XML 67 R69.htm IDEA: XBRL DOCUMENT v2.4.0.6
Derivative instruments and hedging activities - Volume of Derivative Activity in Statement of Financial Position (Detail) (JPY ¥)
In Billions, unless otherwise specified
Mar. 31, 2013
Mar. 31, 2012
Derivative [Line Items]    
Derivative assets, Notional ¥ 868,712 ¥ 751,370
Derivative assets, Fair value 27,575 23,752
Derivative liabilities, Notional 849,858 [1] 711,836 [1],[2]
Derivative liabilities, Fair value 27,458 [1] 23,649 [1],[2]
Derivatives used for trading and non-trading purposes [Member]
   
Derivative [Line Items]    
Derivative assets, Notional 866,872 [2],[3] 749,325 [2],[3]
Derivative assets, Fair value 27,486 [2],[3] 23,670 [2],[3]
Derivative liabilities, Notional 849,672 [1],[2],[3] 711,739 [1],[2],[3]
Derivative liabilities, Fair value 27,457 [1],[2],[3] 23,648 [1],[2],[3]
Derivatives used for trading and non-trading purposes [Member] | Equity contracts [Member]
   
Derivative [Line Items]    
Derivative assets, Notional 14,130 [2],[3] 16,079 [2],[3]
Derivative assets, Fair value 1,857 [2],[3] 1,603 [2],[3]
Derivative liabilities, Notional 14,550 [1],[2],[3] 14,497 [1],[2],[3]
Derivative liabilities, Fair value 2,017 [1],[2],[3] 1,687 [1],[2],[3]
Derivatives used for trading and non-trading purposes [Member] | Interest rate contracts [Member]
   
Derivative [Line Items]    
Derivative assets, Notional 727,129 [2],[3] 636,833 [2],[3]
Derivative assets, Fair value 21,685 [2],[3] 18,843 [2],[3]
Derivative liabilities, Notional 711,914 [1],[2],[3] 592,413 [1],[2],[3]
Derivative liabilities, Fair value 21,452 [1],[2],[3] 18,597 [1],[2],[3]
Derivatives used for trading and non-trading purposes [Member] | Credit contracts [Member]
   
Derivative [Line Items]    
Derivative assets, Notional 44,582 [2],[3] 37,067 [2],[3]
Derivative assets, Fair value 1,839 [2],[3] 1,864 [2],[3]
Derivative liabilities, Notional 42,889 [1],[2],[3] 41,785 [1],[2],[3]
Derivative liabilities, Fair value 1,979 [1],[2],[3] 1,952 [1],[2],[3]
Derivatives used for trading and non-trading purposes [Member] | Foreign exchange contracts [Member]
   
Derivative [Line Items]    
Derivative assets, Notional 81,002 [2],[3] 59,296 [2],[3]
Derivative assets, Fair value 2,104 [2],[3] 1,356 [2],[3]
Derivative liabilities, Notional 80,280 [1],[2],[3] 62,999 [1],[2],[3]
Derivative liabilities, Fair value 2,007 [1],[2],[3] 1,407 [1],[2],[3]
Derivatives used for trading and non-trading purposes [Member] | Commodity contracts [Member]
   
Derivative [Line Items]    
Derivative assets, Notional 29 [2],[3] 50 [2],[3]
Derivative assets, Fair value 1 [2],[3] 4 [2],[3]
Derivative liabilities, Notional 39 [1],[2],[3] 45 [1],[2],[3]
Derivative liabilities, Fair value 2 [1],[2],[3] 5 [1],[2],[3]
Derivatives designated as hedging instruments [Member]
   
Derivative [Line Items]    
Derivative assets, Notional 1,840 2,045
Derivative assets, Fair value 89 82
Derivative liabilities, Notional 186 [1] 97 [1]
Derivative liabilities, Fair value 1 [1] 1 [1]
Derivatives designated as hedging instruments [Member] | Interest rate contracts [Member]
   
Derivative [Line Items]    
Derivative assets, Notional 1,748 1,855
Derivative assets, Fair value 88 78
Derivative liabilities, Notional 162 [1]   
Derivative liabilities, Fair value 0 [1]   
Derivatives designated as hedging instruments [Member] | Foreign exchange contracts [Member]
   
Derivative [Line Items]    
Derivative assets, Notional 92 190
Derivative assets, Fair value 1 4
Derivative liabilities, Notional 24 [1] 97 [1]
Derivative liabilities, Fair value ¥ 1 [1] ¥ 1 [1]
[1] Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.
[2] As of March 31, 2012 and 2013, the amounts reported include derivatives used for non-trading purposes which are not designated as fair value or net investment hedges. These amounts have not been separately presented since such amounts were not significant.
[3] Each derivative classification includes derivatives referencing multiple risk components. For example, interest rates contracts include complex derivatives referencing interest rate risk as well as foreign exchange risk or other factors such as prepayment rates. Credit contracts include credit default swaps as well as derivatives referencing corporate and government securities.