Contents
Profit/Loss
2019/12/16（Mon）-2019/12/20（Fri）
| Swap Points | 59,390JPY |
| Exchange Rate Fluctuation （Unrealized） |
139,650JPY |
| Total | 199,040JPY |
<Reference> Cumulative Total
| Swap Points | 1,579,812JPY |
| Exchange Rate Fluctuation （Unrealized） |
-665,330JPY |
| Total | 914,482JPY |
* 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>
JPY1M 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） | 32,790,790 |
| Margin Requirements（JPY） | 16,291,440 |
| Number of Open Trades | 46,100,000 |
| Reverage | 12.42 |
| Daily Swap Points（JPY） | 10,090 |
Each Account
FX Account for Ask
| Account | MATRIX TRADER |
| Deposit（JPY） | 6,800,000 |
| Effective Margin（JPY） | 11,769,235 |
| Margin Requirements（JPY） | 5,880,000 |
| Number of Open Trades | 14,700,000 |
| Reverage | 9.57 |
| Daily Swap Points（JPY） | 22,050 |
| Account | LION FX |
| Deposit（JPY） | 3,220,000 |
| Effective Margin（JPY） | 7,548,100 |
| Margin Requirements（JPY） | 3,340,000 |
| Number of Open Trades | 8,350,000 |
| Reverage | 8.47 |
| Daily Swap Points（JPY） | 12,525 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 10,170,000 |
| Effective Margin（JPY） | 4,726,330 |
| Margin Requirements（JPY） | 3,071,200 |
| Number of Open Trades | 10,000,000 |
| Reverage | 16.25 |
| Daily Swap Points（JPY） | -10,000 |
| Account | Central Tanshi FX |
| Deposit（JPY） | 10,618,550 |
| Effective Margin（JPY） | 6,529,165 |
| Margin Requirements（JPY） | 3,601,140 |
| Number of Open Trades | 11,750,000 |
| Reverage | 13.79 |
| Daily Swap Points（JPY） | -12,925 |
| Account | DMM.com Securities |
| Deposit（JPY） | 1,000,000 |
| Effective Margin（JPY） | 517,960 |
| Margin Requirements（JPY） | 399,100 |
| Number of Open Trades | 1,300,000 |
| Reverage | 19.26 |
| Daily Swap Points（JPY） | -1,560 |
*Swap Points in last business day of the week
Bank Account
| Account | SBI Bank |
| Deposit（JPY） | 1,700,000 |
Keeping some money in bank account to transfer it to FX account immediately against large exchange rate fluctuation.
