Contents
Profit/Loss
2020/4/27（Mon）-2020/5/1（Fri）
| Swap Points | -6,200JPY |
| Exchange Rate Fluctuation |
33,000JPY |
| Total | 26,800JPY |
<Reference> Cumulative Total
| Swap Points | 2,337,063JPY [858,616JPY] |
| Exchange Rate Fluctuation |
2,543,030JPY [3,393,470JPY] |
| Total | 4,880,093JPY [4,252,086JPY] |
* 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>
5M Ask Positions were settled from LIONFX and 5M Bid Positions were settled from Gaitame Japan.
All Accounts
| Deposit（JPY） | 31,951,375 |
| Effective Margin（JPY） | 34,897,975 |
| Margin Requirements（JPY） | 4,914,880 |
| Number of Open Trades | 20,000,000 |
| Reverage | 3.52 |
| Daily Swap Points（JPY） | 1,500 |
Each Account
FX Account for Ask
| Account | LION FX |
| Deposit（JPY） | 9,800,475 |
| Effective Margin（JPY） | 6,395,975 |
| Margin Requirements（JPY） | 1,500,000 |
| Number of Open Trades | 5,000,000 |
| Reverage | 4.43 |
| Daily Swap Points（JPY） | 1,500 |
| Account | FX Prime |
| Deposit（JPY） | 6,000,000 |
| Effective Margin（JPY） | 5,868,000 |
| Margin Requirements（JPY） | 1,147,880 |
| Number of Open Trades | 5,000,000 |
| Reverage | 4.89 |
| Daily Swap Points（JPY） | 5,000 |
FX Account for Bid
| Account | GMO FX Neo |
| Deposit（JPY） | 3,304,500 |
| Effective Margin（JPY） | 9,787,600 |
| Margin Requirements（JPY） | 2,267,000 |
| Number of Open Trades | 10,000,000 |
| Reverage | 5.79 |
| Daily Swap Points（JPY） | -5,000 |
| Account | Gaitame Japan |
| Deposit（JPY） | 6,546,400 |
| Effective Margin（JPY） | 6,546,400 |
| Margin Requirements（JPY） | |
| Number of Open Trades | |
| Reverage | 0.00 |
| Daily Swap Points（JPY） |
*Swap Points in last business day of the week
Bank Account
| Account | SBI Bank |
| Deposit（JPY） | 6,300,000 |
Keeping some money in bank account to transfer it to FX account immediately against large exchange rate fluctuation.
