Contents
Profit/Loss
2020/3/9（Mon）-2020/3/13（Fri）
| Swap Points | 30,991JPY |
| Exchange Rate Fluctuation |
1,550,055JPY |
| Total | 1,581,046JPY |
<Reference> Cumulative Total
| Swap Points | 2,237,063JPY [758,616JPY] |
| Exchange Rate Fluctuation |
2,772,530JPY [3,622,970JPY] |
| Total | 5,009,593JPY [4,381,586JPY] |
* 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. All Ask Positions were settled by force so I settled all Bid Positions. Occasionally got profit by Exchange Rate Fluctuation.
2. Asked/Bid 15M.
All Accounts
| Deposit（JPY） | 34,857,160 |
| Effective Margin（JPY） | 34,713,160 |
| Margin Requirements（JPY） | 8,487,400 |
| Number of Open Trades | 30,000,000 |
| Reverage | 6.11 |
| Daily Swap Points（JPY） | 10,500 |
Each Account
FX Account for Ask
| Account | MATRIX TRADER |
| Deposit（JPY） | 6,235,185 |
| Effective Margin（JPY） | 7,207,685 |
| Margin Requirements（JPY） | 1,500,000 |
| Number of Open Trades | 5,000,000 |
| Reverage | 4.61 |
| Daily Swap Points（JPY） | 7,500 |
| Account | LION FX |
| Deposit（JPY） | 11,021,975 |
| Effective Margin（JPY） | 13,331,975 |
| Margin Requirements（JPY） | 3,000,000 |
| Number of Open Trades | 10,000,000 |
| Reverage | 4.99 |
| Daily Swap Points（JPY） | 15,000 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 10,000,000 |
| Effective Margin（JPY） | 7,968,500 |
| Margin Requirements（JPY） | 2,658,400 |
| Number of Open Trades | 10,000,000 |
| Reverage | 8.34 |
| Daily Swap Points（JPY） | -8,000 |
| Account | Gaitame Japan |
| Deposit（JPY） | 6,000,000 |
| Effective Margin（JPY） | 4,605,000 |
| Margin Requirements（JPY） | 1,329,000 |
| Number of Open Trades | 5,000,000 |
| Reverage | 7.21 |
| Daily Swap Points（JPY） | -4,000 |
*Swap Points in last business day of the week
Bank Account
| Account | SBI Bank |
| Deposit（JPY） | 1,600,000 |
