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Collateralized transactions - Securities transferred in repurchase agreements and securities lending transactions (Detail) - JPY (¥)
¥ in Billions
Sep. 30, 2020
Mar. 31, 2020
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements [1] ¥ 31,487 ¥ 36,397
Securities lending transactions [1] 1,436 1,252
Total [2] 32,923 37,649
Equities and convertible securities [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 1,203 132
Securities lending transactions 1,182 1,032
Total 2,385 1,164
Japanese government, agency and municipal securities [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 764 607
Securities lending transactions
Total 764 607
Foreign government, agency and municipal securities [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 24,317 29,378
Securities lending transactions 59 5
Total 24,376 29,383
Bank and corporate debt securities [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 1,942 1,821
Securities lending transactions 142 178
Total 2,084 1,999
Commercial mortgage-backed securities ("CMBS") [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 21 26
Securities lending transactions
Total 21 26
Residential mortgage-backed securities ("RMBS") [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements [3] 3,073 4,162
Securities lending transactions [3]
Total [3] 3,073 4,162
Collateralized debt obligations ("CDOs") and other [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 154 265
Securities lending transactions
Total 154 265
Investment trust funds and other [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 13 6
Securities lending transactions 53 37
Total ¥ 66 ¥ 43
[1] Includes all recognized 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. Amounts include transactions carried at fair value through election of the fair value option. As of March 31, 2020, the gross balance of reverse repurchase agreements and repurchase agreements which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥627 billion and ¥6,356 billion, respectively. As of March 31, 2020, the gross balance of securities borrowing transactions and securities lending transactions which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥998 billion and ¥138 billion, respectively. As of September 30, 2020, the gross balance of reverse repurchase agreements and repurchase agreements which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥474 billion and ¥2,356 billion, respectively. As of September 30, 2020, the gross balance of securities borrowing transactions and securities lending transactions which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥958 billion and ¥226 billion, respectively.
[2] Repurchase agreements and securities lending transactions are reported within Collateralized financing—Securities sold under agreements to repurchase and Collateralized financing—Securities loaned in the consolidated balance sheets, respectively. Amounts reported for securities lending transactions also include transactions where Nomura lends securities and receives securities that can be sold or pledged as collateral. Nomura recognizes the securities received at fair value and a liability for the same amount, representing the obligation to return those securities. The liability is reported within Other liabilities in the consolidated balance sheets. The total gross recognized liabilities reported for repurchase agreements and securities lending transactions are consistent with the total gross balances reported in the offsetting disclosures above.
[3] Includes ¥4,021 billion as of March 31, 2020 and ¥2,921 billion as of September 30, 2020 of U.S. government sponsored agency mortgage pass-through securities and collateralized mortgage obligations