| 交易品种 | 批量大小1 | 点差2 | 掉期长仓3 | Swap Short3 |
|---|---|---|---|---|
| 1 | 200.0 | -3.786 | -3.425 | |
| 10 | 2.0 | -3.786 | -3.425 | |
| 4 | 8.8 | -3.786 | -3.425 | |
| 4 | 3.5 | -3.786 | -3.425 | |
| 4 | 10.0 | -3.786 | -3.425 | |
| 10 | 2.9 | 6.26 | -269.004 | |
| 10 | 2.9 | 0.85 | -150.936 | |
| 4 | 15.0 | -3.786 | -3.425 | |
| 5000 | 2.0 | -108.1432 | 0.2984 | |
| 100 | 9.9 | -5.148 | -21.3888 | |
| 100 | 2.2 | -180.685 | 1.14 | |
| 10 | 75.5 | -216.852 | 130.304 | |
| 10000 | 2.0 | 0.254 | -78.52 | |
| 10 | 854.4 | -465.42 | 279.112 | |
| 100 | 45.0 | -29.076 | -5.736 | |
| 50 | 27.0 | -26.136 | 10.136 |
| 交易品种 | 批量大小1 | 点差2 | 掉期长仓3 | Swap Short3 |
|---|---|---|---|---|
| 1 | 230.0 | -3.786 | -3.425 | |
| 10 | 5.0 | -3.786 | -3.425 | |
| 4 | 16.3 | -3.786 | -3.425 | |
| 4 | 11.0 | -3.786 | -3.425 | |
| 4 | 17.5 | -3.786 | -3.425 | |
| 10 | 8.9 | 6.26 | -269.004 | |
| 10 | 8.9 | 0.85 | -150.936 | |
| 4 | 22.5 | -3.786 | -3.425 | |
| 5000 | 3.0 | -108.1432 | 0.2984 | |
| 100 | 10.3 | -5.148 | -21.3888 | |
| 100 | 3.5 | -180.685 | 1.14 | |
| 10 | 76.9 | -216.852 | 130.304 | |
| 10000 | 2.3 | 0.254 | -78.52 | |
| 10 | 855.8 | -465.42 | 279.112 | |
| 100 | 43.4 | -29.076 | -5.736 | |
| 50 | 28.8 | -26.136 | 10.136 |




