| 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 | 17.0 | -3.786 | -3.425 | |
| 4 | 10.0 | -3.786 | -3.425 | |
| 10 | 1.6 | 6.26 | -269.004 | |
| 10 | 1.3 | 0.85 | -150.936 | |
| 4 | 15.0 | -3.786 | -3.425 | |
| 5000 | 2.7 | -108.1432 | 0.2984 | |
| 100 | 16.9 | -5.148 | -21.3888 | |
| 100 | 2.2 | -89.136 | 3.45 | |
| 10 | 58.0 | -216.852 | 130.304 | |
| 10000 | 0.8 | 0.254 | -78.52 | |
| 10 | 136.9 | -465.42 | 279.112 | |
| 100 | 21.0 | -29.076 | -5.736 | |
| 50 | 38.5 | -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 | 7.6 | 6.26 | -269.004 | |
| 10 | 7.3 | 0.85 | -150.936 | |
| 4 | 22.5 | -3.786 | -3.425 | |
| 5000 | 3.0 | -108.1432 | 0.2984 | |
| 100 | 19.3 | -5.148 | -21.3888 | |
| 100 | 4.2 | -89.136 | 3.45 | |
| 10 | 59.4 | -216.852 | 130.304 | |
| 10000 | 1.0 | 0.254 | -78.52 | |
| 10 | 138.3 | -465.42 | 279.112 | |
| 100 | 18.4 | -29.076 | -5.736 | |
| 50 | 40.8 | -26.136 | 10.136 |




