Contents
Profit/Loss
2020/3/16（Mon）-2020/3/20（Fri）
| Swap Points | 76,500JPY |
| Exchange Rate Fluctuation |
-283,000JPY |
| Total | -206,500JPY |
<Reference> Cumulative Total
| Swap Points | 2,313,563JPY [835,116JPY] |
| Exchange Rate Fluctuation |
2,489,530JPY [3,339,970JPY] |
| Total | 4,803,093JPY [4,175,086JPY] |
* 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. JPY1M was withdrew from Bid account and JPY0.5M was deposited to Ask account.
2. 3M Asked/Bid posisions were added.
All Accounts
| Deposit（JPY） | 34,357,160 |
| Effective Margin（JPY） | 34,006,660 |
| Margin Requirements（JPY） | 9,946,000 |
| Number of Open Trades | 36,000,000 |
| Reverage | 7.31 |
| Daily Swap Points（JPY） | 4,800 |
Each Account
FX Account for Ask
| Account | MATRIX TRADER |
| Deposit（JPY） | 6,735,185 |
| Effective Margin（JPY） | 5,511,185 |
| Margin Requirements（JPY） | 2,400,000 |
| Number of Open Trades | 8,000,000 |
| Reverage | 9.15 |
| Daily Swap Points（JPY） | 12,000 |
| Account | LION FX |
| Deposit（JPY） | 11,021,975 |
| Effective Margin（JPY） | 9,976,975 |
| Margin Requirements（JPY） | 3,000,000 |
| Number of Open Trades | 10,000,000 |
| Reverage | 6.66 |
| Daily Swap Points（JPY） | 15,000 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 9,000,000 |
| Effective Margin（JPY） | 10,234,500 |
| Margin Requirements（JPY） | 2,525,200 |
| Number of Open Trades | 10,000,000 |
| Reverage | 6.17 |
| Daily Swap Points（JPY） | -15,000 |
| Account | Gaitame Japan |
| Deposit（JPY） | 6,000,000 |
| Effective Margin（JPY） | 6,684,000 |
| Margin Requirements（JPY） | 2,020,800 |
| Number of Open Trades | 8,000,000 |
| Reverage | 7.56 |
| Daily Swap Points（JPY） | -7,200 |
*Swap Points in last business day of the week
Bank Account
| Account | SBI Bank |
| Deposit（JPY） | 1,600,000 |
Keeping some money in bank account to transfer it to FX account immediately against large exchange rate fluctuation.
