Contents
Profit/Loss
2019/11/18（Mon）-2019/11/22（Fri）
| Swap Points | 63,535JPY |
| Exchange Rate Fluctuation （Unrealized） |
-101,650JPY |
| Total | -38,115JPY |
＜Reference＞ Cumulative Total
| Swap Points | 1,364,552JPY |
| Exchange Rate Fluctuation （Unrealized） |
-589,080JPY |
| Total | 775,472JPY |
* Cumulative total since May 20,2019 when I begin the arbitrage
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.
All Accounts
| Deposit（JPY） | 33,508,550 |
| Effective Margin（JPY） | 32,651,780 |
| Margin Requirements（JPY） | 11,932,130 |
| Number of Open Trades | 40,100,000 |
| Reverage | 9.14 |
| Daily Swap Points（JPY） | 9,195 |
Each Account
FX Account for Ask
| Account | MATRIX TRADER |
| Deposit（JPY） | 13,300,000 |
| Effective Margin（JPY） | 13,403,535 |
| Margin Requirements（JPY） | 4,410,000 |
| Number of Open Trades | 14,700,000 |
| Reverage | 8.08 |
| Daily Swap Points（JPY） | 22,050 |
| Account | LION FX |
| Deposit（JPY） | 4,220,000 |
| Effective Margin（JPY） | 5,707,750 |
| Margin Requirements（JPY） | 1,605,000 |
| Number of Open Trades | 5,350,000 |
| Reverage | 6.91 |
| Daily Swap Points（JPY） | 8,025 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 7,170,000 |
| Effective Margin（JPY） | 5,065,430 |
| Margin Requirements（JPY） | 2,451,820 |
| Number of Open Trades | 8,300,000 |
| Reverage | 12.10 |
| Daily Swap Points（JPY） | -9,130 |
| Account | Central Tanshi FX |
| Deposit（JPY） | 7,618,550 |
| Effective Margin（JPY） | 7,275,065 |
| Margin Requirements（JPY） | 3,465,310 |
| Number of Open Trades | 11,750,000 |
| Reverage | 11.91 |
| Daily Swap Points（JPY） | -11,750 |
*Swap Points in last business day of the week
Bank Account
| Account | SBI Bank |
| Deposit（JPY） | 1,200,000 |
Keeping some money in bank account to transfer it to FX account immediately against large exchange rate fluctuation.
