2967)×670=60662.269 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2265 实时99.651 卖一价买进(99.651+0.5755)×3230=323731.595 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9437 实时100.495 卖一价买进(100.572+0.3717)×160=16150.992 成份券总价值(卖一价×数量) = 1076091.512
SELL: 买一价(现量:171手): 107.57927*10000=1075792.7 测算净值107.5442
预计盈亏: 404 基差: 0.4041 实际现金差:-780.39
计算:
盈亏 = SELL(1075792.7) - 现金差额(-702.8685) - BUY(1076091.512) = 404.0565
买券 批次号:1773283553
时间:2026-03-12 10:45:53 IP:127.0.0.1 - 21239
ETF: 511100
BUY:
019742 银行间全价104.7421 vs 104.7456 实时103.950 卖一价买进(103.95+0.7956)×390=40850.784 019744 银行间全价103.5418 vs 103.5858 实时102.786 卖一价买进(102.849+0.7368)×600=62151.48 019750 银行间全价102.3111 vs 102.2811 实时101.968 卖一价买进(101.963+0.3181)×530=54208.983 019752 银行间全价100.4951 vs 100.476 实时100.303 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价91.2295 vs 91.1188 实时90.771 卖一价买进(90.819+0.2998)×320=29158.016 019776 银行间全价91.8767 vs 91.8459 实时91.124 卖一价买进(91.13+0.7159)×520=47759.868 019781 银行间全价90.4464 vs 90.5344 实时89.908 卖一价买进(89.913+0.6214)×270=24444.288 019784 银行间全价90.5958 vs 90.5437 实时90.246 卖一价买进(90.247+0.2967)×670=60664.279 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2265 实时99.651 卖一价买进(99.651+0.5755)×3230=323731.595 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.8667 实时100.502 卖一价买进(100.495+0.3717)×160=16138.672 成份券总价值(卖一价×数量) = 1076112.852
SELL: 买一价(现量:86手): 107.57435*10000=1075743.5 测算净值107.5442
预计盈亏: 334 基差: 0.3335 实际现金差:-780.39
计算:
盈亏 = SELL(1075743.5) - 现金差额(-702.8685) - BUY(1076112.852) = 333.5165
买券 批次号:1773283539
时间:2026-03-12 10:45:39 IP:127.0.0.1 - 21238
ETF: 511100
BUY:
019742 银行间全价104.7421 vs 104.7506 实时103.950 卖一价买进(103.955+0.7956)×390=40852.734 019744 银行间全价103.5418 vs 103.6038 实时102.786 卖一价买进(102.867+0.7368)×600=62162.28 019750 银行间全价102.2695 vs 102.2861 实时101.968 卖一价买进(101.968+0.3181)×530=54211.633 019752 银行间全价100.4951 vs 100.47 实时100.298 卖一价买进(100.304+0.166)×820=82385.4 019767 银行间全价91.2295 vs 91.1308 实时90.771 卖一价买进(90.831+0.2998)×320=29161.856 019776 银行间全价91.8767 vs 91.8469 实时91.131 卖一价买进(91.131+0.7159)×520=47760.388 019781 银行间全价90.4464 vs 90.5364 实时89.908 卖一价买进(89.915+0.6214)×270=24444.828 019784 银行间全价90.5958 vs 90.5577 实时90.255 卖一价买进(90.261+0.2967)×670=60673.659 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2265 实时99.651 卖一价买进(99.651+0.5755)×3230=323731.595 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.8847 实时100.502 卖一价买进(100.513+0.3717)×160=16141.552 成份券总价值(卖一价×数量) = 1076140.492
SELL: 买一价(现量:85手): 107.57425*10000=1075742.5 测算净值107.542
预计盈亏: 305 基差: 0.3049 实际现金差:-780.39
计算:
盈亏 = SELL(1075742.5) - 现金差额(-702.8537) - BUY(1076140.492) = 304.8617
买券 批次号:1773283524
时间:2026-03-12 10:45:25 IP:127.0.0.1 - 21237
ETF: 511100
BUY:
019742 银行间全价104.7421 vs 104.7476 实时103.953 卖一价买进(103.952+0.7956)×390=40851.564 019744 银行间全价103.5418 vs 103.5338 实时102.786 卖一价买进(102.797+0.7368)×600=62120.28 019750 银行间全价102.2695 vs 102.2901 实时101.968 卖一价买进(101.972+0.3181)×530=54213.753 019752 银行间全价100.4951 vs 100.476 实时100.298 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价91.2295 vs 91.0718 实时90.771 卖一价买进(90.772+0.2998)×320=29142.976 019776 银行间全价91.8767 vs 91.8459 实时91.126 卖一价买进(91.13+0.7159)×520=47759.868 019781 银行间全价90.4464 vs 90.5364 实时89.908 卖一价买进(89.915+0.6214)×270=24444.828 019784 银行间全价90.5958 vs 90.5717 实时90.242 卖一价买进(90.275+0.2967)×670=60683.039 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2265 实时99.651 卖一价买进(99.651+0.5755)×3230=323731.595 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9177 实时100.502 卖一价买进(100.546+0.3717)×160=16146.832 成份券总价值(卖一价×数量) = 1076099.622
SELL: 买一价(现量:30手): 107.57753*10000=1075775.3 测算净值107.542
预计盈亏: 379 基差: 0.3785 实际现金差:-780.39
计算:
盈亏 = SELL(1075775.3) - 现金差额(-702.8537) - BUY(1076099.622) = 378.5317
买券 批次号:1773283462
时间:2026-03-12 10:44:22 IP:127.0.0.1 - 21236
ETF: 511100
BUY:
019742 银行间全价104.7421 vs 104.7376 实时103.941 卖一价买进(103.942+0.7956)×390=40847.664 019744 银行间全价103.5418 vs 103.5448 实时102.786 卖一价买进(102.808+0.7368)×600=62126.88 019750 银行间全价102.2695 vs 102.3291 实时101.952 卖一价买进(102.011+0.3181)×530=54234.423 019752 银行间全价100.4951 vs 100.47 实时100.287 卖一价买进(100.304+0.166)×820=82385.4 019767 银行间全价91.2295 vs 91.0678 实时90.758 卖一价买进(90.768+0.2998)×320=29141.696 019776 银行间全价91.8567 vs 91.8269 实时91.100 卖一价买进(91.111+0.7159)×520=47749.988 019781 银行间全价90.4464 vs 90.5174 实时89.896 卖一价买进(89.896+0.6214)×270=24439.698 019784 银行间全价90.5958 vs 90.5717 实时90.239 卖一价买进(90.275+0.2967)×670=60683.039 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2265 实时99.651 卖一价买进(99.651+0.5755)×3230=323731.595 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.8825 vs 100.8787 实时100.499 卖一价买进(100.507+0.3717)×160=16140.592 成份券总价值(卖一价×数量) = 1076095.542
SELL: 买一价(现量:154手): 107.56504*10000=1075650.4 测算净值107.5406
预计盈亏: 258 基差: 0.2577 实际现金差:-780.39
计算:
盈亏 = SELL(1075650.4) - 现金差额(-702.8444) - BUY(1076095.542) = 257.7024
买券 批次号:1773283373
时间:2026-03-12 10:42:54 IP:127.0.0.1 - 21235
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7426 实时103.946 卖一价买进(103.947+0.7956)×390=40849.614 019744 银行间全价103.5418 vs 103.5288 实时102.805 卖一价买进(102.792+0.7368)×600=62117.28 019750 银行间全价102.2695 vs 102.2701 实时101.959 卖一价买进(101.952+0.3181)×530=54203.153 019752 银行间全价100.4951 vs 100.477 实时100.296 卖一价买进(100.311+0.166)×820=82391.14 019767 银行间全价91.2295 vs 91.0928 实时90.745 卖一价买进(90.793+0.2998)×320=29149.696 019776 银行间全价91.8567 vs 91.8349 实时91.113 卖一价买进(91.119+0.7159)×520=47754.148 019781 银行间全价90.5125 vs 90.5294 实时89.908 卖一价买进(89.908+0.6214)×270=24442.938 019784 银行间全价90.5958 vs 90.5677 实时90.270 卖一价买进(90.271+0.2967)×670=60680.359 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2295 实时99.654 卖一价买进(99.654+0.5755)×3230=323741.285 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9357 实时100.481 卖一价买进(100.564+0.3717)×160=16149.712 成份券总价值(卖一价×数量) = 1076093.892
SELL: 买一价(现量:1108手): 107.575*10000=1075750 测算净值107.5444
预计盈亏: 359 基差: 0.359 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8697) - BUY(1076093.892) = 358.9777
买券 批次号:1773283359
时间:2026-03-12 10:42:39 IP:127.0.0.1 - 21234
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7436 实时103.948 卖一价买进(103.948+0.7956)×390=40850.004 019744 银行间全价103.5418 vs 103.5538 实时102.805 卖一价买进(102.817+0.7368)×600=62132.28 019750 银行间全价102.2695 vs 102.2701 实时101.959 卖一价买进(101.952+0.3181)×530=54203.153 019752 银行间全价100.4951 vs 100.494 实时100.296 卖一价买进(100.328+0.166)×820=82405.08 019767 银行间全价91.2295 vs 91.1118 实时90.745 卖一价买进(90.812+0.2998)×320=29155.776 019776 银行间全价91.8567 vs 91.8469 实时91.126 卖一价买进(91.131+0.7159)×520=47760.388 019781 银行间全价90.5125 vs 90.5294 实时89.908 卖一价买进(89.908+0.6214)×270=24442.938 019784 银行间全价90.5958 vs 90.5687 实时90.248 卖一价买进(90.272+0.2967)×670=60681.029 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2295 实时99.655 卖一价买进(99.654+0.5755)×3230=323741.285 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9707 实时100.481 卖一价买进(100.599+0.3717)×160=16155.312 成份券总价值(卖一价×数量) = 1076141.812
SELL: 买一价(现量:1108手): 107.575*10000=1075750 测算净值107.5444
预计盈亏: 311 基差: 0.3111 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8697) - BUY(1076141.812) = 311.0577
买券 批次号:1773283344
时间:2026-03-12 10:42:24 IP:127.0.0.1 - 21233
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7466 实时103.948 卖一价买进(103.951+0.7956)×390=40851.174 019744 银行间全价103.5418 vs 103.5348 实时102.805 卖一价买进(102.798+0.7368)×600=62120.88 019750 银行间全价102.2695 vs 102.2701 实时101.959 卖一价买进(101.952+0.3181)×530=54203.153 019752 银行间全价100.4951 vs 100.47 实时100.295 卖一价买进(100.304+0.166)×820=82385.4 019767 银行间全价91.2295 vs 91.0448 实时90.745 卖一价买进(90.745+0.2998)×320=29134.336 019776 银行间全价91.8767 vs 91.8399 实时91.124 卖一价买进(91.124+0.7159)×520=47756.748 019781 银行间全价90.5125 vs 90.5334 实时89.910 卖一价买进(89.912+0.6214)×270=24444.018 019784 银行间全价90.5958 vs 90.5797 实时90.235 卖一价买进(90.283+0.2967)×670=60688.399 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2305 实时99.655 卖一价买进(99.655+0.5755)×3230=323744.515 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.8547 实时100.481 卖一价买进(100.483+0.3717)×160=16136.752 成份券总价值(卖一价×数量) = 1076079.942
SELL: 买一价(现量:1108手): 107.575*10000=1075750 测算净值107.5454
预计盈亏: 373 基差: 0.3729 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8767) - BUY(1076079.942) = 372.9347
买券 批次号:1773283329
时间:2026-03-12 10:42:10 IP:127.0.0.1 - 21232
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7486 实时103.952 卖一价买进(103.953+0.7956)×390=40851.954 019744 银行间全价103.5418 vs 103.5328 实时102.805 卖一价买进(102.796+0.7368)×600=62119.68 019750 银行间全价102.2695 vs 102.2761 实时101.959 卖一价买进(101.958+0.3181)×530=54206.333 019752 银行间全价100.4951 vs 100.461 实时100.295 卖一价买进(100.295+0.166)×820=82378.02 019767 银行间全价91.2295 vs 91.0608 实时90.764 卖一价买进(90.761+0.2998)×320=29139.456 019776 银行间全价91.8767 vs 91.8449 实时91.130 卖一价买进(91.129+0.7159)×520=47759.348 019781 银行间全价90.5125 vs 90.5414 实时89.924 卖一价买进(89.92+0.6214)×270=24446.178 019784 银行间全价90.5958 vs 90.6037 实时90.235 卖一价买进(90.307+0.2967)×670=60704.479 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2455 实时99.653 卖一价买进(99.67+0.5755)×3230=323792.965 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.8777 实时100.499 卖一价买进(100.506+0.3717)×160=16140.432 成份券总价值(卖一价×数量) = 1076153.412
SELL: 买一价(现量:1108手): 107.575*10000=1075750 测算净值107.5454
预计盈亏: 299 基差: 0.2995 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8767) - BUY(1076153.412) = 299.4647
买券 批次号:1773283315
时间:2026-03-12 10:41:55 IP:127.0.0.1 - 21231
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7486 实时103.954 卖一价买进(103.953+0.7956)×390=40851.954 019744 银行间全价103.5418 vs 103.5508 实时102.805 卖一价买进(102.814+0.7368)×600=62130.48 019750 银行间全价102.2695 vs 102.2811 实时101.966 卖一价买进(101.963+0.3181)×530=54208.983 019752 银行间全价100.4951 vs 100.476 实时100.300 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价91.2295 vs 91.0948 实时90.742 卖一价买进(90.795+0.2998)×320=29150.336 019776 银行间全价91.8767 vs 91.8559 实时91.130 卖一价买进(91.14+0.7159)×520=47765.068 019781 银行间全价90.5125 vs 90.5544 实时89.923 卖一价买进(89.933+0.6214)×270=24449.688 019784 银行间全价90.5958 vs 90.6107 实时90.235 卖一价买进(90.314+0.2967)×670=60709.169 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2355 实时99.659 卖一价买进(99.66+0.5755)×3230=323760.665 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9067 实时100.499 卖一价买进(100.535+0.3717)×160=16145.072 成份券总价值(卖一价×数量) = 1076176.302
SELL: 买一价(现量:4108手): 107.575*10000=1075750 测算净值107.5454
预计盈亏: 277 基差: 0.2766 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8767) - BUY(1076176.302) = 276.5747
买券 批次号:1773283301
时间:2026-03-12 10:41:41 IP:127.0.0.1 - 21230
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7516 实时103.953 卖一价买进(103.956+0.7956)×390=40853.124 019744 银行间全价103.5418 vs 103.5338 实时102.805 卖一价买进(102.797+0.7368)×600=62120.28 019750 银行间全价102.2695 vs 102.2851 实时101.972 卖一价买进(101.967+0.3181)×530=54211.103 019752 银行间全价100.4951 vs 100.491 实时100.300 卖一价买进(100.325+0.166)×820=82402.62 019767 银行间全价91.2295 vs 91.1368 实时90.742 卖一价买进(90.837+0.2998)×320=29163.776 019776 银行间全价91.8767 vs 91.8419 实时91.125 卖一价买进(91.126+0.7159)×520=47757.788 019781 银行间全价90.5125 vs 90.5644 实时89.923 卖一价买进(89.943+0.6214)×270=24452.388 019784 银行间全价90.5958 vs 90.5337 实时90.237 卖一价买进(90.237+0.2967)×670=60657.579 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2345 实时99.657 卖一价买进(99.659+0.5755)×3230=323757.435 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9377 实时100.499 卖一价买进(100.566+0.3717)×160=16150.032 成份券总价值(卖一价×数量) = 1076140.692
SELL: 买一价(现量:4108手): 107.575*10000=1075750 测算净值107.5454
预计盈亏: 312 基差: 0.3122 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8767) - BUY(1076140.692) = 312.1847
买券 批次号:1773283287
时间:2026-03-12 10:41:27 IP:127.0.0.1 - 21229
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7536 实时103.959 卖一价买进(103.958+0.7956)×390=40853.904 019744 银行间全价103.5418 vs 103.5468 实时102.793 卖一价买进(102.81+0.7368)×600=62128.08 019750 银行间全价102.2695 vs 102.2901 实时101.972 卖一价买进(101.972+0.3181)×530=54213.753 019752 银行间全价100.4951 vs 100.465 实时100.298 卖一价买进(100.299+0.166)×820=82381.3 019767 银行间全价91.2295 vs 91.0488 实时90.772 卖一价买进(90.749+0.2998)×320=29135.616 019776 银行间全价91.8767 vs 91.8479 实时91.127 卖一价买进(91.132+0.7159)×520=47760.908 019781 银行间全价90.5125 vs 90.5624 实时89.923 卖一价买进(89.941+0.6214)×270=24451.848 019784 银行间全价90.5958 vs 90.5347 实时90.238 卖一价买进(90.238+0.2967)×670=60658.249 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2355 实时99.657 卖一价买进(99.66+0.5755)×3230=323760.665 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.8497 实时100.499 卖一价买进(100.478+0.3717)×160=16135.952 成份券总价值(卖一价×数量) = 1076094.842
SELL: 买一价(现量:7112手): 107.575*10000=1075750 测算净值107.5454
预计盈亏: 358 基差: 0.358 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8767) - BUY(1076094.842) = 358.0347
买券 批次号:1773283271
时间:2026-03-12 10:41:12 IP:127.0.0.1 - 21228
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7566 实时103.948 卖一价买进(103.961+0.7956)×390=40855.074 019744 银行间全价103.5418 vs 103.5368 实时102.793 卖一价买进(102.8+0.7368)×600=62122.08 019750 银行间全价102.2695 vs 102.2911 实时101.972 卖一价买进(101.973+0.3181)×530=54214.283 019752 银行间全价100.4951 vs 100.471 实时100.293 卖一价买进(100.305+0.166)×820=82386.22 019767 银行间全价91.2295 vs 91.0888 实时90.772 卖一价买进(90.789+0.2998)×320=29148.416 019776 银行间全价91.8767 vs 91.8469 实时91.131 卖一价买进(91.131+0.7159)×520=47760.388 019781 银行间全价90.5125 vs 90.5444 实时89.940 卖一价买进(89.923+0.6214)×270=24446.988 019784 银行间全价90.5958 vs 90.5357 实时90.240 卖一价买进(90.239+0.2967)×670=60658.919 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2475 实时99.657 卖一价买进(99.672+0.5755)×3230=323799.425 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.8857 实时100.499 卖一价买进(100.514+0.3717)×160=16141.712 成份券总价值(卖一价×数量) = 1076148.072
SELL: 买一价(现量:3000手): 107.575*10000=1075750 测算净值107.5454
预计盈亏: 305 基差: 0.3048 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8767) - BUY(1076148.072) = 304.8047
买券 批次号:1773283240
时间:2026-03-12 10:40:40 IP:127.0.0.1 - 21227
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7736 实时103.974 卖一价买进(103.978+0.7956)×390=40861.704 019744 银行间全价103.5418 vs 103.5698 实时102.793 卖一价买进(102.833+0.7368)×600=62141.88 019750 银行间全价102.2695 vs 102.2931 实时101.975 卖一价买进(101.975+0.3181)×530=54215.343 019752 银行间全价100.4951 vs 100.467 实时100.315 卖一价买进(100.301+0.166)×820=82382.94 019767 银行间全价91.2295 vs 91.0748 实时90.772 卖一价买进(90.775+0.2998)×320=29143.936 019776 银行间全价91.8867 vs 91.8719 实时91.159 卖一价买进(91.156+0.7159)×520=47773.388 019781 银行间全价90.5125 vs 90.5694 实时89.940 卖一价买进(89.948+0.6214)×270=24453.738 019784 银行间全价90.5958 vs 90.5477 实时90.243 卖一价买进(90.251+0.2967)×670=60666.959 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2365 实时99.662 卖一价买进(99.661+0.5755)×3230=323763.895 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9507 实时100.510 卖一价买进(100.579+0.3717)×160=16152.112 成份券总价值(卖一价×数量) = 1076170.462
SELL: 买一价(现量:5995手): 107.575*10000=1075750 测算净值107.5459
预计盈亏: 282 基差: 0.2824 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8802) - BUY(1076170.462) = 282.4182
买券 批次号:1773283177
时间:2026-03-12 10:39:37 IP:127.0.0.1 - 21226
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7706 实时103.971 卖一价买进(103.975+0.7956)×390=40860.534 019744 银行间全价103.5418 vs 103.5298 实时102.797 卖一价买进(102.793+0.7368)×600=62117.88 019750 银行间全价102.2695 vs 102.2931 实时101.975 卖一价买进(101.975+0.3181)×530=54215.343 019752 银行间全价100.4951 vs 100.5 实时100.316 卖一价买进(100.334+0.166)×820=82410 019767 银行间全价91.2295 vs 91.0828 实时90.775 卖一价买进(90.783+0.2998)×320=29146.496 019776 银行间全价91.8867 vs 91.8529 实时91.127 卖一价买进(91.137+0.7159)×520=47763.508 019781 银行间全价90.5125 vs 90.5504 实时89.929 卖一价买进(89.929+0.6214)×270=24448.608 019784 银行间全价90.5958 vs 90.5357 实时90.239 卖一价买进(90.239+0.2967)×670=60658.919 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2465 实时99.659 卖一价买进(99.671+0.5755)×3230=323796.195 019827 银行间全价100.1626 vs 100.1555 实时99.964 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9627 实时100.490 卖一价买进(100.591+0.3717)×160=16154.032 成份券总价值(卖一价×数量) = 1076186.082
SELL: 买一价(现量:3004手): 107.57504*10000=1075750.4 测算净值107.5459
预计盈亏: 267 基差: 0.2672 实际现金差:-780.39
计算:
盈亏 = SELL(1075750.4) - 现金差额(-702.8802) - BUY(1076186.082) = 267.1982
买券 批次号:1773283115
时间:2026-03-12 10:38:36 IP:127.0.0.1 - 21225
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7466 实时103.942 卖一价买进(103.951+0.7956)×390=40851.174 019744 银行间全价103.5418 vs 103.5298 实时102.797 卖一价买进(102.793+0.7368)×600=62117.88 019750 银行间全价102.2695 vs 102.3051 实时101.961 卖一价买进(101.987+0.3181)×530=54221.703 019752 银行间全价100.4951 vs 100.5 实时100.334 卖一价买进(100.334+0.166)×820=82410 019767 银行间全价91.2295 vs 91.0888 实时90.780 卖一价买进(90.789+0.2998)×320=29148.416 019776 银行间全价91.8767 vs 91.8469 实时91.119 卖一价买进(91.131+0.7159)×520=47760.388 019781 银行间全价90.5125 vs 90.5564 实时89.922 卖一价买进(89.935+0.6214)×270=24450.228 019784 银行间全价90.5958 vs 90.5417 实时90.245 卖一价买进(90.245+0.2967)×670=60662.939 019792 银行间全价100.6533 vs 100.6563 实时100.092 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2345 实时99.657 卖一价买进(99.659+0.5755)×3230=323757.435 019827 银行间全价100.1626 vs 100.1555 实时99.964 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9227 实时100.495 卖一价买进(100.551+0.3717)×160=16147.632 成份券总价值(卖一价×数量) = 1076142.362
SELL: 买一价(现量:8000手): 107.575*10000=1075750 测算净值107.5454
预计盈亏: 311 基差: 0.3105 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8767) - BUY(1076142.362) = 310.5147
买券 批次号:1773283085
时间:2026-03-12 10:38:05 IP:127.0.0.1 - 21224
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7496 实时103.957 卖一价买进(103.954+0.7956)×390=40852.344 019744 银行间全价103.5418 vs 103.5338 实时102.797 卖一价买进(102.797+0.7368)×600=62120.28 019750 银行间全价102.2695 vs 102.3271 实时101.935 卖一价买进(102.009+0.3181)×530=54233.363 019752 银行间全价100.4951 vs 100.459 实时100.288 卖一价买进(100.293+0.166)×820=82376.38 019767 银行间全价91.2295 vs 91.1288 实时90.771 卖一价买进(90.829+0.2998)×320=29161.216 019776 银行间全价91.8867 vs 91.8439 实时91.125 卖一价买进(91.128+0.7159)×520=47758.828 019781 银行间全价90.5125 vs 90.5444 实时89.922 卖一价买进(89.923+0.6214)×270=24446.988 019784 银行间全价90.5958 vs 90.5427 实时90.252 卖一价买进(90.246+0.2967)×670=60663.609 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2335 实时99.659 卖一价买进(99.658+0.5755)×3230=323754.205 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.8577 实时100.495 卖一价买进(100.486+0.3717)×160=16137.232 成份券总价值(卖一价×数量) = 1076119.012
SELL: 买一价(现量:4000手): 107.575*10000=1075750 测算净值107.5459
预计盈亏: 334 基差: 0.3339 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8802) - BUY(1076119.012) = 333.8682
买券 批次号:1773283069
时间:2026-03-12 10:37:49 IP:127.0.0.1 - 21223
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7536 实时103.947 卖一价买进(103.958+0.7956)×390=40853.904 019744 银行间全价103.5418 vs 103.5378 实时102.808 卖一价买进(102.801+0.7368)×600=62122.68 019750 银行间全价102.2695 vs 102.3371 实时101.935 卖一价买进(102.019+0.3181)×530=54238.663 019752 银行间全价100.4951 vs 100.463 实时100.302 卖一价买进(100.297+0.166)×820=82379.66 019767 银行间全价91.2295 vs 91.0728 实时90.771 卖一价买进(90.773+0.2998)×320=29143.296 019776 银行间全价91.8867 vs 91.8409 实时91.111 卖一价买进(91.125+0.7159)×520=47757.268 019781 银行间全价90.5125 vs 90.5514 实时89.930 卖一价买进(89.93+0.6214)×270=24448.878 019784 银行间全价90.5958 vs 90.5487 实时90.252 卖一价买进(90.252+0.2967)×670=60667.629 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2315 实时99.655 卖一价买进(99.656+0.5755)×3230=323747.745 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.8787 实时100.495 卖一价买进(100.507+0.3717)×160=16140.592 成份券总价值(卖一价×数量) = 1076114.882
SELL: 买一价(现量:4762手): 107.575*10000=1075750 测算净值107.5459
预计盈亏: 338 基差: 0.338 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8802) - BUY(1076114.882) = 337.9982
买券 批次号:1773283053
时间:2026-03-12 10:37:33 IP:127.0.0.1 - 21222
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7556 实时103.951 卖一价买进(103.96+0.7956)×390=40854.684 019744 银行间全价103.5418 vs 103.5488 实时102.814 卖一价买进(102.812+0.7368)×600=62129.28 019750 银行间全价102.2695 vs 102.3491 实时101.935 卖一价买进(102.031+0.3181)×530=54245.023 019752 银行间全价100.4951 vs 100.469 实时100.320 卖一价买进(100.303+0.166)×820=82384.58 019767 银行间全价91.2295 vs 91.0968 实时90.770 卖一价买进(90.797+0.2998)×320=29150.976 019776 银行间全价91.8867 vs 91.8549 实时91.121 卖一价买进(91.139+0.7159)×520=47764.548 019781 银行间全价90.5125 vs 90.5514 实时89.919 卖一价买进(89.93+0.6214)×270=24448.878 019784 银行间全价90.5958 vs 90.5497 实时90.242 卖一价买进(90.253+0.2967)×670=60668.299 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2425 实时99.655 卖一价买进(99.667+0.5755)×3230=323783.275 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.9039 vs 100.9267 实时100.495 卖一价买进(100.555+0.3717)×160=16148.272 成份券总价值(卖一价×数量) = 1076192.382
SELL: 买一价(现量:8930手): 107.575*10000=1075750 测算净值107.5459
预计盈亏: 260 基差: 0.2605 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8802) - BUY(1076192.382) = 260.4982
买券 批次号:1773283037
时间:2026-03-12 10:37:17 IP:127.0.0.1 - 21221
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7586 实时103.962 卖一价买进(103.963+0.7956)×390=40855.854 019744 银行间全价103.5418 vs 103.5528 实时102.819 卖一价买进(102.816+0.7368)×600=62131.68 019750 银行间全价102.2695 vs 102.3571 实时101.935 卖一价买进(102.039+0.3181)×530=54249.263 019752 银行间全价100.4951 vs 100.48 实时100.320 卖一价买进(100.314+0.166)×820=82393.6 019767 银行间全价91.2295 vs 91.1198 实时90.770 卖一价买进(90.82+0.2998)×320=29158.336 019776 银行间全价91.8867 vs 91.8449 实时91.111 卖一价买进(91.129+0.7159)×520=47759.348 019781 银行间全价90.5125 vs 90.5614 实时89.925 卖一价买进(89.94+0.6214)×270=24451.578 019784 银行间全价90.5958 vs 90.5567 实时90.242 卖一价买进(90.26+0.2967)×670=60672.989 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2315 实时99.657 卖一价买进(99.656+0.5755)×3230=323747.745 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.8718 vs 100.8937 实时100.495 卖一价买进(100.522+0.3717)×160=16142.992 成份券总价值(卖一价×数量) = 1076177.952
SELL: 买一价(现量:1996手): 107.57504*10000=1075750.4 测算净值107.5454
预计盈亏: 275 基差: 0.2753 实际现金差:-780.39
计算:
盈亏 = SELL(1075750.4) - 现金差额(-702.8768) - BUY(1076177.952) = 275.3248
买券 批次号:1773283005
时间:2026-03-12 10:36:45 IP:127.0.0.1 - 21220
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7546 实时103.955 卖一价买进(103.959+0.7956)×390=40854.294 019744 银行间全价103.5418 vs 103.5528 实时102.819 卖一价买进(102.816+0.7368)×600=62131.68 019750 银行间全价102.2695 vs 102.3531 实时101.935 卖一价买进(102.035+0.3181)×530=54247.143 019752 银行间全价100.4951 vs 100.487 实时100.320 卖一价买进(100.321+0.166)×820=82399.34 019767 银行间全价91.2295 vs 91.0858 实时90.756 卖一价买进(90.786+0.2998)×320=29147.456 019776 银行间全价91.8567 vs 91.8409 实时91.112 卖一价买进(91.125+0.7159)×520=47757.268 019781 银行间全价90.5125 vs 90.5464 实时89.919 卖一价买进(89.925+0.6214)×270=24447.528 019784 银行间全价90.5958 vs 90.5867 实时90.242 卖一价买进(90.29+0.2967)×670=60693.089 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2212 vs 100.2295 实时99.654 卖一价买进(99.654+0.5755)×3230=323741.285 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.8718 vs 100.8607 实时100.474 卖一价买进(100.489+0.3717)×160=16137.712 成份券总价值(卖一价×数量) = 1076171.362
SELL: 买一价(现量:8074手): 107.575*10000=1075750 测算净值107.5439
预计盈亏: 282 基差: 0.2815 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8663) - BUY(1076171.362) = 281.5043
买券 批次号:1773282960
时间:2026-03-12 10:36:00 IP:127.0.0.1 - 21219
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7416 实时103.945 卖一价买进(103.946+0.7956)×390=40849.224 019744 银行间全价103.5418 vs 103.5808 实时102.816 卖一价买进(102.844+0.7368)×600=62148.48 019750 银行间全价102.3736 vs 102.2581 实时101.950 卖一价买进(101.94+0.3181)×530=54196.793 019752 银行间全价100.4951 vs 100.489 实时100.324 卖一价买进(100.323+0.166)×820=82400.98 019767 银行间全价91.2295 vs 91.0578 实时90.752 卖一价买进(90.758+0.2998)×320=29138.496 019776 银行间全价91.8567 vs 91.8229 实时91.104 卖一价买进(91.107+0.7159)×520=47747.908 019781 银行间全价90.5125 vs 90.5464 实时89.925 卖一价买进(89.925+0.6214)×270=24447.528 019784 银行间全价90.5958 vs 90.5527 实时90.248 卖一价买进(90.256+0.2967)×670=60670.309 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2124 vs 100.2285 实时99.651 卖一价买进(99.653+0.5755)×3230=323738.055 019827 银行间全价100.1626 vs 100.1555 实时99.965 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.8718 vs 100.8727 实时100.500 卖一价买进(100.501+0.3717)×160=16139.632 成份券总价值(卖一价×数量) = 1076091.972
SELL: 买一价(现量:5763手): 107.575*10000=1075750 测算净值107.5465
预计盈亏: 361 基差: 0.3609 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8843) - BUY(1076091.972) = 360.9123
买券 批次号:1773282945
时间:2026-03-12 10:35:45 IP:127.0.0.1 - 21218
ETF: 511100
BUY:
019742 银行间全价104.7841 vs 104.7476 实时103.950 卖一价买进(103.952+0.7956)×390=40851.564 019744 银行间全价103.5418 vs 103.5898 实时102.816 卖一价买进(102.853+0.7368)×600=62153.88 019750 银行间全价102.3736 vs 102.2661 实时101.950 卖一价买进(101.948+0.3181)×530=54201.033 019752 银行间全价100.4951 vs 100.492 实时100.324 卖一价买进(100.326+0.166)×820=82403.44 019767 银行间全价91.2295 vs 91.0898 实时90.765 卖一价买进(90.79+0.2998)×320=29148.736 019776 银行间全价91.8567 vs 91.8369 实时91.118 卖一价买进(91.121+0.7159)×520=47755.188 019781 银行间全价90.5125 vs 90.5464 实时89.925 卖一价买进(89.925+0.6214)×270=24447.528 019784 银行间全价90.5958 vs 90.5657 实时90.242 卖一价买进(90.269+0.2967)×670=60679.019 019792 银行间全价100.6533 vs 100.6563 实时100.093 卖一价买进(100.093+0.5633)×2190=220437.297 019795 银行间全价100.2124 vs 100.2315 实时99.655 卖一价买进(99.656+0.5755)×3230=323747.745 019827 银行间全价100.1626 vs 100.1555 实时99.964 卖一价买进(99.965+0.1905)×1140=114177.27 019828 银行间全价100.8718 vs 100.9117 实时100.500 卖一价买进(100.54+0.3717)×160=16145.872 成份券总价值(卖一价×数量) = 1076148.572
SELL: 买一价(现量:5017手): 107.575*10000=1075750 测算净值107.5465
预计盈亏: 304 基差: 0.3043 实际现金差:-780.39
计算:
盈亏 = SELL(1075750) - 现金差额(-702.8843) - BUY(1076148.572) = 304.3123
卖券 批次号:1773278992
时间:2026-03-12 09:29:52 IP:127.0.0.1 - 21209
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
卖券 批次号:1773278982
时间:2026-03-12 09:29:42 IP:127.0.0.1 - 21207
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
卖券 批次号:1773278973
时间:2026-03-12 09:29:33 IP:127.0.0.1 - 21206
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278965
时间:2026-03-12 09:29:25 IP:127.0.0.1 - 21205
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278958
时间:2026-03-12 09:29:18 IP:127.0.0.1 - 21204
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278949
时间:2026-03-12 09:29:09 IP:127.0.0.1 - 21203
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278941
时间:2026-03-12 09:29:01 IP:127.0.0.1 - 21202
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278933
时间:2026-03-12 09:28:53 IP:127.0.0.1 - 21201
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278925
时间:2026-03-12 09:28:45 IP:127.0.0.1 - 21200
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278917
时间:2026-03-12 09:28:37 IP:127.0.0.1 - 21199
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278909
时间:2026-03-12 09:28:29 IP:127.0.0.1 - 21198
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278901
时间:2026-03-12 09:28:21 IP:127.0.0.1 - 21197
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278893
时间:2026-03-12 09:28:13 IP:127.0.0.1 - 21196
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278885
时间:2026-03-12 09:28:05 IP:127.0.0.1 - 21195
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278877
时间:2026-03-12 09:27:57 IP:127.0.0.1 - 21194
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278869
时间:2026-03-12 09:27:49 IP:127.0.0.1 - 21193
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.101 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6234) - BUY(1139917.7) = 739.0766
卖券 批次号:1773278861
时间:2026-03-12 09:27:41 IP:127.0.0.1 - 21192
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
卖券 批次号:1773278852
时间:2026-03-12 09:27:32 IP:127.0.0.1 - 21191
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
卖券 批次号:1773278844
时间:2026-03-12 09:27:24 IP:127.0.0.1 - 21190
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
卖券 批次号:1773278836
时间:2026-03-12 09:27:16 IP:127.0.0.1 - 21189
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
卖券 批次号:1773278828
时间:2026-03-12 09:27:08 IP:127.0.0.1 - 21188
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
卖券 批次号:1773278820
时间:2026-03-12 09:27:00 IP:127.0.0.1 - 21187
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
卖券 批次号:1773278811
时间:2026-03-12 09:26:51 IP:127.0.0.1 - 21186
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
卖券 批次号:1773278802
时间:2026-03-12 09:26:42 IP:127.0.0.1 - 21185
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
卖券 批次号:1773278794
时间:2026-03-12 09:26:34 IP:127.0.0.1 - 21184
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 739 基差: 0.7391 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 739.0701
买券 批次号:1773278787
时间:2026-03-12 09:26:27 IP:127.0.0.1 - 21183
ETF: 511130
BUY:
019742 银行间全价104.6791 vs 104.7606 实时103.965 卖一价买进(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 卖一价买进(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1056199.5
SELL: 买一价(现量:12手): 104.00538*10000=1040053.8 测算净值103.9682
预计盈亏: 704 基差: 0.704 实际现金差:-16976.85
计算:
盈亏 = SELL(1040053.8) - 现金差额(-16849.7156) - BUY(1056199.5) = 704.0156
买券 批次号:1773278786
时间:2026-03-12 09:26:26 IP:127.0.0.1 - 21182
ETF: 511090
BUY:
019742 银行间全价104.6791 vs 104.7606 实时103.965 卖一价买进(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 卖一价买进(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1148109.4
SELL: 买一价(现量:154手): 113.977*10000=1139770 测算净值113.9001
预计盈亏: 945 基差: 0.9452 实际现金差:-9372.76
计算:
盈亏 = SELL(1139770) - 现金差额(-9284.6299) - BUY(1148109.4) = 945.2299
买券 批次号:1773278779
时间:2026-03-12 09:26:19 IP:127.0.0.1 - 21181
ETF: 511130
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 卖一价买进(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1056071.5
SELL: 买一价(现量:12手): 104.00538*10000=1040053.8 测算净值103.9682
预计盈亏: 832 基差: 0.832 实际现金差:-16976.85
计算:
盈亏 = SELL(1040053.8) - 现金差额(-16849.7156) - BUY(1056071.5) = 832.0156
买券 批次号:1773278778
时间:2026-03-12 09:26:18 IP:127.0.0.1 - 21180
ETF: 511090
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 卖一价买进(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1147981.4
SELL: 买一价(现量:154手): 113.977*10000=1139770 测算净值113.9001
预计盈亏: 1073 基差: 1.0732 实际现金差:-9372.76
计算:
盈亏 = SELL(1139770) - 现金差额(-9284.6299) - BUY(1147981.4) = 1073.2299
买券 批次号:1773278770
时间:2026-03-12 09:26:11 IP:127.0.0.1 - 21179
ETF: 511130
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 卖一价买进(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1056071.5
SELL: 买一价(现量:12手): 104.00538*10000=1040053.8 测算净值103.9682
预计盈亏: 832 基差: 0.832 实际现金差:-16976.85
计算:
盈亏 = SELL(1040053.8) - 现金差额(-16849.7156) - BUY(1056071.5) = 832.0156
买券 批次号:1773278769
时间:2026-03-12 09:26:10 IP:127.0.0.1 - 21178
ETF: 511090
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 卖一价买进(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1147981.4
SELL: 买一价(现量:154手): 113.977*10000=1139770 测算净值113.9001
预计盈亏: 1073 基差: 1.0732 实际现金差:-9372.76
计算:
盈亏 = SELL(1139770) - 现金差额(-9284.6299) - BUY(1147981.4) = 1073.2299
买券 批次号:1773278765
时间:2026-03-12 09:26:05 IP:127.0.0.1 - 21177
ETF: 511100
BUY:
019742 银行间全价104.6796 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×390=40831.674 019744 银行间全价103.5418 vs 103.4518 实时102.715 卖一价买进(102.715+0.7368)×600=62071.08 019750 银行间全价102.2113 vs 102.1181 实时101.800 卖一价买进(101.8+0.3181)×530=54122.593 019752 银行间全价100.4951 vs 100.476 实时100.310 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价90.9839 vs 91.0008 实时90.701 卖一价买进(90.701+0.2998)×320=29120.256 019776 银行间全价91.7569 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×520=47739.588 019781 银行间全价90.2484 vs 90.5794 实时89.958 卖一价买进(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 卖一价买进(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6363 实时100.073 卖一价买进(100.073+0.5633)×2190=220393.497 019795 银行间全价100.1992 vs 100.2655 实时99.690 卖一价买进(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 99.1525 实时98.962 卖一价买进(98.962+0.1905)×1140=113033.85 019828 银行间全价100.7755 vs 98.0117 实时97.640 卖一价买进(97.64+0.3717)×160=15681.872 成份券总价值(卖一价×数量) = 1074356.312
SELL: 买一价(现量:140手): 107.4906*10000=1074906 测算净值107.5058
预计盈亏: 1252 基差: 1.2523 实际现金差:-780.39
计算:
盈亏 = SELL(1074906) - 现金差额(-702.6103) - BUY(1074356.312) = 1252.2983
买券 批次号:1773278762
时间:2026-03-12 09:26:02 IP:127.0.0.1 - 21176
ETF: 511130
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×5000=459034.5 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1055556.5
SELL: 买一价(现量:12手): 104.00538*10000=1040053.8 测算净值103.9682
预计盈亏: 1347 基差: 1.347 实际现金差:-16976.85
计算:
盈亏 = SELL(1040053.8) - 现金差额(-16849.7156) - BUY(1055556.5) = 1347.0156
买券 批次号:1773278761
时间:2026-03-12 09:26:01 IP:127.0.0.1 - 21175
ETF: 511090
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×6000=550841.4 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1147363.4
SELL: 买一价(现量:154手): 113.977*10000=1139770 测算净值113.9001
预计盈亏: 1691 基差: 1.6912 实际现金差:-9372.76
计算:
盈亏 = SELL(1139770) - 现金差额(-9284.6299) - BUY(1147363.4) = 1691.2299
买券 批次号:1773278755
时间:2026-03-12 09:25:55 IP:127.0.0.1 - 21174
ETF: 511100
BUY:
019742 银行间全价104.6796 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×390=40831.674 019744 银行间全价103.5418 vs 103.4518 实时102.715 卖一价买进(102.715+0.7368)×600=62071.08 019750 银行间全价102.2113 vs 102.1181 实时101.800 卖一价买进(101.8+0.3181)×530=54122.593 019752 银行间全价100.4951 vs 100.476 实时100.310 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价90.9839 vs 91.0008 实时90.701 卖一价买进(90.701+0.2998)×320=29120.256 019776 银行间全价91.7569 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×520=47739.588 019781 银行间全价90.2484 vs 90.5794 实时89.958 卖一价买进(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 卖一价买进(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6363 实时100.073 卖一价买进(100.073+0.5633)×2190=220393.497 019795 银行间全价100.1992 vs 99.7475 实时99.172 卖一价买进(99.172+0.5755)×3230=322184.425 019827 银行间全价100.1593 vs 99.1525 实时98.962 卖一价买进(98.962+0.1905)×1140=113033.85 019828 银行间全价100.7755 vs 98.0117 实时97.640 卖一价买进(97.64+0.3717)×160=15681.872 成份券总价值(卖一价×数量) = 1072683.172
SELL: 买一价(现量:140手): 107.4906*10000=1074906 测算净值107.5058
预计盈亏: 2925 基差: 2.9254 实际现金差:-780.39
计算:
盈亏 = SELL(1074906) - 现金差额(-702.6103) - BUY(1072683.172) = 2925.4383
买券 批次号:1773278754
时间:2026-03-12 09:25:54 IP:127.0.0.1 - 21173
ETF: 511130
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×5000=459034.5 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1055556.5
SELL: 买一价(现量:12手): 104.00538*10000=1040053.8 测算净值103.9682
预计盈亏: 1347 基差: 1.347 实际现金差:-16976.85
计算:
盈亏 = SELL(1040053.8) - 现金差额(-16849.7156) - BUY(1055556.5) = 1347.0156
买券 批次号:1773278753
时间:2026-03-12 09:25:53 IP:127.0.0.1 - 21172
ETF: 511090
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×6000=550841.4 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1147363.4
SELL: 买一价(现量:154手): 113.977*10000=1139770 测算净值113.9001
预计盈亏: 1691 基差: 1.6912 实际现金差:-9372.76
计算:
盈亏 = SELL(1139770) - 现金差额(-9284.6299) - BUY(1147363.4) = 1691.2299
买券 批次号:1773278746
时间:2026-03-12 09:25:46 IP:127.0.0.1 - 21171
ETF: 511130
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×5000=459034.5 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1055556.5
SELL: 买一价(现量:12手): 104.00538*10000=1040053.8 测算净值103.9682
预计盈亏: 1347 基差: 1.347 实际现金差:-16976.85
计算:
盈亏 = SELL(1040053.8) - 现金差额(-16849.7156) - BUY(1055556.5) = 1347.0156
买券 批次号:1773278745
时间:2026-03-12 09:25:45 IP:127.0.0.1 - 21169
ETF: 511100
BUY:
019742 银行间全价104.6796 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×390=40831.674 019744 银行间全价103.5418 vs 103.4518 实时102.715 卖一价买进(102.715+0.7368)×600=62071.08 019750 银行间全价102.2113 vs 102.1181 实时101.800 卖一价买进(101.8+0.3181)×530=54122.593 019752 银行间全价100.4951 vs 100.476 实时100.310 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价90.9839 vs 91.0008 实时90.701 卖一价买进(90.701+0.2998)×320=29120.256 019776 银行间全价91.7569 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×520=47739.588 019781 银行间全价90.2484 vs 90.5794 实时89.958 卖一价买进(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 卖一价买进(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6363 实时100.073 卖一价买进(100.073+0.5633)×2190=220393.497 019795 银行间全价100.1992 vs 99.7475 实时99.172 卖一价买进(99.172+0.5755)×3230=322184.425 019827 银行间全价100.1593 vs 99.1525 实时98.962 卖一价买进(98.962+0.1905)×1140=113033.85 019828 银行间全价100.7755 vs 98.0117 实时97.640 卖一价买进(97.64+0.3717)×160=15681.872 成份券总价值(卖一价×数量) = 1072683.172
SELL: 买一价(现量:140手): 107.4906*10000=1074906 测算净值107.5058
预计盈亏: 2925 基差: 2.9254 实际现金差:-780.39
计算:
盈亏 = SELL(1074906) - 现金差额(-702.6103) - BUY(1072683.172) = 2925.4383
ETF: 511090
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×6000=550841.4 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1147363.4
SELL: 买一价(现量:154手): 113.977*10000=1139770 测算净值113.9001
预计盈亏: 1691 基差: 1.6912 实际现金差:-780.39
计算:
盈亏 = SELL(1139770) - 现金差额(-9284.6299) - BUY(1147363.4) = 1691.2299
买券 批次号:1773278738
时间:2026-03-12 09:25:38 IP:127.0.0.1 - 21168
ETF: 511130
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×5000=459034.5 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1055556.5
SELL: 买一价(现量:12手): 104.00538*10000=1040053.8 测算净值103.9682
预计盈亏: 1347 基差: 1.347 实际现金差:-16976.85
计算:
盈亏 = SELL(1040053.8) - 现金差额(-16849.7156) - BUY(1055556.5) = 1347.0156
买券 批次号:1773278737
时间:2026-03-12 09:25:37 IP:127.0.0.1 - 21167
ETF: 511090
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×6000=550841.4 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1147363.4
SELL: 买一价(现量:154手): 113.977*10000=1139770 测算净值113.9001
预计盈亏: 1691 基差: 1.6912 实际现金差:-9372.76
计算:
盈亏 = SELL(1139770) - 现金差额(-9284.6299) - BUY(1147363.4) = 1691.2299
买券 批次号:1773278735
时间:2026-03-12 09:25:35 IP:127.0.0.1 - 21166
ETF: 511100
BUY:
019742 银行间全价104.6796 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×390=40831.674 019744 银行间全价103.5418 vs 103.4518 实时102.715 卖一价买进(102.715+0.7368)×600=62071.08 019750 银行间全价102.2113 vs 102.1181 实时101.800 卖一价买进(101.8+0.3181)×530=54122.593 019752 银行间全价100.4951 vs 100.476 实时100.310 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价90.9839 vs 91.0008 实时90.701 卖一价买进(90.701+0.2998)×320=29120.256 019776 银行间全价91.7569 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×520=47739.588 019781 银行间全价90.2484 vs 90.5794 实时89.958 卖一价买进(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 卖一价买进(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6363 实时100.073 卖一价买进(100.073+0.5633)×2190=220393.497 019795 银行间全价100.1992 vs 99.7475 实时99.172 卖一价买进(99.172+0.5755)×3230=322184.425 019827 银行间全价100.1593 vs 99.1525 实时98.962 卖一价买进(98.962+0.1905)×1140=113033.85 019828 银行间全价100.7755 vs 98.0117 实时97.640 卖一价买进(97.64+0.3717)×160=15681.872 成份券总价值(卖一价×数量) = 1072683.172
SELL: 买一价(现量:140手): 107.4906*10000=1074906 测算净值107.5058
预计盈亏: 2925 基差: 2.9254 实际现金差:-780.39
计算:
盈亏 = SELL(1074906) - 现金差额(-702.6103) - BUY(1072683.172) = 2925.4383
买券 批次号:1773278730
时间:2026-03-12 09:25:30 IP:127.0.0.1 - 21165
ETF: 511130
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×5000=459034.5 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1055556.5
SELL: 买一价(现量:12手): 104.00538*10000=1040053.8 测算净值103.9682
预计盈亏: 1347 基差: 1.347 实际现金差:-16976.85
计算:
盈亏 = SELL(1040053.8) - 现金差额(-16849.7156) - BUY(1055556.5) = 1347.0156
买券 批次号:1773278728
时间:2026-03-12 09:25:29 IP:127.0.0.1 - 21164
ETF: 511090
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×6000=550841.4 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1147363.4
SELL: 买一价(现量:154手): 113.977*10000=1139770 测算净值113.9001
预计盈亏: 1691 基差: 1.6912 实际现金差:-9372.76
计算:
盈亏 = SELL(1139770) - 现金差额(-9284.6299) - BUY(1147363.4) = 1691.2299
买券 批次号:1773278725
时间:2026-03-12 09:25:25 IP:127.0.0.1 - 21163
ETF: 511100
BUY:
019742 银行间全价104.6796 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×390=40831.674 019744 银行间全价103.5418 vs 103.4518 实时102.715 卖一价买进(102.715+0.7368)×600=62071.08 019750 银行间全价102.2113 vs 102.1181 实时101.800 卖一价买进(101.8+0.3181)×530=54122.593 019752 银行间全价100.4951 vs 100.476 实时100.310 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价90.9839 vs 91.0008 实时90.701 卖一价买进(90.701+0.2998)×320=29120.256 019776 银行间全价91.7569 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×520=47739.588 019781 银行间全价90.2484 vs 90.5794 实时89.958 卖一价买进(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 卖一价买进(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6363 实时100.073 卖一价买进(100.073+0.5633)×2190=220393.497 019795 银行间全价100.1992 vs 99.7475 实时99.172 卖一价买进(99.172+0.5755)×3230=322184.425 019827 银行间全价100.1593 vs 99.1525 实时98.962 卖一价买进(98.962+0.1905)×1140=113033.85 019828 银行间全价100.7755 vs 98.0117 实时97.640 卖一价买进(97.64+0.3717)×160=15681.872 成份券总价值(卖一价×数量) = 1072683.172
SELL: 买一价(现量:140手): 107.4906*10000=1074906 测算净值107.5058
预计盈亏: 2925 基差: 2.9254 实际现金差:-780.39
计算:
盈亏 = SELL(1074906) - 现金差额(-702.6103) - BUY(1072683.172) = 2925.4383
买券 批次号:1773278721
时间:2026-03-12 09:25:21 IP:127.0.0.1 - 21162
ETF: 511130
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×5000=459034.5 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1055556.5
SELL: 买一价(现量:12手): 104.00538*10000=1040053.8 测算净值103.9682
预计盈亏: 1347 基差: 1.347 实际现金差:-16976.85
计算:
盈亏 = SELL(1040053.8) - 现金差额(-16849.7156) - BUY(1055556.5) = 1347.0156
买券 批次号:1773278720
时间:2026-03-12 09:25:20 IP:127.0.0.1 - 21161
ETF: 511090
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×6000=550841.4 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1147363.4
SELL: 买一价(现量:154手): 113.977*10000=1139770 测算净值113.9001
预计盈亏: 1691 基差: 1.6912 实际现金差:-9372.76
计算:
盈亏 = SELL(1139770) - 现金差额(-9284.6299) - BUY(1147363.4) = 1691.2299
买券 批次号:1773278715
时间:2026-03-12 09:25:15 IP:127.0.0.1 - 21160
ETF: 511100
BUY:
019742 银行间全价104.6796 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×390=40831.674 019744 银行间全价103.5418 vs 103.4518 实时102.715 卖一价买进(102.715+0.7368)×600=62071.08 019750 银行间全价102.2113 vs 102.1181 实时101.800 卖一价买进(101.8+0.3181)×530=54122.593 019752 银行间全价100.4951 vs 100.476 实时100.310 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价90.9839 vs 91.0008 实时90.701 卖一价买进(90.701+0.2998)×320=29120.256 019776 银行间全价91.7569 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×520=47739.588 019781 银行间全价90.2484 vs 90.5794 实时89.958 卖一价买进(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 卖一价买进(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6363 实时100.073 卖一价买进(100.073+0.5633)×2190=220393.497 019795 银行间全价100.1992 vs 99.7475 实时99.172 卖一价买进(99.172+0.5755)×3230=322184.425 019827 银行间全价100.1593 vs 99.1525 实时98.962 卖一价买进(98.962+0.1905)×1140=113033.85 019828 银行间全价100.7755 vs 98.0117 实时97.640 卖一价买进(97.64+0.3717)×160=15681.872 成份券总价值(卖一价×数量) = 1072683.172
SELL: 买一价(现量:140手): 107.4906*10000=1074906 测算净值107.5058
预计盈亏: 2925 基差: 2.9254 实际现金差:-780.39
计算:
盈亏 = SELL(1074906) - 现金差额(-702.6103) - BUY(1072683.172) = 2925.4383
买券 批次号:1773278712
时间:2026-03-12 09:25:12 IP:127.0.0.1 - 21159
ETF: 511130
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×5000=459034.5 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1055556.5
SELL: 买一价(现量:12手): 104.00538*10000=1040053.8 测算净值103.9682
预计盈亏: 1347 基差: 1.347 实际现金差:-16976.85
计算:
盈亏 = SELL(1040053.8) - 现金差额(-16849.7156) - BUY(1055556.5) = 1347.0156
买券 批次号:1773278711
时间:2026-03-12 09:25:11 IP:127.0.0.1 - 21158
ETF: 511090
BUY:
019742 银行间全价104.6791 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×6000=550841.4 019789 银行间全价97.1012 vs 96.7822 实时96.688 卖一价买进(96.688+0.0942)×4000=387128.8 成份券总价值(卖一价×数量) = 1147363.4
SELL: 买一价(现量:154手): 113.977*10000=1139770 测算净值113.9001
预计盈亏: 1691 基差: 1.6912 实际现金差:-9372.76
计算:
盈亏 = SELL(1139770) - 现金差额(-9284.6299) - BUY(1147363.4) = 1691.2299
买券 批次号:1773278705
时间:2026-03-12 09:25:05 IP:127.0.0.1 - 21157
ETF: 511100
BUY:
019742 银行间全价104.6796 vs 104.6966 实时103.901 卖一价买进(103.901+0.7956)×390=40831.674 019744 银行间全价103.5418 vs 103.4518 实时102.715 卖一价买进(102.715+0.7368)×600=62071.08 019750 银行间全价102.2113 vs 102.1181 实时101.800 卖一价买进(101.8+0.3181)×530=54122.593 019752 银行间全价100.4951 vs 100.476 实时100.310 卖一价买进(100.31+0.166)×820=82390.32 019767 银行间全价90.9839 vs 91.0008 实时90.701 卖一价买进(90.701+0.2998)×320=29120.256 019776 银行间全价91.7569 vs 91.8069 实时91.091 卖一价买进(91.091+0.7159)×520=47739.588 019781 银行间全价90.2484 vs 90.5794 实时89.958 卖一价买进(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 卖一价买进(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6363 实时100.073 卖一价买进(100.073+0.5633)×2190=220393.497 019795 银行间全价100.1992 vs 99.7475 实时99.172 卖一价买进(99.172+0.5755)×3230=322184.425 019827 银行间全价100.1593 vs 99.1525 实时98.962 卖一价买进(98.962+0.1905)×1140=113033.85 019828 银行间全价100.7755 vs 98.0117 实时97.640 卖一价买进(97.64+0.3717)×160=15681.872 成份券总价值(卖一价×数量) = 1072683.172
SELL: 买一价(现量:140手): 107.4906*10000=1074906 测算净值107.5058
预计盈亏: 2925 基差: 2.9254 实际现金差:-780.39
计算:
盈亏 = SELL(1074906) - 现金差额(-702.6103) - BUY(1072683.172) = 2925.4383
卖券 批次号:1773278703
时间:2026-03-12 09:25:04 IP:127.0.0.1 - 21156
ETF: 511130
BUY: 卖一价(现量:111手): 104.025*10000=1040250 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.6966 实时103.901 买一价卖出(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1057903.5
预计盈亏: 804 基差: 0.8038 实际现金差:-16976.85
计算:
盈亏 = SELL(1057903.5) + 现金差额(-16849.7156) - BUY(1040250) = 803.7844
卖券 批次号:1773278702
时间:2026-03-12 09:25:03 IP:127.0.0.1 - 21155
ETF: 511090
BUY: 卖一价(现量:89手): 113.99177*10000=1139917.7 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.6966 实时103.901 买一价卖出(103.901+0.7956)×2000=209393.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149813.4
预计盈亏: 611 基差: 0.6111 实际现金差:-9372.76
计算:
盈亏 = SELL(1149813.4) + 现金差额(-9284.6299) - BUY(1139917.7) = 611.0701
卖券 批次号:1773278695
时间:2026-03-12 09:24:55 IP:127.0.0.1 - 21154
ETF: 511100
BUY: 卖一价(现量:278手): 107.489*10000=1074890 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 710 基差: 0.7103 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074890) = 710.3317
卖券 批次号:1773278694
时间:2026-03-12 09:24:54 IP:127.0.0.1 - 21153
ETF: 511130
BUY: 卖一价(现量:92手): 104.025*10000=1040250 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 932 基差: 0.9318 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040250) = 931.7844
卖券 批次号:1773278693
时间:2026-03-12 09:24:53 IP:127.0.0.1 - 21152
ETF: 511090
BUY: 卖一价(现量:241手): 113.99*10000=1139900 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 757 基差: 0.7568 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1139900) = 756.7701
卖券 批次号:1773278688
时间:2026-03-12 09:24:49 IP:127.0.0.1 - 21151
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278685
时间:2026-03-12 09:24:45 IP:127.0.0.1 - 21149
ETF: 511100
BUY: 卖一价(现量:278手): 107.481*10000=1074810 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 790 基差: 0.7903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074810) = 790.3317
ETF: 511130
BUY: 卖一价(现量:77手): 104.025*10000=1040250 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 932 基差: 0.9318 实际现金差:-780.39
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040250) = 931.7844
卖券 批次号:1773278684
时间:2026-03-12 09:24:44 IP:127.0.0.1 - 21148
ETF: 511090
BUY: 卖一价(现量:209手): 114.01*10000=1140100 测算净值113.9001
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 557 基差: 0.5568 实际现金差:-9372.76
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9284.6299) - BUY(1140100) = 556.7701
卖券 批次号:1773278675
时间:2026-03-12 09:24:35 IP:127.0.0.1 - 21146
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278674
时间:2026-03-12 09:24:34 IP:127.0.0.1 - 21145
ETF: 511130
BUY: 卖一价(现量:77手): 104.025*10000=1040250 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 932 基差: 0.9318 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040250) = 931.7844
卖券 批次号:1773278667
时间:2026-03-12 09:24:27 IP:127.0.0.1 - 21144
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278665
时间:2026-03-12 09:24:25 IP:127.0.0.1 - 21142
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
ETF: 511130
BUY: 卖一价(现量:76手): 104.025*10000=1040250 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 932 基差: 0.9318 实际现金差:-780.39
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040250) = 931.7844
卖券 批次号:1773278657
时间:2026-03-12 09:24:17 IP:127.0.0.1 - 21141
ETF: 511130
BUY: 卖一价(现量:75手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278655
时间:2026-03-12 09:24:16 IP:127.0.0.1 - 21140
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278648
时间:2026-03-12 09:24:08 IP:127.0.0.1 - 21139
ETF: 511130
BUY: 卖一价(现量:75手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278647
时间:2026-03-12 09:24:07 IP:127.0.0.1 - 21138
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278645
时间:2026-03-12 09:24:05 IP:127.0.0.1 - 21137
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278639
时间:2026-03-12 09:23:59 IP:127.0.0.1 - 21136
ETF: 511130
BUY: 卖一价(现量:75手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278635
时间:2026-03-12 09:23:55 IP:127.0.0.1 - 21135
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278631
时间:2026-03-12 09:23:51 IP:127.0.0.1 - 21134
ETF: 511130
BUY: 卖一价(现量:74手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278626
时间:2026-03-12 09:23:46 IP:127.0.0.1 - 21133
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278625
时间:2026-03-12 09:23:45 IP:127.0.0.1 - 21132
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278623
时间:2026-03-12 09:23:43 IP:127.0.0.1 - 21131
ETF: 511130
BUY: 卖一价(现量:74手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278615
时间:2026-03-12 09:23:35 IP:127.0.0.1 - 21130
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278614
时间:2026-03-12 09:23:35 IP:127.0.0.1 - 21129
ETF: 511130
BUY: 卖一价(现量:74手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278606
时间:2026-03-12 09:23:26 IP:127.0.0.1 - 21127
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
ETF: 511130
BUY: 卖一价(现量:74手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-2029.77
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278605
时间:2026-03-12 09:23:25 IP:127.0.0.1 - 21126
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278599
时间:2026-03-12 09:23:19 IP:127.0.0.1 - 21125
ETF: 511130
BUY: 卖一价(现量:74手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278595
时间:2026-03-12 09:23:15 IP:127.0.0.1 - 21124
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278590
时间:2026-03-12 09:23:11 IP:127.0.0.1 - 21123
ETF: 511130
BUY: 卖一价(现量:74手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278586
时间:2026-03-12 09:23:06 IP:127.0.0.1 - 21122
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278585
时间:2026-03-12 09:23:05 IP:127.0.0.1 - 21121
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278583
时间:2026-03-12 09:23:03 IP:127.0.0.1 - 21120
ETF: 511130
BUY: 卖一价(现量:74手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278575
时间:2026-03-12 09:22:55 IP:127.0.0.1 - 21118
ETF: 511130
BUY: 卖一价(现量:74手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-16976.85
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278566
时间:2026-03-12 09:22:46 IP:127.0.0.1 - 21117
ETF: 511130
BUY: 卖一价(现量:74手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278565
时间:2026-03-12 09:22:45 IP:127.0.0.1 - 21115
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-2029.77
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278558
时间:2026-03-12 09:22:38 IP:127.0.0.1 - 21114
ETF: 511130
BUY: 卖一价(现量:73手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278555
时间:2026-03-12 09:22:35 IP:127.0.0.1 - 21113
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278550
时间:2026-03-12 09:22:30 IP:127.0.0.1 - 21112
ETF: 511130
BUY: 卖一价(现量:72手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278545
时间:2026-03-12 09:22:25 IP:127.0.0.1 - 21110
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-780.39
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278542
时间:2026-03-12 09:22:22 IP:127.0.0.1 - 21109
ETF: 511130
BUY: 卖一价(现量:72手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278535
时间:2026-03-12 09:22:15 IP:127.0.0.1 - 21108
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278534
时间:2026-03-12 09:22:14 IP:127.0.0.1 - 21107
ETF: 511130
BUY: 卖一价(现量:69手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278526
时间:2026-03-12 09:22:06 IP:127.0.0.1 - 21106
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278525
时间:2026-03-12 09:22:05 IP:127.0.0.1 - 21104
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-2029.77
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278517
时间:2026-03-12 09:21:57 IP:127.0.0.1 - 21103
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9723
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1117 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1181 基差: 1.1811 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16850.3856) - BUY(1040000) = 1181.1144
卖券 批次号:1773278515
时间:2026-03-12 09:21:55 IP:127.0.0.1 - 21102
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278509
时间:2026-03-12 09:21:49 IP:127.0.0.1 - 21101
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9723
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1117 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1181 基差: 1.1811 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16850.3856) - BUY(1040000) = 1181.1144
卖券 批次号:1773278505
时间:2026-03-12 09:21:45 IP:127.0.0.1 - 21100
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278504
时间:2026-03-12 09:21:44 IP:127.0.0.1 - 21099
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278499
时间:2026-03-12 09:21:39 IP:127.0.0.1 - 21098
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9723
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1117 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1181 基差: 1.1811 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16850.3856) - BUY(1040000) = 1181.1144
卖券 批次号:1773278495
时间:2026-03-12 09:21:35 IP:127.0.0.1 - 21097
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278491
时间:2026-03-12 09:21:31 IP:127.0.0.1 - 21096
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9723
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1117 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1181 基差: 1.1811 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16850.3856) - BUY(1040000) = 1181.1144
卖券 批次号:1773278485
时间:2026-03-12 09:21:25 IP:127.0.0.1 - 21095
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278483
时间:2026-03-12 09:21:23 IP:127.0.0.1 - 21093
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-16976.85
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278475
时间:2026-03-12 09:21:15 IP:127.0.0.1 - 21091
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-16976.85
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278466
时间:2026-03-12 09:21:06 IP:127.0.0.1 - 21090
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278465
时间:2026-03-12 09:21:05 IP:127.0.0.1 - 21089
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278463
时间:2026-03-12 09:21:03 IP:127.0.0.1 - 21088
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278458
时间:2026-03-12 09:20:58 IP:127.0.0.1 - 21087
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278455
时间:2026-03-12 09:20:55 IP:127.0.0.1 - 21086
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278449
时间:2026-03-12 09:20:49 IP:127.0.0.1 - 21085
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278445
时间:2026-03-12 09:20:45 IP:127.0.0.1 - 21084
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278443
时间:2026-03-12 09:20:43 IP:127.0.0.1 - 21083
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278441
时间:2026-03-12 09:20:41 IP:127.0.0.1 - 21082
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278435
时间:2026-03-12 09:20:35 IP:127.0.0.1 - 21081
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278432
时间:2026-03-12 09:20:32 IP:127.0.0.1 - 21080
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278425
时间:2026-03-12 09:20:25 IP:127.0.0.1 - 21079
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278423
时间:2026-03-12 09:20:24 IP:127.0.0.1 - 21078
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278422
时间:2026-03-12 09:20:22 IP:127.0.0.1 - 21077
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278415
时间:2026-03-12 09:20:15 IP:127.0.0.1 - 21075
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-780.39
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278405
时间:2026-03-12 09:20:05 IP:127.0.0.1 - 21073
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-16976.85
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
卖券 批次号:1773278400
时间:2026-03-12 09:20:00 IP:127.0.0.1 - 21072
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278395
时间:2026-03-12 09:19:55 IP:127.0.0.1 - 21070
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5058
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6103) - BUY(1074800) = 800.3317
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-780.39
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278387
时间:2026-03-12 09:19:47 IP:127.0.0.1 - 21069
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9682
SELL:
019742 银行间全价104.6791 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1818 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.7156) - BUY(1040000) = 1181.7844
卖券 批次号:1773278385
时间:2026-03-12 09:19:45 IP:127.0.0.1 - 21068
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5055
SELL:
019742 银行间全价104.6796 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2352 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6079) - BUY(1074800) = 800.3341
卖券 批次号:1773278379
时间:2026-03-12 09:19:39 IP:127.0.0.1 - 21067
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9773
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1180 基差: 1.1803 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16851.1864) - BUY(1040000) = 1180.3136
卖券 批次号:1773278378
时间:2026-03-12 09:19:38 IP:127.0.0.1 - 21066
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278375
时间:2026-03-12 09:19:35 IP:127.0.0.1 - 21065
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5073
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2352 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.62) - BUY(1074800) = 800.322
卖券 批次号:1773278370
时间:2026-03-12 09:19:30 IP:127.0.0.1 - 21064
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9773
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1180 基差: 1.1803 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16851.1864) - BUY(1040000) = 1180.3136
卖券 批次号:1773278365
时间:2026-03-12 09:19:25 IP:127.0.0.1 - 21063
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5073
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2352 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.62) - BUY(1074800) = 800.322
卖券 批次号:1773278361
时间:2026-03-12 09:19:21 IP:127.0.0.1 - 21062
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9773
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1180 基差: 1.1803 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16851.1864) - BUY(1040000) = 1180.3136
卖券 批次号:1773278358
时间:2026-03-12 09:19:18 IP:127.0.0.1 - 21061
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278356
时间:2026-03-12 09:19:17 IP:127.0.0.1 - 21060
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5073
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2352 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.62) - BUY(1074800) = 800.322
卖券 批次号:1773278352
时间:2026-03-12 09:19:12 IP:127.0.0.1 - 21059
ETF: 511130
BUY: 卖一价(现量:67手): 104*10000=1040000 测算净值103.9773
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7537 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1180 基差: 1.1803 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16851.1864) - BUY(1040000) = 1180.3136
卖券 批次号:1773278345
时间:2026-03-12 09:19:06 IP:127.0.0.1 - 21058
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5073
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7569 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2352 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.62) - BUY(1074800) = 800.322
卖券 批次号:1773278343
时间:2026-03-12 09:19:03 IP:127.0.0.1 - 21057
ETF: 511130
BUY: 卖一价(现量:60手): 104*10000=1040000 测算净值103.9769
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.753 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1180 基差: 1.1804 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16851.1306) - BUY(1040000) = 1180.3694
卖券 批次号:1773278337
时间:2026-03-12 09:18:57 IP:127.0.0.1 - 21056
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278335
时间:2026-03-12 09:18:55 IP:127.0.0.1 - 21055
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5062
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7369 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2352 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.613) - BUY(1074800) = 800.329
卖券 批次号:1773278334
时间:2026-03-12 09:18:54 IP:127.0.0.1 - 21054
ETF: 511130
BUY: 卖一价(现量:60手): 104*10000=1040000 测算净值103.9674
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7337 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1819 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.5911) - BUY(1040000) = 1181.9089
卖券 批次号:1773278325
时间:2026-03-12 09:18:45 IP:127.0.0.1 - 21052
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5062
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7369 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2352 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.613) - BUY(1074800) = 800.329
ETF: 511130
BUY: 卖一价(现量:60手): 104*10000=1040000 测算净值103.9674
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7337 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.1012 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1182 基差: 1.1819 实际现金差:-780.39
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16849.5911) - BUY(1040000) = 1181.9089
卖券 批次号:1773278316
时间:2026-03-12 09:18:36 IP:127.0.0.1 - 21050
ETF: 511130
BUY: 卖一价(现量:60手): 104*10000=1040000 测算净值103.9633
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7337 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.0907 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1183 基差: 1.1826 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16848.9211) - BUY(1040000) = 1182.5789
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-16976.85
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278315
时间:2026-03-12 09:18:35 IP:127.0.0.1 - 21049
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5066
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7369 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6154) - BUY(1074800) = 800.3266
卖券 批次号:1773278307
时间:2026-03-12 09:18:27 IP:127.0.0.1 - 21048
ETF: 511130
BUY: 卖一价(现量:60手): 104*10000=1040000 测算净值103.9633
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7337 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.0907 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1183 基差: 1.1826 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16848.9211) - BUY(1040000) = 1182.5789
卖券 批次号:1773278306
时间:2026-03-12 09:18:26 IP:127.0.0.1 - 21047
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5066
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7369 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6154) - BUY(1074800) = 800.3266
卖券 批次号:1773278297
时间:2026-03-12 09:18:17 IP:127.0.0.1 - 21046
ETF: 511130
BUY: 卖一价(现量:60手): 104*10000=1040000 测算净值103.9535
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7138 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.0907 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1184 基差: 1.1842 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16847.3338) - BUY(1040000) = 1184.1662
卖券 批次号:1773278295
时间:2026-03-12 09:18:15 IP:127.0.0.1 - 21044
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-2029.77
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074800) = 800.3336
卖券 批次号:1773278289
时间:2026-03-12 09:18:09 IP:127.0.0.1 - 21043
ETF: 511130
BUY: 卖一价(现量:60手): 104*10000=1040000 测算净值103.9535
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7138 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.0907 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1184 基差: 1.1842 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16847.3338) - BUY(1040000) = 1184.1662
卖券 批次号:1773278285
时间:2026-03-12 09:18:05 IP:127.0.0.1 - 21042
ETF: 511100
BUY: 卖一价(现量:278手): 107.48*10000=1074800 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 800 基差: 0.8003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074800) = 800.3336
卖券 批次号:1773278275
时间:2026-03-12 09:17:55 IP:127.0.0.1 - 21041
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074110) = 1490.3336
卖券 批次号:1773278274
时间:2026-03-12 09:17:54 IP:127.0.0.1 - 21040
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278264
时间:2026-03-12 09:17:45 IP:127.0.0.1 - 21039
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074110) = 1490.3336
卖券 批次号:1773278255
时间:2026-03-12 09:17:35 IP:127.0.0.1 - 21038
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074110) = 1490.3336
卖券 批次号:1773278254
时间:2026-03-12 09:17:34 IP:127.0.0.1 - 21037
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278245
时间:2026-03-12 09:17:25 IP:127.0.0.1 - 21036
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074110) = 1490.3336
卖券 批次号:1773278235
时间:2026-03-12 09:17:15 IP:127.0.0.1 - 21034
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-2029.77
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074110) = 1490.3336
卖券 批次号:1773278226
时间:2026-03-12 09:17:06 IP:127.0.0.1 - 21033
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074110) = 1490.3336
卖券 批次号:1773278215
时间:2026-03-12 09:16:55 IP:127.0.0.1 - 21032
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074110) = 1490.3336
卖券 批次号:1773278214
时间:2026-03-12 09:16:54 IP:127.0.0.1 - 21031
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278205
时间:2026-03-12 09:16:45 IP:127.0.0.1 - 21030
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074110) = 1490.3336
卖券 批次号:1773278195
时间:2026-03-12 09:16:35 IP:127.0.0.1 - 21029
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(1074110) = 1490.3336
卖券 批次号:1773278194
时间:2026-03-12 09:16:35 IP:127.0.0.1 - 21028
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278185
时间:2026-03-12 09:16:25 IP:127.0.0.1 - 21027
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5052
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7542 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6061) - BUY(1074110) = 1490.3359
卖券 批次号:1773278174
时间:2026-03-12 09:16:14 IP:127.0.0.1 - 21025
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5052
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7542 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-2029.77
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6061) - BUY(1074110) = 1490.3359
卖券 批次号:1773278165
时间:2026-03-12 09:16:05 IP:127.0.0.1 - 21024
ETF: 511100
BUY: 卖一价(现量:278手): 107.411*10000=1074110 测算净值107.5052
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7542 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1490 基差: 1.4903 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6061) - BUY(1074110) = 1490.3359
卖券 批次号:1773278153
时间:2026-03-12 09:15:54 IP:127.0.0.1 - 21023
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278133
时间:2026-03-12 09:15:33 IP:127.0.0.1 - 21022
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
买券 批次号:1773278114
时间:2026-03-12 09:15:14 IP:127.0.0.1 - 21021
ETF: 511130
BUY:
019742 银行间全价104.7252 vs 104.7606 实时103.965 卖一价买进(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7138 vs 91.9099 实时91.194 卖一价买进(91.194+0.7159)×5000=459549.5 019789 银行间全价97.0803 vs 97.2402 实时97.146 卖一价买进(97.146+0.0942)×4000=388960.8 成份券总价值(卖一价×数量) = 1058031.5
SELL: 买一价(现量:8手): 104.189*10000=1041890 测算净值103.9494
预计盈亏: 705 基差: 0.7052 实际现金差:-16976.85
计算:
盈亏 = SELL(1041890) - 现金差额(-16846.6702) - BUY(1058031.5) = 705.1702
卖券 批次号:1773278112
时间:2026-03-12 09:15:13 IP:127.0.0.1 - 21020
ETF: 511160
BUY: 卖一价(现量:0手): 0*10000=0 测算净值101.3299
SELL:
019741 银行间全价102.1861 vs 102.1587 实时100.628 买一价卖出(100.628+1.5307)×330=33712.371 019751 银行间全价101.4181 vs 101.3451 实时100.413 买一价卖出(100.413+0.9321)×740=74995.374 019759 银行间全价100.6516 vs 100.5831 实时100.124 买一价卖出(100.124+0.4591)×80=8046.648 019770 银行间全价100.3480 vs 100.3516 实时100.288 买一价卖出(100.288+0.0636)×680=68239.088 019779 银行间全价101.4703 vs 101.423 实时100.255 买一价卖出(100.255+1.168)×1030=104465.69 019782 银行间全价101.1374 vs 101.1046 实时100.080 买一价卖出(100.08+1.0246)×850=85938.91 019787 银行间全价100.9175 vs 100.943 实时100.126 买一价卖出(100.126+0.817)×1150=116084.45 019790 银行间全价100.8339 vs 100.8482 实时100.142 买一价卖出(100.142+0.7062)×1500=151272.3 019796 银行间全价100.4812 vs 100.4832 实时100.069 买一价卖出(100.069+0.4142)×2060=206995.392 019797 银行间全价100.3349 vs 100.3469 实时100.019 买一价卖出(100.019+0.3279)×1460=146506.474 019830 银行间全价99.8881 vs 99.8759 实时99.818 买一价卖出(99.818+0.0579)×190=18976.421 成份券总价值(买一价×数量) = 1015233.118
预计盈亏: 1013266 基差: 1013.266 实际现金差:-2029.77
计算:
盈亏 = SELL(1015233.118) + 现金差额(-1967.1378) - BUY(0) = 1013265.9802
卖券 批次号:1773278106
时间:2026-03-12 09:15:06 IP:127.0.0.1 - 21019
ETF: 511130
BUY: 卖一价(现量:0手): 0*10000=0 测算净值103.9494
SELL:
019742 银行间全价104.7252 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7138 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×5000=459549.5 019789 银行间全价97.0803 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1058031.5
预计盈亏: 1041185 基差: 1041.1848 实际现金差:-16976.85
计算:
盈亏 = SELL(1058031.5) + 现金差额(-16846.6702) - BUY(0) = 1041184.8298
卖券 批次号:1773278105
时间:2026-03-12 09:15:05 IP:127.0.0.1 - 21017
ETF: 511100
BUY: 卖一价(现量:0手): 0*10000=0 测算净值107.5056
SELL:
019742 银行间全价104.7257 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×390=40856.634 019744 银行间全价103.5418 vs 103.5518 实时102.815 买一价卖出(102.815+0.7368)×600=62131.08 019750 银行间全价102.2113 vs 102.2771 实时101.959 买一价卖出(101.959+0.3181)×530=54206.863 019752 银行间全价100.4951 vs 100.48 实时100.314 买一价卖出(100.314+0.166)×820=82393.6 019767 银行间全价90.9839 vs 91.0728 实时90.773 买一价卖出(90.773+0.2998)×320=29143.296 019776 银行间全价91.7170 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×520=47793.148 019781 银行间全价90.2484 vs 90.5794 实时89.958 买一价卖出(89.958+0.6214)×270=24456.438 019784 银行间全价90.5898 vs 90.5337 实时90.237 买一价卖出(90.237+0.2967)×670=60657.579 019792 银行间全价100.6474 vs 100.6623 实时100.099 买一价卖出(100.099+0.5633)×2190=220450.437 019795 银行间全价100.1992 vs 100.2655 实时99.690 买一价卖出(99.69+0.5755)×3230=323857.565 019827 银行间全价100.1593 vs 100.1575 实时99.967 买一价卖出(99.967+0.1905)×1140=114179.55 019828 银行间全价100.7755 vs 101.1047 实时100.733 买一价卖出(100.733+0.3717)×160=16176.752 成份券总价值(买一价×数量) = 1076302.942
预计盈亏: 1075600 基差: 1075.6003 实际现金差:-780.39
计算:
盈亏 = SELL(1076302.942) + 现金差额(-702.6084) - BUY(0) = 1075600.3336
ETF: 511090
BUY: 卖一价(现量:0手): 0*10000=0 测算净值113.8888
SELL:
019742 银行间全价104.7841 vs 104.7606 实时103.965 买一价卖出(103.965+0.7956)×2000=209521.2 019776 银行间全价91.7138 vs 91.9099 实时91.194 买一价卖出(91.194+0.7159)×6000=551459.4 019789 银行间全价97.0803 vs 97.2402 实时97.146 买一价卖出(97.146+0.0942)×4000=388960.8 成份券总价值(买一价×数量) = 1149941.4
预计盈亏: 1140658 基差: 1140.6577 实际现金差:-780.39
计算:
盈亏 = SELL(1149941.4) + 现金差额(-9283.7121) - BUY(0) = 1140657.6879