Contents
Profit/Loss
2019/12/2（Mon）-2019/12/6（Fri）
| Swap Points | 30,430JPY |
| Exchange Rate Fluctuation （Unrealized） |
340,350JPY |
| Total | 370,780JPY |
<Reference> Cumulative Total
| Swap Points | 1,459,347JPY |
| Exchange Rate Fluctuation （Unrealized） |
-429,180JPY |
| Total | 1,030,167JPY |
* 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.
<This week Trade>
JPY2M was transferred from FX accounts for Ask to Bid because the reverage of acccounts for Bid was high last weekend.
All Accounts
| Deposit（JPY） | 33,508,550 |
| Effective Margin（JPY） | 32,906,475 |
| Margin Requirements（JPY） | 12,005,112 |
| Number of Open Trades | 40,100,000 |
| Reverage | 9.04 |
| Daily Swap Points（JPY） | 7,330 |
Each Account
FX Account for Ask
| Account | MATRIX TRADER |
| Deposit（JPY） | 12,300,000 |
| Effective Margin（JPY） | 12,153,635 |
| Margin Requirements（JPY） | 4,410,000 |
| Number of Open Trades | 14,700,000 |
| Reverage | 8.87 |
| Daily Swap Points（JPY） | 22,050 |
| Account | LION FX |
| Deposit（JPY） | 3,220,000 |
| Effective Margin（JPY） | 4,611,450 |
| Margin Requirements（JPY） | 1,605,000 |
| Number of Open Trades | 5,350,000 |
| Reverage | 8.51 |
| Daily Swap Points（JPY） | 8,025 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 8,170,000 |
| Effective Margin（JPY） | 6,338,500 |
| Margin Requirements（JPY） | 2,482,032 |
| Number of Open Trades | 8,300,000 |
| Reverage | 9.61 |
| Daily Swap Points（JPY） | -7,470 |
| Account | Central Tanshi FX |
| Deposit（JPY） | 8,618,550 |
| Effective Margin（JPY） | 8,602,890 |
| Margin Requirements（JPY） | 3,508,080 |
| Number of Open Trades | 11,750,000 |
| Reverage | 10.01 |
| Daily Swap Points（JPY） | -15,275 |
*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.
