ETF:
139d
BUY:
511130 测算净价 105.1667 卖一价(现量:5手): 105.16743*10000 = 1051674.3
019742 银行间全价106.5825 vs 106.544 实时105.516 卖一价买入(105.516+1.028)*1000
019776 银行间全价93.1491 vs 93.1739 实时92.287 卖一价买入(92.288+0.8859)*1000
成份券 合计 199717.9
511130 现金差额 (-16957.9061)
BUY 合计 1051674.3 + 199717.9 - (-16957.9061) = 1268350.1061
SELL:
511090 测算净价 115.4423 买一价(现量:471手): 115.452*10000 = 1154520
019789 银行间全价97.4285 vs 97.4096 实时97.130 买一价卖出(97.121+0.2886)*1000
成份券 合计 97409.6
511090 现金差额 (-16504.9606)
SELL 合计 1154520 + 97409.6 - (-16504.9606) = 1268434.5606
盈亏:
84
基差:
0.0845
计算:
盈亏 = SELL(1268434.5606) - BUY(1268350.1061) = 84.4545