XML 55 R45.htm IDEA: XBRL DOCUMENT v3.8.0.1
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, 2017
Sep. 30, 2016
Sep. 30, 2017
Sep. 30, 2016
Assets [Abstract]        
Beginning balance, Assets ¥ 449 ¥ 428 ¥ 447 ¥ 338
Total gains (losses) recognized in net revenue, Assets [1] 21 (13) 25 1
Total gains (losses) recognized in other comprehensive income, Assets 0 0 0 0
Purchases/ issues, Assets [2] 79 50 160 214
Sales/ redemptions, Assets [2] (68) (67) (182) (127)
Settlements, Assets (8) 6 5 (10)
Foreign exchange movements, Assets 3 (6) 4 (32)
Transfers into Level 3, Assets [3] 3 36 23 79
Transfers out of Level 3, Assets [3] (33) (27) (36) (56)
Ending balance, Assets 446 407 446 407
Liabilities [Abstract]        
Beginning balance, Liabilities 546 385 486 357
Total gains (losses) recognized in net revenue, Liabilities [1] (8) (1) (17) 24
Total gains (losses) recognized in other comprehensive income, Liabilities 0 (1) (1) (6)
Purchases/ issues, Liabilities [2] 86 53 200 108
Sales/ redemptions, Liabilities [2] (43) (29) (95) (78)
Settlements, Liabilities (2)
Foreign exchange movements, Liabilities 0 0 1 (4)
Transfers into Level 3, Liabilities [3] 15 16 29 77
Transfers out of Level 3, Liabilities [3] (57) (59) (84) (72)
Ending balance, Liabilities 555 368 555 368
Trading assets and private equity investments [Member]        
Assets [Abstract]        
Beginning balance, Assets 231 236 228 241
Total gains (losses) recognized in net revenue, Assets [1] 1 (5) 2 (8)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets [2] 77 35 152 76
Sales/ redemptions, Assets [2] (64) (63) (146) (114)
Settlements, Assets
Foreign exchange movements, Assets 2 (3) 3 (24)
Transfers into Level 3, Assets [3] 4 24 18 65
Transfers out of Level 3, Assets [3] (8) (17) (14) (29)
Ending balance, Assets 243 207 243 207
Trading assets and private equity investments [Member] | Equities [Member]        
Assets [Abstract]        
Beginning balance, Assets 34 37 34 34
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 [2] 16 1 17 8
Sales/ redemptions, Assets [2] (5) (3) (6) (7)
Settlements, Assets
Foreign exchange movements, Assets 0 0 0 (2)
Transfers into Level 3, Assets [3] 1 0 1 4
Transfers out of Level 3, Assets [3] (2) (4) (2) (6)
Ending balance, Assets 45 30 45 30
Trading assets and private equity investments [Member] | Private equity investments [Member]        
Assets [Abstract]        
Beginning balance, Assets 10 16 13 20
Total gains (losses) recognized in net revenue, Assets [1] 0 0 1 1
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets [2] 0
Sales/ redemptions, Assets [2] (5) 1 (9) (1)
Settlements, Assets
Foreign exchange movements, Assets 1 (1) 1 (4)
Transfers into Level 3, Assets [3] 0
Transfers out of Level 3, Assets [3] (1) (1) 0
Ending balance, Assets 5 16 5 16
Trading assets and private equity investments [Member] | Japanese agency and municipal securities [Member]        
Assets [Abstract]        
Beginning balance, Assets 1 0 1
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] 1 1
Sales/ redemptions, Assets [2] 0 0 0 0
Settlements, Assets
Foreign exchange movements, Assets
Transfers into Level 3, Assets [3] 0 0
Transfers out of Level 3, Assets [3]
Ending balance, Assets 1 1 1 1
Trading assets and private equity investments [Member] | Foreign government, agency and municipal securities [Member]        
Assets [Abstract]        
Beginning balance, Assets 5 5 3 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 [2] 5 2 32 3
Sales/ redemptions, Assets [2] (5) (3) (33) (6)
Settlements, Assets
Foreign exchange movements, Assets 0 0 0 0
Transfers into Level 3, Assets [3] 1 2 4 5
Transfers out of Level 3, Assets [3] 0 (1) (1) (1)
Ending balance, Assets 6 5 6 5
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member]        
Assets [Abstract]        
Beginning balance, Assets 116 107 108 107
Total gains (losses) recognized in net revenue, Assets [1] 3 0 5 0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets [2] 35 13 50 21
Sales/ redemptions, Assets [2] (25) (27) (41) (49)
Settlements, Assets
Foreign exchange movements, Assets 1 (1) 1 (11)
Transfers into Level 3, Assets [3] 0 12 9 44
Transfers out of Level 3, Assets [3] (2) (9) (4) (17)
Ending balance, Assets 128 95 128 95
Trading assets and private equity investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member]        
Assets [Abstract]        
Beginning balance, Assets 5 13 1 17
Total gains (losses) recognized in net revenue, Assets [1] 0 0 0 (1)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets [2] 4
Sales/ redemptions, Assets [2] (2) (11) (2) (14)
Settlements, Assets
Foreign exchange movements, Assets 0 0 0 0
Transfers into Level 3, Assets [3] 0 0
Transfers out of Level 3, Assets [3] (2) (2)
Ending balance, Assets 1 2 1 2
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member]        
Assets [Abstract]        
Beginning balance, Assets 0 2 0 9
Total gains (losses) recognized in net revenue, Assets [1] 0 1 0 0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets [2] 1 0 1 2
Sales/ redemptions, Assets [2] 0 (1) (1) (8)
Settlements, Assets
Foreign exchange movements, Assets 0 0 1 (1)
Transfers into Level 3, Assets [3] 1
Transfers out of Level 3, Assets [3] (1)
Ending balance, Assets 1 2 1 2
Trading assets and private equity investments [Member] | Real estate-backed securities [Member]        
Assets [Abstract]        
Beginning balance, Assets 40 43 41 38
Total gains (losses) recognized in net revenue, Assets [1] 0 0 0 (1)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets [2] 10 6 22 18
Sales/ redemptions, Assets [2] (13) (10) (26) (13)
Settlements, Assets
Foreign exchange movements, Assets 0 (1) 0 (4)
Transfers into Level 3, Assets [3]
Transfers out of Level 3, Assets [3]
Ending balance, Assets 37 38 37 38
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member]        
Assets [Abstract]        
Beginning balance, Assets 20 13 27 10
Total gains (losses) recognized in net revenue, Assets [1] (3) (5) (6) (7)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets [2] 9 12 25 23
Sales/ redemptions, Assets [2] (9) (9) (28) (13)
Settlements, Assets
Foreign exchange movements, Assets 0 0 0 (2)
Transfers into Level 3, Assets [3] 2 10 4 11
Transfers out of Level 3, Assets [3] (1) (3) (4) (4)
Ending balance, Assets 18 18 18 18
Trading assets and private equity investments [Member] | Investment trust funds and other [Member]        
Assets [Abstract]        
Beginning balance, Assets 0 0 0 2
Total gains (losses) recognized in net revenue, Assets [1] 0 0 0 1
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets [2] 1 0 1 0
Sales/ redemptions, Assets [2] 0 0 0 (3)
Settlements, Assets
Foreign exchange movements, Assets 0 0 0 0
Transfers into Level 3, Assets [3] 0 0 0
Transfers out of Level 3, Assets [3] 0 0 0 0
Ending balance, Assets 1 0 1 0
Equity contracts [Member]        
Assets [Abstract]        
Beginning balance, Assets [4] 2 0 (6) 6
Total gains (losses) recognized in net revenue, Assets [1],[4] (1) (8) (1) (7)
Total gains (losses) recognized in other comprehensive income, Assets [4]
Purchases/ issues, Assets [2],[4]
Sales/ redemptions, Assets [2],[4]
Settlements, Assets [4] (3) (1) (3) (2)
Foreign exchange movements, Assets [4] 0 0 (1) 2
Transfers into Level 3, Assets [3],[4] 0 13 5 13
Transfers out of Level 3, Assets [3],[4] 1 (2) 5 (10)
Ending balance, Assets [4] (1) 2 (1) 2
Interest rate contracts [Member]        
Assets [Abstract]        
Beginning balance, Assets [4] (11) (8) (22) 17
Total gains (losses) recognized in net revenue, Assets [1],[4] 6 (2) 8 16
Total gains (losses) recognized in other comprehensive income, Assets [4]
Purchases/ issues, Assets [2],[4]
Sales/ redemptions, Assets [2],[4]
Settlements, Assets [4] (1) 8 10 (16)
Foreign exchange movements, Assets [4] 0 0 0 (2)
Transfers into Level 3, Assets [3],[4] 1 0 1 (14)
Transfers out of Level 3, Assets [3],[4] (26) (7) (28) (10)
Ending balance, Assets [4] (31) (9) (31) (9)
Credit contracts [Member]        
Assets [Abstract]        
Beginning balance, Assets [4] (6) (2) (10) 0
Total gains (losses) recognized in net revenue, Assets [1],[4] 1 3 3 1
Total gains (losses) recognized in other comprehensive income, Assets [4]
Purchases/ issues, Assets [2],[4]
Sales/ redemptions, Assets [2],[4]
Settlements, Assets [4] 0 (3) 1 (2)
Foreign exchange movements, Assets [4] 0 0 1 (1)
Transfers into Level 3, Assets [3],[4] (2) (1) (2) (1)
Transfers out of Level 3, Assets [3],[4] 0 0 0 0
Ending balance, Assets [4] (7) (3) (7) (3)
Foreign exchange contracts [Member]        
Assets [Abstract]        
Beginning balance, Assets [4] 20 3 23 (9)
Total gains (losses) recognized in net revenue, Assets [1],[4] 3 (1) (2) 0
Total gains (losses) recognized in other comprehensive income, Assets [4]
Purchases/ issues, Assets [2],[4]
Sales/ redemptions, Assets [2],[4]
Settlements, Assets [4] (4) 2 (3) 10
Foreign exchange movements, Assets [4] 0 0 0 (1)
Transfers into Level 3, Assets [3],[4] 0 0 1
Transfers out of Level 3, Assets [3],[4] 0 4 1 7
Ending balance, Assets [4] 19 8 19 8
Commodity contracts [Member]        
Assets [Abstract]        
Beginning balance, Assets [4]    
Total gains (losses) recognized in net revenue, Assets [1],[4]   0   0
Total gains (losses) recognized in other comprehensive income, Assets [4]    
Purchases/ issues, Assets [2],[4]    
Sales/ redemptions, Assets [2],[4]    
Settlements, Assets [4]   0   0
Foreign exchange movements, Assets [4]   0   0
Transfers into Level 3, Assets [3],[4]    
Transfers out of Level 3, Assets [3],[4]    
Ending balance, Assets [4]   0   0
Derivatives, net [Member]        
Assets [Abstract]        
Beginning balance, Assets [4] 5 (7) (15) 14
Total gains (losses) recognized in net revenue, Assets [1],[4] 9 (8) 8 10
Total gains (losses) recognized in other comprehensive income, Assets [4]
Purchases/ issues, Assets [2],[4]
Sales/ redemptions, Assets [2],[4]
Settlements, Assets [4] (8) 6 5 (10)
Foreign exchange movements, Assets [4] 0 0 0 (2)
Transfers into Level 3, Assets [3],[4] (1) 12 4 (1)
Transfers out of Level 3, Assets [3],[4] (25) (5) (22) (13)
Ending balance, Assets [4] (20) (2) (20) (2)
Subtotal [Member]        
Assets [Abstract]        
Beginning balance, Assets 236 229 213 255
Total gains (losses) recognized in net revenue, Assets [1] 10 (13) 10 2
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets [2] 77 35 152 76
Sales/ redemptions, Assets [2] (64) (63) (146) (114)
Settlements, Assets (8) 6 5 (10)
Foreign exchange movements, Assets 2 (3) 3 (26)
Transfers into Level 3, Assets [3] 3 36 22 64
Transfers out of Level 3, Assets [3] (33) (22) (36) (42)
Ending balance, Assets 223 205 223 205
Loans and receivables [Member]        
Assets [Abstract]        
Beginning balance, Assets 42 42 66 26
Total gains (losses) recognized in net revenue, Assets [1] 0 1 1 0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets [2] 2 15 8 32
Sales/ redemptions, Assets [2] (4) (4) (35) (12)
Settlements, Assets
Foreign exchange movements, Assets 0 (1) 0 (3)
Transfers into Level 3, Assets [3] 0 0 10
Transfers out of Level 3, Assets [3] (5) (5)
Ending balance, Assets 40 48 40 48
Collateralized agreements [Member]        
Assets [Abstract]        
Beginning balance, Assets 5   5  
Total gains (losses) recognized in net revenue, Assets [1] 0   0  
Total gains (losses) recognized in other comprehensive income, Assets    
Purchases/ issues, Assets [2]    
Sales/ redemptions, Assets [2]    
Settlements, Assets    
Foreign exchange movements, Assets 0   0  
Transfers into Level 3, Assets [3]    
Transfers out of Level 3, Assets [3]    
Ending balance, Assets 5   5  
Non-trading debt securities [Member]        
Assets [Abstract]        
Beginning balance, Assets   0   0
Total gains (losses) recognized in net revenue, Assets [1]     0
Total gains (losses) recognized in other comprehensive income, Assets   0  
Purchases/ issues, Assets [2]    
Sales/ redemptions, Assets [2]   0   0
Settlements, Assets    
Foreign exchange movements, Assets   0   0
Transfers into Level 3, Assets [3]    
Transfers out of Level 3, Assets [3]    
Ending balance, Assets    
Other [Member]        
Assets [Abstract]        
Beginning balance, Assets 166 157 163 57
Total gains (losses) recognized in net revenue, Assets [1] 11 (1) 14 (1)
Total gains (losses) recognized in other comprehensive income, Assets 0 0 0 0
Purchases/ issues, Assets [2] 0 0 0 106
Sales/ redemptions, Assets [2] 0 0 (1) (1)
Settlements, Assets
Foreign exchange movements, Assets 1 (2) 1 (3)
Transfers into Level 3, Assets [3] 0 1 5
Transfers out of Level 3, Assets [3] 0 (9)
Ending balance, Assets 178 154 178 154
Trading liabilities [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 1 5 2 3
Total gains (losses) recognized in net revenue, Liabilities [1] (1) 1 0 0
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities [2] 1 4 2 6
Sales/ redemptions, Liabilities [2] 0 (3) (2) (3)
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 0 0 0
Transfers into Level 3, Liabilities [3] 0 0 1 0
Transfers out of Level 3, Liabilities [3] (1) (3) (1) (4)
Ending balance, Liabilities 2 2 2 2
Trading liabilities [Member] | Equities [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 1 2 1 0
Total gains (losses) recognized in net revenue, Liabilities [1] (1) 0 0 0
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities [2] 0 1 0 3
Sales/ redemptions, Liabilities [2] 0 0 0 (1)
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 0 0 0
Transfers into Level 3, Liabilities [3] 0 0 1 1
Transfers out of Level 3, Liabilities [3] (1) (2) (1) (2)
Ending balance, Liabilities 1 1 1 1
Trading liabilities [Member] | Bank and corporate debt securities [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 0 2 0 3
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 [2] 0 0
Sales/ redemptions, Liabilities [2] (1) 0 0
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 0 0 0
Transfers into Level 3, Liabilities [3] 0 0 (1)
Transfers out of Level 3, Liabilities [3] 0 (1) 0 (2)
Ending balance, Liabilities 0 0 0 0
Trading liabilities [Member] | Collateralized debt obligations ("CDOs") and other [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 0 1 1
Total gains (losses) recognized in net revenue, Liabilities [1] 0 1 0 0
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities [2] 1 3 2 3
Sales/ redemptions, Liabilities [2] 0 (2) (2) (2)
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 0 0 0
Transfers into Level 3, Liabilities [3]
Transfers out of Level 3, Liabilities [3] 0 0
Ending balance, Liabilities 1 1 1 1
Trading liabilities [Member] | Investment trust funds and other [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 [2] 0 0 0
Sales/ redemptions, Liabilities [2] 0 0
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 0
Transfers into Level 3, Liabilities [3]
Transfers out of Level 3, Liabilities [3] 0 0 0 0
Ending balance, Liabilities 0 0
Short-term borrowings [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 97 12 70 21
Total gains (losses) recognized in net revenue, Liabilities [1] 0 (1) (1) (1)
Total gains (losses) recognized in other comprehensive income, Liabilities 0 0 0 0
Purchases/ issues, Liabilities [2] 16 8 69 14
Sales/ redemptions, Liabilities [2] (14) (6) (38) (24)
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 0 1 (2)
Transfers into Level 3, Liabilities [3] 1 1 4
Transfers out of Level 3, Liabilities [3] (7) (1) (11) 0
Ending balance, Liabilities 93 14 93 14
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 [2] 0 0 0 0
Sales/ redemptions, Liabilities [2] 0 0 0 0
Settlements, Liabilities
Foreign exchange movements, Liabilities 0
Transfers into Level 3, Liabilities [3]
Transfers out of Level 3, Liabilities [3] 0 0
Ending balance, Liabilities 0 0 0 0
Collateralized financing [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 3   3  
Total gains (losses) recognized in net revenue, Liabilities [1]    
Total gains (losses) recognized in other comprehensive income, Liabilities    
Purchases/ issues, Liabilities [2]    
Sales/ redemptions, Liabilities [2]    
Settlements, Liabilities    
Foreign exchange movements, Liabilities 0   0  
Transfers into Level 3, Liabilities [3]    
Transfers out of Level 3, Liabilities [3]    
Ending balance, Liabilities 3   3  
Long-term borrowings [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 445 368 410 331
Total gains (losses) recognized in net revenue, Liabilities [1] (7) (1) (17) 25
Total gains (losses) recognized in other comprehensive income, Liabilities 0 (1) (1) (6)
Purchases/ issues, Liabilities [2] 69 41 129 88
Sales/ redemptions, Liabilities [2] (29) (20) (55) (51)
Settlements, Liabilities
Foreign exchange movements, Liabilities 0 0 0 (2)
Transfers into Level 3, Liabilities [3] 14 16 27 73
Transfers out of Level 3, Liabilities [3] (49) (55) (72) (68)
Ending balance, Liabilities 457 352 457 352
Other liabilities [Member]        
Liabilities [Abstract]        
Beginning balance, Liabilities 0 0 1 2
Total gains (losses) recognized in net revenue, Liabilities [1] 0 0 1 0
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities [2] 0 0 0 0
Sales/ redemptions, Liabilities [2] 0 0 0 0
Settlements, Liabilities (2)
Foreign exchange movements, Liabilities 0 0 0 0
Transfers into Level 3, Liabilities [3] 0 0
Transfers out of Level 3, Liabilities [3] 0 0
Ending balance, Liabilities ¥ 0 ¥ 0 ¥ 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] Amounts reported in Purchases / issues include increases in trading liabilities while Sales / redemptions include decreases in trading liabilities.
[3] 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 is 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.
[4] Each derivative classification includes derivatives with multiple risk underlyings. 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.