Contents
Profit/Loss
2020/3/23（Mon）-2020/3/27（Fri）
| Swap Points | 400JPY |
| Exchange Rate Fluctuation |
-106,000JPY |
| Total | -105,600JPY |
<Reference> Cumulative Total
| Swap Points | 2,313,963JPY [835,516JPY] |
| Exchange Rate Fluctuation |
2,383,530JPY [3,233,970JPY] |
| Total | 4,697,493JPY [4,069,486JPY] |
* 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>
All bid positions of GMO FX Neo were transfered to GMO Click 365.
All Accounts
| Deposit（JPY） | 35,161,660 |
| Effective Margin（JPY） | 33,901,060 |
| Margin Requirements（JPY） | 9,905,000 |
| Number of Open Trades | 36,000,000 |
| Reverage | 7.30 |
| Daily Swap Points（JPY） | 2,000 |
Each Account
FX Account for Ask
| Account | MATRIX TRADER |
| Deposit（JPY） | 6,735,185 |
| Effective Margin（JPY） | 3,961,585 |
| Margin Requirements（JPY） | 2,400,000 |
| Number of Open Trades | 8,000,000 |
| Reverage | 12.32 |
| Daily Swap Points（JPY） | 6,400 |
| Account | LION FX |
| Deposit（JPY） | 11,021,975 |
| Effective Margin（JPY） | 8,039,975 |
| Margin Requirements（JPY） | 3,000,000 |
| Number of Open Trades | 10,000,000 |
| Reverage | 7.59 |
| Daily Swap Points（JPY） | 8,000 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 9,804,500 |
| Effective Margin（JPY） | 12,142,700 |
| Margin Requirements（JPY） | 2,545,000 |
| Number of Open Trades | 10,000,000 |
| Reverage | 5.24 |
| Daily Swap Points（JPY） | -6,000 |
| Account | Gaitame Japan |
| Deposit（JPY） | 6,000,000 |
| Effective Margin（JPY） | 8,156,800 |
| Margin Requirements（JPY） | 1,960,000 |
| Number of Open Trades | 8,000,000 |
| Reverage | 6.01 |
| Daily Swap Points（JPY） | -6,400 |
*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.
