ETF:
139d
BUY:
511130 测算净价 104.4997 卖一价(现量:4手): 104.59058*10000 = 1045905.8
019742 银行间全价105.9494 vs 106.0748 实时105.075 卖一价买入(105.075+0.9998)*1000
019776 银行间全价92.5527 vs 92.6233 实时91.754 卖一价买入(91.758+0.8653)*1000
成份券 合计 198698.1
511130 现金差额 (-16777.2849)
BUY 合计 1045905.8 + 198698.1 - (-16777.2849) = 1261381.1849
SELL:
511090 测算净价 114.739 买一价(现量:30手): 114.8703*10000 = 1148703
019789 银行间全价96.7781 vs 96.8171 实时96.560 买一价卖出(96.552+0.2651)*1000
成份券 合计 96817.1
511090 现金差额 (-16108.7835)
SELL 合计 1148703 + 96817.1 - (-16108.7835) = 1261628.8835
盈亏:
248
基差:
0.2477
计算:
盈亏 = SELL(1261628.8835) - BUY(1261381.1849) = 247.6986