ETF:
139d
BUY:
511130 测算净价 105.3043 卖一价(现量:15手): 105.39757*10000 = 1053975.7
019742 银行间全价106.7192 vs 106.7691 实时105.717 卖一价买入(105.720+1.0491)*2000
成份券 合计 213538.2
511130 现金差额 (-12558.8177)
BUY 合计 1053975.7 + 213538.2 - (-12558.8177) = 1280072.7177
SELL:
511090 测算净价 115.5687 买一价(现量:5手): 115.67234*10000 = 1156723.4
019789 银行间全价97.7197 vs 97.7963 实时97.509 买一价卖出(97.490+0.3063)*1000
成份券 合计 97796.3
511090 现金差额 (-25633.1437)
SELL 合计 1156723.4 + 97796.3 - (-25633.1437) = 1280152.8437
盈亏:
80
基差:
0.0801
计算:
盈亏 = SELL(1280152.8437) - BUY(1280072.7177) = 80.126