XML 18 R55.htm IDEA: XBRL DOCUMENT v2.4.1.9
Derivative instruments and hedging activities - Offsetting of derivative instruments and related collateral amounts (Detail) (JPY ¥)
In Billions, unless otherwise specified
Sep. 30, 2014
Mar. 31, 2014
Derivative assets    
Gross derivative balances, derivative assets ¥ 32,150us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral [1] ¥ 26,069us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral [1]
Less: Amounts offset in the consolidated balance sheets (30,054)us-gaap_DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset [2] (23,764)us-gaap_DerivativeAssetFairValueGrossLiabilityAndObligationToReturnCashOffset [2]
Total net amounts reported on the face of the consolidated balance sheets 2,096us-gaap_DerivativeAssets [3] 2,305us-gaap_DerivativeAssets [3]
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]    
Financial instruments and non-cash collateral (183)us-gaap_DerivativeCollateralObligationToReturnSecurities [4] (168)us-gaap_DerivativeCollateralObligationToReturnSecurities [4]
Cash collateral    0us-gaap_DerivativeCollateralObligationToReturnCash [4],[5]
Net amount 1,913us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral 2,137us-gaap_DerivativeFairValueOfDerivativeAssetAmountOffsetAgainstCollateral
Derivative liabilities    
Gross derivative balances, derivative liabilities 31,924us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral [1] 26,068us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral [1]
Less: Amounts offset in the consolidated balance sheets (30,155)us-gaap_DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset [2] (24,030)us-gaap_DerivativeLiabilityFairValueGrossAssetAndRightToReclaimCashOffset [2]
Total net amounts reported on the face of the consolidated balance sheets 1,769us-gaap_DerivativeLiabilities [3] 2,038us-gaap_DerivativeLiabilities [3]
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]    
Financial instruments and non-cash collateral (20)us-gaap_DerivativeCollateralRightToReclaimSecurities [4] (44)us-gaap_DerivativeCollateralRightToReclaimSecurities [4]
Cash collateral 0us-gaap_DerivativeCollateralRightToReclaimCash [4],[5] 0us-gaap_DerivativeCollateralRightToReclaimCash [4],[5]
Net amount 1,749us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral 1,994us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountOffsetAgainstCollateral
Equity contracts [Member] | OTC settled bilaterally [Member]    
Derivative assets    
Gross derivative balances, derivative assets 1,261us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 1,162us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 1,401us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 [6] 1,418us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 [6]
Equity contracts [Member] | OTC centrally-cleared [Member]    
Derivative assets    
Gross derivative balances, derivative assets      
Derivative liabilities    
Gross derivative balances, derivative liabilities      
Equity contracts [Member] | Exchange-traded [Member]    
Derivative assets    
Gross derivative balances, derivative assets 788us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 760us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 767us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 [6] 836us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_EquityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 [6]
Interest rate contracts [Member] | OTC settled bilaterally [Member]    
Derivative assets    
Gross derivative balances, derivative assets 11,313us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 10,485us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 11,096us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 [6] 10,281us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 [6]
Interest rate contracts [Member] | OTC centrally-cleared [Member]    
Derivative assets    
Gross derivative balances, derivative assets 12,797us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember		 9,025us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 12,758us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember		 [6] 8,961us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember		 [6]
Interest rate contracts [Member] | Exchange-traded [Member]    
Derivative assets    
Gross derivative balances, derivative assets 21us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 11us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 9us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 [6] 9us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 [6]
Credit contracts [Member] | OTC settled bilaterally [Member]    
Derivative assets    
Gross derivative balances, derivative assets 972us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 1,180us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 1,321us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 [6] 1,491us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 [6]
Credit contracts [Member] | OTC centrally-cleared [Member]    
Derivative assets    
Gross derivative balances, derivative assets 132us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember		 130us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 127us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember		 [6] 128us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember		 [6]
Credit contracts [Member] | Exchange-traded [Member]    
Derivative assets    
Gross derivative balances, derivative assets 5us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 4us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 4us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 [6] 4us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CreditRiskContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 [6]
Foreign exchange contracts [Member] | OTC settled bilaterally [Member]    
Derivative assets    
Gross derivative balances, derivative assets 4,846us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 3,296us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 4,426us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 [6] 2,923us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 [6]
Foreign exchange contracts [Member] | OTC centrally-cleared [Member]    
Derivative assets    
Gross derivative balances, derivative assets 11us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember		 12us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 11us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember		 [6] 13us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCCentrallyClearedMember		 [6]
Foreign exchange contracts [Member] | Exchange-traded [Member]    
Derivative assets    
Gross derivative balances, derivative assets 4us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 4us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 4us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 [6] 4us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_ForeignExchangeContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 [6]
Commodity contracts [Member] | OTC settled bilaterally [Member]    
Derivative assets    
Gross derivative balances, derivative assets 0us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 0us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember
Derivative liabilities    
Gross derivative balances, derivative liabilities 0us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 [6] 0us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= nmr_OTCSettledBilaterallyMember		 [6]
Commodity contracts [Member] | OTC centrally-cleared [Member]    
Derivative assets    
Gross derivative balances, derivative assets      
Derivative liabilities    
Gross derivative balances, derivative liabilities      
Commodity contracts [Member] | Exchange-traded [Member]    
Derivative assets    
Gross derivative balances, derivative assets 0us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 0us-gaap_DerivativeFairValueOfDerivativeAssetAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember
Derivative liabilities    
Gross derivative balances, derivative liabilities ¥ 0us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 [6] ¥ 0us-gaap_DerivativeFairValueOfDerivativeLiabilityAmountNotOffsetAgainstCollateral
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_CommodityContractMember
/ us-gaap_NonmonetaryTransactionTypeAxis
= us-gaap_ExchangeTradedMember		 [6]
[1] Includes all gross derivative asset and liability balances irrespective of whether they are transacted under a master netting agreement or whether Nomura has obtained sufficient evidence of enforceability of the master netting agreement. As of March 31, 2014, the gross balance of derivative assets and derivative liabilities which are not documented under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥744 billion and ¥808 billion, respectively. As of September 30, 2014, the gross balance of such derivative assets and derivative liabilities was ¥1,016 billion and ¥1,082 billion, respectively.
[2] Represents amounts offset through counterparty netting of derivative assets and liabilities as well as cash collateral netting against net derivatives under master netting and similar agreements for which Nomura has obtained sufficient evidence of enforceability in accordance with ASC 815. As of March 31, 2014, Nomura offset a total of ¥1,283 billion of cash collateral receivables against net derivative liabilities and ¥1,017 billion of cash collateral payables against net derivative assets. As of September 30, 2014, Nomura offset a total of ¥1,464 billion of cash collateral receivables against net derivative liabilities and ¥1,363 billion of cash collateral payables against net derivative assets.
[3] Net derivative assets and net derivative liabilities are generally reported within Trading assets and private equity investments-Trading assets and Trading liabilities, respectively in the consolidated balance sheet. Bifurcated embedded derivatives are reported within Short-term borrowings or Long-term borrowings depending on the maturity of the underlying host contract.
[4] Represents amounts which are not permitted to be offset on the face of the consolidated balance sheets in accordance with ASC 210-20 and ASC 815 but which provide Nomura with a legally enforceable right of offset in the event of counterparty default. Amounts relating to derivative and collateral agreements where Nomura has not yet obtained sufficient evidence of enforceability of such offsetting rights are excluded.
[5] As of March 31, 2014, a total of ¥203 billion of cash collateral receivables and ¥643 billion of cash collateral payables, including amounts reported in the table, have not been offset against net derivatives. As of September 30, 2014, a total of ¥131 billion of cash collateral receivables and ¥583 billion of cash collateral payables, including amounts reported in the table, have not been offset against net derivatives.
[6] Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.