XML 55 R45.htm IDEA: XBRL DOCUMENT v3.6.0.2
Fair value measurements - Schedule of movements in Level 3 financial instruments (Detail) - Recurring - Level 3 [Member] - JPY (¥)
¥ in Billions
3 Months Ended 6 Months Ended
Sep. 30, 2016
Sep. 30, 2015
Sep. 30, 2016
Sep. 30, 2015
Assets [Abstract]        
Beginning balance, Assets ¥ 428 ¥ 340 ¥ 338 ¥ 308
Total gains (losses) recognized in net revenue, Assets [1] (13) (38) 1 (19)
Total gains (losses) recognized in other comprehensive income, Assets 0 0 0 0
Purchases/ issues, Assets 50 52 214 138
Sales/ redemptions, Assets (67) (83) (127) (173)
Settlements, Assets 6 27 (10) 38
Foreign exchange movements, Assets (6) (7) (32) 1
Transfers into Level 3, Assets [2] 36 31 79 39
Transfers out of Level 3, Assets [2] (27) (11) (56) (21)
Ending balance, Assets 407 311 407 311
Liabilities [Abstract]        
Beginning balance, Liabilities 385 485 357 529
Total gains (losses) recognized in net revenue, Liabilities [1] (1) 29 24 31
Total gains (losses) recognized in other comprehensive income, Liabilities (1) (6)
Purchases/ issues, Liabilities 53 59 108 181
Sales/ redemptions, Liabilities (29) (121) (78) (261)
Settlements, Liabilities (2)
Foreign exchange movements, Liabilities 0 (3) (4) (1)
Transfers into Level 3, Liabilities [2] 16 33 77 39
Transfers out of Level 3, Liabilities [2] (59) (5) (72) (37)
Ending balance, Liabilities 368 419 368 419
Trading assets and private equity investments [Member]        
Assets [Abstract]        
Beginning balance, Assets 236 280 241 269
Total gains (losses) recognized in net revenue, Assets [1] (5) (2) (8) 0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 35 49 76 134
Sales/ redemptions, Assets (63) (79) (114) (166)
Settlements, Assets
Foreign exchange movements, Assets (3) (6) (24) 0
Transfers into Level 3, Assets [2] 24 23 65 41
Transfers out of Level 3, Assets [2] (17) (12) (29) (25)
Ending balance, Assets 207 253 207 253
Trading assets and private equity investments [Member] | Equities [Member]        
Assets [Abstract]        
Beginning balance, Assets 37 26 34 25
Total gains (losses) recognized in net revenue, Assets [1] (1) 1 (1) 1
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 1 3 8 2
Sales/ redemptions, Assets (3) (4) (7) (4)
Settlements, Assets
Foreign exchange movements, Assets 0 (1) (2) 0
Transfers into Level 3, Assets [2] 0 1 4 2
Transfers out of Level 3, Assets [2] (4) (1) (6) (1)
Ending balance, Assets 30 25 30 25
Trading assets and private equity investments [Member] | Private equity investments [Member]        
Assets [Abstract]        
Beginning balance, Assets 16 40 20 39
Total gains (losses) recognized in net revenue, Assets [1] 0 2 1 1
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 0
Sales/ redemptions, Assets 1 (3) (1) (3)
Settlements, Assets
Foreign exchange movements, Assets (1) (1) (4) 1
Transfers into Level 3, Assets
Transfers out of Level 3, Assets 0 [2]
Ending balance, Assets 16 38 16 38
Trading assets and private equity investments [Member] | Japanese agency and municipal securities [Member]        
Assets [Abstract]        
Beginning balance, Assets 0    
Total gains (losses) recognized in net revenue, Assets [1] 0   0  
Total gains (losses) recognized in other comprehensive income, Assets    
Purchases/ issues, Assets 1   1  
Sales/ redemptions, Assets 0   0  
Settlements, Assets    
Foreign exchange movements, Assets    
Transfers into Level 3, Assets [2] 0   0  
Transfers out of Level 3, Assets    
Ending balance, Assets 1   1  
Trading assets and private equity investments [Member] | Foreign government, agency and municipal securities [Member]        
Assets [Abstract]        
Beginning balance, Assets 5 4 4 3
Total gains (losses) recognized in net revenue, Assets [1] 0 0 0 0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 2 5 3 19
Sales/ redemptions, Assets (3) (7) (6) (20)
Settlements, Assets
Foreign exchange movements, Assets 0 0 0 0
Transfers into Level 3, Assets 2 [2] 5 [2] 0 [2]
Transfers out of Level 3, Assets [2] (1) 0 (1) 0
Ending balance, Assets 5 2 5 2
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member]        
Assets [Abstract]        
Beginning balance, Assets 107 164 107 167
Total gains (losses) recognized in net revenue, Assets [1] 0 (3) 0 (1)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 13 23 21 84
Sales/ redemptions, Assets (27) (56) (49) (125)
Settlements, Assets
Foreign exchange movements, Assets (1) (4) (11) (1)
Transfers into Level 3, Assets [2] 12 9 44 17
Transfers out of Level 3, Assets [2] (9) (6) (17) (14)
Ending balance, Assets 95 127 95 127
Trading assets and private equity investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member]        
Assets [Abstract]        
Beginning balance, Assets 13 12 17 2
Total gains (losses) recognized in net revenue, Assets [1] 0 0 (1) 2
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 1 8
Sales/ redemptions, Assets (11) (3) (14) (2)
Settlements, Assets
Foreign exchange movements, Assets 0 0 0 0
Transfers into Level 3, Assets 0 [2] 0 [2]
Transfers out of Level 3, Assets
Ending balance, Assets 2 10 2 10
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member]        
Assets [Abstract]        
Beginning balance, Assets 2 1 9 1
Total gains (losses) recognized in net revenue, Assets [1] 1 0 0 0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 0 2 1
Sales/ redemptions, Assets (1) 0 (8) (1)
Settlements, Assets
Foreign exchange movements, Assets 0 0 (1) 0
Transfers into Level 3, Assets 1 [2]
Transfers out of Level 3, Assets (1) [2]
Ending balance, Assets 2 1 2 1
Trading assets and private equity investments [Member] | Real estate-backed securities [Member]        
Assets [Abstract]        
Beginning balance, Assets 43 12 38 13
Total gains (losses) recognized in net revenue, Assets [1] 0 0 (1) 0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 6 15 18 17
Sales/ redemptions, Assets (10) (3) (13) (6)
Settlements, Assets
Foreign exchange movements, Assets (1) 0 (4) 0
Transfers into Level 3, Assets 13 [2] 13 [2]
Transfers out of Level 3, Assets
Ending balance, Assets 38 37 38 37
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member]        
Assets [Abstract]        
Beginning balance, Assets 13 20 10 15
Total gains (losses) recognized in net revenue, Assets [1] (5) (2) (7) (3)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 12 2 23 3
Sales/ redemptions, Assets (9) (3) (13) (5)
Settlements, Assets
Foreign exchange movements, Assets 0 0 (2) 0
Transfers into Level 3, Assets [2] 10 0 11 9
Transfers out of Level 3, Assets [2] (3) (5) (4) (7)
Ending balance, Assets 18 12 18 12
Trading assets and private equity investments [Member] | Investment trust funds and other [Member]        
Assets [Abstract]        
Beginning balance, Assets 0 1 2 4
Total gains (losses) recognized in net revenue, Assets [1] 0 0 1 0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 0 0 0 0
Sales/ redemptions, Assets 0 0 (3) 0
Settlements, Assets
Foreign exchange movements, Assets 0 0 0 0
Transfers into Level 3, Assets 0 [2] 0 [2]
Transfers out of Level 3, Assets [2] 0 0 0 (3)
Ending balance, Assets 0 1 0 1
Equity contracts [Member]        
Assets [Abstract]        
Beginning balance, Assets [3] 0 (4) 6 (6)
Total gains (losses) recognized in net revenue, Assets [1],[3] (8) 4 (7) 9
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 0 [3] 0 [3]
Sales/ redemptions, Assets 0 [3] 0 [3]
Settlements, Assets [3] (1) 0 (2) (2)
Foreign exchange movements, Assets [3] 0 0 2 0
Transfers into Level 3, Assets [2],[3] 13 0 13 0
Transfers out of Level 3, Assets [2],[3] (2) 0 (10) (1)
Ending balance, Assets [3] 2 0 2 0
Interest rate contracts [Member]        
Assets [Abstract]        
Beginning balance, Assets [3] (8) (18) 17 (22)
Total gains (losses) recognized in net revenue, Assets [1],[3] (2) (26) 16 (20)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 0 [3] 0 [3]
Sales/ redemptions, Assets (2) [3] (2) [3]
Settlements, Assets [3] 8 17 (16) 25
Foreign exchange movements, Assets [3] 0 0 (2) 0
Transfers into Level 3, Assets [2],[3] 0 3 (14) (7)
Transfers out of Level 3, Assets [2],[3] (7) 2 (10) 2
Ending balance, Assets [3] (9) (24) (9) (24)
Credit contracts [Member]        
Assets [Abstract]        
Beginning balance, Assets [3] (2) 11 0 4
Total gains (losses) recognized in net revenue, Assets [1],[3] 3 (2) 1 (2)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets
Sales/ redemptions, Assets
Settlements, Assets [3] (3) (5) (2) (4)
Foreign exchange movements, Assets [3] 0 (1) (1) 0
Transfers into Level 3, Assets [2],[3] (1) (3) (1) (4)
Transfers out of Level 3, Assets [2],[3] 0 0 0 6
Ending balance, Assets [3] (3) 0 (3) 0
Foreign exchange contracts [Member]        
Assets [Abstract]        
Beginning balance, Assets [3] 3 1 (9) (5)
Total gains (losses) recognized in net revenue, Assets [1],[3] (1) (13) 0 (10)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets
Sales/ redemptions, Assets
Settlements, Assets [3] 2 15 10 19
Foreign exchange movements, Assets [3] 0 0 (1) 0
Transfers into Level 3, Assets 0 [2],[3] 1 [2],[3] 1 [2],[3]
Transfers out of Level 3, Assets [2],[3] 4 (1) 7 (3)
Ending balance, Assets [3] 8 2 8 2
Commodity contracts [Member]        
Assets [Abstract]        
Beginning balance, Assets 0 [3] 0 [3]
Total gains (losses) recognized in net revenue, Assets 0 [1],[3] 0 [1],[3] 0 [1],[3]
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets
Sales/ redemptions, Assets
Settlements, Assets [3] 0 0 0 0
Foreign exchange movements, Assets [3] 0 0 0 0
Transfers into Level 3, Assets 0 [2],[3] 0 [2],[3]
Transfers out of Level 3, Assets
Ending balance, Assets [3] 0 0 0 0
Derivatives, net [Member]        
Assets [Abstract]        
Beginning balance, Assets [3] (7) (10) 14 (29)
Total gains (losses) recognized in net revenue, Assets [1],[3] (8) (37) 10 (23)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 0 [3] 0 [3]
Sales/ redemptions, Assets (2) [3] (2) [3]
Settlements, Assets [3] 6 27 (10) 38
Foreign exchange movements, Assets [3] 0 (1) (2) 0
Transfers into Level 3, Assets [2],[3] 12 0 (1) (10)
Transfers out of Level 3, Assets [2],[3] (5) 1 (13) 4
Ending balance, Assets [3] (2) (22) (2) (22)
Subtotal [Member]        
Assets [Abstract]        
Beginning balance, Assets 229 270 255 240
Total gains (losses) recognized in net revenue, Assets [1] (13) (39) 2 (23)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 35 49 76 134
Sales/ redemptions, Assets (63) (81) (114) (168)
Settlements, Assets 6 27 (10) 38
Foreign exchange movements, Assets (3) (7) (26) 0
Transfers into Level 3, Assets [2] 36 23 64 31
Transfers out of Level 3, Assets [2] (22) (11) (42) (21)
Ending balance, Assets 205 231 205 231
Loans and receivables [Member]        
Assets [Abstract]        
Beginning balance, Assets 42 15 26 15
Total gains (losses) recognized in net revenue, Assets [1] 1 0 0 0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets 15 3 32 4
Sales/ redemptions, Assets (4) 0 (12) (1)
Settlements, Assets
Foreign exchange movements, Assets (1) 0 (3) 0
Transfers into Level 3, Assets 8 [2] 10 [2] 8 [2]
Transfers out of Level 3, Assets (5) [2] (5) [2]
Ending balance, Assets 48 26 48 26
Non-trading debt securities [Member]        
Assets [Abstract]        
Beginning balance, Assets 0 0 0 0
Total gains (losses) recognized in net revenue, Assets 0 [1] 0 [1] 0 [1]
Total gains (losses) recognized in other comprehensive income, Assets 0
Purchases/ issues, Assets
Sales/ redemptions, Assets 0 0
Settlements, Assets
Foreign exchange movements, Assets 0 0 0 0
Transfers into Level 3, Assets
Transfers out of Level 3, Assets
Ending balance, Assets 0 0
Other [Member]        
Assets [Abstract]        
Beginning balance, Assets 157 55 57 53
Total gains (losses) recognized in net revenue, Assets [1] (1) 1 (1) 4
Total gains (losses) recognized in other comprehensive income, Assets 0 0 0 0
Purchases/ issues, Assets 0 0 106
Sales/ redemptions, Assets 0 (2) (1) (4)
Settlements, Assets
Foreign exchange movements, Assets (2) 0 (3) 1
Transfers into Level 3, Assets 5 [2]
Transfers out of Level 3, Assets (9) [2]
Ending balance, Assets 154 54 154 54
Trading liabilities [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 5 3 3 3
Total gains (losses) recognized in net revenue, Liabilities [1] 1 0 0 (1)
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities [4] 4 0 6 1
Sales/ redemptions, Liabilities [4] (3) (1) (3) (2)
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 0 0 0
Transfers into Level 3, Liabilities [2] 0 0 0 1
Transfers out of Level 3, Liabilities [2] (3) 0 (4) (2)
Ending balance, Liabilities 2 2 2 2
Trading liabilities [Member] | Equities [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 2 2 0 3
Total gains (losses) recognized in net revenue, Liabilities [1] 0 0 0 (1)
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities [4] 1 0 3 1
Sales/ redemptions, Liabilities [4] 0 (1) (1) (2)
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 0 0 0
Transfers into Level 3, Liabilities [2] 0 0 1 0
Transfers out of Level 3, Liabilities [2] (2) 0 (2) (2)
Ending balance, Liabilities 1 1 1 1
Trading liabilities [Member] | Bank and corporate debt securities [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 2 1 3 0
Total gains (losses) recognized in net revenue, Liabilities [1] 0 0 0 0
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities [4] 0 0 0 0
Sales/ redemptions, Liabilities [4] (1) 0 0 0
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 0 0 0
Transfers into Level 3, Liabilities [2] 0 0 (1) 1
Transfers out of Level 3, Liabilities [2] (1) 0 (2) 0
Ending balance, Liabilities 0 1 0 1
Trading liabilities [Member] | Collateralized debt obligations ("CDOs") and other [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 1    
Total gains (losses) recognized in net revenue, Liabilities [1] 1   0  
Total gains (losses) recognized in other comprehensive income, Liabilities    
Purchases/ issues, Liabilities [4] 3   3  
Sales/ redemptions, Liabilities [4] (2)   (2)  
Settlements, Liabilities    
Foreign exchange movements, Liabilities 0   0  
Transfers into Level 3, Liabilities    
Transfers out of Level 3, Liabilities [2] 0   0  
Ending balance, Liabilities 1   1  
Trading liabilities [Member] | Investment trust funds and other [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 0   0  
Total gains (losses) recognized in net revenue, Liabilities [1] 0   0  
Total gains (losses) recognized in other comprehensive income, Liabilities    
Purchases/ issues, Liabilities   0 [4]  
Sales/ redemptions, Liabilities [4] 0   0  
Settlements, Liabilities    
Foreign exchange movements, Liabilities 0   0  
Transfers into Level 3, Liabilities    
Transfers out of Level 3, Liabilities [2] 0   0  
Ending balance, Liabilities 0   0  
Short-term borrowings [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 12 2 21 1
Total gains (losses) recognized in net revenue, Liabilities [1] (1) 0 (1) 0
Total gains (losses) recognized in other comprehensive income, Liabilities 0 0
Purchases/ issues, Liabilities 8 14 1
Sales/ redemptions, Liabilities (6) 0 (24) 0
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 (2)
Transfers into Level 3, Liabilities 4 [2]
Transfers out of Level 3, Liabilities [2] (1) 0 0 0
Ending balance, Liabilities 14 2 14 2
Payables and deposits [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 0 0 0 0
Total gains (losses) recognized in net revenue, Liabilities [1] 0 0 0 0
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities 0 (1) 0 (1)
Sales/ redemptions, Liabilities 0 0 0 0
Settlements, Liabilities
Foreign exchange movements, Liabilities 0
Transfers into Level 3, Liabilities
Transfers out of Level 3, Liabilities 0 [2] 0 [2]
Ending balance, Liabilities 0 (1) 0 (1)
Long-term borrowings [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 368 480 331 525
Total gains (losses) recognized in net revenue, Liabilities [1] (1) 29 25 32
Total gains (losses) recognized in other comprehensive income, Liabilities (1) (6)
Purchases/ issues, Liabilities 41 60 88 180
Sales/ redemptions, Liabilities (20) (120) (51) (259)
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 (3) (2) (1)
Transfers into Level 3, Liabilities [2] 16 33 73 38
Transfers out of Level 3, Liabilities [2] (55) (5) (68) (35)
Ending balance, Liabilities 352 ¥ 416 352 ¥ 416
Other liabilities [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 0   2  
Total gains (losses) recognized in net revenue, Liabilities [1] 0   0  
Total gains (losses) recognized in other comprehensive income, Liabilities    
Purchases/ issues, Liabilities 0   0  
Sales/ redemptions, Liabilities 0   0  
Settlements, Liabilities   (2)  
Foreign exchange movements, Liabilities 0   0  
Transfers into Level 3, Liabilities    
Transfers out of Level 3, Liabilities   0 [2]  
Ending balance, Liabilities ¥ 0   ¥ 0  
[1] Includes gains and losses reported primarily within Net gain on trading, Gain on private equity investments, and also within Gain on investments in equity securities, Revenue - Other and Non-interest expenses - Other, Interest and dividends and Interest expense in the consolidated statements of income.
[2] If financial instruments move from Level 3 to another Level or move from another Level to Level 3, the amount reported in Transfers into Level 3 and Transfers out of Level 3 are the fair value as of the beginning of the quarter during which the movement occurs. Therefore if financial instruments move from another Level to Level 3, all gains/ (losses) during the quarter are included in the table and if financial instruments move from Level 3 to another Level, all gains/ (losses) during the year are excluded from the table.
[3] Each derivative classification includes derivatives referencing multiple risk components. For example, interest rate 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 debt securities.
[4] Amounts reported in Purchases / issues include increases in trading liabilities while Sales / redemptions include decreases in trading liabilities.