| 交易品种 | 批量大小1 | 点差2 | 掉期长仓3 | Swap Short3 |
|---|---|---|---|---|
| 1 | 20 | -3.786 | -3.425 | |
| 10 | 0.2 | -3.786 | -3.425 | |
| 4 | 0.88 | -3.786 | -3.425 | |
| 4 | 0.8 | -3.786 | -3.425 | |
| 4 | 1 | -3.786 | -3.425 | |
| 10 | 0.04 | 6.26 | -269.004 | |
| 10 | 0.04 | 0.85 | -150.936 | |
| 4 | 1.5 | -3.786 | -3.425 | |
| 5000 | 0.027 | -108.1432 | 0.2984 | |
| 100 | 1.09 | -5.148 | -21.3888 | |
| 100 | 0.22 | -89.136 | 3.45 | |
| 10 | 7.55 | -216.852 | 130.304 | |
| 10000 | 0.011 | 0.254 | -78.52 | |
| 10 | 17.94 | -465.42 | 279.112 | |
| 100 | 2 | -29.076 | -5.736 | |
| 50 | 3.58 | -26.136 | 10.136 |
| 交易品种 | 批量大小1 | 点差2 | 掉期长仓3 | Swap Short3 |
|---|---|---|---|---|
| 1 | 23 | -3.786 | -3.425 | |
| 10 | 0.5 | -3.786 | -3.425 | |
| 4 | 1.63 | -3.786 | -3.425 | |
| 4 | 1.1 | -3.786 | -3.425 | |
| 4 | 1.75 | -3.786 | -3.425 | |
| 10 | 0.085 | 6.26 | -269.004 | |
| 10 | 0.091 | 0.85 | -150.936 | |
| 4 | 2.25 | -3.786 | -3.425 | |
| 5000 | 0.03 | -108.1432 | 0.2984 | |
| 100 | 1.33 | -5.148 | -21.3888 | |
| 100 | 0.42 | -89.136 | 3.45 | |
| 10 | 7.74 | -216.852 | 130.304 | |
| 10000 | 0.013 | 0.254 | -78.52 | |
| 10 | 18.08 | -465.42 | 279.112 | |
| 100 | 2.14 | -29.076 | -5.736 | |
| 50 | 3.49 | -26.136 | 10.136 |




