Contents
Profit/Loss
2020/3/2（Mon）-2020/3/6（Fri）
| Swap Points | 74,186JPY |
| Exchange Rate Fluctuation （Unrealized） |
1,898,500JPY |
| Total | 1,972,686JPY |
<Reference> Cumulative Total
| Swap Points | 2,206,072JPY [727,625JPY] |
| Exchange Rate Fluctuation （Unrealized） |
1,222,475JPY [2,072,915JPY] |
| Total | 3,428,547JPY [2,800,540JPY] |
* Cumulative total since May 20,2019 when I begin the arbitrage
* Numbers witin [] showing cumulative total of 2020
Unrealized Exchange Rate Fluctuation changes day to day because FX accounts refere to different exchange rate. We can ignore it in this trade.
<Reference> FX Account Summary
Holding Bid&Ask position of ZAR/JPY with four FX accounts and one Bank account.
<This week Trade>
1. JPY2M was withdrew from Bid account and JPY3M was deposited to Ask account due to stronger Yen.
2. Asked 21.1M for recovery last week.
All Accounts
| Deposit（JPY） | 29,616,885 |
| Effective Margin（JPY） | 37,765,495 |
| Margin Requirements（JPY） | 12,004,080 |
| Number of Open Trades | 42,200,000 |
| Reverage | 7.95 |
| Daily Swap Points（JPY） | 12,550 |
Each Account
FX Account for Ask
| Account | MATRIX TRADER |
| Deposit（JPY） | 8,245,185 |
| Effective Margin（JPY） | 7,590,185 |
| Margin Requirements（JPY） | 3,330,000 |
| Number of Open Trades | 10,000,000 |
| Reverage | 8.86 |
| Daily Swap Points（JPY） | 15,000 |
| Account | LION FX |
| Deposit（JPY） | 9,339,925 |
| Effective Margin（JPY） | 8,415,775 |
| Margin Requirements（JPY） | 3,000,000 |
| Number of Open Trades | 11,100,000 |
| Reverage | 8.87 |
| Daily Swap Points（JPY） | 16,650 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 4,670,000 |
| Effective Margin（JPY） | 8,027,330 |
| Margin Requirements（JPY） | 2,690,400 |
| Number of Open Trades | 10,000,000 |
| Reverage | 8.38 |
| Daily Swap Points（JPY） | -8,000 |
| Account | Central Tanshi FX |
| Deposit（JPY） | 5,761,775 |
| Effective Margin（JPY） | 12,132,205 |
| Margin Requirements（JPY） | 2,983,680 |
| Number of Open Trades | 11,100,000 |
| Reverage | 6.15 |
| Daily Swap Points（JPY） | -11,100 |
*Swap Points in last business day of the week
Bank Account
| Account | SBI Bank |
| Deposit（JPY） | 1,600,000 |
Keeping some money in bank account to transfer it to FX account immediately against large exchange rate fluctuation.
