ETF:
139d
BUY:
511130 测算净价 105.4209 卖一价(现量:33手): 105.57238*10000 = 1055723.8
019742 银行间全价106.9114 vs 106.9861 实时105.928 卖一价买入(105.937+1.0491)*2000
成份券 合计 213972.2
511130 现金差额 (-12572.7551)
BUY 合计 1055723.8 + 213972.2 - (-12572.7551) = 1282268.7551
SELL:
511090 测算净价 115.7156 买一价(现量:5手): 115.88368*10000 = 1158836.8
019789 银行间全价97.7827 vs 97.8623 实时97.588 买一价卖出(97.556+0.3063)*1000
成份券 合计 97862.3
511090 现金差额 (-25665.7562)
SELL 合计 1158836.8 + 97862.3 - (-25665.7562) = 1282364.8562
盈亏:
96
基差:
0.0961
计算:
盈亏 = SELL(1282364.8562) - BUY(1282268.7551) = 96.1011