ETF:
139d
BUY:
511130 测算净价 105.3039 卖一价(现量:23手): 105.35768*10000 = 1053576.8
019742 银行间全价106.7065 vs 106.758 实时105.727 卖一价买入(105.723+1.035)*1000
019776 银行间全价93.2156 vs 93.3621 实时92.424 卖一价买入(92.471+0.8911)*1000
成份券 合计 200120.1
511130 现金差额 (-17112.7073)
BUY 合计 1053576.8 + 200120.1 - (-17112.7073) = 1270809.6073
SELL:
511090 测算净价 115.6012 买一价(现量:2手): 115.66182*10000 = 1156618.2
019789 银行间全价97.6652 vs 97.6435 实时97.324 买一价卖出(97.349+0.2945)*1000
成份券 合计 97643.5
511090 现金差额 (-16396.9368)
SELL 合计 1156618.2 + 97643.5 - (-16396.9368) = 1270658.6368
盈亏:
-151
基差:
-0.151
计算:
盈亏 = SELL(1270658.6368) - BUY(1270809.6073) = -150.9705