Contents
Profit/Loss
2020/1/27（Mon）-2020/1/31（Fri）
| Swap Points | 57,675JPY |
| Exchange Rate Fluctuation （Unrealized） |
-72,900JPY |
| Total | -15,225JPY |
<Reference> Cumulative Total
| Swap Points | 1,880,330JPY [401,883JPY] |
| Exchange Rate Fluctuation （Unrealized） |
-560,840JPY [289,600JPY] |
| Total | 1,319,490JPY [691,483JPY] |
* 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>
Following transaction because exchange rate got low
1. JPY5M was withheld from FX accounts for Bid
2. JPY4M was deposited to FX accounts for Ask
3. JPY1M was held in Bank account
All Accounts
| Deposit（JPY） | 36,731,610 |
| Effective Margin（JPY） | 35,683,048 |
| Margin Requirements（JPY） | 12,463,048 |
| Number of Open Trades | 36,200,000 |
| Reverage | 8.73 |
| Daily Swap Points（JPY） | 8,240 |
Each Account
FX Account for Ask
| Account | MATRIX TRADER |
| Deposit（JPY） | 10,500,000 |
| Effective Margin（JPY） | 9,809,735 |
| Margin Requirements（JPY） | 5,880,000 |
| Number of Open Trades | 14,700,000 |
| Reverage | 10.81 |
| Daily Swap Points（JPY） | 22,050 |
| Account | LION FX |
| Deposit（JPY） | 2,173,225 |
| Effective Margin（JPY） | 2,195,125 |
| Margin Requirements（JPY） | 1,360,000 |
| Number of Open Trades | 3,400,000 |
| Reverage | 11.17 |
| Daily Swap Points（JPY） | 5,100 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 12,670,000 |
| Effective Margin（JPY） | 11,422,330 |
| Margin Requirements（JPY） | 2,887,600 |
| Number of Open Trades | 10,000,000 |
| Reverage | 6.32 |
| Daily Swap Points（JPY） | -10,000 |
| Account | Central Tanshi FX |
| Deposit（JPY） | 7,388,385 |
| Effective Margin（JPY） | 8,255,858 |
| Margin Requirements（JPY） | 2,336,364 |
| Number of Open Trades | 8,100,000 |
| Reverage | 7.07 |
| Daily Swap Points（JPY） | -8,910 |
*Swap Points in last business day of the week
Bank Account
| Account | SBI Bank |
| Deposit（JPY） | 4,000,000 |
Keeping some money in bank account to transfer it to FX account immediately against large exchange rate fluctuation.
