XML 50 R40.htm IDEA: XBRL DOCUMENT v3.21.2
Commitments, contingencies and guarantees (Tables)
6 Months Ended
Sep. 30, 2021
Commitments, Contingencies and Guarantees [Abstract]  
Commitments outstanding
 
 
 
 
 
 
 
 
 
    
Millions of yen
 
    
March 31, 2021
    
September 30, 2021
 
Commitments to extend credit
                 
Liquidity facilities to central clearing counterparties
   ¥ 1,400,076      ¥ 1,214,587  
Other commitments to extend credit
     901,867        1,056,581  
    
 
 
    
 
 
 
Total
   ¥ 2,301,943      ¥ 2,271,168  
    
 
 
    
 
 
 
Commitments to invest
   ¥ 136,367      ¥ 26,511  
Maturity schedule of commitments
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
    
Millions of yen
 
           
Years to Maturity
 
    
Total

contractual

amount
    
Less than

1 year
    
1 to 3

years
    
3 to 5

years
    
More than

5 years
 
Commitments to extend credit
                                            
Liquidity facilities to central clearing counterparties
   ¥ 1,214,587      ¥ 1,214,587      ¥ —        ¥ —        ¥ —    
Other commitments to extend credit
     1,056,581        305,693        226,516        188,982        335,390  
    
 
 
    
 
 
    
 
 
    
 
 
    
 
 
 
Total
   ¥ 2,271,168      ¥ 1,520,280      ¥ 226,516      ¥ 188,982      ¥ 335,390  
    
 
 
    
 
 
    
 
 
    
 
 
    
 
 
 
Commitments to invest
   ¥ 26,511      ¥ 136      ¥ 2,038      ¥ 4,239      ¥ 20,099  
Information on derivative contracts and standby letters of credit and other guarantees
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
    
Millions of yen
 
    
March 31, 2021
    
September 30, 2021
 
    
Carrying

value
    
Maximum

Potential

Payout/

Notional

Total
    
Carrying

value
    
Maximum

Potential

Payout/

Notional

Total
 
Derivative contracts
(1)(2)
   ¥ 5,207,911      ¥ 322,635,226      ¥ 4,192,556      ¥ 335,257,050  
Standby letters of credit and other guarantees
(3)
     —          206,072        —          592,318  
 
(1)
Credit derivatives are disclosed in Note 3. “
Derivative instruments and hedging activities
” and are excluded from derivative contracts.
(2)
Derivative contracts primarily consist of equity, interest rate and foreign exchange contracts.
(3)
As of March 31, 2021 and September 30, 2021, primarily related to a certain sponsored repo program where Nomura guarantees to a 3rd party clearing house the payment of its clients’ obligations. Our exposure under this guarantee is minimized through effectively obtaining collaterals whose amount is approximately equal to the maximum potential payout of the guarantee.
Maturity information on derivative contracts and standby letters of credit and other guarantees
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
    
Millions of yen
 
    
Carrying

value
    
Maximum Potential Payout/Notional
 
    
Total
    
Years to Maturity
 
    
Less than

1 year
    
1 to 3

years
    
3 to 5

years
    
More than

5 years
 
Derivative contracts
   ¥ 4,192,556      ¥ 335,257,050      ¥ 74,966,306      ¥ 88,589,281      ¥ 49,474,447      ¥ 122,227,016  
Standby letters of credit and other guarantees
     —          592,318        574,803        14,028        283        3,204