Contents
Profit/Loss
2020/1/13（Mon）-2020/1/20（Fri）
| Swap Points | 70,948JPY |
| Exchange Rate Fluctuation （Unrealized） |
99,400JPY |
| Total | 170,348JPY |
<Reference> Cumulative Total
| Swap Points | 1,761,980JPY [283,533JPY] |
| Exchange Rate Fluctuation （Unrealized） |
-430,340JPY [420,100JPY] |
| Total | 1,331,640JPY [703,633JPY] |
* 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>
1.2M positions were added in both FX accounts for Ask and Bid
All Accounts
| Deposit（JPY） | 36,731,610 |
| Effective Margin（JPY） | 35,695,198 |
| Margin Requirements（JPY） | 12,750,010 |
| Number of Open Trades | 36,200,000 |
| Reverage | 8.93 |
| Daily Swap Points（JPY） | 9,240 |
Each Account
FX Account for Ask
| Account | MATRIX TRADER |
| Deposit（JPY） | 7,300,000 |
| Effective Margin（JPY） | 12,195,735 |
| Margin Requirements（JPY） | 5,880,000 |
| Number of Open Trades | 14,700,000 |
| Reverage | 9.18 |
| Daily Swap Points（JPY） | 22,050 |
| Account | LION FX |
| Deposit（JPY） | 1,373,225 |
| Effective Margin（JPY） | 2,687,125 |
| Margin Requirements（JPY） | 1,360,000 |
| Number of Open Trades | 3,400,000 |
| Reverage | 9.63 |
| Daily Swap Points（JPY） | 5,100 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 15,670,000 |
| Effective Margin（JPY） | 10,639,330 |
| Margin Requirements（JPY） | 3,044,400 |
| Number of Open Trades | 10,000,000 |
| Reverage | 7.15 |
| Daily Swap Points（JPY） | -9,000 |
| Account | Central Tanshi FX |
| Deposit（JPY） | 9,388,385 |
| Effective Margin（JPY） | 7,173,008 |
| Margin Requirements（JPY） | 2,465,640 |
| Number of Open Trades | 8,100,000 |
| Reverage | 8.59 |
| Daily Swap Points（JPY） | -8,910 |
*Swap Points in last business day of the week
Bank Account
| Account | SBI Bank |
| Deposit（JPY） | 3,000,000 |
Keeping some money in bank account to transfer it to FX account immediately against large exchange rate fluctuation.
