Contents
Profit/Loss
2019/11/25（Mon）-2019/11/29（Fri）
| Swap Points | 64,365JPY |
| Exchange Rate Fluctuation （Unrealized） |
-180,450JPY |
| Total | -116,085JPY |
＜Reference＞ Cumulative Total
| Swap Points | 1,428,917JPY |
| Exchange Rate Fluctuation （Unrealized） |
-769,530JPY |
| Total | 659,387JPY |
* 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） | 32,535,695 |
| Margin Requirements（JPY） | 12,005,112 |
| Number of Open Trades | 40,100,000 |
| Reverage | 9.22 |
| Daily Swap Points（JPY） | 9,195 |
Each Account
FX Account for Ask
| Account | MATRIX TRADER |
| Deposit（JPY） | 13,300,000 |
| Effective Margin（JPY） | 14,763,285 |
| Margin Requirements（JPY） | 4,410,000 |
| Number of Open Trades | 14,700,000 |
| Reverage | 7.42 |
| Daily Swap Points（JPY） | 22,050 |
| Account | LION FX |
| Deposit（JPY） | 4,220,000 |
| Effective Margin（JPY） | 6,202,625 |
| Margin Requirements（JPY） | 1,605,000 |
| Number of Open Trades | 5,350,000 |
| Reverage | 6.43 |
| Daily Swap Points（JPY） | 8,025 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 7,170,000 |
| Effective Margin（JPY） | 4,246,220 |
| Margin Requirements（JPY） | 2,482,032 |
| Number of Open Trades | 8,300,000 |
| Reverage | 14.61 |
| Daily Swap Points（JPY） | -9,130 |
| Account | Central Tanshi FX |
| Deposit（JPY） | 7,618,550 |
| Effective Margin（JPY） | 6,123,565 |
| Margin Requirements（JPY） | 3,508,080 |
| Number of Open Trades | 11,750,000 |
| Reverage | 14.32 |
| 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.
