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Collateralized transactions - Securities transferred in repurchase agreements and securities lending transactions (Detail) - JPY (¥)
¥ in Billions
Sep. 30, 2021
Mar. 31, 2021
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements [1],[2] ¥ 33,881 ¥ 34,154
Securities lending transactions [1],[2] 1,687 1,781
Total [2] 35,568 35,935
Equities and convertible securities [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 429 724
Securities lending transactions 1,466 1,600
Total 1,895 2,324
Japanese government, agency and municipal securities [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 895 1,168
Securities lending transactions 0 0
Total 895 1,168
Foreign government, agency and municipal securities [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 28,204 27,531
Securities lending transactions 27 8
Total 28,231 27,539
Bank and corporate debt securities [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 2,092 1,926
Securities lending transactions 125 117
Total 2,217 2,043
Commercial mortgage-backed securities ("CMBS") [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 2 6
Securities lending transactions
Total 2 6
Residential mortgage-backed securities ("RMBS") [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements [3] 2,069 2,532
Securities lending transactions [3]
Total [3] 2,069 2,532
Collateralized debt obligations ("CDOs") and other [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 148 223
Securities lending transactions
Total 148 223
Investment trust funds and other [Member]    
Financial Instruments Owned and Pledged as Collateral [Line Items]    
Repurchase agreements 42 44
Securities lending transactions 69 56
Total ¥ 111 ¥ 100
[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, 2021, 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 ¥480 billion and ¥2,653 billion, respectively. As of March 31, 2021, 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 ¥1,947 billion and ¥213 billion, respectively. As of September 30, 2021, 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 ¥311 billion and ¥2,316 billion, respectively. As of September 30, 2021, 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 ¥1,407 billion and ¥191 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 ¥2,170 billion as of March 31, 2021 and ¥1,717 billion as of September 30, 2021 of U.S. government sponsored agency mortgage pass-through securities and collateralized mortgage obligations