Nomura (NMR) 6-K 14 Dec 18 2018 H1 Current report (foreign) Financial data

Document and Entity Information

Document and Entity Information	6 Months Ended
	Sep. 30, 2018
Document Document and Entity Information [Abstract]
Document Type	6-K
Amendment Flag	false
Document Period End Date	Sep. 30, 2018
Document Fiscal Year Focus	2,018
Document Fiscal Period Focus	H1
Trading Symbol	NMR
Entity Central Index Key	1,163,653
Current Fiscal Year End Date	--03-31
Entity Registrant Name	NOMURA HOLDINGS INC

CONSOLIDATED BALANCE SHEETS (UN

CONSOLIDATED BALANCE SHEETS (UNAUDITED) - JPY (¥) ¥ in Millions	Sep. 30, 2018	Mar. 31, 2018
Cash and cash deposits:
Cash and cash equivalents	¥ 2,975,414	¥ 2,354,639
Time deposits	194,827	315,445
Deposits with stock exchanges and other segregated cash	294,180	288,962
Total cash and cash deposits	3,464,421	2,959,046
Loans and receivables:
Loans receivable (including \554,137 million and \601,864 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	2,308,099	2,462,503
Receivables from customers (including \13 million and \8,634 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	600,758	442,343
Receivables from other than customers	677,956	973,867
Allowance for doubtful accounts	(3,964)	(3,514)
Total loans and receivables	3,582,849	3,875,199
Collateralized agreements:
Securities purchased under agreements to resell (including \1,186,096 million and \800,535 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	15,412,852	9,853,898
Securities borrowed	4,509,602	6,383,845
Total collateralized agreements	19,922,454	16,237,743
Trading assets and private equity investments:
Trading assets (including securities pledged as collateral of \5,486,551 million and \5,350,002 million as of March 31, 2018 and September 30, 2018, respectively; including \7,047 million and \7,984 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	16,084,405	14,962,690
Private equity investments (including \4,416 million and \4,772 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	18,055	17,466
Total trading assets and private equity investments	16,102,460	14,980,156
Other assets:
Office buildings, land, equipment and facilities (net of accumulated depreciation and amortization of \397,834 million and \423,552 million as of March 31, 2018 and September 30, 2018, respectively)	323,938	338,984
Non-trading debt securities	451,875	485,891
Investments in equity securities	150,820	150,760
Investments in and advances to affiliated companies	418,330	408,034
Other (including \176,029 million and \179,039 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	943,192	908,134
Total other assets	2,288,155	2,291,803
Total assets	45,360,339	40,343,947
LIABILITIES AND EQUITY
Short-term borrowings (including \372,188 million and \408,344 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	980,269	743,497
Payables and deposits:
Payables to customers	1,318,876	1,176,773
Payables to other than customers	1,422,757	1,239,540
Deposits received at banks	1,182,640	1,151,342
Total payables and deposits	3,924,273	3,567,655
Collateralized financing:
Securities sold under agreements to repurchase (including \435,905 million and \218,154 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	18,645,764	14,759,010
Securities loaned (including \133,375 million and \136,454 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	1,371,260	1,524,363
Other secured borrowings	420,362	413,621
Total collateralized financing	20,437,386	16,696,994
Trading liabilities	8,600,314	8,202,936
Other liabilities (including \25,482 million and \18,788 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	877,846	950,534
Long-term borrowings (including \2,857,835 million and \3,140,801 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	7,694,241	7,382,507
Total liabilities	42,514,329	37,544,123
Common stock
No par value shares; Authorized-6,000,000,000 shares as of March 31, 2018 and September 30, 2018, Issued-3,643,562,601 shares as of March 31, 2018 and September 30, 2018, Outstanding-3,392,937,486 shares as of March 31, 2018 and 3,382,481,612 shares as of September 30, 2018	594,493	594,493
Additional paid-in capital	681,058	675,280
Retained earnings	1,681,445	1,696,890
Accumulated other comprehensive income	6,373	(59,356)
Total NHI shareholder's equity before treasury stock	2,963,369	2,907,307
Common stock held in treasury, at cost-250,625,115 shares as of March 31, 2018 and 261,080,989 shares as of September 30, 2018	(162,592)	(157,987)
Total NHI shareholders' equity	2,800,777	2,749,320
Noncontrolling interests	45,233	50,504
Total equity	2,846,010	2,799,824
Total liabilities and equity	45,360,339	40,343,947
Variable Interest Entity, primary beneficiary [Member]
Cash and cash deposits:
Cash and cash equivalents	18,000	23,000
Total cash and cash deposits	18,000	23,000
Trading assets and private equity investments:
Private equity investments (including \4,416 million and \4,772 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	1,000	2,000
Total trading assets and private equity investments	1,259,000	1,186,000
Other assets:
Office buildings, land, equipment and facilities (net of accumulated depreciation and amortization of \397,834 million and \423,552 million as of March 31, 2018 and September 30, 2018, respectively)	15,000	25,000
Other (including \176,029 million and \179,039 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	62,000	66,000
Total other assets	77,000	91,000
Total assets	1,354,000	1,300,000
LIABILITIES AND EQUITY
Short-term borrowings (including \372,188 million and \408,344 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	149,000	124,000
Collateralized financing:
Trading liabilities	21,000	22,000
Other liabilities (including \25,482 million and \18,788 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	2,000	2,000
Long-term borrowings (including \2,857,835 million and \3,140,801 million measured at fair value by applying the fair value option as of March 31, 2018 and September 30, 2018, respectively)	804,000	829,000
Borrowings	953,000	953,000
Total liabilities	¥ 976,000	¥ 977,000

CONSOLIDATED BALANCE SHEETS (_2

CONSOLIDATED BALANCE SHEETS (UNAUDITED) (Parenthetical) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018
CONSOLIDATED BALANCE SHEETS [Abstract]
Loans receivable, fair value	[1]	¥ 601,864	¥ 554,137
Receivables from customers, fair value		8,634	13
Securities purchased under agreements to resell, fair value		800,535	1,186,096
Trading assets, securities pledged as collateral		5,350,002	5,486,551
Trading assets, fair value		7,984	7,047
Private equity investments, fair value		4,772	4,416
Office buildings, land, equipment and facilities, net of accumulated depreciation and amortization		423,552	397,834
Other, fair value		179,039	176,029
Short-term borrowings, fair value		408,344	372,188
Securities sold under agreements to repurchase, fair value		218,154	435,905
Securities loaned, fair value		136,454	133,375
Other liabilities, fair value		18,788	25,482
Long-term borrowings, fair value		¥ 3,140,801	¥ 2,857,835
Common stock
Authorized		6,000,000,000	6,000,000,000
Issued		3,643,562,601	3,643,562,601
Outstanding		3,382,481,612	3,392,937,486
Common stock held in treasury, shares		261,080,989	250,625,115
[1]	Includes loans receivable and loan commitments carried at fair value through election of the fair value option.

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME (UNAUDITED) - JPY (¥) ¥ in Millions		3 Months Ended		6 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Revenue:
Commissions		¥ 74,783	¥ 85,324	¥ 154,239	¥ 176,292
Fees from investment banking		19,119	27,083	43,078	49,790
Asset management and portfolio service fees		62,740	61,212	125,721	119,555
Net gain on trading		75,752	88,391	147,639	208,858
Gain (loss) on private equity investments		321	(330)	874	29
Interest and dividends		188,703	141,612	358,293	276,004
Gain (loss) on investments in equity securities		(1,104)	3,060	988	3,122
Other		28,067	56,037	48,534	96,665
Total revenue		448,381	462,389	879,366	930,315
Interest expense		165,459	110,896	324,447	217,999
Net revenue	[1]	282,922	351,493	554,919	712,316
Non-interest expenses:
Compensation and benefits		125,800	122,035	253,500	258,284
Commissions and floor brokerage		19,579	25,242	40,514	49,017
Information processing and communications		40,515	47,263	81,476	91,832
Occupancy and related depreciation		16,464	17,209	32,840	34,265
Business development expenses		9,337	7,823	18,233	16,232
Other		70,760	48,882	114,246	102,204
Total non-interest expenses		282,455	268,454	540,809	551,834
Income before income taxes		467	83,039	14,110	160,482
Income tax expense		9,703	29,423	16,633	48,828
Net income (loss)		(9,236)	53,616	(2,523)	111,654
Less: Net income attributable to noncontrolling interests		1,997	1,766	3,487	2,948
Net income (loss) attributable to NHI shareholders		¥ (11,233)	¥ 51,850	¥ (6,010)	¥ 108,706
Basic-
Net income (loss) attributable to NHI shareholders per share		¥ (3.31)	¥ 14.7	¥ (1.77)	¥ 30.79
Diluted-
Net income (loss) attributable to NHI shareholders per share		¥ (3.32)	¥ 14.45	¥ (1.78)	¥ 30.2
[1]	There is no revenue derived from transactions with a single major external customer.

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME [Abstract]
Net income (loss)	¥ (9,236)	¥ 53,616	¥ (2,523)	¥ 111,654
Cumulative translation adjustments:
Cumulative translation adjustments	31,941	7,550	64,297	10,636
Deferred income taxes	(2,218)	(480)	(1,966)	(801)
Total	29,723	7,070	62,331	9,835
Defined benefit pension plans:
Pension liability adjustment	1,018	2,090	2,064	381
Deferred income taxes	(481)	(121)	(807)	(18)
Total	537	1,969	1,257	363
Non-trading securities:
Net unrealized gain (loss) on non-trading securities		(678)		1,487
Deferred income taxes		295		(179)
Total		(383)		1,308
Own credit adjustments:
Own credit adjustments	(532)	(4,593)	4,720	(10,670)
Deferred income taxes	(358)	120	(1,380)	1,331
Total	(890)	(4,473)	3,340	(9,339)
Total other comprehensive income	29,370	4,183	66,928	2,167
Comprehensive income	20,134	57,799	64,405	113,821
Less: Comprehensive income attributable to noncontrolling interests	2,447	1,452	4,686	3,182
Comprehensive income attributable to NHI shareholders	¥ 17,687	¥ 56,347	¥ 59,719	¥ 110,639

CONSOLIDATED STATEMENTS OF CHAN

CONSOLIDATED STATEMENTS OF CHANGES IN EQUITY (UNAUDITED) - JPY (¥) ¥ in Millions		Total	Common stock [Member]	Additional paid-in capital [Member]	Retained earnings [Member]		Cumulative translation adjustments [Member]	Defined benefit pension plans [Member]	Non-trading securities [Member]	Own credit adjustments [Member]	Accumulated other comprehensive income (loss) [Member]	Common stock held in treasury [Member]	Total NHI shareholders' equity [Member]	Noncontrolling interests [Member]
Balance at beginning of year at Mar. 31, 2017			¥ 594,493	¥ 681,329	¥ 1,663,234		¥ 47,767	¥ (41,020)	¥ 20,344	¥ 6,561		¥ (182,792)		¥ 53,875
Stock-based compensation awards				(3,883)
Cumulative effect of change in accounting principle	[1]
Net income (loss) attributable to NHI shareholders		¥ 108,706			108,706
Cash dividends					(31,375)	[2]								(1,898)
Gain (loss) on sales of treasury stock					(3,698)
Net change during the period							9,834
Pension liability adjustment		363						363
Net unrealized gain on non-trading securities									1,075
Own credit adjustments		(9,339)								(9,339)
Repurchases of common stock												(39,305)
Sales of common stock												0
Common stock issued to employees												13,356
Other net change in treasury stock												562
Net income attributable to noncontrolling interests		(2,948)												2,948
Accumulated other comprehensive income attributable to noncontrolling interests														234
Purchase / sale of subsidiary shares, net														180
Other net change in noncontrolling interests														856
Balance at end of period at Sep. 30, 2017		2,892,407	594,493	677,446	1,736,867		57,601	(40,657)	21,419	(2,778)	¥ 35,585	(208,179)	¥ 2,836,212	56,195
Balance at beginning of year at Mar. 31, 2018		2,799,824	594,493	675,280	1,696,890		(15,596)	(47,837)		4,077		(157,987)		50,504
Stock-based compensation awards				5,778
Cumulative effect of change in accounting principle	[1]				1,564
Net income (loss) attributable to NHI shareholders		(6,010)			(6,010)
Cash dividends					(10,147)	[2]								(2,235)
Gain (loss) on sales of treasury stock					(852)
Net change during the period							61,132
Pension liability adjustment		1,257						1,257
Net unrealized gain on non-trading securities
Own credit adjustments		3,340								3,340
Repurchases of common stock												(9,933)
Sales of common stock												0
Common stock issued to employees												5,328
Other net change in treasury stock
Net income attributable to noncontrolling interests		(3,487)												3,487
Accumulated other comprehensive income attributable to noncontrolling interests														1,199
Purchase / sale of subsidiary shares, net														415
Other net change in noncontrolling interests														(8,137)
Balance at end of period at Sep. 30, 2018		¥ 2,846,010	¥ 594,493	¥ 681,058	¥ 1,681,445		¥ 45,536	¥ (46,580)		¥ 7,417	¥ 6,373	¥ (162,592)	¥ 2,800,777	¥ 45,233
[1]	Represents the adjustment to initially apply Accounting Standards Update ("ASU") 2014-09, "Revenue from Contracts with Customers."
[2]	Dividends per share, Six months ended September 30, 2017 \9.00, Three months ended September 30, 2017 \9.00, Six months ended September 30, 2018 \3.00, Three months ended September 30, 2018 \ 3.00

CONSOLIDATED STATEMENTS OF CH_2

CONSOLIDATED STATEMENTS OF CHANGES IN EQUITY (UNAUDITED) (Parenthetical) - ¥ / shares	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Common Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Dividends per share	¥ 3	¥ 9	¥ 3	¥ 9

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED) - JPY (¥) ¥ in Millions		6 Months Ended
		Sep. 30, 2018	Sep. 30, 2017
Cash flows from operating activities:
Net income (loss)		¥ (2,523)	¥ 111,654
Adjustments to reconcile net income (loss) to net cash provided by (used in) operating activities:
Depreciation and amortization		28,725	35,940
Gain on investments in equity securities		(988)	(3,122)
Deferred income taxes		13,266	11,673
Changes in operating assets and liabilities:
Time deposits		125,764	1,539
Deposits with stock exchanges and other segregated cash	[1]	10,864	(20,167)
Trading assets and private equity investments	[2]	(550,706)	(1,088,549)
Trading liabilities	[2]	132,477	312,184
Securities purchased under agreements to resell, net of securities sold under agreements to repurchase		(2,037,613)	(1,155,894)
Securities borrowed, net of securities loaned		1,743,470	1,407,536
Other secured borrowings		1,471	40,404
Loans and receivables, net of allowance for doubtful accounts	[2]	453,972	(149,153)
Payables	[2]	267,740	196,468
Bonus accrual		(76,482)	(65,486)
Accrued income taxes, net		(7,291)	15,156
Other, net		6,730	37,739
Net cash provided by (used in) operating activities	[1]	108,876	(312,078)
Cash flows from investing activities:
Payments for purchases of office buildings, land, equipment and facilities		(139,702)	(92,239)
Proceeds from sales of office buildings, land, equipment and facilities		143,245	75,375
Payments for purchases of investments in equity securities			(61)
Proceeds from sales of investments in equity securities		183	466
Decrease (increase) in loans receivable at banks, net		(14,137)	277
Decrease in non-trading debt securities, net		38,103	49,119
Other, net		750	41,789
Net cash provided by investing activities		28,442	74,726
Cash flows from financing activities:
Increase in long-term borrowings		1,065,772	1,318,432
Decrease in long-term borrowings		(846,050)	(1,007,078)
Increase in short-term borrowings, net		216,403	85,473
Increase in deposits received at banks, net		25,507	39,845
Proceeds from sales of common stock held in treasury		174	431
Payments for repurchases of common stock held in treasury		(9,933)	(39,305)
Payments for cash dividends		(37,326)	(38,821)
Net cash provided by financing activities		414,547	358,977
Effect of exchange rate changes on cash, cash equivalents, restricted cash and restricted cash equivalents	[1]	69,126	9,065
Net increase in cash, cash equivalents, restricted cash and restricted cash equivalents	[1]	620,991	130,690
Cash, cash equivalents, restricted cash and restricted cash equivalents at beginning of year	[1]	2,354,868	2,537,066
Cash, cash equivalents, restricted cash and restricted cash equivalents at end of period	[1]	2,975,859	2,667,756
Cash paid during the period for-
Interest		311,046	220,023
Income tax payments, net		¥ 10,659	¥ 21,999
[1]	In accordance with ASU 2016-18 "Restricted Cash" which Nomura adopted on April 1, 2018, certain reclassification of amounts previously reported as cash, cash equivalents, restricted cash and restricted cash equivalents for the six months ended September 30, 2017 have been made to conform to the current year presentation.
[2]	Due to changes in accounting policy which Nomura adopted on April 1, 2018, certain reclassifications of amounts previously reported amounts have been made to conform to the current year presentation. See Note 1 "Summary of accounting policies: New accounting pronouncements recently adopted" in our interim consolidated financial statements for further details.

CONSOLIDATED STATEMENTS OF CA_2

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED) (Parenthetical) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018	Sep. 30, 2017	Mar. 31, 2017
Cash, Cash Equivalents, Restricted Cash and Restricted Cash Equivalents [Abstract]
Cash and cash equivalents reported in Cash and cash equivalents		¥ 2,975,414	¥ 2,354,639	¥ 2,667,593
Restricted cash and restricted cash equivalents reported in Deposits with stock exchanges and other segregated cash		445		163
Total cash, cash equivalent, restricted cash and restricted cash equivalents	[1]	¥ 2,975,859	¥ 2,354,868	¥ 2,667,756	¥ 2,537,066
[1]	In accordance with ASU 2016-18 "Restricted Cash" which Nomura adopted on April 1, 2018, certain reclassification of amounts previously reported as cash, cash equivalents, restricted cash and restricted cash equivalents for the six months ended September 30, 2017 have been made to conform to the current year presentation.

Summary of accounting policies

Summary of accounting policies	6 Months Ended
	Sep. 30, 2018
Accounting Policies [Abstract]
Summary of accounting policies	1. Summary of accounting policies: Description of business— Nomura Holdings, Inc. (“Company”) and its broker-dealer, banking and other financial services subsidiaries provide investment, financing and related services to individual, institutional and government clients on a global basis. The Company and other entities in which it has a controlling financial interest are collectively referred to as “Nomura” within these consolidated financial statements. Nomura operates its business through various divisions based upon the nature of specific products and services, its main client base and its management structure. Nomura reports operating results through three business segments: Retail, Asset Management and Wholesale. In its Retail segment, Nomura provides investment consultation services mainly to individual clients in Japan. In its Asset Management segment, Nomura develops and manages investment trusts, and provides investment advisory services. In its Wholesale segment, Nomura engages in the sales and trading of debt and equity securities, derivatives, and currencies on a global basis, and provides investment banking services such as the underwriting of debt and equity securities as well as mergers and acquisitions and financial advice. The accounting and financial reporting policies of Nomura conform to U. S. generally accepted accounting principles (“U. S. GAAP”) as applicable to broker dealers. A summary of the significant accounting policies applied by Nomura within these interim consolidated financial statements is provided within in the notes to the consolidated financial statements of Nomura’s annual report on Form 20-F New accounting pronouncements recently adopted— No new accounting pronouncements relevant to Nomura were adopted during the three months ended September 30, 2018. The following table presents a summary of new accounting pronouncements relevant to Nomura which have been adopted during the three months ended June 30, 2018: Pronouncement Summary of new guidance Actual adoption date and method of adoption Effect on these statements ASU 2014-09, Revenue from Contracts with Customers (1) •  Replaces existing revenue recognition guidance in ASC 605 “Revenue Recognition” •  Introduces specific guidance for the treatment of variable consideration, non-cash •  Revises existing guidance for principal-versus-agency determination. •  Requires revenue recognition and measurement principles to be applied to sales of nonfinancial and in substance nonfinancial assets to noncustomers. •  Specifies the accounting for costs to obtain or fulfill a customer contract. •  Requires extensive new footnote disclosures around nature and type of revenue from services provided to customers. Modified retrospective adoption from April 1, 2018. ¥1,564 million adjustment to Retained earnings Payables to other than customers ¥1,750 million adjustment to Other long-term assets Deferred tax assets (2) ASU 2016-15, Classification of Certain Cash Receipts and Cash Payments 2016-18, Restricted Cash •  Amends the classification of certain cash receipts and cash payments in the statement of cash flows. •  Requires movements in restricted cash and restricted cash equivalents to be presented as part of cash and cash equivalents in the statement of cash flows. •  Requires new disclosures on the nature and amount of restricted cash and restricted cash equivalents. Full retrospective adoption from April 1, 2018. ¥445 million of restricted cash and restricted cash equivalents are now presented with cash and cash equivalents in the statements of cash flows during the half year ended September 30, 2018 and similar reclassifications have been made in comparative periods presented. See the reconciliation table provided with the statements of cash flows for further details. Pronouncement Summary of new guidance Expected adoption date and method of Effect on these statements ASU 2017-07, “ Improving the Presentation of Net Periodic Pension Cost and Net Periodic Postretirement Benefit Cost •  Clarifies the service cost component of net periodic pension cost to be reported in the same income statement line item as compensation costs arising from other services. •  Clarifies only the service cost component is eligible for capitalization as an asset when applicable. Full retrospective adoption from April 1, 2018. ¥541 million reclassification from Compensation and benefits O ther expenses. (1) As subsequently amended by ASU 2015-14 “Revenue from Contracts with Customers—Deferral of the Effective Date” 2016-08 “Revenue from Contracts with Customers—Principal versus Agent Considerations” 2016-10 “Revenue from Contracts with Customers—Identifying Performance Obligations and Licensing” (2) See Note 4 “Revenue from services provided to customers” In addition, Nomura changed its accounting policy for derivative transactions as follows. Nomura collects and remits cash margin between institutional investors and central clearing houses in its execution and clearing services of exchange-traded derivative transactions. Cash margin remitted to central clearing houses was reflected on Nomura’s consolidated balance sheets. However, with effect from April 1, 2018, revisiting nature of the transactions, Nomura has revised its accounting policy for when such balances are recognized on Nomura’s consolidated group balance sheet and as a result, certain cash margin amounts as well as an equivalent amount reflecting the obligation to return such amounts to clients are no longer recognized on the balance sheet if certain criteria are met. Nomura has restated previously reported amounts of Receivables from other than customers Payables to other than customers Daily variation margin for certain derivative transactions traded in Japan was reflected on Nomura’s consolidated balance sheets. However, from April 1, 2018, Nomura changed its accounting policy as a result of amendment of the rules of a specific central clearing house and daily variation margin and related derivative assets and liabilities are no longer recognized on the balance sheet. Nomura has restated previously reported amounts of Trading assets Receivables from other than customers Trading liabilities Future accounting developments— The following table presents a summary of new authoritative accounting pronouncements relevant to Nomura which will be adopted on or after April 1, 2019 and which may have a material impact on these financial statements: Pronouncement Summary of new guidance Expected adoption date and method of adoption Effect on these consolidated statements ASU 2016-02, Leases” (1) •  Replaces ASC 840 “ Leases •  Requires all lessees to recognize a right of use asset and corresponding lease liability on balance sheet. •  Lessor accounting is largely unchanged from current guidance. •  Simplifies the accounting for sale leaseback and “build-to-suit” •  Requires extensive new qualitative and quantitative footnote disclosures on lease arrangements. Modified retrospective adoption from April 1, 2019. (2)(3) Currently evaluating the potential impact however a gross up of Nomura’s balance sheet is expected on adoption date and in subsequent reporting periods. ASU 2016-13, Measurement of Credit Losses on Financial Instruments” •  Introduces a new model for recognition and measurement of credit losses against certain financial instruments such as loans, debt securities and receivables which are not carried at fair value with changes in fair value recognized through earnings. The model also applies to off balance sheet credit exposures such as written loan commitments, standby letters of credit and issued financial guarantees not accounted for as insurance, which are not carried at fair value through earnings. •  The new model based on lifetime current expected credit losses (CECL) measurement, to be recognized at the time an in-scope •  Replaces existing incurred credit losses model under current GAAP. •  Requires enhanced qualitative and quantitative disclosures around credit risk, the methodology used to estimate and monitor expected credit losses and changes in estimates of expected credit losses. Modified retrospective adoption from April 1, 2020. (3) Currently evaluating the potential impact but an overall increase in allowances for credit losses are expected to be recognized which will impact earnings in subsequent reporting periods. (1) As subsequently amended by ASU 2018-01 “Land Easement Practical Expedient for Transition to Topic 842”, 2018-10 Codification Improvements to Topic 842, Leases 2018-11 Leases (Topic 842): Targeted Improvements. (2) Nomura plans to use certain practical expedients permitted by ASC 842 including adopting the new requirements through a cumulative-effect adjustment to retained earnings on adoption date. (3) Unless Nomura early adopts which is considered unlikely as of the date of these consolidated financial statements.

Fair value measurements

Fair value measurements	6 Months Ended
	Sep. 30, 2018
Fair Value Disclosures [Abstract]
Fair value measurements	2. Fair value measurements: The fair value of financial instruments A significant amount of Nomura’s financial instruments are measured at fair value. Financial assets measured at fair value on a recurring basis are reported in the consolidated balance sheets within Trading assets and private equity investments, Loans and receivables, Collateralized agreements Other assets Trading liabilities, Short-term borrowings, Payables and deposits, Collateralized financing, Long-term borrowings Other liabilities. Other financial assets and financial liabilities are measured at fair value on a nonrecurring basis, where the primary measurement basis is not fair value but where fair value is used in specific circumstances after initial recognition, such as to measure impairment. In all cases, fair value is determined in accordance with ASC 820 “ Fair Value Measurements and Disclosures Fair value is usually determined on an individual financial instrument basis consistent with the unit of account of the financial instrument. However, certain financial instruments managed on a portfolio basis are valued as a portfolio, namely based on the price that would be received to sell a net long position (i.e., a net financial asset) or transfer a net short position (i.e., a net financial liability) consistent with how market participants would price the net risk exposure at the measurement date. Financial assets measured at fair value also include investments in certain funds where, as a practical expedient, fair value is determined on the basis of net asset value per share (“NAV per share”) if the NAV per share is calculated in accordance with certain industry standard principles. Increases and decreases in the fair value of assets and liabilities will significantly impact Nomura’s position, performance, liquidity and capital resources. As explained below, valuation techniques applied contain inherent uncertainties and Nomura is unable to predict the accurate impact of future developments in the market. Where appropriate, Nomura uses economic hedging strategies to mitigate its risk, although these hedges are also subject to unpredictable movements in the market. Valuation methodology for financial instruments carried at fair value on a recurring basis The fair value of financial instruments is based on quoted market prices including market indices, broker or dealer quotations or an estimation by management of the expected exit price under current market conditions. Various financial instruments, including cash instruments and over-the-counter bid-offer Where quoted prices are available in active markets, no valuation adjustments are taken to modify the fair value of assets or liabilities marked using such prices. Other instruments may be measured using valuation techniques, such as valuation pricing models incorporating observable valuation inputs, unobservable parameters or a combination of both. Valuation pricing models use valuation inputs which would be considered by market participants in valuing similar financial instruments. Valuation pricing models and their underlying assumptions impact the amount and timing of unrealized and realized gains and losses recognized, and the use of different valuation pricing models or underlying assumptions could produce different financial results. Valuation uncertainty results from a variety of factors, including the valuation technique or model selected, the quantitative assumptions used within the valuation model, the inputs into the model, as well as other factors. Valuation adjustments are used to reflect the assessment of this uncertainty. Common valuation adjustments include model reserves, credit adjustments, close-out The level of adjustments is largely judgmental and is based on an assessment of the factors that management believe other market participants would use in determining the fair value of similar financial instruments. The type of adjustments taken, the methodology for the calculation of these adjustments, and the valuation inputs for these calculations are reassessed periodically to reflect current market practice and the availability of new information. For example, the fair value of certain financial instruments includes adjustments for credit risk; both with regards to counterparty credit risk on positions held and Nomura’s own creditworthiness on positions issued. Credit risk on financial assets is significantly mitigated by credit enhancements such as collateral and netting arrangements. Any net credit exposure is measured using available and applicable valuation inputs for the relevant counterparty. The same approach is used to measure the credit exposure on Nomura’s financial liabilities as is used to measure counterparty credit risk on Nomura’s financial assets. Such valuation pricing models are calibrated to the market on a regular basis and inputs used are adjusted for current market conditions and risks. The Global Model Validation Group (“MVG”) within Nomura’s Risk Management Department reviews pricing models and assesses model appropriateness and consistency independently of the front office. The model reviews consider a number of factors about a model’s suitability for valuation and sensitivity of a particular product. Valuation models are calibrated to the market on a periodic basis by comparison to observable market pricing, comparison with alternative models and analysis of risk profiles. As explained above, any changes in fixed income, equity, foreign exchange and commodity markets can impact Nomura’s estimates of fair value in the future, potentially affecting trading gains and losses. Where financial contracts have longer maturity dates, Nomura’s estimates of fair value may involve greater subjectivity due to the lack of transparent market data. Fair value hierarchy All financial instruments measured at fair value, including those measured at fair value using the fair value option, have been categorized into a three-level hierarchy (“fair value hierarchy”) based on the transparency of valuation inputs used by Nomura to estimate fair value. A financial instrument is classified in the fair value hierarchy based on the lowest level of input that is significant to the fair value measurement of the financial instrument. The three levels of the fair value hierarchy are defined as follows, with Level 1 representing the most transparent inputs and Level 3 representing the least transparent inputs: Level 1: Observable valuation inputs that reflect quoted prices (unadjusted) for identical financial instruments traded in active markets at the measurement date. Level 2: Valuation inputs other than quoted prices included within Level 1 that are either directly or indirectly observable for the financial instrument. Level 3: Unobservable valuation inputs which reflect Nomura assumptions and specific data. The availability of valuation inputs observable in the market varies by product and can be affected by a variety of factors. Significant factors include, but are not restricted to the prevalence of similar products in the market, especially for customized products, how established the product is in the market, for example, whether it is a new product or is relatively mature, and the reliability of information provided in the market which would depend, for example, on the frequency and volume of current data. A period of significant change in the market may reduce the availability of observable data. Under such circumstances, financial instruments may be reclassified into a lower level in the fair value hierarchy. Significant judgments used in determining the classification of financial instruments include the nature of the market in which the product would be traded, the underlying risks, the type and liquidity of market data inputs and the nature of observed transactions for similar instruments. Where valuation models include the use of valuation inputs which are less observable or unobservable in the market, significant management judgment is used in establishing fair value. The valuations for Level 3 financial instruments, therefore, involve a greater degree of judgment than those valuations for Level 1 or Level 2 financial instruments. Certain criteria management use to determine whether a market is active or inactive include the number of transactions, the frequency that pricing is updated by other market participants, the variability of price quotes among market participants, and the amount of publicly available information. The following tables present the amounts of Nomura’s financial instruments measured at fair value on a recurring basis as of March 31, 2018 and September 30, 2018 within the fair value hierarchy. Billions of yen March 31, 2018 Level 1 Level 2 Level 3 Counterparty and Cash Collateral Netting (1) Balance as of March 31, 2018 Assets: Trading assets and private equity investments (2) Equities (3) ¥ 1,741 ¥ 907 ¥ 21 ¥ — ¥ 2,669 Private equity investments (3) — 3 3 — 6 Japanese government securities 2,205 — — — 2,205 Japanese agency and municipal securities — 188 1 — 189 Foreign government, agency and municipal securities 2,980 1,234 6 — 4,220 Bank and corporate debt securities and loans for trading purposes — 1,186 139 — 1,325 Commercial mortgage-backed securities (“CMBS”) — 2 2 — 4 Residential mortgage-backed securities (“RMBS”) — 2,803 0 — 2,803 Real estate-backed securities — — 63 — 63 Collateralized debt obligations (“CDOs”) and other (4) — 62 24 — 86 Investment trust funds and other 271 67 1 — 339 Total trading assets and private equity investments 7,197 6,452 260 — 13,909 Derivative assets (5)(13) Equity contracts 2 973 36 — 1,011 Interest rate contracts 16 8,009 71 — 8,096 Credit contracts 0 498 17 — 515 Foreign exchange contracts 0 5,447 48 — 5,495 Commodity contracts 1 0 — — 1 Netting — — — (14,094 ) (14,094 ) Total derivative assets 19 14,927 172 (14,094 ) 1,024 Subtotal ¥ 7,216 ¥ 21,379 ¥ 432 ¥ (14,094 ) ¥ 14,933 Loans and receivables (6) — 484 70 — 554 Collateralized agreements (7) — 1,181 5 — 1,186 Other assets Non-trading 133 353 — — 486 Other (2)(3) 463 15 169 — 647 Total ¥ 7,812 ¥ 23,412 ¥ 676 ¥ (14,094 ) ¥ 17,806 Liabilities: Trading liabilities Equities ¥ 1,146 ¥ 191 ¥ 1 ¥ — ¥ 1,338 Japanese government securities 2,263 — — — 2,263 Japanese agency and municipal securities — 1 — — 1 Foreign government, agency and municipal securities 2,786 590 — — 3,376 Bank and corporate debt securities — 391 0 — 391 Residential mortgage-backed securities (“RMBS”) — 1 — — 1 Collateralized debt obligations (“CDOs”) and other (4) — 3 0 — 3 Investment trust funds and other 71 25 0 — 96 Total trading liabilities 6,266 1,202 1 — 7,469 Derivative liabilities (5)(13) Equity contracts 1 1,080 37 — 1,118 Interest rate contracts 9 7,427 124 — 7,560 Credit contracts 0 410 15 — 425 Foreign exchange contracts 0 5,066 21 — 5,087 Commodity contracts 1 0 — — 1 Netting — — — (13,457 ) (13,457 ) Total derivative liabilities 11 13,983 197 (13,457 ) 734 Subtotal ¥ 6,277 ¥ 15,185 ¥ 198 ¥ (13,457 ) ¥ 8,203 Short-term borrowings (8) — 355 17 — 372 Payables and deposits (9) — 0 (1 ) — (1 ) Collateralized financing (7) — 566 3 — 569 Long-term borrowings (8)(10)(11) 18 2,403 429 — 2,850 Other liabilities (12) 293 33 1 — 327 Total ¥ 6,588 ¥ 18,542 ¥ 647 ¥ (13,457 ) ¥ 12,320 Billions of yen September 30, 2018 Level 1 Level 2 Level 3 Counterparty and Cash Collateral Netting (1) Balance as of September 30, 2018 Assets: Trading assets and private equity investments (2) Equities (3) ¥ 1,669 ¥ 891 ¥ 20 ¥ — ¥ 2,580 Private equity investments (3) — 3 10 — 13 Japanese government securities 2,085 — — — 2,085 Japanese agency and municipal securities — 122 1 — 123 Foreign government, agency and municipal securities 3,109 1,389 3 — 4,501 Bank and corporate debt securities and loans for trading purposes — 1,117 154 — 1,271 Commercial mortgage-backed securities (“CMBS”) — 2 1 — 3 Residential mortgage-backed securities (“RMBS”) — 3,732 7 — 3,739 Real estate-backed securities — 2 91 — 93 Collateralized debt obligations (“CDOs”) and other (4) — 51 30 — 81 Investment trust funds and other 463 66 1 — 530 Total trading assets and private equity investments 7,326 7,375 318 — 15,019 Derivative assets (5) Equity contracts 0 1,116 43 — 1,159 Interest rate contracts 13 7,548 46 — 7,607 Credit contracts 1 564 24 — 589 Foreign exchange contracts — 6,683 45 — 6,728 Commodity contracts 1 0 — — 1 Netting — — — (15,035 ) (15,035 ) Total derivative assets 15 15,911 158 (15,035 ) 1,049 Subtotal ¥ 7,341 ¥ 23,286 ¥ 476 ¥ (15,035 ) ¥ 16,068 Loans and receivables (6) — 523 87 — 610 Collateralized agreements (7) — 790 11 — 801 Other assets Non-trading 135 317 — — 452 Other (2)(3) 476 14 180 — 670 Total ¥ 7,952 ¥ 24,930 ¥ 754 ¥ (15,035 ) ¥ 18,601 Liabilities: Trading liabilities Equities ¥ 1,376 ¥ 193 ¥ 0 ¥ — ¥ 1,569 Japanese government securities 1,801 — — — 1,801 Japanese agency and municipal securities — 2 — — 2 Foreign government, agency and municipal securities 3,078 811 — — 3,889 Bank and corporate debt securities — 433 1 — 434 Residential mortgage-backed securities (“RMBS”) — 6 — — 6 Collateralized debt obligations (“CDOs”) and other (4) — 0 — — 0 Investment trust funds and other 68 0 0 — 68 Total trading liabilities 6,323 1,445 1 — 7,769 Derivative liabilities (5) Equity contracts 2 1,206 56 — 1,264 Interest rate contracts 7 6,969 99 — 7,075 Credit contracts 1 471 26 — 498 Foreign exchange contracts 2 6,452 20 — 6,474 Commodity contracts 1 0 0 — 1 Netting — — — (14,481 ) (14,481 ) Total derivative liabilities 13 15,098 201 (14,481 ) 831 Subtotal ¥ 6,336 ¥ 16,543 ¥ 202 ¥ (14,481 ) ¥ 8,600 Short-term borrowings (8) — 366 42 — 408 Payables and deposits (9) — 0 (1 ) — (1 ) Collateralized financing (7) — 352 3 — 355 Long-term borrowings (8)(10)(11) 13 2,660 461 — 3,134 Other liabilities (12) 308 31 0 — 339 Total ¥ 6,657 ¥ 19,952 ¥ 707 ¥ (14,481 ) ¥ 12,835 (1) Represents the amount offset under counterparty netting of derivative assets and liabilities as well as cash collateral netting against net derivatives. (2) Certain investments that are measured at fair value using net asset value per share as a practical expedient have not been classified in the fair value hierarchy. As of March 31, 2018 and September 30, 2018, the fair values of these investments which are included in Trading assets and private equity investments Other assets—Others (3) Includes equity investments that would have been accounted for under the equity method had Nomura not chosen to elect the fair value option. (4) Includes collateralized loan obligations (“CLOs”) and asset-backed securities (“ABS”) such as those secured on credit card loans, auto loans and student loans. (5) 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. (6) Includes loans for which the fair value option has been elected. (7) Includes collateralized agreements or collateralized financing for which the fair value option has been elected. (8) Includes structured notes for which the fair value option has been elected. (9) Includes embedded derivatives bifurcated from deposits received at banks. If unrealized gains are greater than unrealized losses, deposits are reduced by the excess amount. (10) Includes embedded derivatives bifurcated from issued structured notes. If unrealized gains are greater than unrealized losses, borrowings are reduced by the excess amount. (11) Includes liabilities recognized from secured financing transactions that are accounted for as financings rather than sales. Nomura elected the fair value option for these liabilities. (12) Includes loan commitments for which the fair value option has been elected. (13) Due to the changes in our accounting policy which Nomura adopted on April 1, 2018, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. “ Summary of accounting policies: New accounting pronouncements recently adopted Valuation techniques by major class of financial instrument The valuation techniques used by Nomura to estimate fair value for major classes of financial instruments, together with the significant inputs which determine classification in the fair value hierarchy, are as follows. Equities Other assets Other assets mid-market Private equity investments Government, agency and municipal securities Non-G7 non-G7 Bank and corporate debt securities Commercial mortgage-backed securities (“CMBS”) Residential mortgage-backed securities (“RMBS”) Real estate-backed securities Collateralized debt obligations (“CDOs”) and other Investment trust funds and other Investment trust funds and other Derivatives—Equity contracts Derivatives—Interest rate contracts Derivatives—Credit contracts Derivatives—Foreign exchange contracts Nomura includes valuation adjustments in its estimation of fair value of certain OTC derivatives relating to funding costs associated with these transactions to be consistent with how market participants in the principal market for these derivatives would determine fair value. Loans Collateralized agreements Collateralized financing Non-trading non-trading Government, agency and municipal securities Bank and corporate debt securities Short-term long-term borrowings (“Structured notes”) The fair value of structured notes is determined using a quoted price in an active market for the identical liability if available, and where not available, using a mixture of valuation techniques that use the quoted price of the identical liability when traded as an asset, quoted prices for similar liabilities, similar liabilities when traded as assets, or an internal model which combines DCF valuation techniques and option pricing models, depending on the nature of the embedded features within the structured note. Where an internal model is used, Nomura estimates the fair value of both the underlying debt instrument and the embedded derivative components. The significant valuation inputs used to estimate the fair value of the debt instrument component include yield curves, prepayment rates, default probabilities and loss severities. The significant valuation inputs used to estimate the fair value of the embedded derivative component are the same as those used for the relevant type of freestanding OTC derivative discussed above. A valuation adjustment is also made to the entire structured note in order to reflect Nomura’s own creditworthiness. This adjustment is determined based on recent observable secondary market transactions and executable broker quotes involving Nomura debt instruments and is therefore typically treated as a Level 2 valuation input. Structured notes are generally classified in Level 2 of the fair value hierarchy as all significant valuation inputs and adjustments are observable. Where any unobservable inputs are significant, such as yields, prepayment rates, default probabilities, loss severities, volatilities and correlations used to estimate the fair value of the embedded derivative component, structured notes are classified in Level 3. Long-term borrowings (“Secured financing transactions”) Transfer and Servicing Valuation processes In order to ensure the appropriateness of any fair value measurement of a financial instrument used within these consolidated financial statements, including those classified in Level 3 within the fair value hierarchy, Nomura operates a governance framework which mandates determination or validation of a fair value measurement by control and support functions independent of the trading businesses assuming the risk of the financial instrument. Such functions within Nomura with direct responsibility for either defining, implementing or maintaining valuation policies and procedures are as follows: • The Product Control Valuations Group (“PCVG”) within Nomura’s Finance Department has primary responsibility for determining and implementing valuation policies and procedures in connection with determination of fair value measurements. In particular, this group will ensure that valuation policies are documented for each type of financial instrument in accordance with U.S. GAAP. While it is the responsibility of market makers and investment professionals in our trading businesses to price our financial instruments, the PCVG are responsible for independently verifying or validating these prices. In the event of a difference in opinion or where the estimate of fair value requires significant judgment, the valuation used within these consolidated financial statements is reviewed by senior managers independent of the trading businesses. The PCVG group reports to the Global Head of Product Control and ultimately to the Chief Financial Officer (“CFO”); • The Accounting Policy Group within Nomura’s Finance Department defines the group’s accounting policies and procedures in accordance with U.S. GAAP, including those associated with determination of fair value under ASC 820 and other relevant U.S. GAAP pronouncements. This group reports to the Global Head of Accounting Policy and ultimately to the CFO; and • The MVG within Nomura’s Risk Management Department validates the appropriateness and consistency of pricing models used to determine fair value measurements independently of those who design and build the models. This group reports to the Chief Risk Officer. The fundamental components of this governance framework over valuation processes within Nomura particularly as it relates to Level 3 financial instruments are the procedures in place for independent price verification, pricing model validation and revenue substantiation. Independent price verification processes The key objective of the independent price verification processes within Nomura is to verify the appropriateness of fair value measurements applied to all financial instruments within Nomura. In applying these control processes, observable inputs are used whenever possible and when unobservable inputs are necessary, the processes seek to ensure the valuation technique and inputs are appropriate, reasonable and consistently applied. The independent price verification processes aim to verify the fair value of all positions to external levels on a regular basis. The process will involve obtaining data such as trades, marks and prices from internal and external sources and examining the impact of marking the internal positions at the external prices. Margin disputes within the collateral process will also be investigated to determine if there is any impact on valuations. Where third-party pricing information sourced from brokers, dealers and consensus pricing services is used as part of the price verification process, consideration is given as to whether that information reflects actual recent market transactions or prices at which transactions involving identical or similar financial instruments are currently executable. If such transactions or prices are not available, the financial instrument will generally be classified in Level 3. Where there is a lack of observable market information around the inputs used in a fair value measurement, then the PCVG and the MVG will assess the inputs used for reasonableness considering available information including comparable products, surfaces, curves and past trades. Additional valuation adjustments may be taken for the uncertainty in the inputs used, such as correlation and where appropriate trading desks may be asked to execute trades to evidence market levels. Model review and validation For more complex financial instruments pricing models are used to determine fair value measurements. The MVG performs an independent model approval process which incorporates a review of the model assumptions across a diverse set of parameters. Considerations include: • Scope of the model (different financial instruments may require different but consistent pricing approaches); • Mathematical and financial assumptions; • Full or partial independent benchmarking along with boundary and stability tests, numerical convergence, calibration quality and stability; • Model integration within Nomura’s trading and risk systems; • Calculation of risk numbers and risk reporting; and • Hedging strategies/practical use of the model. New models are reviewed and approved by the MVG. The frequency of subsequent MVG reviews (“Model Re-approvals”) Revenue substantiation Nomura’s Product Control function also ensures adherence to Nomura’s valuation policies through daily and periodic analytical review of net revenues. This process involves substantiating revenue amounts through explanations and attribution of revenue sources based on the underlying factors such as interest rates, credit spreads, volatilities, foreign exchange rates etc. In combination with the independent price verification processes, this daily, weekly, monthly and quarterly review substantiates the revenues made while helping to identify and resolve potential booking, pricing or risk quantification issues. Level 3 financial instruments As described above, the valuation of Level 3 financial assets and liabilities is dependent on certain significant valuation inputs which are unobservable. Common characteristics of an inactive market include a low number of transactions of the financial instrument, stale or non-current non-executable If corroborative evidence is not available to value Level 3 financial instruments, fair value may be measured using other equivalent products in the market. The level of correlation between the specific Level 3 financial instrument and the available benchmark instrument is considered as an unobservable valuation input. Other techniques for determining an appropriate value for unobservable input may consider information such as consensus pricing data among certain market participants, historical trends, extrapolation from observable market data and other information Nomura would expect market participants to use in valuing similar instruments. Use of reasonably possible alternative valuation input assumptions to value Level 3 financial instruments will significantly influence fair value determination. Ultimately, the uncertainties described above about input assumptions imply that the fair value of Level 3 financial instruments is a judgmental estimate. The specific valuation for each instrument is based on management’s judgment of prevailing market conditions, in accordance with Nomura’s established valuation policies and procedures. Quantitative and qualitative information regarding significant unobservable inputs The following tables present quantitative and qualitative information about the significant unobservable valuation inputs used by Nomura to measure the fair value of financial instruments classified in Level 3 as of March 31, 2018 and September 30, 2018. These financial instruments will also typically include observable valuation inputs (i.e. Level 1 or Level 2 valuation inputs) which are not included in the table and are also often hedged using financial instruments which are classified in Level 1 or Level 2 of the fair value hierarchy. Changes in each of these significant unobservable valuation inputs used by Nomura will impact upon the fair value measurement of the financial instrument. The following tables also therefore qualitatively summarize the sensitivity of the fair value measurement for each type of financial instrument as a result of an increase in each unobservable valuation input and summarize the interrelationship between significant unobservable valuation inputs where more than one is used to measure fair value. March 31, 2018 Financial Instrument Fair value in billions Valuation technique Significant unobservable valuation Range of valuation inputs (1) Weighted Average (2) Impact of (3)(4) Interrelationships between valuation inputs (5) Assets: Trading assets and private equity investments Equities ¥ 21 DCF Liquidity discounts 27.5 – 75.0% 68.3% Lower fair value Not applicable Foreign government, agency and municipal securities 6 DCF Credit spreads 0.0 – 6.7% 0.8% Lower fair value Not applicable Bank and corporate debt securities and loans for trading purposes 139 DCF Credit spreads Recovery rates 0.1 – 19.6% 4.1% Lower fair value Higher fair value No predictable interrelationship Commercial mortgage-backed securities (“CMBS”) 2 DCF Yields 6.6 – 8.9% 7.7% Lower fair value Not applicable Real estate-backed securities 63 DCF Yields Loss severities 6.2 – 23.9% 16.3% Lower fair value Lower fair value No predictable interrelationship Collateralized debt obligations (“CDOs”) and other 24 DCF Yields Prepayment rates Default probabilities Loss severities 6.0 – 24.0% 13.1% Lower fair value Lower fair value Lower fair value Lower fair value Change in default probabilities typically accompanied by directionally similar change in loss severities and opposite change in prepayment rates March 31, 2018 Financial Instrument Fair value in billions Valuation technique Significant unobservable valuation Range of valuation inputs (1) Weighted Average (2) Impact of (3)(4) Interrelationships between valuation inputs (5) Derivatives, net: Equity contracts ¥ (1 ) Option models Dividend yield Volatilities Correlations 0.0 – 11.5% — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Interest rate contracts (53 ) DCF/ Option models Interest rates Volatilities Volatilities Correlations 0.2 – 3.0% — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Credit contracts 2 DCF/ Option models Credit spreads Recovery rates Volatilities Correlations 0.0 – 122.1% — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Foreign exchange contracts 27 DCF/ Option models Interest rates Volatilities Volatilities Correlations 0.2 – 2.6% — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Loans and receivables 70 DCF Credit spreads 0.0 – 9.5% 4.0% Lower fair value Not applicable Collateralized agreements 5 DCF Repo rate 3.5% 3.5% Lower fair value Not applicable Other assets Other (6) 169 DCF WACC Growth rates Liquidity discounts 11.4% 2.5% 10.0% 11.4% Lower fair value Higher fair value Lower fair value No predictable interrelationship Market multiples EV/EBITDA ratios PE ratios Price/Book ratios Liquidity discounts 3.3 – 7.8 x 7.5 – 126.4 x 0.0 – 2.2 x 10.0 – 30.0% 5.7 x Higher fair value Higher fair value Higher fair value Lower fair value Generally changes in multiples results in a corresponding similar directional change in a fair value measurement, assuming earnings levels remain constant. Liabilities: Short-term borrowings 17 DCF/ Option models Volatilities Correlations 7.3 – 50.9% — — Higher fair value Higher fair value No predictable interrelationship Collateralized financing 3 DCF Repo rate 3.5% 3.5% Lower fair value Not applicable Long-term borrowings 429 DCF/ Option models Volatilities Volatilities Correlations 7.3 – 50.9% — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship September 30, 2018 Financial Instrument Fair value in billions Valuation technique Significant unobservable input Range of valuation inputs (1) Weighted Average (2) Impact of (3)(4) Interrelationships between valuation inputs (5) Assets: Trading assets and private equity investments Equities ¥ 20 DCF Liquidity discounts 75.0% 75.0% Lower fair value Not applicable Foreign government, agency and municipal securities 3 DCF Credit spreads 0.0 – 7.7% 0.9% Lower fair value Not applicable Bank and corporate debt securities and loans for trading purposes 154 DCF Credit spreads Recovery rates 0.3 – 13.2% 4.5% Lower fair value Higher fair value No predictable interrelationship Residential mortgage-backed securities (“RMBS”) 7 DCF Yields Prepayment rates Loss severities 0.0 – 36.4% 3.6% Lower fair value Lower fair value Lower fair value No predictable interrelationship Real estate-backed securities 91 DCF Yields Loss severities 6.8 – 22.6% 13.7% Lower fair value Lower fair value No predictable interrelationship Collateralized debt obligations (“CDOs”) and other 30 DCF Yields Prepayment rates Default probabilities Loss severities 6.0 – 20.0% 1.0 – 2.0% 13.0% Lower fair value Lower fair value Lower fair value Lower fair value Change in default

Derivative instruments and hedg

Derivative instruments and hedging activities	6 Months Ended
	Sep. 30, 2018
Derivative Instruments and Hedging Activities [Abstract]
Derivative instruments and hedging activities	3. Derivative instruments and hedging activities: Nomura uses a variety of derivative financial instruments, including futures, forwards, options and swaps, for both trading and non-trading Derivatives used for trading purposes In the normal course of business, Nomura enters into transactions involving derivative financial instruments to meet client needs, for trading purposes, and to reduce its own exposure to loss due to adverse fluctuations in interest rates, currency exchange rates and market prices of securities. These financial instruments include contractual agreements such as commitments to swap interest payment streams, exchange currencies or purchase or sell securities and other financial instruments on specific terms at specific future dates. Nomura maintains active trading positions in a variety of derivative financial instruments. Most of Nomura’s trading activities are client oriented. Nomura utilizes a variety of derivative financial instruments as a means of bridging clients’ specific financial needs and investors’ demands in the securities markets. Nomura also actively trades securities and various derivatives to assist its clients in adjusting their risk profiles as markets change. In performing these activities, Nomura carries an inventory of capital markets instruments and maintains its access to market liquidity by quoting bid and offer prices to and trading with other market makers. These activities are essential to provide clients with securities and other capital market products at competitive prices. Futures and forward contracts are commitments to either purchase or sell securities, foreign currency or other capital market instruments at a specific future date for a specified price and may be settled in cash or through delivery. Foreign exchange contracts include spot and forward contracts and involve the exchange of two currencies at a rate agreed by the contracting parties. Risks arise from the possible inability of counterparties to meet the terms of their contracts and from movements in market prices. Futures contracts are executed through regulated exchanges which clear and guarantee performance of counterparties. Accordingly, credit risk associated with futures contracts is considered minimal. In contrast, forward contracts are generally negotiated between two counterparties and, therefore, are subject to the performance of the related counterparties. Options are contracts that grant the purchaser, for a premium payment, the right to either purchase or sell a financial instrument at a specified price within a specified period of time or on a specified date from or to the writer of the option. The writer of options receives premiums and bears the risk of unfavorable changes in the market price of the financial instruments underlying the options. Swaps are contractual agreements in which two counterparties agree to exchange certain cash flows, at specified future dates, based on an agreed contract. Certain agreements may result in combined interest rate and foreign currency exposures. Entering into swap agreements may involve the risk of credit losses in the event of counterparty default. To the extent these derivative financial instruments are economically hedging financial instruments or securities positions of Nomura, the overall risk of loss may be fully or partly mitigated by the hedged position. Nomura seeks to minimize its exposure to market risk arising from its use of these derivative financial instruments through various control policies and procedures, including position limits, monitoring procedures and hedging strategies whereby Nomura enters into offsetting or other positions in a variety of financial instruments. Derivatives used for non-trading Nomura’s principal objectives in using derivatives for non-trading Credit risk associated with derivatives utilized for non-trading Nomura designates certain derivative financial instruments as fair value hedges of interest rate risk arising from specific financial liabilities and foreign currency risk arising from specific foreign currency denominated debt securities. These derivatives are effective in reducing the risk associated with the exposure being hedged and are highly correlated with changes in the fair value and foreign currency rates of the underlying hedged items, both at inception and throughout the life of the hedge contract. Changes in fair value of the hedging derivatives are reported together with those of the hedged assets and liabilities through the consolidated statements of income within Interest expense or Revenue—Other Derivative financial instruments designated as hedges of the net investment in foreign operations relate to specific subsidiaries with non-Japanese Accumulated other comprehensive income (loss). Revenue—Other. Concentrations of credit risk for derivatives The following tables present Nomura’s significant concentration of exposures to credit risk in OTC derivatives with financial institutions including transactions cleared through central counterparties. The gross fair value of derivative assets represents the maximum amount of loss due to credit risk that Nomura would incur if the counterparties of Nomura failed to perform in accordance with the terms of the instruments and any collateral or other security Nomura held in relation to those instruments proved to be of no value. Billions of yen March 31, 2018 Gross fair value of derivative assets Impact of master netting agreements Impact of collateral Net exposure to credit risk Financial institutions ¥ 13,472 ¥ (11,467 ) ¥ (1,653 ) ¥ 352 Billions of yen September 30, 2018 Gross fair value of derivative assets Impact of master netting agreements Impact of collateral Net exposure to credit risk Financial institutions ¥ 14,399 ¥ (12,338 ) ¥ (1,727 ) ¥ 334 Derivative activities The following tables quantify the volume of Nomura’s derivative activity through a disclosure of notional amounts, in comparison with the fair value of those derivatives. All amounts are disclosed on a gross basis, prior to counterparty netting of derivative assets and liabilities and cash collateral netting against net derivatives. Billions of yen March 31, 2018 (4) Derivative assets Derivative liabilities Total Notional (1) Fair value Fair value (1) Derivatives used for trading and non-trading (2)(3) Equity contracts ¥ 39,203 ¥ 1,011 ¥ 1,118 Interest rate contracts 2,940,234 8,072 7,550 Credit contracts 31,624 515 425 Foreign exchange contracts 362,658 5,494 5,087 Commodity contracts 60,883 1 1 Total ¥ 3,434,602 ¥ 15,093 ¥ 14,181 Derivatives designated as hedging instruments: Interest rate contracts ¥ 1,184 ¥ 24 ¥ 1 Foreign exchange contracts 93 1 — Total ¥ 1,277 ¥ 25 ¥ 1 Total derivatives ¥ 3,435,879 ¥ 15,118 ¥ 14,182 Billions of yen September 30, 2018 Derivative assets Derivative liabilities Total Notional (1) Fair value Fair value (1) Derivatives used for trading and non-trading (2)(3) Equity contracts ¥ 37,310 ¥ 1,159 ¥ 1,264 Interest rate contracts 2,869,840 7,592 7,064 Credit contracts 35,681 589 498 Foreign exchange contracts 472,140 6,727 6,474 Commodity contracts 494 1 1 Total ¥ 3,415,465 ¥ 16,068 ¥ 15,301 Derivatives designated as hedging instruments: Interest rate contracts ¥ 974 ¥ 15 ¥ 1 Foreign exchange contracts 92 1 — Total ¥ 1,066 ¥ 16 ¥ 1 Total derivatives ¥ 3,416,531 ¥ 16,084 ¥ 15,302 (1) Includes the amount of embedded derivatives bifurcated in accordance with ASC 815. (2) 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 securities. (3) As of March 31, 2018 and September 30, 2018, the amounts reported include derivatives used for non-trading (4) Due to the changes in our accounting policy, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. “ Summary of accounting policies: New accounting pronouncements recently adopted Changes in fair value are recognized either through earnings or other comprehensive income depending on the purpose for which the derivatives are used. Offsetting of derivatives Counterparty credit risk associated with derivative financial instruments is controlled by Nomura through credit approvals, limits and monitoring procedures. To reduce the risk of loss, Nomura requires collateral, principally cash collateral and government securities, for certain derivative transactions. In certain cases, Nomura may agree for such collateral to be posted to a third-party custodian under a control agreement that enables Nomura to take control of such collateral in the event of counterparty default. From an economic standpoint, Nomura evaluates default risk exposure net of related collateral. Furthermore, OTC derivative transactions are typically documented under industry standard master netting agreements which reduce Nomura’s credit exposure to counterparties as they permit the close-out close-out For certain types of counterparties and in certain jurisdictions, Nomura may enter into derivative transactions which are not documented under a master netting agreement. Similarly, even when derivatives are documented under such agreements, Nomura may not have yet sought evidence, or may not be able to obtain evidence to determine with sufficient certainty that close-out close-out Nomura considers the enforceability of a master netting agreement in determining how credit risk arising from transactions with a specific counterparty is hedged, how counterparty credit exposures are calculated and applied to credit limits and the extent and nature of collateral requirements from the counterparty. Derivative assets and liabilities with the same counterparty documented under a master netting agreement are offset in the consolidated balance sheets where the specific criteria defined by ASC 210-20 “Balance Sheet—Offsetting” (“ASC210-20”) close-out The following table presents information about offsetting of derivatives and related collateral amounts in the consolidated balance sheets by type of derivative contract, together with the extent to which master netting agreements entered into with counterparties, central clearing counterparties or exchanges permit additional offsetting of derivatives and collateral in the event of counterparty default. Derivative transactions which are not documented under a master netting agreement or are documented under a master netting agreement for which Nomura does not have sufficient evidence of enforceability are not offset in the following table. Billions of yen Billions of yen March 31, 2018 (6) September 30, 2018 Derivative assets Derivative liabilities (1) Derivative assets Derivative liabilities (1) Equity contracts OTC settled bilaterally ¥ 748 ¥ 769 ¥ 904 ¥ 864 Exchange-traded 263 349 255 400 Interest rate contracts OTC settled bilaterally 6,938 6,522 6,609 6,095 OTC centrally-cleared 1,142 1,020 987 965 Exchange-traded 16 9 11 5 Credit contracts OTC settled bilaterally 390 300 406 309 OTC centrally-cleared 125 125 182 188 Exchange-traded — — 1 1 Foreign exchange contracts OTC settled bilaterally 5,495 5,087 6,728 6,474 OTC centrally-cleared — — — — Commodity contracts OTC settled bilaterally — — 0 0 Exchange-traded 1 1 1 1 Total gross derivative balances (2) ¥ 15,118 ¥ 14,182 ¥ 16,084 ¥ 15,302 Less: Amounts offset in the consolidated balance sheets (3) (14,094 ) (13,457 ) (15,035 ) (14,481 ) Total net amounts reported on the face of the consolidated balance sheets (4) ¥ 1,024 ¥ 725 ¥ 1,049 ¥ 821 Less: Additional amounts not offset in the consolidated balance sheets (5) Financial instruments and non-cash (228 ) (72 ) (227 ) (68 ) Net amount ¥ 796 ¥ 653 ¥ 822 ¥ 753 (1) Includes the amount of embedded derivatives bifurcated in accordance with ASC 815. (2) Includes all gross derivative asset and liability 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. As of March 31, 2018, the gross balance of derivative assets and derivative liabilities which are not documented under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥150 billion and ¥276 billion, respectively. As of September 30, 2018, the gross balance of such derivative assets and derivative liabilities was ¥197 billion and ¥320 billion, respectively. (3) Represents amounts offset through counterparty netting of derivative assets and liabilities as well as cash collateral netting against net derivatives under master netting and similar agreements for which Nomura has obtained sufficient evidence of enforceability in accordance with ASC 815. As of March 31, 2018, Nomura offset a total of ¥1,201 billion of cash collateral receivables against net derivative liabilities and ¥1,838 billion of cash collateral payables against net derivative assets. As of September 30, 2018, Nomura offset a total of ¥1,314 billion of cash collateral receivables against net derivative liabilities and ¥1,868 billion of cash collateral payables against net derivative assets. (4) Net derivative assets and net derivative liabilities are generally reported within Trading assets and private equity investments—Trading assets Trading liabilities Short-term borrowings Long-term borrowings (5) Represents amounts which are not permitted to be offset on the face of the consolidated balance sheets in accordance with ASC 210-20 (6) During the year ended March 31, 2018, the rules of a specific central clearing house were amended such that daily variation margin payments and receipts against specific types of derivative now legally represent partial settlement of the derivative rather than margin. These payments and receipts are accounted for as partial settlement of the derivative rather than cash collateral. In addition, due to the changes in our accounting policy, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. “ Summary of accounting policies: New accounting pronouncements recently adopted Derivatives used for trading purposes Derivative financial instruments used for trading purposes, including bifurcated embedded derivatives, are carried at fair value with changes in fair value recognized through the consolidated statements of income within Revenue—Net gain on trading The following table presents amounts included in the consolidated statements of income related to derivatives used for trading and non-trading Billions of yen Six months ended September 30 2017 2018 Derivatives used for trading and non-trading (1)(2) Equity contracts ¥ 128 ¥ (38 ) Interest rate contracts (266 ) 40 Credit contracts 128 (64 ) Foreign exchange contracts 3 (83 ) Commodity contracts 8 22 Total ¥ 1 ¥ (123 ) Billions of yen Three months ended September 30 2017 2018 Derivatives used for trading and non-trading (1)(2) Equity contracts ¥ 78 ¥ 59 Interest rate contracts (177 ) 86 Credit contracts 48 (17 ) Foreign exchange contracts 15 (65 ) Commodity contracts 16 7 Total ¥ (20 ) ¥ 70 (1) Each derivative classification includes derivatives referencing multiple risk components. For example, interest rates 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 securities. (2) Includes net gains (losses) on derivatives used for non-trading non-trading Fair value hedges Nomura issues Japanese Yen and foreign currency denominated debt with both fixed and floating interest rates. Nomura generally enters into swap agreements to convert fixed rate interest payments on its debt obligations to a floating rate and applies fair value hedge accounting to these instruments. Derivative financial instruments designated as fair value hedges are carried at fair value. Changes in fair value of the hedging derivatives are recognized together with those of the hedged liabilities and hedged debt securities in the consolidated statements of income within Interest expense Revenue—Other The following table presents amounts included in the consolidated statements of income related to derivatives designated as fair value hedges by type of underlying derivative contract and the nature of the hedged item. Billions of yen Six months ended September 30 2017 2018 Derivatives designated as hedging instruments: Interest rate contracts ¥ 4 ¥ 0 Foreign exchange contracts 2 — Total ¥ 6 ¥ 0 Hedged items: Long-term borrowings ¥ (4 ) ¥ 0 Non-trading (2 ) — Total ¥ (6 ) ¥ 0 Billions of yen Three months ended September 30 2017 2018 Derivatives designated as hedging instruments: Interest rate contracts ¥ 11 ¥ (1 ) Foreign exchange contracts 1 — Total ¥ 12 ¥ (1 ) Hedged items: Long-term borrowings ¥ (11 ) ¥ 1 Non-trading (1 ) — Total ¥ (12 ) ¥ 1 Net investment hedges Nomura designates foreign currency forwards, etc., as hedges of certain subsidiaries with significant foreign exchange risks and applies hedge accounting to these instruments. Accordingly, the effective hedging portion of the foreign exchange gains (losses) arising from the derivative contracts and non-derivative Other comprehensive income (loss)—Change in cumulative translation adjustments, net of tax The following table presents gains (losses) from derivatives and non-derivatives Billions of yen Six months ended September 30 2017 2018 Hedging instruments: Foreign exchange contracts ¥ 5 ¥ 3 Total ¥ 5 ¥ 3 Billions of yen Three months ended September 30 2017 2018 Hedging instruments: Foreign exchange contracts ¥ 11 ¥ 0 Total ¥ 11 ¥ 0 (1) The portion of gains (losses) representing the amount of hedge ineffectiveness and the amount excluded from the assessment of hedge effectiveness are recognized within Revenue—Other Derivatives containing credit risk related contingent features Nomura enters into certain OTC derivatives and other agreements containing credit-risk-related contingent features. These features would require Nomura to post additional collateral or settle the instrument upon occurrence of a credit event, the most common of which would be a downgrade in the Company’s long-term credit rating. The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a liability position as of March 31, 2018 was ¥406 billion with related collateral pledged of ¥314 billion. In the event of a one-notch The aggregate fair value of all derivative instruments with credit-risk-related contingent features that are in a liability position as of September 30, 2018 was ¥455 billion with related collateral pledged of ¥352 billion. In the event of a one-notch Credit derivatives Credit derivatives are derivative instruments in which one or more of their underlyings are related to the credit risk of a specified entity (or group of entities) or an index based on the credit risk of a group of entities that expose the seller of credit protection to potential loss from credit risk related events specified in the contract. Written credit derivatives are instruments or embedded features where Nomura assumes third party credit risk, either as guarantor in a guarantee-type contract, or as the party that provides credit protection in an option-type contract, credit default swap, or any other credit derivative contract. Nomura enters into credit derivatives as part of its normal trading activities as both purchaser and seller of protection for credit risk mitigation, proprietary trading positions and for client transactions. The most significant type of credit derivatives used by Nomura are single-name credit default swaps where settlement of the derivative is based on the credit risk of a single third party. Nomura also writes credit derivatives linked to the performance of credit default indices and issues other credit risk related portfolio products. Nomura would have to perform under a credit derivative contract if a credit event as defined in the respective contract occurs. Typical credit events include bankruptcy, failure to pay and restructuring of obligations of the reference asset. Credit derivative contracts written by Nomura are either cash or physically settled. In cash-settled instruments, once payment is made upon an event of a default, the contract usually terminates with no further payments due. Nomura generally has no right to assume the reference assets of the counterparty in exchange for payment, nor does Nomura usually have any direct recourse to the actual issuers of the reference assets to recover the amount paid. In physically settled contracts, upon a default event, Nomura takes delivery of the reference asset in return for payment of the full notional amount of the contract. Nomura actively monitors and manages its credit derivative exposures. Where protection is sold, risks may be mitigated by purchasing credit protection from other third parties either on identical underlying reference assets or on underlying reference assets with the same issuer which would be expected to behave in a correlated fashion. The most common form of recourse provision to enable Nomura to recover from third parties any amounts paid under a written credit derivative is therefore not through the derivative itself but rather through the separate purchase of credit derivatives with identical or correlated underlyings. Nomura quantifies the value of these purchased contracts in the following tables in the column titled “Purchased Credit Protection.” These amounts represent purchased credit protection with identical underlyings to the written credit derivative contracts which act as a hedge against Nomura’s exposure. To the extent Nomura is required to pay out under the written credit derivative, a similar amount would generally become due to Nomura under the purchased hedge. Credit derivatives have a stated notional amount which represents the maximum payment Nomura may be required to make under the contract. However, this is generally not a true representation of the amount Nomura will actually pay as in addition to purchased credit protection, other risk mitigating factors reduce the likelihood and amount of any payment, including: The probability of default The recovery value on the underlying asset Nomura holds assets as collateral in relation to written credit derivatives. However, these amounts do not enable Nomura to recover any amounts paid under the credit derivative but rather mitigate the risk of economic loss arising from a counterparty defaulting against amounts due to Nomura under the contract. Collateral requirements are determined on a counterparty level rather than individual contract, and also generally cover all types of derivative contracts rather than just credit derivatives. The following tables present information about Nomura’s written credit derivatives and purchased credit protection with identical underlyings as of March 31, 2018 and September 30, 2018. Billions of yen March 31, 2018 Maximum potential payout/Notional Notional Carrying value (Asset) / Liability (1) Total Years to maturity Purchased credit protection Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Single-name credit default swaps ¥ (123 ) ¥ 9,271 ¥ 2,106 ¥ 3,780 ¥ 2,262 ¥ 1,123 ¥ 6,975 Credit default indices (72 ) 4,842 864 1,300 2,045 633 3,052 Other credit risk related portfolio products 3 306 230 52 17 7 200 Total ¥ (192 ) ¥ 14,419 ¥ 3,200 ¥ 5,132 ¥ 4,324 ¥ 1,763 ¥ 10,227 Billions of yen September 30, 2018 Maximum potential payout/Notional Notional Carrying value (Asset) / Liability (1) Total Years to maturity Purchased credit protection Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Single-name credit default swaps ¥ (64 ) ¥ 8,740 ¥ 1,975 ¥ 3,365 ¥ 2,390 ¥ 1,010 ¥ 6,414 Credit default indices (107 ) 5,180 548 1,271 2,688 673 3,738 Other credit risk related portfolio products 14 244 168 21 52 3 175 Total ¥ (157 ) ¥ 14,164 ¥ 2,691 ¥ 4,657 ¥ 5,130 ¥ 1,686 ¥ 10,327 (1) Carrying value amounts are shown on a gross basis prior to cash collateral or counterparty netting. Asset balances represent positive fair value amounts caused by tightening of credit spreads of underlyings since inception of the credit derivative contracts. The following tables present information about Nomura’s written credit derivatives by external credit rating of the underlying asset. Ratings are based on Standard & Poor’s Financial Services LLC (“S&P”), or if not rated by S&P, based on Moody’s Investors Service, Inc. If ratings from either of these agencies are not available, the ratings are based on Fitch Ratings Ltd. or Japan Credit Rating Agency, Ltd. For credit default indices, the rating is determined by taking the weighted average of the external credit ratings given for each of the underlying reference entities comprising the portfolio or index. Billions of yen March 31, 2018 Maximum potential payout/Notional AAA AA A BBB BB Other (1) Total Single-name credit default swaps ¥ 466 ¥ 928 ¥ 2,763 ¥ 3,476 ¥ 1,369 ¥ 269 ¥ 9,271 Credit default indices 135 44 1,779 1,949 736 199 4,842 Other credit risk related portfolio products 16 — 4 68 118 100 306 Total ¥ 617 ¥ 972 ¥ 4,546 ¥ 5,493 ¥ 2,223 ¥ 568 ¥ 14,419 Billions of yen September 30, 2018 Maximum potential payout/Notional AAA AA A BBB BB Other (1) Total Single-name credit default swaps ¥ 494 ¥ 903 ¥ 2,411 ¥ 3,283 ¥ 1,341 ¥ 308 ¥ 8,740 Credit default indices 22 33 1,697 2,237 945 246 5,180 Other credit risk related portfolio products — — 1 60 128 55 244 Total ¥ 516 ¥ 936 ¥ 4,109 ¥ 5,580 ¥ 2,414 ¥ 609 ¥ 14,164 (1) “Other” includes credit derivatives where the credit rating of the underlying reference asset is below investment grade or where a rating is unavailable. Derivatives entered into in contemplation of sales of financial assets Nomura enters into transactions which involve both the transfer of financial assets to a third party counterparty and a separate agreement with the same counterparty entered into in contemplation of the initial transfer through which Nomura retains substantially all of the exposure to the economic return on the transferred financial assets throughout the term of the transaction. These transactions primarily include sales of securities with bilateral OTC total return swaps or other derivative agreements which are in-substance Long-term borrowings—Trading balances of secured borrowings As of March 31, 2018 and September 30, 2018, there were no outstanding sales with total return swap or in-substance

Revenue from services provided

Revenue from services provided to customers	6 Months Ended
	Sep. 30, 2018
Revenue from Contract with Customer [Abstract]
Revenue from services provided to customers	4. Revenue from services provided to customers Revenues by types of service The following table presents revenue earned by Nomura from providing services to customers by relevant line item in Nomura’s consolidated statement of income for the six and three months ended September 30, 2018. Millions of yen Six months ended September 30 2018 Commissions ¥ 154,239 Fees from investment banking 43,078 Asset management and portfolio service fees 125,721 Other revenue 29,008 Total ¥ 352,046 Millions of yen Three months ended September 30 2018 Commissions ¥ 74,783 Fees from investment banking 19,119 Asset management and portfolio service fees 62,740 Other revenue 15,552 Total ¥ 172,194 Amounts reported in Commissions Fees from investment banking Asset management and portfolio service fees Other The following table presents summary information regarding the key methodologies, assumptions and judgments used in recognizing revenue for each of the primary types of service provided to customers, including the nature of underlying performance obligations within each type of service and whether those performance obligations are satisfied at a point in time or over a period of time. For performance obligations recognized over time, information is also provided to explain the nature of the input or output method used to recognize revenue over time. Type of service provided to customers Overview of key services provided Key revenue recognition policies, assumptions and significant judgments Trade execution and clearing services •  Buying and selling of securities on behalf of customers •  Clearing of securities and derivatives on behalf of customers •  Execution and clearing commissions recognized at a point in time, namely trade date. •  Commissions recognized net of soft dollar credits provided to customers where Nomura is acting as agent in providing investment research and similar services to the customer. Type of service provided to customers Overview of key services provided Key revenue recognition policies, assumptions and Financial advisory services •  Provision of financial advice to customers in connection with a specific forecasted transaction or transactions •  Provision of financial advice not in connection with a specific forecasted transaction or transactions such as general corporate intelligence and similar research •  Issuance of fairness opinions. •  Structuring complex financial instruments for customers •  Fees contingent on the success of an underlying transaction are variable consideration recognized when the underlying transaction has been completed since only at such point is it probable that a significant reversal of revenue will not occur. •  Retainer and milestone fees are recognized either over the period to which they relate or are deferred until consummation of the underlying transaction depending on whether the underlying performance obligation is satisfied at a point in time or over time. •  Judgment is required to make this determination with factors influencing this determination including, but not limited to, whether the fee is in connection with an engagement designed to achieve a specific transaction or outcome for the customer (such as the purchase or sale of a business), the nature and extent of benefit to be provided to the customer prior to, and in addition to such specific transaction or outcome and the fee structure for the engagement. •  Retainer and milestone fees recognized over time are normally recognized on a straight-line basis over the term of the contract based on time elapsed. Asset management services •  Management of funds, investment trusts and other investment vehicles •  Provision of investment advisory services •  Distribution of fund units •  Providing custodial and administrative services to customers •  Management fees earned by Nomura in connection with managing a fund, investment trust or other vehicle generally recognized on a straight-line basis based on time elapsed. •  Performance-based fees are variable consideration recognized when the performance metric has been determined since only at such point is it probable that a significant reversal of revenue will not occur. •  Distribution fees are recognized at a point in time when the fund units have been sold to third party investors. •  Custodial and administrative fees recognized on a straight-line basis over time based on time elapsed. Underwriting and syndication services •  Underwriting of debt, equity and other financial instruments on behalf of customers •  Distributing securities on behalf of issuers •  Arranging loan financing for customers •  Syndicating loan financing on behalf of customers •  Underwriting and syndication revenues recognized at a point in time when the underlying transaction is complete. •  Commitment fees where drawn down of the facility is deemed remote recognized on a straight-line basis over the life of the facility based on time elapsed. •  Underwriting and syndication costs recognized either as a reduction of revenue or on a gross basis depending on whether Nomura is acting as principal or agent for such amounts. Where revenue is recognized at a point on time, payments of fees are typically received at the same time as when the performance obligation is satisfied, or within several days or months after satisfying a performance obligation. In relation to revenue recognized over time, payments of fees are received are received every month, three months or six months. The underlying contracts entered into by Nomura in order to provide the services described above typically do not have significant financing components within the contracts either provided to or from Nomura. If such components did exist in a contract, Nomura has made an accounting policy permitted by ASC 606 “ Revenue from Contracts with Customers Nomura adopted ASU 2014-09 Revenue from Contracts with Customers Revenue – Commissions Non-interest “Summary of accounting policies: New accounting pronouncements recently adopted” Other than above, there were no material impacts in our consolidated financial statements. Customer contract balances When Nomura or the customer performs in accordance with the terms of a customer contract, a customer contract asset, customer contract receivable or customer contract liability is recognized in Nomura’s consolidated balance sheet. A customer contract asset represents accrued revenue recognized by Nomura for completing or partially completing a performance obligation, namely a right of Nomura to receive consideration for providing the service to the customer, which is conditioned on something other than the passage of time. A customer contract receivable is an unconditional right of Nomura to receive consideration in exchange for providing the service. Both customer contract assets and customer contract receivables are reported in Receivables from Customers Payables to Customers The following table presents the balances of customer contract receivables, customer contract assets and customer contract liabilities in scope of ASC 606 “ Revenue from Contracts with Customers Millions of yen April 1, 2018 September 30, 2018 Customer contract receivables ¥ 68,927 ¥ 78,346 Customer contract liabilities (1) 3,792 3,880 (1) Customer contract liabilities primarily represent rise from investment advisory services recognized in connection with the term of the contract based on time elapsed. The balance of contract liabilities as of April 1, 2018 were recognized as revenue for the six months ended September 30, 2018. Nomura recognized ¥1,053 million and ¥307 million of revenue from performance obligations satisfied in previous periods for the six month ended September 30, 2018 and the three month ended September 30, 2018, respectively. Transaction price allocated to the remaining performance obligations As permitted by ASC 606, Nomura has chosen not to disclose information about remaining performance obligations that have original expected durations of one year or less as of September 30, 2018. Nomura retains no significant transactions for which individual estimated contract period exceeding one year. In addition, considerations arising from contracts with customers do not comprise any significant amount that is not included in transaction price. Customer contract costs As permitted by ASC 340 “Other Assets and Deferred Costs”

Collateralized transactions

Collateralized transactions	6 Months Ended
	Sep. 30, 2018
Collateralized Transactions
Collateralized transactions	5. Collateralized transactions: Nomura enters into collateralized transactions, including reverse repurchase agreements, repurchase agreements, securities borrowing transactions, securities lending transactions, other secured borrowings and similar transactions mainly to meet clients’ needs, finance trading inventory positions and obtain securities for settlements. Reverse repurchase agreements, repurchase agreements, securities borrowing transactions and securities lending transactions are typically documented under industry standard master netting agreements which reduce Nomura’s credit exposure to counterparties as they permit the close-out close-out For certain types of counterparty and in certain jurisdictions, Nomura may enter into reverse repurchase agreements, repurchase agreements, securities borrowing and securities lending transactions which are not documented under a master netting agreement. Similarly, even when these transactions are documented under such agreements, Nomura may not have yet sought evidence, or may not be able to obtain evidence to determine with sufficient certainty that the close-out close-out Nomura considers the enforceability of a master netting agreement in determining how credit risk arising from transactions with a specific counterparty is hedged, how counterparty credit exposures are calculated and applied to credit limits and the extent and nature of collateral requirements from the counterparty. In all of these transactions, Nomura either receives or provides collateral, including Japanese and non-Japanese Offsetting of certain collateralized transactions Reverse repurchase agreements and repurchase agreements, securities borrowing and lending transactions with the same counterparty documented under a master netting agreement are offset in the consolidated balance sheets where the specific criteria defined by ASC 210-20 close-out The following tables present information about offsetting of these transactions in the consolidated balance sheets, together with the extent to which master netting agreements entered into with counterparties and central clearing parties permit additional offsetting in the event of counterparty default. Transactions which are not documented under a master netting agreement or are documented under a master netting agreement for which Nomura does not have sufficient evidence of enforceability are not offset in the following tables. Billions of yen March 31, 2018 Assets Liabilities Reverse repurchase agreements Securities borrowing transactions Repurchase agreements Securities lending transactions Total gross balance (1) ¥ 29,975 ¥ 6,681 ¥ 34,880 ¥ 2,130 Less: Amounts offset in the consolidated balance sheets (2) (20,121 ) (305 ) (20,121 ) (305 ) Total net amounts of reported on the face of the consolidated balance sheets (3) ¥ 9,854 ¥ 6,376 ¥ 14,759 ¥ 1,825 Less: Additional amounts not offset in the consolidated balance sheets (4) Financial instruments and non-cash (8,657 ) (5,247 ) (11,886 ) (674 ) Cash collateral (33 ) — 3 — Net amount ¥ 1,164 ¥ 1,129 ¥ 2,876 ¥ 1,151 Billions of yen September 30, 2018 Assets Liabilities Reverse repurchase agreements Securities borrowing transactions Repurchase agreements Securities lending transactions Total gross balance (1) ¥ 34,128 ¥ 4,489 ¥ 37,361 ¥ 1,691 Less: Amounts offset in the consolidated balance sheets (2) (18,715 ) — (18,715 ) — Total net amounts of reported on the face of the consolidated balance sheets (3) ¥ 15,413 ¥ 4,489 ¥ 18,646 ¥ 1,691 Less: Additional amounts not offset in the consolidated balance sheets (4) Financial instruments and non-cash (13,524 ) (3,515 ) (13,576 ) (1,522 ) Cash collateral (4 ) — — — Net amount ¥ 1,885 ¥ 974 ¥ 5,070 ¥ 169 (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, 2018, 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 ¥1,039 billion and ¥2,827 billion, respectively. As of March 31, 2018, 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 ¥1,049 billion and ¥177 billion, respectively. As of September 30, 2018, 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 ¥923 billion and ¥4,133 billion, respectively. As of September 30, 2018, 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 ¥890 billion and ¥153 billion, respectively. (2) Represents amounts offset through counterparty netting under master netting and similar agreements for which Nomura has obtained sufficient evidence of enforceability in accordance with ASC 210-20. (3) Reverse repurchase agreements and securities borrowing transactions are reported within Collateralized agreements—Securities purchased under agreements to resell Collateralized agreements—Securities borrowed Collateralized financing—Securities sold under agreements to repurchase Collateralized financing—Securities loaned Other liabilities (4) Represents amounts which are not permitted to be offset on the face of the balance sheet in accordance with ASC 210-20 Maturity analysis of repurchase agreements and securities lending transactions The following table presents an analysis of the total carrying value of liabilities recognized in the consolidated balance sheets for repurchase agreements and securities lending transactions by remaining contractual maturity of the agreement as of March 31, 2018 and September 30, 2018. Amounts reported are shown prior to counterparty netting in accordance with ASC 210-20. Billions of yen March 31, 2018 Overnight and open (1) Up to 30 days 30 – 90 days 90 days – Greater than 1 year Total Repurchase agreements ¥ 13,237 ¥ 17,789 ¥ 2,099 ¥ 1,415 ¥ 340 ¥ 34,880 Securities lending transactions 1,495 227 182 156 70 2,130 Total gross recognized liabilities (2) ¥ 14,732 ¥ 18,016 ¥ 2,281 ¥ 1,571 ¥ 410 ¥ 37,010 Billions of yen September 30, 2018 Overnight and open (1) Up to 30 days 30 – 90 days 90 days – Greater than 1 year Total Repurchase agreements ¥ 14,056 ¥ 18,495 ¥ 2,587 ¥ 1,880 ¥ 343 ¥ 37,361 Securities lending transactions 1,086 212 145 178 70 1,691 Total gross recognized liabilities (2) ¥ 15,142 ¥ 18,707 ¥ 2,732 ¥ 2,058 ¥ 413 ¥ 39,052 (1) Open transactions do not have an explicit contractual maturity date and are terminable on demand by Nomura or the counterparty. (2) Repurchase agreements and securities lending transactions are reported within Collateralized financing—Securities sold under agreements to repurchase Collateralized financing—Securities loaned Other liabilities Securities transferred in repurchase agreements and securities lending transactions The following table presents an analysis of the total carrying value of liabilities recognized in the consolidated balance sheets for repurchase agreements and securities lending transactions by class of securities transferred by Nomura to counterparties as of March 31, 2018 and September 30, 2018. Amounts reported are shown prior to counterparty netting in accordance with ASC 210-20. Billions of yen March 31, 2018 Repurchase agreements Securities lending transactions Total Equities and convertible securities ¥ 187 ¥ 1,556 ¥ 1,743 Japanese government, agency and municipal securities 980 306 1,286 Foreign government, agency and municipal securities 27,818 135 27,953 Bank and corporate debt securities 2,334 34 2,368 Commercial mortgage-backed securities (“CMBS”) 2 — 2 Residential mortgage-backed securities (“RMBS”) (1) 3,421 — 3,421 Collateralized debt obligations (“CDOs”) and other 130 — 130 Investment trust funds and other 8 99 107 Total gross recognized liabilities (2) ¥ 34,880 ¥ 2,130 ¥ 37,010 Billions of yen September 30, 2018 Repurchase agreements Securities lending transactions Total Equities and convertible securities ¥ 109 ¥ 1,369 ¥ 1,478 Japanese government, agency and municipal securities 1,407 — 1,407 Foreign government, agency and municipal securities 28,389 34 28,423 Bank and corporate debt securities 2,455 91 2,546 Commercial mortgage-backed securities (“CMBS”) 14 — 14 Residential mortgage-backed securities (“RMBS”) (1) 4,863 — 4,863 Collateralized debt obligations (“CDOs”) and other 109 — 109 Investment trust funds and other 15 197 212 Total gross recognized liabilities (2) ¥ 37,361 ¥ 1,691 ¥ 39,052 (1) Includes ¥3,351 billion as of March 31, 2018 and ¥4,752 billion as of September 30, 2018 of U.S. government sponsored agency mortgage pass-through securities and collateralized mortgage obligations. (2) Repurchase agreements and securities lending transactions are reported within Collateralized financing—Securities sold under agreements to repurchase Collateralized financing—Securities loaned Other liabilities Collateral received by Nomura The following table presents the fair value of securities received as collateral, securities borrowed with collateral and securities borrowed without collateral, which Nomura is permitted to sell or repledge, and the portion that has been sold or repledged as of March 31, 2018 and September 30, 2018. Billions of yen March 31, 2018 September 30, 2018 The fair value of securities received as collateral, securities borrowed as collateral and securities borrowed without collateral where Nomura is permitted by contract or custom to sell or repledge the securities ¥ 48,434 ¥ 49,097 The portion of the above that has been sold (reported within Trading liabilities 40,420 39,742 Collateral pledged by Nomura Nomura pledges firm-owned securities to collateralize repurchase transactions, other secured financings and derivative transactions. Pledged securities that can be sold or repledged by the transferee, including Gensaki Repo transactions, are reported in parentheses as Securities pledged as collateral Trading assets The following table presents the carrying amounts of financial assets recognized in the consolidated balance sheets which have been pledged as collateral, primarily to stock exchanges and clearing organizations, without allowing the secured party the right to sell or repledge them by type of asset as of March 31, 2018 and September 30, 2018. Millions of yen March 31, 2018 September 30, 2018 Trading assets: Equities and convertible securities ¥ 156,429 ¥ 155,946 Government and government agency securities 956,089 1,258,903 Bank and corporate debt securities 65,864 94,324 Commercial mortgage-backed securities (“CMBS”) 1 1 Residential mortgage-backed securities (“RMBS”) 2,618,336 3,527,573 Collateralized debt obligations (“CDO”) and other (1) 30,497 7,175 Investment trust funds and other 7,689 13,544 ¥ 3,834,905 ¥ 5,057,466 Non-trading ¥ 23,566 ¥ 1,032 Investments in and advances to affiliated companies ¥ 12,042 ¥ 12,506 (1) Includes CLOs and ABS such as those secured on credit card loans, auto loans and student loans. The following table presents the carrying amount of financial and non-financial Millions of yen March 31, 2018 September 30, 2018 Loans and receivables ¥ 15,573 ¥ 28,442 Trading assets 1,456,140 1,451,973 Office buildings, land, equipment and facilities 5,585 144 Non-trading 192,046 142,277 Other 112 69 ¥ 1,669,456 ¥ 1,622,905 Assets in the above table were primarily pledged for secured borrowings, including other secured borrowings, collateralized borrowings of consolidated VIEs, trading balances of secured borrowings, and derivative transactions.

Non-trading securities

Non-trading securities	6 Months Ended
	Sep. 30, 2018
Non-trading Securities [Abstract]
Non-trading securities	6. Non-trading As Nomura disposed of the interest in its insurance subsidiary, there are no unrealized gains and losses of non-trading For the six months ended September 30, 2017, non-trading For the three months ended September 30, 2017, non-trading Related gains and losses were computed using the average method. For the six months ended September 30, 2017 and September 30, 2018, there were no transfers of non-trading Where the fair value of non-trading Revenue—Other Revenue—Other non-credit Other comprehensive income (loss). For the six and three months ended September 30, 2017, other-than-temporary impairment losses recognized for the certain non-trading non-trading non-credit non-trading non-trading

Securitizations and Variable In

Securitizations and Variable Interest Entities	6 Months Ended
	Sep. 30, 2018
Securitizations and Variable Interest Entities [Abstract]
Securitizations and Variable Interest Entities	7. Securitizations and Variable Interest Entities: Securitizations Nomura utilizes special purpose entities (“SPEs”) to securitize commercial and residential mortgage loans, government agency and corporate securities and other types of financial assets. Those SPEs are incorporated as stock companies, Tokumei kumiai (silent partnerships), Cayman special purpose companies (“SPCs”) or trust accounts. Nomura’s involvement with SPEs includes structuring SPEs, underwriting, distributing and selling debt instruments and beneficial interests issued by SPEs to investors. Nomura accounts for the transfer of financial assets in accordance with ASC 860. This statement requires that Nomura accounts for the transfer of financial assets as a sale when Nomura relinquishes control over the assets. ASC 860 deems control to be relinquished when the following conditions are met: (a) the assets have been isolated from the transferor (even in bankruptcy or other receivership), (b) the transferee has the right to pledge or exchange the assets received, or if the transferee is an entity whose sole purpose is to engage in securitization or asset-backed financing activities, the holders of its beneficial interests have the right to pledge or exchange the beneficial interests, and (c) the transferor has not maintained effective control over the transferred assets. Nomura may retain an interest in the financial assets, including residual interests in the SPEs. Any such interests are accounted for at fair value and reported within Trading assets Revenue Net gain on trading As noted above, Nomura may have continuing involvement with SPEs to which Nomura transferred assets. For the six and three months ended September 30, 2017, Nomura received cash proceeds from SPEs in new securitizations of ¥56 billion and ¥24 billion, respectively, and the associated gain (loss) on sale was not significant. For the six and three months ended September 30, 2018, Nomura received cash proceeds from SPEs in new securitizations of ¥121 billion and ¥69 billion, respectively, and the associated gain (loss) on sale was not significant. For the six and three months ended September 30, 2017, Nomura received debt securities issued by these SPEs with an initial fair value of ¥842 billion and ¥433 billion, respectively, and cash inflows from third parties on the sale of those debt securities of ¥503 billion and ¥235 billion, respectively. For the six and three months ended September 30, 2018, Nomura received debt securities issued by these SPEs with an initial fair value of ¥846 billion and ¥368 billion, respectively, and cash inflows from third parties on the sale of those debt securities of ¥674 billion and ¥257 billion, respectively. The cumulative balance of financial assets transferred to SPEs with which Nomura has continuing involvement was ¥4,918 billion and ¥5,081 billion as of March 31, 2018 and September 30, 2018, respectively. Nomura’s retained interests were ¥288 billion and ¥260 billion, as of March 31, 2018 and September 30, 2018, respectively. For the six and three months ended September 30, 2017, Nomura received cash flows of ¥34 billion and ¥19 billion, respectively, from the SPEs on the retained interests held in the SPEs. For the six and three months ended September 30, 2018, Nomura received cash flows of ¥10 billion and ¥5 billion, respectively, from the SPEs on the retained interests held in the SPEs. Nomura did not provide financial support to SPEs beyond its contractual obligations as of March 31, 2018 and September 30, 2018. The following tables present the fair value of retained interests which Nomura has continuing involvement in SPEs and their classification in the fair value hierarchy, categorized by the type of transferred assets. Billions of yen March 31, 2018 Level 1 Level 2 Level 3 Total Investment grade Other Government, agency and municipal securities ¥ — ¥ 288 ¥ — ¥ 288 ¥ 288 ¥ 0 Bank and corporate debt securities — — — — — — CMBS and RMBS — — 0 0 0 0 Total ¥ — ¥ 288 ¥ 0 ¥ 288 ¥ 288 ¥ 0 Billions of yen September 30, 2018 Level 1 Level 2 Level 3 Total Investment grade Other Government, agency and municipal securities ¥ — ¥ 260 ¥ — ¥ 260 ¥ 260 ¥ 0 Bank and corporate debt securities — — — — — — CMBS and RMBS — — 0 0 0 0 Total ¥ — ¥ 260 ¥ 0 ¥ 260 ¥ 260 ¥ 0 As of September 30, 2018, predominantly all of the retained interests held by Nomura were valued using observable prices. The following table presents the type and carrying value of financial assets included within Trading assets Long-term borrowings. non-recourse Billions of yen March 31, 2018 September 30, 2018 Assets Trading assets Equities ¥ 1 ¥ — Debt securities 20 5 CMBS and RMBS — — Loans 1 14 Total ¥ 22 ¥ 19 Liabilities Long-term borrowings ¥ 21 ¥ 19 Variable Interest Entities In the normal course of business, Nomura acts as a transferor of financial assets to VIEs, and underwriter, distributor, and seller of repackaged financial instruments issued by VIEs in connection with its securitization and equity derivative activities. Nomura retains, purchases and sells variable interests in VIEs in connection with its market-making, investing and structuring activities. If Nomura has an interest in a VIE that provides Nomura with control over the most significant activities of the VIE and the right to receive benefits or the obligation to absorb losses that could be significant to the VIE, Nomura is the primary beneficiary of the VIE and must consolidate the entity, provided that Nomura does not meet separate tests confirming that it is acting as a fiduciary for other interest holders. Nomura’s consolidated VIEs include those that were created to market structured securities to investors by repackaging corporate convertible securities, mortgages and mortgage-backed securities. Certain VIEs used in connection with Nomura’s aircraft leasing business as well as other purposes are consolidated. Nomura also consolidates certain investment funds, which are VIEs, and for which Nomura is the primary beneficiary. The power to make the most significant decisions may take a number of different forms in different types of VIEs. For transactions such as securitizations, investment funds, and CDOs, Nomura considers collateral management and servicing to represent the power to make the most significant decisions. Accordingly, Nomura does not consolidate such types of VIEs for which it does not act as collateral manager or servicer unless Nomura has the right to replace the collateral manager or servicer or to require liquidation of the entity. For many transactions, such as where VIEs are used for re-securitizations re-securitization The following table presents the classification of consolidated VIEs’ assets and liabilities in these consolidated financial statements. Most of these assets and liabilities are related to consolidated SPEs which securitize corporate convertible securities, mortgages and mortgage-backed securities. The assets of a consolidated VIE may only be used to settle obligations of that VIE. Creditors do not typically have any recourse to Nomura beyond the assets held in the VIEs. Billions of yen March 31, 2018 September 30, 2018 Consolidated VIE assets Cash and cash equivalents ¥ 23 ¥ 18 Trading assets Equities 712 698 Debt securities 436 449 CMBS and RMBS 4 84 Investment trust funds and other 12 9 Derivatives 20 18 Private equity investments 2 1 Office buildings, land, equipment and facilities 25 15 Other 66 62 Total ¥ 1,300 ¥ 1,354 Consolidated VIE liabilities Trading liabilities Derivatives ¥ 22 ¥ 21 Borrowings Short-term borrowings 124 149 Long-term borrowings 829 804 Other 2 2 Total ¥ 977 ¥ 976 Nomura continuously reassesses its initial evaluation of whether it is the primary beneficiary of a VIE based on current facts and circumstances as long as it has any continuing involvement with the VIE. This determination is based upon an analysis of the design of the VIE, including the VIE’s structure and activities, the power to make significant economic decisions held by Nomura and by other parties, and the variable interests owned by Nomura and other parties. Nomura also holds variable interests in VIEs where Nomura is not the primary beneficiary. Nomura’s variable interests in such VIEs include senior and subordinated debt, residual interests, and equity interests associated with commercial and residential mortgage-backed and other asset-backed securitizations and structured financings, equity interests in VIEs which were formed primarily to acquire high yield leveraged loans and other lower investment grade debt obligations, residual interests in operating leases for aircraft held by VIEs, and loans and investments in VIEs that acquire operating businesses. The following tables present the carrying amount of variable interests of unconsolidated VIEs and maximum exposure to loss associated with these variable interests. Maximum exposure to loss does not reflect Nomura’s estimate of the actual losses that could result from adverse changes, nor does it reflect the economic hedges Nomura enters into to reduce its exposure. The risks associated with VIEs in which Nomura is involved are limited to the amount recorded in the consolidated balance sheets, the amount of commitments and financial guarantees and the notional amount of the derivative instruments. Nomura believes the notional amount of derivative instruments generally exceeds the amount of actual risk. Billions of yen March 31, 2018 Carrying amount of variable interests Maximum exposure to loss to unconsolidated VIEs Assets Liabilities Trading assets and liabilities Equities ¥ 35 ¥ — ¥ 35 Debt securities 110 — 110 CMBS and RMBS 2,775 — 2,775 Investment trust funds and other 174 — 174 Derivatives — — — Private equity investments 13 — 13 Loans 455 — 455 Other 17 — 17 Commitments to extend credit and other guarantees — — 71 Total ¥ 3,579 ¥ — ¥ 3,650 Billions of yen September 30, 2018 Carrying amount of variable interests Maximum exposure to loss to unconsolidated VIEs Assets Liabilities Trading assets and liabilities Equities ¥ 26 ¥ — ¥ 26 Debt securities 111 — 111 CMBS and RMBS 3,617 — 3,617 Investment trust funds and other 179 — 179 Derivatives — — — Private equity investments 13 — 13 Loans 513 — 513 Other 13 — 13 Commitments to extend credit and other guarantees — — 109 Total ¥ 4,472 ¥ — ¥ 4,581

Financing receivables

Financing receivables	6 Months Ended
	Sep. 30, 2018
Financing Receivables [Abstract]
Financing receivables	8. Financing receivables: In the normal course of business, Nomura extends financing to clients primarily in the form of loans and collateralized agreements such as reverse repurchase agreements and securities borrowing transactions. These financing receivables are recognized as assets on Nomura’s consolidated balance sheets and provide a contractual right to receive money either on demand or on future fixed or determinable dates. Collateralized agreements Collateralized agreements Securities purchased under agreements to resell Securities borrowed Loans receivable The key types of loans receivable recognized by Nomura are loans at banks, short-term secured margin loans, inter-bank money market loans and corporate loans. Loans at banks include both retail and commercial secured and unsecured loans extended by licensed banking entities within Nomura such as The Nomura Trust & Banking Co., Ltd. and Nomura Bank International plc. For both retail and commercial loans secured by real estate or securities, Nomura is exposed to the risk of a decline in the value of the underlying collateral. Loans at banks also include unsecured commercial loans provided to investment banking clients for relationship purposes. Nomura is exposed to risk of default of the counterparty, although these counterparties usually have high credit ratings. Where loans are secured by guarantees, Nomura is also exposed to the risk of default by the guarantor. Short-term secured margin loans are loans provided to clients in connection with securities brokerage business. These loans provide funding for clients in order to purchase securities. Nomura requests initial margin in the form of acceptable collateral securities or deposits against these loans and holds the purchased securities as collateral through the life of the loans. If the value of the securities declines by more than specified amounts, Nomura can make additional margin calls in order to maintain a specified ratio of loan-to-value Inter-bank money market loans are loans to financial institutions in the inter-bank money market, where overnight and intra-day Corporate loans are primarily commercial loans provided to corporate clients extended by non-licensed In addition to the loans above, Nomura has advances to affiliated companies which are loans provided to related parties of Nomura. As these loans are generally not secured, Nomura is exposed to the risk of default of the counterparty. The following tables present a summary of loans receivable reported within Loans receivable Investments in and advances to affiliated companies Millions of yen March 31, 2018 Carried at amortized cost Carried at fair value (1) Total Loans receivable Loans at banks ¥ 491,559 ¥ — ¥ 491,559 Short-term secured margin loans 429,075 — 429,075 Inter-bank money market loans 1,385 — 1,385 Corporate loans 986,347 554,137 1,540,484 Total loans receivable ¥ 1,908,366 ¥ 554,137 ¥ 2,462,503 Advances to affiliated companies — — — Total ¥ 1,908,366 ¥ 554,137 ¥ 2,462,503 Millions of yen September 30, 2018 Carried at amortized cost Carried at fair value (1) Total Loans receivable Loans at banks ¥ 505,844 ¥ — ¥ 505,844 Short-term secured margin loans 335,607 5,210 340,817 Inter-bank money market loans 2,048 — 2,048 Corporate loans 862,736 596,654 1,459,390 Total loans receivable ¥ 1,706,235 ¥ 601,864 ¥ 2,308,099 Advances to affiliated companies — — — Total ¥ 1,706,235 ¥ 601,864 ¥ 2,308,099 (1) Includes loans receivable and loan commitments carried at fair value through election of the fair value option. There were no significant purchases nor sales of loans receivable during the six and the three months ended September 30, 2017. During the same period, there were no significant reclassifications of loans receivable to trading assets. There were no significant purchases nor sales of loans receivable during the six and the three months ended September 30, 2018. During the same period, there were no significant reclassifications of loans receivable to trading assets. Allowance for credit losses Management establishes an allowance for credit losses against loans carried at amortized cost which reflects management’s best estimate of probable losses incurred. The allowance for credit losses against loans, which is reported in the consolidated balance sheets within Allowance for doubtful accounts • A specific component for loans which have been individually evaluated for impairment; and • A general component for loans which, while not individually evaluated for impairment, have been collectively evaluated for impairment based on historical loss experience. The specific component of the allowance reflects probable losses incurred within loans which have been individually evaluated for impairment. A loan is defined as being impaired when, based on current information and events, it is probable that all amounts due according to the contractual terms of the loan agreement will not be collected. Factors considered by management in determining impairment include an assessment of the ability of borrowers to pay by considering various factors such as the nature of the loan, prior credit loss experience, current economic conditions, the current financial situation of the borrower and the fair value of any underlying collateral. Loans that experience insignificant payment delays or insignificant payment shortfalls are not classified as impaired. Impairment is measured on a loan by loan basis by adjusting the carrying value of the loan to either the present value of expected future cash flows discounted at the loan’s effective interest rate, the loan’s observable market price, or the fair value of the collateral if the loan is collateral dependent. The general component of the allowance is for loans not individually evaluated for impairment and includes judgment about collectability based on available information at the balance sheet date and the uncertainties inherent in those underlying assumptions. The allowance is based on historical loss experience adjusted for qualitative factors such as current economic conditions. While management has based its estimate of the allowance for credit losses against loans on the best information available, future adjustments to the allowance may be necessary as a result of changes in the economic environment or variances between actual results and original assumptions. Loans are charged-off The following tables present changes in the total allowance for credit losses for the six and three months ended September 30, 2017 and 2018. Millions of yen Six months ended September 30, 2017 Allowance for credit losses against loans Allowance for receivables other than loans Total allowance for doubtful accounts Loans at banks Short-term secured margin loans Inter-bank money market Corporate loans Advances to affiliated companies Subtotal Opening balance ¥ 968 ¥ — ¥ — ¥ 473 ¥ 0 ¥ 1,441 ¥ 2,110 ¥ 3,551 Provision for credit losses 101 — — (26 ) — 75 292 367 Charge-offs — — — — 0 0 — 0 Other (1) — — — 3 — 3 (135 ) (132 ) Ending balance ¥ 1,069 ¥ — ¥ — ¥ 450 ¥ — ¥ 1,519 ¥ 2,267 ¥ 3,786 Millions of yen Six months ended September 30, 2018 Allowance for credit losses against loans Allowance for receivables other than loans Total allowance for doubtful accounts Loans at banks Short-term secured margin loans Inter-bank money market Corporate loans Advances to affiliated companies Subtotal Opening balance ¥ 1,140 ¥ — ¥ — ¥ 417 ¥ — ¥ 1,557 ¥ 1,957 ¥ 3,514 Provision for credit losses 1 360 — — — 361 23 384 Charge-offs (94 ) — — 0 — (94 ) 118 24 Other (1) 0 12 — 28 — 40 2 42 Ending balance ¥ 1,047 ¥ 372 ¥ — ¥ 445 ¥ — ¥ 1,864 ¥ 2,100 ¥ 3,964 Millions of yen Three months ended September 30, 2017 Allowance for credit losses against loans Allowance for receivables other than loans Total allowance for doubtful accounts Loans at banks Short-term secured margin loans Inter-bank money market Corporate loans Advances to affiliated companies Subtotal Opening balance ¥ 969 ¥ — ¥ — ¥ 447 ¥ 0 ¥ 1,416 ¥ 2,190 ¥ 3,606 Provision for credit losses 100 — — 1 — 101 200 301 Charge-offs — — — — 0 0 — 0 Other (1) — — — 2 — 2 (123 ) (121 ) Ending balance ¥ 1,069 ¥ — ¥ — ¥ 450 ¥ — ¥ 1,519 ¥ 2,267 ¥ 3,786 Millions of yen Three months ended September 30, 2018 Allowance for credit losses against loans Allowance for receivables other than loans Total allowance for doubtful accounts Loans at banks Short-term secured margin loans Inter-bank money market Corporate loans Advances to affiliated companies Subtotal Opening balance ¥ 1,141 ¥ 218 ¥ — ¥ 434 ¥ — ¥ 1,793 ¥ 1,926 ¥ 3,719 Provision for credit losses — 138 — 0 — 138 12 150 Charge-offs (94 ) — — 0 — (94 ) 159 65 Other (1) 0 16 — 11 — 27 3 30 Ending balance ¥ 1,047 ¥ 372 ¥ — ¥ 445 ¥ — ¥ 1,864 ¥ 2,100 ¥ 3,964 (1) Includes the effect of foreign exchange movements. The following tables present the allowance for credit losses against loans and loans by impairment methodology and type of loans as of March 31, 2018 and September 30, 2018. Millions of yen March 31, 2018 Loans at banks Short-term secured loans Inter-bank money market Corporate loans Total Allowance by impairment methodology Evaluated individually ¥ — ¥ — ¥ — ¥ 417 ¥ 417 Evaluated collectively 1,140 — — 0 1,140 Total allowance for credit losses ¥ 1,140 ¥ — ¥ — ¥ 417 ¥ 1,557 Loans by impairment methodology Evaluated individually ¥ 2,800 ¥ 162,017 ¥ 1,385 ¥ 978,501 ¥ 1,144,703 Evaluated collectively 488,759 267,058 — 7,846 763,663 Total loans ¥ 491,559 ¥ 429,075 ¥ 1,385 ¥ 986,347 ¥ 1,908,366 Millions of yen September 30, 2018 Loans at banks Short-term secured loans Inter-bank money market Corporate loans Total Allowance by impairment methodology Evaluated individually ¥ — ¥ 372 ¥ — ¥ 445 ¥ 817 Evaluated collectively 1,047 — — — 1,047 Total allowance for credit losses ¥ 1,047 ¥ 372 ¥ — ¥ 445 ¥ 1,864 Loans by impairment methodology Evaluated individually ¥ 4,311 ¥ 154,707 ¥ 2,048 ¥ 854,291 ¥ 1,015,357 Evaluated collectively 501,533 180,900 — 8,445 690,878 Total loans ¥ 505,844 ¥ 335,607 ¥ 2,048 ¥ 862,736 ¥ 1,706,235 Nonaccrual and past due loans Loans which are individually evaluated as impaired are assessed for nonaccrual status in accordance with Nomura’s policy. When it is determined to suspend interest accrual as a result of an assessment, any accrued but unpaid interest is reversed. Loans are generally only returned to an accrual status if the loan is brought contractually current, i.e. all overdue principal and interest amounts are paid. In limited circumstances, a loan which has not been brought contractually current will also be returned to an accrual status if all principal and interest amounts contractually due are reasonably assured of repayment within a reasonable period of time or there has been a sustained period of repayment performance by the borrower. As of March 31, 2018, the amount of loans which were on a nonaccrual status was not significant. The amount of loans which were 90 days past due was not significant. As of September 30, 2018, the amount of loans which were on a nonaccrual status was not significant. The amount of loans which were 90 days past due was not significant. Once a loan is impaired and placed on a nonaccrual status, interest income is subsequently recognized using the cash basis method. Loan impairment and troubled debt restructurings In the ordinary course of business, Nomura may choose to recognize impairment and also restructure a loan classified as held for investment either because of financial difficulties of the borrower, or simply as a result of market conditions or relationship reasons. A troubled debt restructuring (“TDR”) occurs when Nomura (as lender) for economic or legal reasons related to the borrower’s financial difficulties grants a concession to the borrower that Nomura would not otherwise consider. Any loan being restructured under a TDR will generally already be identified as impaired with an applicable allowance for credit losses recognized. If not (for example if the loan is collectively assessed for impairment with other loans), the restructuring of the loan under a TDR will immediately result in the loan as being classified as impaired. An impairment loss for a loan restructuring under a TDR which only involves modification of the loan’s terms (rather than receipt of assets in full or partial settlement) is calculated in the same way as any other impaired loan. Assets received in full or partial satisfaction of a loan in a TDR are recognized at fair value. As of March 31, 2018, the amount of loans which were classified as impaired but against which no allowance for credit losses had been recognized was not significant. For impaired loans with a related allowance, the amount of recorded investment, the total unpaid principal balance and the related allowance was not significant. As of September 30, 2018, the amount of loans which were classified as impaired but against which no allowance for credit losses had been recognized was not significant. For impaired loans with a related allowance, the amount of recorded investment, the total unpaid principal balance and the related allowance was not significant. The amounts of TDRs which occurred during the six and three months ended September 30, 2017 and 2018 were not significant. Credit quality indicators Nomura is exposed to credit risks deriving from a decline in the value of loans or a default caused by deterioration of creditworthiness or bankruptcy of the obligor. Nomura’s risk management framework for such credit risks is based on a risk assessment through an internal rating process, in depth pre-financing The following tables present an analysis of each class of loans not carried at fair value using Nomura’s internal ratings or equivalent credit quality indicators applied by subsidiaries as of March 31, 2018 and September 30, 2018. Millions of yen March 31, 2018 AAA-BBB BB-CCC CC-D Others (1) Total Secured loans at banks ¥ 152,137 ¥ 106,385 ¥ — ¥ 46,948 ¥ 305,470 Unsecured loans at banks 186,089 — — — 186,089 Short-term secured margin loans — — — 429,075 429,075 Unsecured inter-bank money market loans 1,385 — — — 1,385 Secured corporate loans 273,894 701,761 — 3,555 979,210 Unsecured corporate loans — — — 7,137 7,137 Total ¥ 613,505 ¥ 808,146 ¥ — ¥ 486,715 ¥ 1,908,366 Millions of yen September 30, 2018 AAA-BBB BB-CCC CC-D Others (1) Total Secured loans at banks ¥ 155,293 ¥ 116,569 ¥ — ¥ 49,043 ¥ 320,905 Unsecured loans at banks 182,067 — — 2,872 184,939 Short-term secured margin loans — — — 335,607 335,607 Unsecured inter-bank money market loans 2,048 — — — 2,048 Secured corporate loans 330,969 521,554 — 3,961 856,484 Unsecured corporate loans — 659 — 5,593 6,252 Total ¥ 670,377 ¥ 638,782 ¥ — ¥ 397,076 ¥ 1,706,235 (1) Relate to collateralized exposures where a specified ratio of LTV is maintained. The following table presents a definition of each of the internal ratings used in the Nomura Group. Rating Range Definition AAA Highest credit quality. An obligor or facility has extremely strong capacity to meet its financial commitments. ‘AAA range.’ is the highest credit rating assigned by Nomura. Extremely low probability of default. AA Very high credit quality category. An obligor or facility has very strong capacity to meet its financial commitments. Very low probability of default but above that of ‘AAA range.’ A High credit quality category. An obligor or facility has strong capacity to meet its financial commitments but is somewhat more susceptible to the adverse effects of changes in circumstances and economic conditions than those in higher-rated categories. Low probability of default but higher than that of ‘AA range.’ BBB Good credit quality category. An obligor or facility has adequate capacity to meet its financial commitments. However, adverse economic conditions or changing circumstances are more likely to lead to a weakened capacity to meet its financial commitments. Medium probability of default but higher than that of ‘A range.’ BB Speculative credit quality category. An obligor or facility is less vulnerable in the near term than other lower-ratings. However, it faces major ongoing uncertainties and exposure to adverse business, financial, or economic conditions which could lead to the inadequate capacity to meet its financial commitments. Medium to high probability of default but higher than that of ‘BBB range.’ B Highly speculative credit quality category. An obligor or facility is more vulnerable than those rated ‘BB range’, but the obligor currently has the capacity to meet its financial commitments. Adverse business, financial, or economic conditions will likely impair the issuer’s or obligor’s capacity or willingness to meet its financial commitments. High probability of default—more than that of ‘BB range.’ CCC Substantial credit risk. An obligor or facility is currently vulnerable, and is dependent upon favorable business, financial, and economic conditions to meet its financial commitments. Strong probability of default – more than that of ‘B range.’ CC An obligor or facility is currently highly vulnerable to nonpayment (default category). C An obligor or facility is currently extremely vulnerable to nonpayment (default category). D Failure of an obligor to make payments in full and on time of any financial obligations, markedly disadvantageous modification to a contractual term compared with the existing obligation, bankruptcy filings, administration, receivership, liquidation or other winding-up Nomura reviews internal ratings at least once a year by using available credit information of obligors including financial statements and other information. Internal ratings are also reviewed more frequently for high-risk obligors or problematic exposures and any significant credit event of obligors will trigger an immediate credit review process.

Leases

Leases	6 Months Ended
	Sep. 30, 2018
Leases [Abstract]
Leases	9. Leases: Nomura as lessor Nomura leases office buildings and aircraft in Japan and overseas. These leases are classified as operating leases and the related assets are stated at cost, net of accumulated depreciation, except for land, which is stated at cost in the consolidated balance sheets and reported within Other assets—Office buildings, land, equipment and facilities. The following table presents the types of assets which Nomura leases under operating leases as of March 31, 2018 and September 30, 2018. Millions of yen March 31, 2018 September 30, 2018 Cost Accumulated depreciation Net carrying amount Cost Accumulated depreciation Net carrying amount Real estate (1) ¥ 3,053 ¥ (1,657 ) ¥ 1,396 ¥ 3,034 ¥ (1,694 ) ¥ 1,340 Aircraft 24,989 (54 ) 24,935 14,654 (141 ) 14,513 Total ¥ 28,042 ¥ (1,711 ) ¥ 26,331 ¥ 17,688 ¥ (1,835 ) ¥ 15,853 (1) Cost, accumulated depreciation and net carrying amounts include amounts relating to real estate utilized by Nomura. Nomura recognized rental income of ¥957 million and ¥592 million for the six and three months ended September 30, 2017, respectively, and ¥1,285 million and ¥566 million for the six and three months ended September 30, 2018, respectively. These are included in the consolidated statements of income within Revenue—Other. The future minimum lease payments to be received on non-cancellable Millions of yen Years of receipt Total Less than 1 year 1 to 2 years 2 to 3 years 3 to 4 years 4 to 5 years More than 5 years Minimum lease payments to be received ¥ 15,055 ¥ 1,412 ¥ 1,412 ¥ 1,412 ¥ 1,407 ¥ 1,347 ¥ 8,065 Nomura as lessee Nomura leases its office space, certain employees’ residential facilities and other facilities in Japan and overseas primarily under cancellable operating lease agreements which are customarily renewed upon expiration. Nomura also leases certain equipment and facilities in Japan and overseas under non-cancellable The following table presents future minimum lease payments under non-cancellable Millions of yen September 30, 2018 Total minimum lease payments ¥ 118,902 Less: Sublease rental income (11,466 ) Net minimum lease payments ¥ 107,436 The future minimum lease payments above are scheduled as below as of September 30, 2018: Millions of yen Years of payment Total Less than 1 year 1 to 2 years 2 to 3 years 3 to 4 years 4 to 5 years More than 5 years Minimum lease payments ¥ 118,902 ¥ 16,245 ¥ 15,312 ¥ 11,569 ¥ 8,735 ¥ 8,071 ¥ 58,970 Nomura leases certain equipment and facilities in Japan and overseas under capital lease agreements. If the lease is classified as a capital lease, Nomura recognizes it at the lower of the fair value or present value of minimum lease payments, which is reported within Other Assets—Office buildings, land, equipment and facilities The following table presents future minimum lease payments under capital leases as of September 30, 2018: Millions of yen September 30, 2018 Total minimum lease payments ¥ 44,409 Less: Amount representing interest (26,798 ) Present value of net minimum lease payments ¥ 17,611 The future minimum lease payments above are scheduled as below as of September 30, 2018: Millions of yen Years of payment Total Less than 1 year 1 to 2 years 2 to 3 years 3 to 4 years 4 to 5 years More than 5 years Minimum lease payments ¥ 44,409 ¥ 3,763 ¥ 3,849 ¥ 3,879 ¥ 3,877 ¥ 3,875 ¥ 25,166 Certain leases contain renewal options or escalation clauses providing for increased rental payments based upon maintenance, utilities and tax increases.

Other assets-Other _ Other liab

Other assets-Other / Other liabilities	6 Months Ended
	Sep. 30, 2018
Other assets-Other / Other liabilities [Abstract]
Other assets-Other / Other liabilities	10. Other assets—Other / Other liabilities: The following table presents components of Other assets—Other and Other liabilities Millions of yen March 31, 2018 September 30, 2018 Other assets—Other: Securities received as collateral ¥ 301,072 ¥ 319,939 Goodwill and other intangible assets 99,455 104,285 Deferred tax assets 16,135 20,255 Investments in equity securities for other than operating purposes 192,819 200,028 Prepaid expenses 14,561 17,230 Other 284,092 281,455 Total ¥ 908,134 ¥ 943,192 Other liabilities: Obligation to return securities received as collateral ¥ 301,072 ¥ 319,939 Accrued income taxes 34,181 28,135 Other accrued expenses and provisions 448,423 366,829 Other 166,858 162,943 Total ¥ 950,534 ¥ 877,846

Earnings per share

Earnings per share	6 Months Ended
	Sep. 30, 2018
Earnings Per Share [Abstract]
Earnings per share	11. Earnings per share: A reconciliation of the amounts and the numbers used in the calculation of net income attributable to NHI shareholders per share (basic and diluted) is as follows: Millions of yen except per share data presented in yen Six months ended September 30 2017 2018 Basic— Net income (loss) attributable to NHI shareholders ¥ 108,706 ¥ (6,010 ) Weighted average number of shares outstanding 3,530,324,525 3,394,856,369 Net income (loss) attributable to NHI shareholders per share ¥ 30.79 ¥ (1.77 ) Diluted— Net income (loss) attributable to NHI shareholders ¥ 108,664 ¥ (6,045 ) Weighted average number of shares outstanding 3,598,185,304 3,390,540,890 Net income (loss) attributable to NHI shareholders per share ¥ 30.20 ¥ (1.78 ) Millions of yen except per share data presented in yen Three months ended September 30 2017 2018 Basic— Net income (loss) attributable to NHI shareholders ¥ 51,850 ¥ (11,233 ) Weighted average number of shares outstanding 3,526,321,204 3,394,584,313 Net income (loss) attributable to NHI shareholders per share ¥ 14.70 ¥ (3.31 ) Diluted— Net income (loss) attributable to NHI shareholders ¥ 51,825 ¥ (11,251 ) Weighted average number of shares outstanding 3,586,187,615 3,389,189,961 Net income (loss) attributable to NHI shareholders per share ¥ 14.45 ¥ (3.32 ) Net income (loss) attributable to NHI shareholders is adjusted to reflect the decline in Nomura’s equity share of earnings of subsidiaries and affiliates for the six and the three months ended September 30, 2017 and 2018, arising from options to purchase common shares issued by subsidiaries and affiliates. The weighted average number of shares used in the calculation of diluted earnings per share (“EPS”) reflects the increase in potential issuance of common shares arising from stock-based compensation plans issued by the Company, which would have minimal impact on EPS for the six and the three months ended September 30, 2017. The weighted average number of shares used in the calculation of diluted earnings per share (“EPS”) reflects the decrease in potential issuance of common shares arising from stock-based compensation plans issued by the Company, which would have minimal impact on EPS for the six and the three months ended September 30, 2018. Antidilutive stock options to purchase 10,483,100 common shares were not included in the computation of diluted EPS for the six and the three months ended September 30, 2017, respectively. Antidilutive stock options to purchase 99,204,100 common shares were not included in the computation of diluted EPS for the six and the three months ended September 30, 2018, respectively.

Employee benefit plans

Employee benefit plans	6 Months Ended
	Sep. 30, 2018
Employee Benefit Plans [Abstract]
Employee benefit plans	12. Employee benefit plans: Nomura provides various pension plans and other post-employment benefits which cover certain employees worldwide. In addition, Nomura provides health care benefits to certain active and retired employees through its Nomura Securities Health Insurance Society. Net periodic benefit cost The net periodic benefit cost of the defined benefit plans of Japanese entities’ includes the following components. Millions of yen Six months ended September 30 2017 2018 Service cost ¥ 5,018 ¥ 5,429 Interest cost 1,129 1,090 Expected return on plan assets (3,033 ) (3,034 ) Amortization of net actuarial losses 2,003 1,915 Amortization of prior service cost (530 ) (530 ) Net periodic benefit cost ¥ 4,587 ¥ 4,870 Millions of yen Three months ended September 30 2017 2018 Service cost ¥ 2,393 ¥ 2,702 Interest cost 564 545 Expected return on plan assets (1,517 ) (1,517 ) Amortization of net actuarial losses 1,001 957 Amortization of prior service cost (265 ) (265 ) Net periodic benefit cost ¥ 2,176 ¥ 2,422 Nomura also recognized net periodic benefit cost of plans other than Japanese entities’ plans, which are not significant.

Income taxes

Income taxes	6 Months Ended
	Sep. 30, 2018
Income Tax [Abstract]
Income taxes	13. Income taxes: For the six months ended September 30, 2017, the difference between the effective statutory tax rate of 31% and the effective tax rate of 30.4% was mainly due to non-taxable non-deductible For the three months ended September 30, 2017, the difference between the effective statutory tax rate of 31% and the effective tax rate of 35.4% was mainly due to non-taxable non-deductible For the six months ended September 30, 2018, the difference between the effective statutory tax rate of 31% and the effective tax rate of 117.9% was mainly due to non-deductible non-taxable For the three months ended September 30, 2018, the difference between the effective statutory tax rate of 31% and the effective tax rate of 2,077.8% was mainly due to non-deductible non-taxable

Other comprehensive income (los

Other comprehensive income (loss)	6 Months Ended
	Sep. 30, 2018
Accumulated Other Comprehensive Income (loss)
Other comprehensive income (loss)	14. Other comprehensive income (loss): Changes in accumulated other comprehensive income (loss) are as follows: Millions of yen Six months ended September 30, 2017 Balance at beginning of year Other comprehensive income (loss) before reclassifications Reclassifications out of accumulated other comprehensive income (loss) (1) Net change during the period Balance at end of period Cumulative translation adjustments ¥ 47,767 ¥ 9,860 ¥ (26 ) ¥ 9,834 ¥ 57,601 Pension liability adjustment (41,020 ) (712 ) 1,075 363 (40,657 ) Net unrealized gain on non-trading 20,344 971 104 1,075 21,419 Own credit adjustments 6,561 (9,270 ) (69 ) (9,339 ) (2,778 ) Total ¥ 33,652 ¥ 849 ¥ 1,084 ¥ 1,933 ¥ 35,585 (1) Reclassifications out of accumulated other comprehensive income (loss) were not significant. Millions of yen Six months ended September 30, 2018 Balance at beginning of year Other comprehensive income (loss) before reclassifications Reclassifications out of accumulated other comprehensive income (loss) (1) Net change during the period Balance at end of period Cumulative translation adjustments ¥ (15,596 ) ¥ 54,170 ¥ 6,962 ¥ 61,132 ¥ 45,536 Pension liability adjustment (47,837 ) 1,172 85 1,257 (46,580 ) Net unrealized gain on non-trading (2) — — — — — Own credit adjustments 4,077 3,319 21 3,340 7,417 Total ¥ (59,356 ) ¥ 58,661 ¥ 7,068 ¥ 65,729 ¥ 6,373 (1) Change in cumulative translation adjustments, net of tax in other comprehensive income (loss) for six months ended September 30, 2018 includes reclassification adjustment of ¥6,956 million for loss due to substantially complete liquidation of an investment in a foreign entity. The adjustment is recognized in Non-interest (2) See Note 6 “ Non-trading non-trading Millions of yen Three months ended September 30, 2017 Balance at beginning of period Other comprehensive income (loss) before reclassifications Reclassifications out of accumulated other comprehensive income (loss) (1) Net change during the period Balance at end of period Cumulative translation adjustments ¥ 50,369 ¥ 7,258 ¥ (26 ) ¥ 7,232 ¥ 57,601 Pension liability adjustment (42,626 ) 1,437 532 1,969 (40,657 ) Net unrealized gain on non-trading 21,650 (448 ) 217 (231 ) 21,419 Own credit adjustments 1,695 (4,463 ) (10 ) (4,473 ) (2,778 ) Total ¥ 31,088 ¥ 3,784 ¥ 713 ¥ 4,497 ¥ 35,585 (1) Reclassifications out of accumulated other comprehensive income (loss) were not significant. Millions of yen Three months ended September 30, 2018 Balance at beginning of period Other comprehensive income (loss) before reclassifications Reclassifications out of accumulated other comprehensive income (loss) (1) Net change during the period Balance at end of period Cumulative translation adjustments ¥ 16,263 ¥ 22,368 ¥ 6,905 ¥ 29,273 ¥ 45,536 Pension liability adjustment (47,117 ) 494 43 537 (46,580 ) Net unrealized gain on non-trading (2) — — — — — Own credit adjustments 8,307 (924 ) 34 (890 ) 7,417 Total ¥ (22,547 ) ¥ 21,938 ¥ 6,982 ¥ 28,920 ¥ 6,373 (1) Change in cumulative translation adjustments, net of tax in other comprehensive income (loss) for three months ended September 30, 2018 includes reclassification adjustment of ¥6,956 million for loss due to substantially complete liquidation of an investment in a foreign entity. The adjustment is recognized in Non-interest (2) See Note 6 “ Non-trading non-trading

Commitments, contingencies and

Commitments, contingencies and guarantees	6 Months Ended
	Sep. 30, 2018
Commitments, Contingencies and Guarantees [Abstract]
Commitments, contingencies and guarantees	15. Commitments, contingencies and guarantees: Commitments— Credit and investment commitments In connection with its banking and financing activities, Nomura provides commitments to extend credit which generally have fixed expiration dates. In connection with its investment banking activities, Nomura enters into agreements with clients under which Nomura commits to underwrite securities that may be issued by the clients. The outstanding commitments under these agreements are included below in commitments to extend credit. Nomura has commitments to invest in various partnerships and other entities and also has commitments to provide financing for investments related to these partnerships. The outstanding commitments under these agreements are included below in commitments to invest. The following table presents a summary of the key types of outstanding commitments provided by Nomura. Millions of yen March 31, 2018 September 30, 2018 Commitments to extend credit ¥ 965,942 ¥ 1,076,827 Commitments to invest 13,273 15,336 As of September 30, 2018, these commitments had the following maturities: 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 ¥ 1,076,827 ¥ 320,018 ¥ 142,428 ¥ 193,573 ¥ 420,808 Commitments to invest 15,336 1,799 — 373 13,164 The contractual amounts of these commitments to extend credit represent the amounts at risk but only if the contracts are fully drawn upon, should the counterparties default, and assuming the value of any existing collateral becomes worthless. The total contractual amount of these commitments may not represent future cash requirements since the commitments may expire without being drawn upon. The credit risk associated with these commitments varies depending on the clients’ creditworthiness and the value of collateral held. Nomura evaluates each client’s creditworthiness on a case-by-case Contingencies— Investigations, lawsuits and other legal proceedings In the normal course of business as a global financial services entity, Nomura is involved in investigations, lawsuits and other legal proceedings and, as a result, may suffer loss from any fines, penalties or damages awarded against Nomura, any settlements Nomura chooses to make to resolve a matter, and legal and other advisory costs incurred to support and formulate a defense. The ability to predict the outcome of these actions and proceedings is inherently difficult, particularly where claimants are seeking substantial or indeterminate damages, where investigations and legal proceedings are at an early stage, where the matters present novel legal theories or involve a large number of parties, or which take place in foreign jurisdictions with complex or unclear laws. The Company regularly evaluates each legal proceeding and claim on a case-by-case The most significant actions and proceedings against Nomura are summarized below. The Company believes that, based on current information available as of the date of these consolidated financial statements, the ultimate resolution of these actions and proceedings will not be material to the Company’s financial condition. However, an adverse outcome in certain of these matters could have a material adverse effect on the consolidated statements of income or cash flows in a particular quarter or annual period. For certain of the significant actions and proceedings described below, the Company is currently able to estimate the amount of reasonably possible loss, or range of reasonably possible losses, in excess of amounts recognized as a liability (if any) against such cases. These estimates are based on current information available as of the date of these consolidated financial statements and include, but are not limited to, the specific amount of damages or claims against Nomura in each case. As of December 14, 2018, for those cases where an estimate of the range of reasonably possible losses can be made, the Company estimates that the total aggregate reasonably possible maximum loss in excess of amounts recognized as a liability (if any) against these cases is approximately ¥35 billion. For certain other significant actions and proceedings, the Company is unable to provide an estimate of the reasonably possible loss or range of reasonably possible losses because, among other reasons, (i) the proceedings are at such an early stage there is not enough information available to assess whether the stated grounds for the claim are viable; (ii) damages have not been identified by the claimant; (iii) damages are unsupported and/or exaggerated; (iv) there is uncertainty as to the outcome of pending appeals or motions; (v) there are significant legal issues to be resolved that may be dispositive, such as the applicability of statutes of limitations; and/or (vi) there are novel or unsettled legal theories underlying the claims. Nomura will continue to cooperate with regulatory investigations and to vigorously defend its position in the ongoing actions and proceedings set out below, as appropriate. In January 2008, Nomura International plc (“NIP”) was served with a tax notice issued by the tax authorities in Pescara, Italy alleging breaches by NIP of the U.K.-Italy Double Taxation Treaty of 1998 (“Tax Notice”). The alleged breaches relate to payments to NIP of tax credits on dividends on Italian shares. The Tax Notice not only denies certain payments to which NIP claims to be entitled but also seeks reimbursement of approximately EUR 33.8 million, plus interest, already refunded. NIP continues vigorously to challenge the Pescara Tax Court’s decisions in favor of the local tax authorities. In October 2010 and June 2012, two actions were brought against NIP, seeking recovery of payments allegedly made to NIP by Fairfield Sentry Ltd. and Fairfield Sigma Ltd. (collectively, “Fairfield Funds”), which are now in liquidation and were feeder funds to Bernard L. Madoff Investment Securities LLC (in liquidation pursuant to the Securities Investor Protection Act in the U.S. since December 2008) (“BLMIS”). The first suit was brought by the liquidators of the Fairfield Funds. It was filed on October 5, 2010 in the Supreme Court of the State of New York, but was subsequently removed to the United States Bankruptcy Court for the Southern District of New York, where it is presently pending. The second suit was brought by the Trustee for the liquidation of BLMIS (“Madoff Trustee”). NIP was added as a defendant in June 2012 when the Madoff Trustee filed an amended complaint in the United States Bankruptcy Court for the Southern District of New York. In November 2016, the United States Bankruptcy Court granted a motion to dismiss the Madoff Trustee’s claim. The Madoff Trustee has appealed the decision to the United States Court of Appeals for the Second Circuit. Both actions seek to recover approximately $35 million. In April 2011, the Federal Home Loan Bank of Boston (“FHLB-Boston”) commenced proceedings in the Superior Court of Massachusetts against numerous issuers, sponsors and underwriters of residential mortgage-backed securities (“RMBS”), and their controlling persons, including Nomura Asset Acceptance Corporation (“NAAC”), Nomura Credit & Capital, Inc. (“NCCI”), Nomura Securities International, Inc. (“NSI”) and Nomura Holding America Inc. (“NHA”). The action alleges that FHLB-Boston purchased RMBS issued by NAAC for which the offering materials contained untrue statements or omitted material facts concerning the underwriting standards used by the original lenders and the characteristics of the loans underlying the securities. FHLB-Boston seeks rescission of its purchases or compensatory damages pursuant to state law. FHLB-Boston alleges that it purchased certificates in four offerings issued by NAAC in the original principal amount of approximately $406 million. In September 2011, the Federal Housing Finance Agency (“FHFA”), as conservator for the government sponsored enterprises, Federal National Mortgage Association and Federal Home Loan Mortgage Corporation (“GSEs”), commenced proceedings in the United States District Court for the Southern District of New York against numerous issuers, sponsors and underwriters of RMBS, and their controlling persons, including NAAC, Nomura Home Equity Loan Inc. (“NHEL”), NCCI, NSI and NHA (the Company’s U.S. subsidiaries). The action alleged that the GSEs purchased RMBS issued by NAAC and NHEL for which the offering materials contained untrue statements or omitted material facts concerning the underwriting standards used by the original lenders and the characteristics of the loans underlying the securities. FHFA alleged that the GSEs purchased certificates in seven offerings in the original principal amount of approximately $2,046 million and sought rescission of its purchases. The case was tried before the Court beginning March 16, 2015 and closing arguments were completed on April 9, 2015. On May 15, 2015, the Court issued a judgment and ordered the defendants to pay $806 million to the GSEs upon the GSEs’ delivery of the certificates at issue to the defendants. The Company’s U.S. subsidiaries appealed the decision to the United States Court of Appeals for the Second Circuit and agreed, subject to the outcome of the appeal, to a consent judgment for costs and attorneys’ fees recoverable under the blue sky statutes at issue in the maximum amount of $33 million. On September 28, 2017, the Second Circuit affirmed the judgment of the district court. On March 12, 2018, the Company’s U.S. subsidiaries filed a petition for certiorari to the U.S. Supreme Court. On June 25, 2018, the U.S. Supreme Court denied the petition for certiorari. The judgment has been satisfied and the proceedings have since been discontinued. In November 2011, NIP was served with a claim filed by the Madoff Trustee in the United States Bankruptcy Court for the Southern District of New York. This is a clawback action similar to claims filed by the Madoff Trustee against numerous other institutions. The Madoff Trustee alleges that NIP received redemptions from the BLMIS feeder fund, Harley International (Cayman) Limited in the six years prior to December 11, 2008 (the date proceedings were commenced against BLMIS) and that these are avoidable and recoverable under the U.S. Bankruptcy Code and New York law. In November 2016, the United States Bankruptcy Court granted a motion to dismiss the Madoff Trustee’s claim. The Madoff Trustee has appealed the decision to the United States Court of Appeals for the Second Circuit. The amount that the Madoff Trustee is currently seeking to recover from NIP is approximately $21 million. In March 2013, Banca Monte dei Paschi di Siena SpA (“MPS”) issued a claim in the Italian Courts against (1) two former directors of MPS and (2) NIP. MPS alleged that the former directors improperly caused MPS to enter into certain structured financial transactions with NIP in 2009 (“Transactions”) and that NIP acted fraudulently and was jointly liable for the unlawful conduct of MPS’s former directors. MPS claimed damages of not less than EUR 1.142 billion. In March 2013, NIP commenced a claim against MPS in the English Courts. The claim was for declaratory relief confirming that the Transactions remained valid and contractually binding. MPS filed and served its defence and counterclaim to these proceedings in March 2014. MPS alleged in its counterclaim that NIP was liable to make restitution of a net amount of approximately EUR 1.5 billion, and sought declarations regarding the illegality and invalidity of the Transactions. On September 23, 2015, NIP entered into a settlement agreement with MPS to terminate the Transactions. NIP believes that the Transactions were conducted legally and appropriately, and does not accept the allegations made against it or admit any wrongdoing. Taking into account the views of relevant European financial authorities and the advice provided by external experts, NIP considered it to be in its best interests to reach a settlement in relation to this matter. As part of the agreement, the Transactions were unwound at a discount of EUR 440 million in favour of MPS and the civil proceedings between MPS and NIP in Italy and England, respectively, will no longer be pursued. Pursuant to the settlement agreement MPS and NIP applied to the Italian Courts to discontinue the proceedings brought by MPS against NIP. These proceedings have since been discontinued. In July 2013, a claim was also issued against the same former directors of MPS, and NIP, by the shareholder group Fondazione Monte dei Paschi di Siena (“FMPS”). The grounds of the FMPS claim are similar to those on which the MPS claim was founded. The level of damages sought by FMPS is not less than EUR 315.2 million. In January 2018, a claim before the Italian Courts brought by two claimants, Alken Fund Sicav (on behalf of two Luxembourg investment funds Alken Fund European Opportunities and Alken Fund Absolute Return Europe) and Alken Luxembourg S.A (the funds’ management company) was served on NIP. The claim is made against NIP, MPS, four MPS former directors and a member of MPS’s internal audit board, and seeks monetary damages of approximately EUR 434 million on the basis of allegations similar to those made in the MPS and FMPS claims, as well as non-monetary In April 2013, an investigation was commenced by the Public Prosecutor’s office in Siena, Italy, into various allegations against MPS and certain of its former directors, including in relation to the Transactions. The investigation was subsequently transferred to the Public Prosecutor of Milan. On April 3, 2015, the Public Prosecutor’s office in Milan issued a notice concluding its preliminary investigation. The Public Prosecutor was seeking to indict MPS, three individuals from MPS’s former management, NIP and two NIP individuals for, among others, the offences of false accounting and market manipulation in relation to MPS’s previous accounts. The preliminary hearing at which the court considered whether or not to grant the indictment concluded on October 1, 2016, the Judge ordering the trial of all individuals and banks involved except for MPS (which entered into a plea bargaining agreement with the Public Prosecutor). The trial commenced in December 2016 and is currently ongoing. Additionally, NIP was served by the Commissione Nazionale per le Società e la Borsa (“CONSOB”, the Italian financial regulatory authority) with a notice commencing administrative sanction proceedings for market manipulation in connection with the Transactions. In relation to the Transactions, the notice named MPS, three individuals from MPS’s former management and two former NIP employees as defendants, whereas NIP was named only in its capacity as vicariously liable to pay any fines imposed on the former NIP employees. On May 22, 2018 CONSOB issued its decision in which it levied EUR 100,000 fines in relation to each of the two NIP former employees as well as revocations of the Italian law integrity requirement to perform certain corporate functions of three and six months respectively. NIP is vicariously liable to pay the fines imposed on its former employees. NIP has paid the fines and appealed the decision to the Milan Court of Appeal. In January 2016, the Municipality of Civitavecchia in Italy (“Municipality”) commenced civil proceedings against NIP in the local courts in Civitavecchia. The Municipality’s claim related to derivatives transactions entered into by the Municipality between 2003 and 2005. The Municipality alleged that NIP failed to comply with its duties under an advisory agreement and sought to recover approximately EUR 35 million in damages. On December 20, 2017, NIP entered into a settlement agreement with the Municipality pursuant to which the Municipality withdrew its proceedings against NIP. The proceedings have since been discontinued. In June 2016 and August 2016, Nomura International (Hong Kong) Limited (“NIHK”) and Nomura Special Investments Singapore Pte Limited (“NSIS”) were respectively served with a complaint filed in the Taipei District Court against NIHK, NSIS and certain individuals by Cathay United Bank, Co., Ltd., Taiwan Cooperative Bank Ltd., Chang Hwa Commercial Bank Ltd., Taiwan Business Bank Ltd., KGI Bank and Hwatai Bank Ltd. (collectively, “Syndicate Banks”). The Syndicate Banks’ complaint relates to a $60 million syndicated term loan to a subsidiary of Ultrasonic AG that was arranged by NIHK, and made by Syndicate Banks together with NSIS. The Syndicate Banks’ allegations in the complaint include allegations that NIHK failed to comply with its fiduciary duties to the lenders as the arranger of the loan and the Syndicate Banks seek to recover approximately $48 million in damages and interest. In March 2017, certain subsidiaries of American International Group, Inc. (“AIG”) commenced proceedings in the District Court of Harris County, Texas against certain entities and individuals, including NSI, in connection with a 2012 offering of $750 million of certain project finance notes, of which $92 million allegedly were purchased by AIG. AIG alleges violations of the Texas Securities Act based on material misrepresentations and omissions in connection with the marketing, offering, issuance and sale of the notes and seeks rescission of the purchases or compensatory damages. Various authorities continue to conduct investigations concerning the activities of NIP, other entities in the Nomura Group and other parties in respect of government, supranational, sub-sovereign sub-sovereign In September 2017 and November 2017, NIHK and NSIS were respectively served with a complaint filed in the Taipei District Court against NIHK, NSIS, China Firstextile (Holdings) Limited (“FT”) and certain individuals by First Commercial Bank, Ltd., Land Bank of Taiwan Co., Ltd., Chang Hwa Commercial Bank Ltd, Taishin International Bank, E.Sun Commercial Bank, Ltd., CTBC Bank Co., Ltd., Hwatai Bank, Ltd. and Bank of Taiwan (collectively, “FT Syndicate Banks”). The FT Syndicated Banks’ complaint relates to a $100 million syndicated term loan facility to borrower FT that was arranged by NIHK, and made by the FT Syndicate Banks together with NSIS. The FT Syndicated Banks’ allegations in the complaint include tort claims under Taiwan law against the defendants. The FT Syndicated Banks seek to recover approximately $68 million in damages and interest. In July 2018, a former Italian counterparty filed a claim against NIP in the Civil Court of Rome relating to a derivative transaction entered into by the parties in 2006, and terminated in 2009. The claim alleges that payments by the counterparty to NIP of approximately EUR 165 million were made in breach of Italian insolvency law, and seeks reimbursement of those payments. Nomura Securities Co., Ltd. (“NSC”) is the leading securities firm in Japan with approximately 5.32 million client accounts. Accordingly, with a significant number of client transactions, NSC is from time to time party to various Japanese civil litigation and other dispute resolution proceedings with clients relating to investment losses. These include an action commenced in October 2014 by a corporate client concerning transactions conducted between 2006 and 2012, in which assertions such as the assertion that NSC was in breach of its duty of explanation at the time the trading contracts were entered into were made and compensation of damages in the amount of ¥2,143 million is being sought for damages such as the amount of losses. On February 8, 2018, for an action commenced in April 2013 by a corporate client seeking ¥10,247 million in damages for losses on currency derivative transactions and the pre-maturity In February 2018, a determination was made that there would be an early redemption of the NEXT NOTES S&P500 VIX Short-Term Futures Inverse Daily Excess Return Index ETN (“Product”), and with respect to matters such as losses that occurred due to this early redemption for clients who purchased the Product, in terms of claims such as mediation procedures before the Non-Profit The United States Department of Justice (“DOJ”), led by the United States Attorney’s Office for the Eastern District of New York, informed NHA; NAAC; NCCI; NHEL; NSI; Nomura America Mortgage Finance, LLC; and Nomura Asset Capital Corporation; (the Company’s U.S. subsidiaries) that it was investigating possible civil claims against the Company’s U.S. subsidiaries under the Financial Institutions Reform, Recovery, and Enforcement Act of 1989 focusing on RMBS the Company’s U.S. subsidiaries sponsored, issued, underwrote, managed, or offered during 2006 and 2007. The Company’s U.S. subsidiaries cooperated with the investigation and on October 15, 2018, the Company’s U.S. subsidiaries reached a settlement with DOJ pursuant to which the U.S. subsidiaries paid $480 million to resolve the matter. On the consolidated statements of income for the Year Ending March 31, 2019, approximately ¥20 billion incurred by the settlement, was reserved at Non-interest The United States Securities and Exchange Commission (“SEC”) and the DOJ have been investigating past activities of several former employees of NSI in respect of the commercial and residential mortgage-backed securities transactions. The SEC has indicated it will institute proceedings focusing on NSI’s supervision of certain former employees and NSI intends, in connection with such proceedings, to agree to disgorgement and/or restitution relating to some of the transactions in issue. Other mortgage-related contingencies in the U.S. Certain of the Company’s subsidiaries in the U.S. securitized residential mortgage loans in the form of RMBS. These subsidiaries did not generally originate mortgage loans, but purchased mortgage loans from third-party loan originators (“originators”). In connection with such purchases, these subsidiaries received loan level representations from the originators. In connection with the securitizations, the relevant subsidiaries provided loan level representations and warranties of the type generally described below, which mirror the representations the subsidiaries received from the originators. The loan level representations made in connection with the securitization of mortgage loans were generally detailed representations applicable to each loan and addressed characteristics of the borrowers and properties. The representations included, but were not limited to, information concerning the borrower’s credit status, the loan-to-value The relevant subsidiaries have received claims demanding the repurchase of certain loans from trustees of various securitization trusts, made at the instance of one or more investors, or from certificate insurers. The total original principal amount of loans for which repurchase claims were received by the relevant subsidiaries within six years of each securitization is $3,203 million. The relevant subsidiaries summarily rejected any demand for repurchase received after the expiration of the statute of limitations applicable to breach of representation claims. For those claims received within six years, the relevant subsidiaries reviewed each claim received, and rejected those claims believed to be without merit or agreed to repurchase certain loans for those claims that the relevant subsidiaries determined to have merit. In several instances, following the rejection of repurchase demands, investors instituted actions through the trustee alleging breach of contract. The breach of contract claims that were brought within the six-year Cyber security incident In June 2018, a foreign Nomura subsidiary experienced a cyber incident that resulted in the unauthorized access to certain of its systems including client information. An internal investigation to assess and remediate the incident and inform the appropriate authorities of its occurrence was immediately launched and is currently ongoing. As a result of this incident, Nomura may suffer financial loss through reputational damage, legal liability and enforcement actions and through the cost of additional resources to both remediate this incident and also to enhance and strengthen cybersecurity of other Nomura group companies. As the extent and potential magnitude of this incident have yet to be determined, the Company cannot provide an estimate of the reasonably possible loss in respect of this matter. Guarantees— In the normal course of business, Nomura enters into various guarantee arrangements with counterparties in the form of standby letters of credit and other guarantees, which generally have a fixed expiration date. In addition, Nomura enters into certain derivative contracts that meet the accounting definition of a guarantee, namely derivative contracts that contingently require a guarantor to make payment to a guaranteed party based on changes in an underlying that relate to an asset, liability or equity security held by a guaranteed party. Since Nomura does not track whether its clients enter into these derivative contracts for speculative or hedging purposes, Nomura has disclosed below information about derivative contracts that could meet the accounting definition of guarantees. For information about the maximum potential amount of future payments that Nomura could be required to make under certain derivatives, the notional amount of contracts has been disclosed. However, the maximum potential payout for certain derivative contracts, such as written interest rate caps and written currency options, cannot be estimated, as increases in interest or foreign exchange rates in the future could be theoretically unlimited. Nomura records all derivative contracts at fair value on its consolidated balance sheets. Nomura believes the notional amounts generally overstate its risk exposure. Since the derivative contracts are accounted for at fair value, carrying value is considered the best indication of payment and performance risk for individual contracts. The following table presents information on Nomura’s derivative contracts that could meet the accounting definition of a guarantee and standby letters of credit and other guarantees. Millions of yen March 31, 2018 September 30, 2018 Carrying value Maximum potential payout/ Notional total Carrying value Maximum potential payout/ Notional total Derivative contracts (1)(2) ¥ 4,023,893 ¥ 260,885,770 ¥ 4,396,614 ¥ 271,246,276 Standby letters of credit and other guarantees (3) 92 5,189 90 5,823 (1) Credit derivatives are disclosed in Note 3. “ Derivative instruments and hedging activities (2) Derivative contracts primarily consist of equity, interest rate and foreign exchange contracts. (3) The amounts of collaterals held in connection with standby letters of credit and other guarantees are ¥2,559 million and ¥2,735 million as of March 31, 2018 and September 30, 2018, respectively. The following table presents maturity information on Nomura’s derivative contracts that could meet the accounting definition of a guarantee and standby letters of credit and other guarantees as of September 30, 2018. Millions of yen Maximum potential payout/Notional Years to Maturity Carrying value Total Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Derivative contracts ¥ 4,396,614 ¥ 271,246,276 ¥ 83,662,531 ¥ 79,164,073 ¥ 34,956,982 ¥ 73,462,690 Standby letters of credit and other guarantees 90 5,823 2,004 3 3,815 1

Segment and geographic informat

Segment and geographic information	6 Months Ended
	Sep. 30, 2018
Segment and Geographic Information [Abstract]
Segment and geographic information	16. Segment and geographic information: Operating segments— Nomura’s operating management and management reporting are prepared based on the Retail, the Asset Management, and the Wholesale segments. Nomura structures its business segments based upon the nature of its main products and services, its client base and its management structure. The accounting policies for segment information follow U.S. GAAP, except for the impact of unrealized gains/losses on investments in equity securities held for operating purposes, which under U.S. GAAP are included in Income (loss) before income taxes, Revenues and expenses directly associated with each business segment are included in the operating results of each respective segment. Revenues and expenses that are not directly attributable to a particular segment are allocated to each respective business segment or included in “ Other Business segments’ results are shown in the following tables. Net interest revenue Millions of yen Retail Asset Management Wholesale Other (Incl. elimination) Total Six months ended September 30, 2017 Non-interest ¥ 200,633 ¥ 64,749 ¥ 270,461 ¥ 115,733 ¥ 651,576 Net interest revenue 2,837 (1,234 ) 67,818 (11,416 ) 58,005 Net revenue 203,470 63,515 338,279 104,317 709,581 Non-interest 153,031 29,477 295,943 73,383 551,834 Income (loss) before income taxes ¥ 50,439 ¥ 34,038 ¥ 42,336 ¥ 30,934 ¥ 157,747 Six months ended September 30, 2018 Non-interest ¥ 174,522 ¥ 52,302 ¥ 236,662 ¥ 56,651 ¥ 520,137 Net interest revenue 4,021 (1,532 ) 48,288 (16,931 ) 33,846 Net revenue 178,543 50,770 284,950 39,720 553,983 Non-interest 146,403 31,574 287,459 75,373 540,809 Income (loss) before income taxes ¥ 32,140 ¥ 19,196 ¥ (2,509 ) ¥ (35,653 ) ¥ 13,174 Millions of yen Retail Asset Management Wholesale Other (Incl. elimination) Total Three months ended September 30, 2017 Non-interest ¥ 100,360 ¥ 36,061 ¥ 123,126 ¥ 58,514 ¥ 318,061 Net interest revenue 1,426 (643 ) 35,837 (5,904 ) 30,716 Net revenue 101,786 35,418 158,963 52,610 348,777 Non-interest 76,239 14,950 141,980 35,285 268,454 Income (loss) before income taxes ¥ 25,547 ¥ 20,468 ¥ 16,983 ¥ 17,325 ¥ 80,323 Three months ended September 30, 2018 Non-interest ¥ 83,857 ¥ 25,455 ¥ 121,965 ¥ 29,514 ¥ 260,791 Net interest revenue 1,853 (774 ) 25,695 (3,532 ) 23,242 Net revenue 85,710 24,681 147,660 25,982 284,033 Non-interest 73,494 15,768 142,745 50,448 282,455 Income (loss) before income taxes ¥ 12,216 ¥ 8,913 ¥ 4,915 ¥ (24,466 ) ¥ 1,578 Transactions between operating segments are recorded within segment results on commercial terms and conditions and are eliminated in “ Other. The following table presents the major components of Income (loss) before income taxes Other Millions of yen Six months ended September 30 2017 2018 Net gain (loss) related to economic hedging transactions ¥ (96 ) ¥ (29,825 ) Realized gain (loss) on investments in equity securities held for operating purposes 387 52 Equity in earnings of affiliates 15,430 15,155 Corporate items 1,751 (26,201 ) Other (1) 13,462 5,166 Total ¥ 30,934 ¥ (35,653 ) Millions of yen Three months ended September 30 2017 2018 Net gain (loss) related to economic hedging transactions ¥ 558 ¥ (16,018 ) Realized gain (loss) on investments in equity securities held for operating purposes 344 7 Equity in earnings of affiliates 8,408 8,536 Corporate items 1,597 (23,719 ) Other (1) 6,418 6,728 Total ¥ 17,325 ¥ (24,466 ) (1) Includes the impact of Nomura’s own creditworthiness. The table below presents reconciliations of the combined business segments’ results included in the preceding table to Nomura’s reported Net revenue, Non-interest Income before income taxes Millions of yen Six months ended September 30 2017 2018 Net revenue ¥ 709,581 ¥ 553,983 Unrealized gain (loss) on investments in equity securities held for operating purposes 2,735 936 Consolidated net revenue ¥ 712,316 ¥ 554,919 Non-interest ¥ 551,834 ¥ 540,809 Unrealized gain (loss) on investments in equity securities held for operating purposes — — Consolidated non-interest ¥ 551,834 ¥ 540,809 Income before income taxes ¥ 157,747 ¥ 13,174 Unrealized gain (loss) on investments in equity securities held for operating purposes 2,735 936 Consolidated income before income taxes ¥ 160,482 ¥ 14,110 Millions of yen Three months ended September 30 2017 2018 Net revenue ¥ 348,777 ¥ 284,033 Unrealized gain (loss) on investments in equity securities held for operating purposes 2,716 (1,111 ) Consolidated net revenue ¥ 351,493 ¥ 282,922 Non-interest ¥ 268,454 ¥ 282,455 Unrealized gain (loss) on investments in equity securities held for operating purposes — — Consolidated non-interest ¥ 268,454 ¥ 282,455 Income before income taxes ¥ 80,323 ¥ 1,578 Unrealized gain (loss) on investments in equity securities held for operating purposes 2,716 (1,111 ) Consolidated income before income taxes ¥ 83,039 ¥ 467 Geographic information— Nomura’s identifiable assets, revenues and expenses are generally allocated based on the country of domicile of the legal entity providing the service. However, because of the integration of the global capital markets and the corresponding global nature of Nomura’s activities and services, it is not always possible to make a precise separation by location. As a result, various assumptions, which are consistent among years, have been made in presenting the following geographic data. The table below presents a geographic allocation of Net revenue Income (loss) before income taxes long-lived assets Net revenue Long-lived assets Income (loss) before income taxes Millions of yen Six months ended September 30 2017 2018 Net revenue (1) Americas ¥ 120,012 ¥ 95,033 Europe 91,922 69,801 Asia and Oceania 32,344 19,916 Subtotal 244,278 184,750 Japan 468,038 370,169 Consolidated ¥ 712,316 ¥ 554,919 Income (loss) before income taxes: Americas ¥ 6,414 ¥ (23,260 ) Europe 891 (16,799 ) Asia and Oceania 9,012 201 Subtotal 16,317 (39,858 ) Japan 144,165 53,968 Consolidated ¥ 160,482 ¥ 14,110 Millions of yen Three months ended September 30 2017 2018 Net revenue (1) Americas ¥ 54,250 ¥ 41,931 Europe 47,991 34,181 Asia and Oceania 15,262 10,423 Subtotal 117,503 86,535 Japan 233,990 196,387 Consolidated ¥ 351,493 ¥ 282,922 Income (loss) before income taxes: Americas ¥ (1,460 ) ¥ (21,576 ) Europe (1,354 ) (11,634 ) Asia and Oceania 3,665 1,033 Subtotal 851 (32,177 ) Japan 82,188 32,644 Consolidated ¥ 83,039 ¥ 467 (1) There is no revenue derived from transactions with a single major external customer. Millions of yen March 31, 2018 September 30, 2018 Long-lived assets: Americas ¥ 117,323 ¥ 124,270 Europe 67,010 68,250 Asia and Oceania 8,613 11,766 Subtotal 192,946 204,286 Japan 231,003 224,187 Consolidated ¥ 423,949 ¥ 428,473

Supplementary subsidiary guaran

Supplementary subsidiary guarantee information required under SEC rules	6 Months Ended
	Sep. 30, 2018
Supplementary Subsidiary Guarantee Information Required under SEC Rules [Abstract]
Supplementary subsidiary guarantee information required under SEC rules	17. Supplementary subsidiary guarantee information required under SEC rules: The Company provides several guarantees of debt of its subsidiaries. The Company has fully and unconditionally guaranteed the securities issued by Nomura America Finance LLC, which is an indirect, wholly owned finance subsidiary of the Company.

Subsequent events

Subsequent events	6 Months Ended
	Sep. 30, 2018
Subsequent Events [Abstract]
Subsequent events	18. Subsequent events: On November 26, 2018, the Company’s Executive Management Board resolved to cancel a part of its own shares, pursuant to the company’s articles of incorporation set out in accordance with Article 178 of the Companies Act of Japan as follows: (a) type of shares to be cancelled is the Company’s common shares, (b) total number of shares to be cancelled is 150,000,000 shares (4.1 percent of outstanding shares) and (c) the scheduled cancellation date is on December 17, 2018.

Summary of accounting policies

Summary of accounting policies (Policies)	6 Months Ended
	Sep. 30, 2018
Accounting Policies [Abstract]
Description of business	Description of business— Nomura Holdings, Inc. (“Company”) and its broker-dealer, banking and other financial services subsidiaries provide investment, financing and related services to individual, institutional and government clients on a global basis. The Company and other entities in which it has a controlling financial interest are collectively referred to as “Nomura” within these consolidated financial statements. Nomura operates its business through various divisions based upon the nature of specific products and services, its main client base and its management structure. Nomura reports operating results through three business segments: Retail, Asset Management and Wholesale. In its Retail segment, Nomura provides investment consultation services mainly to individual clients in Japan. In its Asset Management segment, Nomura develops and manages investment trusts, and provides investment advisory services. In its Wholesale segment, Nomura engages in the sales and trading of debt and equity securities, derivatives, and currencies on a global basis, and provides investment banking services such as the underwriting of debt and equity securities as well as mergers and acquisitions and financial advice. The accounting and financial reporting policies of Nomura conform to U. S. generally accepted accounting principles (“U. S. GAAP”) as applicable to broker dealers. A summary of the significant accounting policies applied by Nomura within these interim consolidated financial statements is provided within in the notes to the consolidated financial statements of Nomura’s annual report on Form 20-F
New accounting pronouncements recently adopted	New accounting pronouncements recently adopted— No new accounting pronouncements relevant to Nomura were adopted during the three months ended September 30, 2018. The following table presents a summary of new accounting pronouncements relevant to Nomura which have been adopted during the three months ended June 30, 2018: Pronouncement Summary of new guidance Actual adoption date and method of adoption Effect on these statements ASU 2014-09, Revenue from Contracts with Customers (1) •  Replaces existing revenue recognition guidance in ASC 605 “Revenue Recognition” •  Introduces specific guidance for the treatment of variable consideration, non-cash •  Revises existing guidance for principal-versus-agency determination. •  Requires revenue recognition and measurement principles to be applied to sales of nonfinancial and in substance nonfinancial assets to noncustomers. •  Specifies the accounting for costs to obtain or fulfill a customer contract. •  Requires extensive new footnote disclosures around nature and type of revenue from services provided to customers. Modified retrospective adoption from April 1, 2018. ¥1,564 million adjustment to Retained earnings Payables to other than customers ¥1,750 million adjustment to Other long-term assets Deferred tax assets (2) ASU 2016-15, Classification of Certain Cash Receipts and Cash Payments 2016-18, Restricted Cash •  Amends the classification of certain cash receipts and cash payments in the statement of cash flows. •  Requires movements in restricted cash and restricted cash equivalents to be presented as part of cash and cash equivalents in the statement of cash flows. •  Requires new disclosures on the nature and amount of restricted cash and restricted cash equivalents. Full retrospective adoption from April 1, 2018. ¥445 million of restricted cash and restricted cash equivalents are now presented with cash and cash equivalents in the statements of cash flows during the half year ended September 30, 2018 and similar reclassifications have been made in comparative periods presented. See the reconciliation table provided with the statements of cash flows for further details. Pronouncement Summary of new guidance Expected adoption date and method of Effect on these statements ASU 2017-07, “ Improving the Presentation of Net Periodic Pension Cost and Net Periodic Postretirement Benefit Cost •  Clarifies the service cost component of net periodic pension cost to be reported in the same income statement line item as compensation costs arising from other services. •  Clarifies only the service cost component is eligible for capitalization as an asset when applicable. Full retrospective adoption from April 1, 2018. ¥541 million reclassification from Compensation and benefits O ther expenses. (1) As subsequently amended by ASU 2015-14 “Revenue from Contracts with Customers—Deferral of the Effective Date” 2016-08 “Revenue from Contracts with Customers—Principal versus Agent Considerations” 2016-10 “Revenue from Contracts with Customers—Identifying Performance Obligations and Licensing” (2) See Note 4 “Revenue from services provided to customers” In addition, Nomura changed its accounting policy for derivative transactions as follows. Nomura collects and remits cash margin between institutional investors and central clearing houses in its execution and clearing services of exchange-traded derivative transactions. Cash margin remitted to central clearing houses was reflected on Nomura’s consolidated balance sheets. However, with effect from April 1, 2018, revisiting nature of the transactions, Nomura has revised its accounting policy for when such balances are recognized on Nomura’s consolidated group balance sheet and as a result, certain cash margin amounts as well as an equivalent amount reflecting the obligation to return such amounts to clients are no longer recognized on the balance sheet if certain criteria are met. Nomura has restated previously reported amounts of Receivables from other than customers Payables to other than customers Daily variation margin for certain derivative transactions traded in Japan was reflected on Nomura’s consolidated balance sheets. However, from April 1, 2018, Nomura changed its accounting policy as a result of amendment of the rules of a specific central clearing house and daily variation margin and related derivative assets and liabilities are no longer recognized on the balance sheet. Nomura has restated previously reported amounts of Trading assets Receivables from other than customers Trading liabilities
Future accounting developments	Future accounting developments— The following table presents a summary of new authoritative accounting pronouncements relevant to Nomura which will be adopted on or after April 1, 2019 and which may have a material impact on these financial statements: Pronouncement Summary of new guidance Expected adoption date and method of adoption Effect on these consolidated statements ASU 2016-02, Leases” (1) •  Replaces ASC 840 “ Leases •  Requires all lessees to recognize a right of use asset and corresponding lease liability on balance sheet. •  Lessor accounting is largely unchanged from current guidance. •  Simplifies the accounting for sale leaseback and “build-to-suit” •  Requires extensive new qualitative and quantitative footnote disclosures on lease arrangements. Modified retrospective adoption from April 1, 2019. (2)(3) Currently evaluating the potential impact however a gross up of Nomura’s balance sheet is expected on adoption date and in subsequent reporting periods. ASU 2016-13, Measurement of Credit Losses on Financial Instruments” •  Introduces a new model for recognition and measurement of credit losses against certain financial instruments such as loans, debt securities and receivables which are not carried at fair value with changes in fair value recognized through earnings. The model also applies to off balance sheet credit exposures such as written loan commitments, standby letters of credit and issued financial guarantees not accounted for as insurance, which are not carried at fair value through earnings. •  The new model based on lifetime current expected credit losses (CECL) measurement, to be recognized at the time an in-scope •  Replaces existing incurred credit losses model under current GAAP. •  Requires enhanced qualitative and quantitative disclosures around credit risk, the methodology used to estimate and monitor expected credit losses and changes in estimates of expected credit losses. Modified retrospective adoption from April 1, 2020. (3) Currently evaluating the potential impact but an overall increase in allowances for credit losses are expected to be recognized which will impact earnings in subsequent reporting periods. (1) As subsequently amended by ASU 2018-01 “Land Easement Practical Expedient for Transition to Topic 842”, 2018-10 Codification Improvements to Topic 842, Leases 2018-11 Leases (Topic 842): Targeted Improvements. (2) Nomura plans to use certain practical expedients permitted by ASC 842 including adopting the new requirements through a cumulative-effect adjustment to retained earnings on adoption date. (3) Unless Nomura early adopts which is considered unlikely as of the date of these consolidated financial statements.

Fair value measurements (Tables

Fair value measurements (Tables)	6 Months Ended
	Sep. 30, 2018
Fair Value Disclosures [Abstract]
Fair value of financial assets and financial liabilities measured on recurring basis	Billions of yen March 31, 2018 Level 1 Level 2 Level 3 Counterparty and Cash Collateral Netting (1) Balance as of March 31, 2018 Assets: Trading assets and private equity investments (2) Equities (3) ¥ 1,741 ¥ 907 ¥ 21 ¥ — ¥ 2,669 Private equity investments (3) — 3 3 — 6 Japanese government securities 2,205 — — — 2,205 Japanese agency and municipal securities — 188 1 — 189 Foreign government, agency and municipal securities 2,980 1,234 6 — 4,220 Bank and corporate debt securities and loans for trading purposes — 1,186 139 — 1,325 Commercial mortgage-backed securities (“CMBS”) — 2 2 — 4 Residential mortgage-backed securities (“RMBS”) — 2,803 0 — 2,803 Real estate-backed securities — — 63 — 63 Collateralized debt obligations (“CDOs”) and other (4) — 62 24 — 86 Investment trust funds and other 271 67 1 — 339 Total trading assets and private equity investments 7,197 6,452 260 — 13,909 Derivative assets (5)(13) Equity contracts 2 973 36 — 1,011 Interest rate contracts 16 8,009 71 — 8,096 Credit contracts 0 498 17 — 515 Foreign exchange contracts 0 5,447 48 — 5,495 Commodity contracts 1 0 — — 1 Netting — — — (14,094 ) (14,094 ) Total derivative assets 19 14,927 172 (14,094 ) 1,024 Subtotal ¥ 7,216 ¥ 21,379 ¥ 432 ¥ (14,094 ) ¥ 14,933 Loans and receivables (6) — 484 70 — 554 Collateralized agreements (7) — 1,181 5 — 1,186 Other assets Non-trading 133 353 — — 486 Other (2)(3) 463 15 169 — 647 Total ¥ 7,812 ¥ 23,412 ¥ 676 ¥ (14,094 ) ¥ 17,806 Liabilities: Trading liabilities Equities ¥ 1,146 ¥ 191 ¥ 1 ¥ — ¥ 1,338 Japanese government securities 2,263 — — — 2,263 Japanese agency and municipal securities — 1 — — 1 Foreign government, agency and municipal securities 2,786 590 — — 3,376 Bank and corporate debt securities — 391 0 — 391 Residential mortgage-backed securities (“RMBS”) — 1 — — 1 Collateralized debt obligations (“CDOs”) and other (4) — 3 0 — 3 Investment trust funds and other 71 25 0 — 96 Total trading liabilities 6,266 1,202 1 — 7,469 Derivative liabilities (5)(13) Equity contracts 1 1,080 37 — 1,118 Interest rate contracts 9 7,427 124 — 7,560 Credit contracts 0 410 15 — 425 Foreign exchange contracts 0 5,066 21 — 5,087 Commodity contracts 1 0 — — 1 Netting — — — (13,457 ) (13,457 ) Total derivative liabilities 11 13,983 197 (13,457 ) 734 Subtotal ¥ 6,277 ¥ 15,185 ¥ 198 ¥ (13,457 ) ¥ 8,203 Short-term borrowings (8) — 355 17 — 372 Payables and deposits (9) — 0 (1 ) — (1 ) Collateralized financing (7) — 566 3 — 569 Long-term borrowings (8)(10)(11) 18 2,403 429 — 2,850 Other liabilities (12) 293 33 1 — 327 Total ¥ 6,588 ¥ 18,542 ¥ 647 ¥ (13,457 ) ¥ 12,320 Billions of yen September 30, 2018 Level 1 Level 2 Level 3 Counterparty and Cash Collateral Netting (1) Balance as of September 30, 2018 Assets: Trading assets and private equity investments (2) Equities (3) ¥ 1,669 ¥ 891 ¥ 20 ¥ — ¥ 2,580 Private equity investments (3) — 3 10 — 13 Japanese government securities 2,085 — — — 2,085 Japanese agency and municipal securities — 122 1 — 123 Foreign government, agency and municipal securities 3,109 1,389 3 — 4,501 Bank and corporate debt securities and loans for trading purposes — 1,117 154 — 1,271 Commercial mortgage-backed securities (“CMBS”) — 2 1 — 3 Residential mortgage-backed securities (“RMBS”) — 3,732 7 — 3,739 Real estate-backed securities — 2 91 — 93 Collateralized debt obligations (“CDOs”) and other (4) — 51 30 — 81 Investment trust funds and other 463 66 1 — 530 Total trading assets and private equity investments 7,326 7,375 318 — 15,019 Derivative assets (5) Equity contracts 0 1,116 43 — 1,159 Interest rate contracts 13 7,548 46 — 7,607 Credit contracts 1 564 24 — 589 Foreign exchange contracts — 6,683 45 — 6,728 Commodity contracts 1 0 — — 1 Netting — — — (15,035 ) (15,035 ) Total derivative assets 15 15,911 158 (15,035 ) 1,049 Subtotal ¥ 7,341 ¥ 23,286 ¥ 476 ¥ (15,035 ) ¥ 16,068 Loans and receivables (6) — 523 87 — 610 Collateralized agreements (7) — 790 11 — 801 Other assets Non-trading 135 317 — — 452 Other (2)(3) 476 14 180 — 670 Total ¥ 7,952 ¥ 24,930 ¥ 754 ¥ (15,035 ) ¥ 18,601 Liabilities: Trading liabilities Equities ¥ 1,376 ¥ 193 ¥ 0 ¥ — ¥ 1,569 Japanese government securities 1,801 — — — 1,801 Japanese agency and municipal securities — 2 — — 2 Foreign government, agency and municipal securities 3,078 811 — — 3,889 Bank and corporate debt securities — 433 1 — 434 Residential mortgage-backed securities (“RMBS”) — 6 — — 6 Collateralized debt obligations (“CDOs”) and other (4) — 0 — — 0 Investment trust funds and other 68 0 0 — 68 Total trading liabilities 6,323 1,445 1 — 7,769 Derivative liabilities (5) Equity contracts 2 1,206 56 — 1,264 Interest rate contracts 7 6,969 99 — 7,075 Credit contracts 1 471 26 — 498 Foreign exchange contracts 2 6,452 20 — 6,474 Commodity contracts 1 0 0 — 1 Netting — — — (14,481 ) (14,481 ) Total derivative liabilities 13 15,098 201 (14,481 ) 831 Subtotal ¥ 6,336 ¥ 16,543 ¥ 202 ¥ (14,481 ) ¥ 8,600 Short-term borrowings (8) — 366 42 — 408 Payables and deposits (9) — 0 (1 ) — (1 ) Collateralized financing (7) — 352 3 — 355 Long-term borrowings (8)(10)(11) 13 2,660 461 — 3,134 Other liabilities (12) 308 31 0 — 339 Total ¥ 6,657 ¥ 19,952 ¥ 707 ¥ (14,481 ) ¥ 12,835 (1) Represents the amount offset under counterparty netting of derivative assets and liabilities as well as cash collateral netting against net derivatives. (2) Certain investments that are measured at fair value using net asset value per share as a practical expedient have not been classified in the fair value hierarchy. As of March 31, 2018 and September 30, 2018, the fair values of these investments which are included in Trading assets and private equity investments Other assets—Others (3) Includes equity investments that would have been accounted for under the equity method had Nomura not chosen to elect the fair value option. (4) Includes collateralized loan obligations (“CLOs”) and asset-backed securities (“ABS”) such as those secured on credit card loans, auto loans and student loans. (5) 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. (6) Includes loans for which the fair value option has been elected. (7) Includes collateralized agreements or collateralized financing for which the fair value option has been elected. (8) Includes structured notes for which the fair value option has been elected. (9) Includes embedded derivatives bifurcated from deposits received at banks. If unrealized gains are greater than unrealized losses, deposits are reduced by the excess amount. (10) Includes embedded derivatives bifurcated from issued structured notes. If unrealized gains are greater than unrealized losses, borrowings are reduced by the excess amount. (11) Includes liabilities recognized from secured financing transactions that are accounted for as financings rather than sales. Nomura elected the fair value option for these liabilities. (12) Includes loan commitments for which the fair value option has been elected. (13) Due to the changes in our accounting policy which Nomura adopted on April 1, 2018, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. “ Summary of accounting policies: New accounting pronouncements recently adopted
Schedule of quantitative and qualitative information regarding significant unobservable inputs and assumptions for certain level 3 financial instruments	March 31, 2018 Financial Instrument Fair value in billions Valuation technique Significant unobservable valuation Range of valuation inputs (1) Weighted Average (2) Impact of (3)(4) Interrelationships between valuation inputs (5) Assets: Trading assets and private equity investments Equities ¥ 21 DCF Liquidity discounts 27.5 – 75.0% 68.3% Lower fair value Not applicable Foreign government, agency and municipal securities 6 DCF Credit spreads 0.0 – 6.7% 0.8% Lower fair value Not applicable Bank and corporate debt securities and loans for trading purposes 139 DCF Credit spreads Recovery rates 0.1 – 19.6% 4.1% Lower fair value Higher fair value No predictable interrelationship Commercial mortgage-backed securities (“CMBS”) 2 DCF Yields 6.6 – 8.9% 7.7% Lower fair value Not applicable Real estate-backed securities 63 DCF Yields Loss severities 6.2 – 23.9% 16.3% Lower fair value Lower fair value No predictable interrelationship Collateralized debt obligations (“CDOs”) and other 24 DCF Yields Prepayment rates Default probabilities Loss severities 6.0 – 24.0% 13.1% Lower fair value Lower fair value Lower fair value Lower fair value Change in default probabilities typically accompanied by directionally similar change in loss severities and opposite change in prepayment rates March 31, 2018 Financial Instrument Fair value in billions Valuation technique Significant unobservable valuation Range of valuation inputs (1) Weighted Average (2) Impact of (3)(4) Interrelationships between valuation inputs (5) Derivatives, net: Equity contracts ¥ (1 ) Option models Dividend yield Volatilities Correlations 0.0 – 11.5% — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Interest rate contracts (53 ) DCF/ Option models Interest rates Volatilities Volatilities Correlations 0.2 – 3.0% — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Credit contracts 2 DCF/ Option models Credit spreads Recovery rates Volatilities Correlations 0.0 – 122.1% — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Foreign exchange contracts 27 DCF/ Option models Interest rates Volatilities Volatilities Correlations 0.2 – 2.6% — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Loans and receivables 70 DCF Credit spreads 0.0 – 9.5% 4.0% Lower fair value Not applicable Collateralized agreements 5 DCF Repo rate 3.5% 3.5% Lower fair value Not applicable Other assets Other (6) 169 DCF WACC Growth rates Liquidity discounts 11.4% 2.5% 10.0% 11.4% Lower fair value Higher fair value Lower fair value No predictable interrelationship Market multiples EV/EBITDA ratios PE ratios Price/Book ratios Liquidity discounts 3.3 – 7.8 x 7.5 – 126.4 x 0.0 – 2.2 x 10.0 – 30.0% 5.7 x Higher fair value Higher fair value Higher fair value Lower fair value Generally changes in multiples results in a corresponding similar directional change in a fair value measurement, assuming earnings levels remain constant. Liabilities: Short-term borrowings 17 DCF/ Option models Volatilities Correlations 7.3 – 50.9% — — Higher fair value Higher fair value No predictable interrelationship Collateralized financing 3 DCF Repo rate 3.5% 3.5% Lower fair value Not applicable Long-term borrowings 429 DCF/ Option models Volatilities Volatilities Correlations 7.3 – 50.9% — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship September 30, 2018 Financial Instrument Fair value in billions Valuation technique Significant unobservable input Range of valuation inputs (1) Weighted Average (2) Impact of (3)(4) Interrelationships between valuation inputs (5) Assets: Trading assets and private equity investments Equities ¥ 20 DCF Liquidity discounts 75.0% 75.0% Lower fair value Not applicable Foreign government, agency and municipal securities 3 DCF Credit spreads 0.0 – 7.7% 0.9% Lower fair value Not applicable Bank and corporate debt securities and loans for trading purposes 154 DCF Credit spreads Recovery rates 0.3 – 13.2% 4.5% Lower fair value Higher fair value No predictable interrelationship Residential mortgage-backed securities (“RMBS”) 7 DCF Yields Prepayment rates Loss severities 0.0 – 36.4% 3.6% Lower fair value Lower fair value Lower fair value No predictable interrelationship Real estate-backed securities 91 DCF Yields Loss severities 6.8 – 22.6% 13.7% Lower fair value Lower fair value No predictable interrelationship Collateralized debt obligations (“CDOs”) and other 30 DCF Yields Prepayment rates Default probabilities Loss severities 6.0 – 20.0% 1.0 – 2.0% 13.0% Lower fair value Lower fair value Lower fair value Lower fair value Change in default probabilities typically accompanied by directionally similar change in loss severities and opposite change in prepayment rates September 30, 2018 Financial Instrument Fair value in billions Valuation technique Significant unobservable input Range of valuation inputs (1) Weighted Average (2) Impact of (3)(4) Interrelationships between valuation inputs (5) Derivatives, net: Equity contracts (13 ) Option models Dividend yield Volatilities Correlations 0.0 – 8.9% 12.1 – 70.0% — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Interest rate contracts (53 ) DCF/ Option models Interest rates Volatilities Volatilities Correlations 0.3 – 3.0% 11.2 – 15.1% 27.8 – 70.6 bp (1.00) – 1.00 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Credit contracts (2 ) DCF/ Option models Credit spreads Recovery rates Volatilities Correlations 0.0 – 188.5% 0.0 – 100.5% 16.2 – 83.0% 0.30 – 0.96 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Foreign exchange contracts 25 Option models Interest rates Volatilities Volatilities Correlations 0.3 – 2.8% 1.8 –29.5% 310.0 –356.0 bp (0.25) – 0.80 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Loans and receivables 87 DCF Credit spreads 0.0 – 10.9% 4.0% Lower fair value Not applicable Collateralized agreements 11 DCF Repo rate 3.5 – 4.9% 4.2% Lower fair value Not applicable Other assets Other (6) 180 DCF WACC Growth rates Liquidity discounts 11.2% 2.5% 10.0% 11.2% Lower fair value Higher fair value Lower fair value No predictable interrelationship Market multiples EV/EBITDA ratios PE Ratios Price/Book ratios Liquidity discounts 4.2 – 14.4 x 9.9 – 31.1 x 0.4 – 2.5 x 10.0 – 50.0% 7.9 x Higher fair value Higher fair value Higher fair value Lower fair value Generally changes in multiples results in a corresponding similar directional change in a fair value measurement, assuming earnings levels remain constant. Liabilities: Short-term borrowings ¥ 42 DCF/ Option models Volatilities Correlations 12.9 – 58.7% (0.75) – 0.95 — — Higher fair value Higher fair value No predictable interrelationship Collateralized financing 3 DCF Repo rate 3.5% 3.5% Lower fair value Not applicable Long-term borrowings 461 DCF/ Option models Volatilities Volatilities Correlations 11.2 – 58.7% 33.8 – 68.9 bp (1.00) – 0.98 — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship (1) Range information is provided in percentages, coefficients and multiples and represents the highest and lowest level significant unobservable valuation input used to value that type of financial instrument. A wide dispersion in the range does not necessarily reflect increased uncertainty or subjectivity in the valuation input and is typically just a consequence of the different characteristics of the financial instruments themselves. (2) Weighted average information for non-derivative (3) The above table only considers the impact of an increase in each significant unobservable valuation input on the fair value measurement of the financial instrument. However, a decrease in the significant unobservable valuation input would have the opposite effect on the fair value measurement of the financial instrument. For example, if an increase in a significant unobservable valuation input would result in a lower fair value measurement, a decrease in the significant unobservable valuation input would result in a higher fair value measurement. (4) The impact of an increase in the significant unobservable input on the fair value measurement for a derivative assumes Nomura is long risk to the input e.g., long volatility. Where Nomura is short such risk, the impact of an increase would have a converse effect on the fair value measurement of the derivative. (5) Consideration of the interrelationships between significant unobservable inputs is only relevant where more than one unobservable valuation input is used to determine the fair value measurement of the financial instrument. (6) Valuation technique(s) and unobservable valuation inputs in respect of equity securities reported within Other assets
Increases and decreases of Level 3 assets and liabilities measured at fair value on recurring basis unrealized and realized gain/losses included in revenue	Billions of yen Six months ended September 30, 2017 Beginning 2017 Total gains (losses) recognized in revenue (1) Total gains (losses) recognized in other comprehensive income Purchases / issues (2) Sales / redemptions (2) Settlements Foreign exchange movements Transfers into Level 3 (3) Transfers out of Level 3 (3) Balance as of six months ended September 30, 2017 Assets: Trading assets and private equity investments Equities ¥ 34 ¥ 1 ¥ — ¥ 17 ¥ (6 ) ¥ — ¥ 0 ¥ 1 ¥ (2 ) ¥ 45 Private equity investments 13 1 — 0 (9 ) — 1 0 (1 ) 5 Japanese agency and municipal securities 1 0 — — 0 — — — — 1 Foreign government, agency and municipal securities 3 1 — 32 (33 ) — 0 4 (1 ) 6 Bank and corporate debt securities and loans for trading purposes 108 5 — 50 (41 ) — 1 9 (4 ) 128 Commercial mortgage-backed securities (“CMBS”) 1 0 — 4 (2 ) — 0 — (2 ) 1 Residential mortgage-backed securities (“RMBS”) 0 0 — 1 (1 ) — 1 — — 1 Real estate-backed securities 41 0 — 22 (26 ) — 0 — — 37 Collateralized debt obligations (“CDOs”) and other 27 (6 ) — 25 (28 ) — 0 4 (4 ) 18 Investment trust funds and other 0 0 — 1 0 — 0 0 0 1 Total trading assets and private equity investments 228 2 — 152 (146 ) — 3 18 (14 ) 243 Derivatives, net (4) Equity contracts (6 ) (1 ) — — — (3 ) (1 ) 5 5 (1 ) Interest rate contracts (22 ) 8 — — — 10 0 1 (28 ) (31 ) Credit contracts (10 ) 3 — — — 1 1 (2 ) 0 (7 ) Foreign exchange contracts 23 (2 ) — — — (3 ) 0 0 1 19 Total derivatives, net (15 ) 8 — — — 5 0 4 (22 ) (20 ) Subtotal ¥ 213 ¥ 10 ¥ — ¥ 152 ¥ (146 ) ¥ 5 ¥ 3 ¥ 22 ¥ (36 ) ¥ 223 Loans and receivables 66 1 — 8 (35 ) — 0 0 — 40 Collateralized agreements 5 0 — — — — 0 — — 5 Other assets Other 163 14 0 0 (1 ) — 1 1 0 178 Total ¥ 447 ¥ 25 ¥ 0 ¥ 160 ¥ (182 ) ¥ 5 ¥ 4 ¥ 23 ¥ (36 ) ¥ 446 Liabilities: Trading liabilities Equities ¥ 1 ¥ 0 ¥ — ¥ 0 ¥ 0 ¥ — ¥ 0 ¥ 1 ¥ (1 ) ¥ 1 Bank and corporate debt securities 0 0 — — 0 — 0 0 0 0 Collateralized debt obligations (“CDOs”) and other 1 0 — 2 (2 ) — 0 — — 1 Investment trust funds and other 0 0 — 0 — — — — 0 — Total trading liabilities ¥ 2 ¥ 0 ¥ — ¥ 2 ¥ (2 ) ¥ — ¥ 0 ¥ 1 ¥ (1 ) ¥ 2 Short-term borrowings 70 (1 ) 0 69 (38 ) — 1 1 (11 ) 93 Payables and deposits 0 0 — 0 0 — 0 — — 0 Collateralized financing 3 — — — — — 0 — — 3 Long-term borrowings 410 (17 ) (1 ) 129 (55 ) — 0 27 (72 ) 457 Other liabilities 1 1 — 0 0 — 0 0 0 0 Total ¥ 486 ¥ (17 ) ¥ (1 ) ¥ 200 ¥ (95 ) ¥ — ¥ 1 ¥ 29 ¥ (84 ) ¥ 555 Billions of yen Six months ended September 30, 2018 Beginning balance as of six months ended September 30, 2018 Total gains (losses) recognized in revenue (1) Total gains (losses) recognized in other comprehensive income Purchases / issues (2) Sales / redemptions (2) Settlements Foreign exchange movements Transfers into Level 3 (3) Transfers out of Level 3 (3) Balance as of six months ended September 30, 2018 Assets: Trading assets and private equity investments Equities ¥ 21 ¥ 0 ¥ — ¥ 2 ¥ (6 ) ¥ — ¥ 1 ¥ 3 ¥ (1 ) ¥ 20 Private equity investments 3 0 — 7 0 — 0 — — 10 Japanese agency and municipal securities 1 0 — — 0 — — — — 1 Foreign government, agency and municipal securities 6 0 — 7 (10 ) — 0 0 0 3 Bank and corporate debt securities and loans for trading purposes 139 4 — 50 (30 ) — 7 16 (32 ) 154 Commercial mortgage-backed securities (“CMBS”) 2 0 — 1 (2 ) — — 0 — 1 Residential mortgage-backed securities (“RMBS”) 0 0 — 7 0 — 0 — — 7 Real estate-backed securities 63 0 — 90 (66 ) — 4 — — 91 Collateralized debt obligations (“CDOs”) and other 24 1 — 29 (29 ) — 2 5 (2 ) 30 Investment trust funds and other 1 0 — 3 (3 ) — 0 — — 1 Total trading assets and private equity investments 260 5 — 196 (146 ) — 14 24 (35 ) 318 Derivatives, net (4) Equity contracts (1 ) (10 ) — — — (4 ) (1 ) (3 ) 6 (13 ) Interest rate contracts (53 ) (11 ) — — — (10 ) 1 6 14 (53 ) Credit contracts 2 (2 ) — — — (1 ) 0 0 (1 ) (2 ) Foreign exchange contracts 27 (6 ) — — — 1 2 — 1 25 Commodity contracts — 0 — — — — 0 — — 0 Total derivatives, net (25 ) (29 ) — — — (14 ) 2 3 20 (43 ) Subtotal ¥ 235 ¥ (24 ) ¥ — ¥ 196 ¥ (146 ) ¥ (14 ) ¥ 16 ¥ 27 ¥ (15 ) ¥ 275 Loans and receivables 70 0 — 18 (11 ) — 5 5 — 87 Collateralized agreements 5 0 — — — — 0 6 — 11 Other assets Other 169 1 — 2 0 — 8 0 — 180 Total ¥ 479 ¥ (23 ) ¥ — ¥ 216 ¥ (157 ) ¥ (14 ) ¥ 29 ¥ 38 ¥ (15 ) ¥ 553 Liabilities: Trading liabilities Equities ¥ 1 ¥ 0 ¥ — ¥ 19 ¥ (20 ) ¥ — ¥ 0 ¥ 0 ¥ 0 ¥ 0 Bank and corporate debt securities 0 0 — 1 0 — 0 — 0 1 Collateralized debt obligations (“CDOs”) and other 0 — — — 0 — 0 — — — Investment trust funds and other 0 — — 0 0 — 0 0 0 0 Total trading liabilities ¥ 1 ¥ 0 ¥ — ¥ 20 ¥ (20 ) ¥ — ¥ 0 ¥ 0 ¥ 0 ¥ 1 Short-term borrowings 17 (1 ) 0 28 (9 ) — 1 16 (12 ) 42 Payables and deposits (1 ) 0 — 0 0 — — — — (1 ) Collateralized financing 3 — — — (1 ) — 1 — — 3 Long-term borrowings 429 (3 ) 1 100 (46 ) — 0 25 (49 ) 461 Other liabilities 1 0 — 0 (1 ) — 0 0 — 0 Total ¥ 450 ¥ (4 ) ¥ 1 ¥ 148 ¥ (77 ) ¥ — ¥ 2 ¥ 41 ¥ (61 ) ¥ 506 Billions of yen Three months ended September 30, 2017 Beginning balance as of three months ended September 30, 2017 Total gains (losses) recognized in revenue (1) Total gains (losses) recognized in other comprehensive income Purchases / issues (2) Sales / redemptions (2) Settlements Foreign exchange movements Transfers into Level 3 (3) Transfers out of Level 3 (3) Balance as of three months ended September 30, 2017 Assets: Trading assets and private equity investments Equities ¥ 34 ¥ 1 ¥ — ¥ 16 ¥ (5 ) ¥ — ¥ 0 ¥ 1 ¥ (2 ) ¥ 45 Private equity investments 10 0 — — (5 ) — 1 — (1 ) 5 Japanese agency and municipal securities 1 0 — — 0 — — — — 1 Foreign government, agency and municipal securities 5 0 — 5 (5 ) — 0 1 0 6 Bank and corporate debt securities and loans for trading purposes 116 3 — 35 (25 ) — 1 0 (2 ) 128 Commercial mortgage-backed securities (“CMBS”) 5 0 — — (2 ) — 0 — (2 ) 1 Residential mortgage-backed securities (“RMBS”) 0 0 — 1 0 — 0 — — 1 Real estate-backed securities 40 0 — 10 (13 ) — 0 — — 37 Collateralized debt obligations (“CDOs”) and other 20 (3 ) — 9 (9 ) — 0 2 (1 ) 18 Investment trust funds and other 0 0 — 1 0 — 0 0 0 1 Total trading assets and private equity investments 231 1 — 77 (64 ) — 2 4 (8 ) 243 Derivatives, net (4) Equity contracts 2 (1 ) — — — (3 ) 0 0 1 (1 ) Interest rate contracts (11 ) 6 — — — (1 ) 0 1 (26 ) (31 ) Credit contracts (6 ) 1 — — — 0 0 (2 ) 0 (7 ) Foreign exchange contracts 20 3 — — — (4 ) 0 — 0 19 Total derivatives, net 5 9 — — — (8 ) 0 (1 ) (25 ) (20 ) Subtotal ¥ 236 ¥ 10 ¥ — ¥ 77 ¥ (64 ) ¥ (8 ) ¥ 2 ¥ 3 ¥ (33 ) ¥ 223 Loans and receivables 42 0 — 2 (4 ) — 0 0 — 40 Collateralized agreements 5 0 — — — — 0 — — 5 Other assets Other 166 11 0 0 0 — 1 0 — 178 Total ¥ 449 ¥ 21 ¥ 0 ¥ 79 ¥ (68 ) ¥ (8 ) ¥ 3 ¥ 3 ¥ (33 ) ¥ 446 Liabilities: Trading liabilities Equities ¥ 1 ¥ (1 ) ¥ — ¥ 0 ¥ 0 ¥ — ¥ 0 ¥ 0 ¥ (1 ) ¥ 1 Bank and corporate debt securities 0 0 — — — — 0 — 0 0 Collateralized debt obligations (“CDOs”) and other 0 0 — 1 0 — 0 — — 1 Investment trust funds and other 0 0 — 0 — — — — 0 — Total trading liabilities ¥ 1 ¥ (1 ) ¥ — ¥ 1 ¥ 0 ¥ — ¥ 0 ¥ 0 ¥ (1 ) ¥ 2 Short-term borrowings 97 0 0 16 (14 ) — 0 1 (7 ) 93 Payables and deposits 0 0 — 0 0 — — — — 0 Collateralized financing 3 — — — — — 0 — — 3 Long-term borrowings 445 (7 ) 0 69 (29 ) — 0 14 (49 ) 457 Other liabilities 0 0 — 0 0 — 0 0 — 0 Total ¥ 546 ¥ (8 ) ¥ 0 ¥ 86 ¥ (43 ) ¥ — ¥ 0 ¥ 15 ¥ (57 ) ¥ 555 Billions of yen Three months ended September 30, 2018 Beginning balance as of three months ended September 30, 2018 Total gains (losses) recognized in revenue (1) Total gains (losses) recognized in other comprehensive income Purchases / issues (2) Sales / redemptions (2) Settlements Foreign exchange movements Transfers into Level 3 (3) Transfers out of Level 3 (3) Balance as of three months ended September 30, 2018 Assets: Trading assets and private equity investments Equities ¥ 21 ¥ 0 ¥ — ¥ 1 ¥ (3 ) ¥ — ¥ 0 ¥ 2 ¥ (1 ) ¥ 20 Private equity investments 9 0 — 1 0 — 0 — — 10 Japanese agency and municipal securities 1 0 — — 0 — — — — 1 Foreign government, agency and municipal securities 5 0 — 2 (4 ) — 0 0 0 3 Bank and corporate debt securities and loans for trading purposes 142 2 — 21 (6 ) — 4 8 (17 ) 154 Commercial mortgage-backed securities (“CMBS”) 3 0 — — (2 ) — — 0 — 1 Residential mortgage-backed securities (“RMBS”) 1 0 — 6 0 — 0 — — 7 Real estate-backed securities 63 0 — 46 (20 ) — 2 — — 91 Collateralized debt obligations (“CDOs”) and other 22 2 — 20 (18 ) — 1 3 0 30 Investment trust funds and other 1 0 — 3 (3 ) — 0 — — 1 Total trading assets and private equity investments 268 4 — 100 (56 ) — 7 13 (18 ) 318 Derivatives, net (4) Equity contracts (3 ) (8 ) — — — 1 (1 ) (4 ) 2 (13 ) Interest rate contracts (64 ) (3 ) — — — 4 0 6 4 (53 ) Credit contracts 3 (3 ) — — — (1 ) 0 0 (1 ) (2 ) Foreign exchange contracts 24 (2 ) — — — 1 1 — 1 25 Commodity contracts 0 0 — — — — 0 — — 0 Total derivatives, net (40 ) (16 ) — — — 5 0 2 6 (43 ) Subtotal ¥ 228 ¥ (12 ) ¥ — ¥ 100 ¥ (56 ) ¥ 5 ¥ 7 ¥ 15 ¥ (12 ) ¥ 275 Loans and receivables 87 1 — 9 (12 ) — 2 — — 87 Collateralized agreements 5 0 — — — — 0 6 — 11 Other assets Other 177 0 — 0 0 — 3 0 — 180 Total ¥ 497 ¥ (11 ) ¥ — ¥ 109 ¥ (68 ) ¥ 5 ¥ 12 ¥ 21 ¥ (12 ) ¥ 553 Liabilities: Trading liabilities Equities ¥ 1 ¥ 0 ¥ — ¥ 9 ¥ (10 ) ¥ — ¥ 0 ¥ 0 ¥ 0 ¥ 0 Bank and corporate debt securities 0 0 — 1 0 — 0 — 0 1 Collateralized debt obligations (“CDOs”) and other — — — — — — — — — — Investment trust funds and other — — — 0 0 — 0 0 — 0 Total trading liabilities ¥ 1 ¥ 0 ¥ — ¥ 10 ¥ (10 ) ¥ — ¥ 0 ¥ 0 ¥ 0 ¥ 1 Short-term borrowings 33 0 0 16 (5 ) — 0 8 (10 ) 42 Payables and deposits 0 0 — 0 (1 ) — — — — (1 ) Collateralized financing 3 — — — (1 ) — 1 — — 3 Long-term borrowings 461 2 1 61 (30 ) — 0 11 (39 ) 461 Other liabilities 0 0 — 0 0 — 0 0 — 0 Total ¥ 498 ¥ 2 ¥ 1 ¥ 87 ¥ (47 ) ¥ — ¥ 1 ¥ 19 ¥ (49 ) ¥ 506 (1) Includes gains and losses reported primarily within Net gain on trading, Gain on private equity investments, Gain on investments in equity securities, Revenue—Other Non-interest Interest and dividends Interest expense (2) Amounts reported in Purchases / issues Sales / redemptions (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 Transfers out of Level 3 (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.
Fair value, level 3 assets and liabilities measured on recurring basis, unrealized gains (losses)	Billions of yen Six months ended September 30 2017 2018 Unrealized gains / (losses) (1) Assets: Trading assets and private equity investments Equities ¥ 1 ¥ (1 ) Private equity investments 1 0 Japanese agency and municipal securities 0 0 Foreign government, agency and municipal securities 0 0 Bank and corporate debt securities and loans for trading purposes 2 0 Commercial mortgage-backed securities (“CMBS”) 0 0 Residential mortgage-backed securities (“RMBS”) 0 0 Real estate-backed securities 0 1 Collateralized debt obligations (“CDOs”) and other (5 ) (5 ) Investment trust funds and other 0 0 Total trading assets and private equity investments (1 ) (5 ) Derivatives, net (2) Equity contracts 0 (15 ) Interest rate contracts (1 ) (15 ) Credit contracts 2 (1 ) Foreign exchange contracts (2 ) (6 ) Commodity contracts — 0 Total derivatives, net (1 ) (37 ) Subtotal ¥ (2 ) ¥ (42 ) Loans and receivables 0 1 Collateralized agreements 0 0 Other assets Other 13 1 Total ¥ 11 ¥ (40 ) Liabilities: Trading liabilities Equities ¥ 0 ¥ 0 Bank and corporate debt securities 0 0 Collateralized debt obligations (“CDOs”) and other 0 — Total trading liabilities ¥ 0 ¥ 0 Short-term borrowings (1 ) 0 Payables and deposits 0 0 Long-term borrowings (1 ) 5 Other liabilities 0 0 Total ¥ (2 ) ¥ 5 Billions of yen Three months ended September 30 2017 2018 Unrealized gains / (losses) (1) Assets: Trading assets and private equity investments Equities ¥ 1 ¥ (1 ) Private equity investments 0 0 Japanese agency and municipal securities 0 0 Foreign government, agency and municipal securities 0 0 Bank and corporate debt securities and loans for trading purposes 2 0 Commercial mortgage-backed securities (“CMBS”) 0 0 Residential mortgage-backed securities (“RMBS”) 0 0 Real estate-backed securities 0 1 Collateralized debt obligations (“CDOs”) and other (2 ) 0 Investment trust funds and other 0 0 Total trading assets and private equity investments 1 0 Derivatives, net (2) Equity contracts 0 (8 ) Interest rate contracts 5 (3 ) Credit contracts 0 (2 ) Foreign exchange contracts 3 (2 ) Commodity contracts — 0 Total derivatives, net 8 (15 ) Subtotal ¥ 9 ¥ (15 ) Loans and receivables 0 0 Collateralized agreements 0 0 Other assets Other 9 0 Total ¥ 18 ¥ (15 ) Liabilities: Trading liabilities Equities ¥ 0 ¥ 0 Bank and corporate debt securities 0 0 Collateralized debt obligations (“CDOs”) and other 0 — Total trading liabilities ¥ 0 ¥ 0 Short-term borrowings 0 0 Payables and deposits 0 0 Long-term borrowings (1 ) 7 Other liabilities 0 0 Total ¥ (1 ) ¥ 7 (1) Includes gains and losses reported within Net gain on trading, Gain on private equity investments, Gain on investments in equity securities, Revenue—Other Non-interest Interest expense (2) 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.
Information on investments where net asset value per share is calculated	Billions of yen March 31, 2018 Fair value Unfunded commitments (1) Redemption frequency (if currently eligible) (2) Redemption notice (3) Hedge funds ¥ 25 ¥ — Monthly Same day-90 days Venture capital funds 1 2 — — Private equity funds 22 11 — — Real estate funds 1 — — — Total ¥ 49 ¥ 13 Billions of yen September 30, 2018 Fair value Unfunded commitments (1) Redemption frequency (if currently eligible) (2) Redemption notice (3) Hedge funds ¥ 16 ¥ — Monthly Same day-90 Venture capital funds 2 2 — — Private equity funds 18 10 — — Real estate funds 1 2 — — Total ¥ 37 ¥ 14 (1) The contractual amount of any unfunded commitments Nomura is required to make to the entities in which the investment is held. (2) The range in frequency with which Nomura can redeem investments. (3) The range in notice period required to be provided before redemption is possible.
Gains (losses) due to changes in fair value for financial instruments measured at fair value using fair value option	Billions of yen Six months ended September 30 2017 2018 Gains / (Losses) (1) Assets: Trading assets and private equity investments (2) Trading assets ¥ 0 ¥ 0 Private equity investments 2 1 Loans and receivables 0 (1 ) Collateralized agreements (3) 16 0 Other assets (2) 12 (1 ) Total ¥ 30 ¥ (1 ) Liabilities: Short-term borrowings (4) ¥ (26 ) ¥ 6 Collateralized financing (3) (1 ) (1 ) Long-term borrowings (4)(5) (59 ) 50 Other liabilities (6) (12 ) 9 Total ¥ (98 ) ¥ 64 Billions of yen Three months ended September 30 2017 2018 Gains / (Losses) (1) Assets: Trading assets and private equity investments (2) Trading assets ¥ 0 ¥ 0 Private equity investments 2 1 Loans and receivables 0 (1 ) Collateralized agreements (3) 8 0 Other assets (2) 5 3 Total ¥ 15 ¥ 3 Liabilities: Short-term borrowings (4) ¥ (9 ) ¥ 29 Collateralized financing (3) (1 ) (1 ) Long-term borrowings (4)(5) (75 ) 8 Other liabilities (6) (12 ) 4 Total ¥ (97 ) ¥ 40 (1) Includes gains and losses reported primarily within Net gain on trading Revenue—Other (2) Includes equity investments that would have been accounted for under the equity method had Nomura not chosen to elect the fair value option. (3) Includes reverse repurchase and repurchase agreements. (4) Includes structured notes and other financial liabilities. (5) Includes secured financing transactions arising from transfers of financial assets which did not meet the criteria for sales accounting. (6) Includes unfunded written loan commitments.
Schedule of impact of changes in its own creditworthiness on certain financial liabilities	Billions of Yen Six months period ended September 30 2017 2018 Changes recognized as a credit (debit) to other comprehensive income during the period ¥ (11 ) ¥ 5 Credit (debit) Amounts reclassified to earnings during the period 0 0 Cumulative credit (debit) balance recognized in accumulated other comprehensive income (1 ) 12 Billions of Yen Three months period ended September 30 2017 2018 Changes recognized as a credit (debit) to other comprehensive income during the period ¥ (5 ) ¥ (1 ) Credit (debit) Amounts reclassified to earnings during the period 0 0
Geographic allocations of trading assets related to government, agency, municipal securities	Billions of yen March 31, 2018 Japan U.S. EU Other Total (1) Government, agency and municipal securities ¥ 2,394 ¥ 2,168 ¥ 1,512 ¥ 540 ¥ 6,614 Billions of yen September 30, 2018 Japan U.S. EU Other Total (1) Government, agency and municipal securities ¥ 2,208 ¥ 2,136 ¥ 1,757 ¥ 608 ¥ 6,709 (1) Other than above, there were ¥344 billion and ¥305 billion of government, agency and municipal securities reported within Other assets—Non-trading
Carrying values, fair values and classification within the fair value hierarchy for certain classes of financial instrument	Billions of yen March 31, 2018 (1) Fair value by level Carrying value Fair value Level 1 Level 2 Level 3 Assets: Cash and cash equivalents ¥ 2,355 ¥ 2,355 ¥ 2,355 ¥ — ¥ — Time deposits 315 315 — 315 — Deposits with stock exchanges and other segregated cash 289 289 — 289 — Loans receivable (2) 2,461 2,461 — 1,946 515 Securities purchased under agreements to resell 9,854 9,854 — 9,849 5 Securities borrowed 6,384 6,383 — 6,383 — Total ¥ 21,658 ¥ 21,657 ¥ 2,355 ¥ 18,782 ¥ 520 Liabilities: Short-term borrowings ¥ 743 ¥ 743 ¥ — ¥ 726 ¥ 17 Deposits received at banks 1,151 1,151 — 1,151 — Securities sold under agreements to repurchase 14,759 14,759 — 14,756 3 Securities loaned 1,524 1,524 — 1,524 — Long-term borrowings 7,383 7,417 18 6,939 460 Total ¥ 25,560 ¥ 25,594 ¥ 18 ¥ 25,096 ¥ 480 Billions of yen September 30, 2018 (1) Fair value by level Carrying value Fair value Level 1 Level 2 Level 3 Assets: Cash and cash equivalents ¥ 2,975 ¥ 2,975 ¥ 2,975 ¥ — ¥ — Time deposits 195 195 — 195 — Deposits with stock exchanges and other segregated cash 294 294 — 294 — Loans receivable (2) 2,306 2,306 — 1,753 553 Securities purchased under agreements to resell 15,413 15,413 — 15,402 11 Securities borrowed 4,510 4,509 — 4,509 — Total ¥ 25,693 ¥ 25,692 ¥ 2,975 ¥ 22,153 ¥ 564 Liabilities: Short-term borrowings ¥ 980 ¥ 980 ¥ — ¥ 939 ¥ 41 Deposits received at banks 1,183 1,183 — 1,183 — Securities sold under agreements to repurchase 18,646 18,646 — 18,643 3 Securities loaned 1,371 1,371 — 1,371 — Long-term borrowings 7,694 7,702 13 7,163 526 Total ¥ 29,874 ¥ 29,882 ¥ 13 ¥ 29,299 ¥ 570 (1) Includes financial instruments which are carried at fair value on a recurring basis. (2) Carrying values are shown after deducting relevant allowances for credit losses.

Derivative instruments and he_2

Derivative instruments and hedging activities (Tables)	6 Months Ended
	Sep. 30, 2018
Derivative Instruments and Hedging Activities [Abstract]
Significant concentration of exposures to credit risk in OTC derivatives	Billions of yen March 31, 2018 Gross fair value of derivative assets Impact of master netting agreements Impact of collateral Net exposure to credit risk Financial institutions ¥ 13,472 ¥ (11,467 ) ¥ (1,653 ) ¥ 352 Billions of yen September 30, 2018 Gross fair value of derivative assets Impact of master netting agreements Impact of collateral Net exposure to credit risk Financial institutions ¥ 14,399 ¥ (12,338 ) ¥ (1,727 ) ¥ 334
Volume of derivative activity in statement of financial position	Billions of yen March 31, 2018 (4) Derivative assets Derivative liabilities Total Notional (1) Fair value Fair value (1) Derivatives used for trading and non-trading (2)(3) Equity contracts ¥ 39,203 ¥ 1,011 ¥ 1,118 Interest rate contracts 2,940,234 8,072 7,550 Credit contracts 31,624 515 425 Foreign exchange contracts 362,658 5,494 5,087 Commodity contracts 60,883 1 1 Total ¥ 3,434,602 ¥ 15,093 ¥ 14,181 Derivatives designated as hedging instruments: Interest rate contracts ¥ 1,184 ¥ 24 ¥ 1 Foreign exchange contracts 93 1 — Total ¥ 1,277 ¥ 25 ¥ 1 Total derivatives ¥ 3,435,879 ¥ 15,118 ¥ 14,182 Billions of yen September 30, 2018 Derivative assets Derivative liabilities Total Notional (1) Fair value Fair value (1) Derivatives used for trading and non-trading (2)(3) Equity contracts ¥ 37,310 ¥ 1,159 ¥ 1,264 Interest rate contracts 2,869,840 7,592 7,064 Credit contracts 35,681 589 498 Foreign exchange contracts 472,140 6,727 6,474 Commodity contracts 494 1 1 Total ¥ 3,415,465 ¥ 16,068 ¥ 15,301 Derivatives designated as hedging instruments: Interest rate contracts ¥ 974 ¥ 15 ¥ 1 Foreign exchange contracts 92 1 — Total ¥ 1,066 ¥ 16 ¥ 1 Total derivatives ¥ 3,416,531 ¥ 16,084 ¥ 15,302 (1) Includes the amount of embedded derivatives bifurcated in accordance with ASC 815. (2) 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 securities. (3) As of March 31, 2018 and September 30, 2018, the amounts reported include derivatives used for non-trading (4) Due to the changes in our accounting policy, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. “ Summary of accounting policies: New accounting pronouncements recently adopted
Offsetting of derivatives instruments and related collateral amounts	Billions of yen Billions of yen March 31, 2018 (6) September 30, 2018 Derivative assets Derivative liabilities (1) Derivative assets Derivative liabilities (1) Equity contracts OTC settled bilaterally ¥ 748 ¥ 769 ¥ 904 ¥ 864 Exchange-traded 263 349 255 400 Interest rate contracts OTC settled bilaterally 6,938 6,522 6,609 6,095 OTC centrally-cleared 1,142 1,020 987 965 Exchange-traded 16 9 11 5 Credit contracts OTC settled bilaterally 390 300 406 309 OTC centrally-cleared 125 125 182 188 Exchange-traded — — 1 1 Foreign exchange contracts OTC settled bilaterally 5,495 5,087 6,728 6,474 OTC centrally-cleared — — — — Commodity contracts OTC settled bilaterally — — 0 0 Exchange-traded 1 1 1 1 Total gross derivative balances (2) ¥ 15,118 ¥ 14,182 ¥ 16,084 ¥ 15,302 Less: Amounts offset in the consolidated balance sheets (3) (14,094 ) (13,457 ) (15,035 ) (14,481 ) Total net amounts reported on the face of the consolidated balance sheets (4) ¥ 1,024 ¥ 725 ¥ 1,049 ¥ 821 Less: Additional amounts not offset in the consolidated balance sheets (5) Financial instruments and non-cash (228 ) (72 ) (227 ) (68 ) Net amount ¥ 796 ¥ 653 ¥ 822 ¥ 753 (1) Includes the amount of embedded derivatives bifurcated in accordance with ASC 815. (2) Includes all gross derivative asset and liability 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. As of March 31, 2018, the gross balance of derivative assets and derivative liabilities which are not documented under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥150 billion and ¥276 billion, respectively. As of September 30, 2018, the gross balance of such derivative assets and derivative liabilities was ¥197 billion and ¥320 billion, respectively. (3) Represents amounts offset through counterparty netting of derivative assets and liabilities as well as cash collateral netting against net derivatives under master netting and similar agreements for which Nomura has obtained sufficient evidence of enforceability in accordance with ASC 815. As of March 31, 2018, Nomura offset a total of ¥1,201 billion of cash collateral receivables against net derivative liabilities and ¥1,838 billion of cash collateral payables against net derivative assets. As of September 30, 2018, Nomura offset a total of ¥1,314 billion of cash collateral receivables against net derivative liabilities and ¥1,868 billion of cash collateral payables against net derivative assets. (4) Net derivative assets and net derivative liabilities are generally reported within Trading assets and private equity investments—Trading assets Trading liabilities Short-term borrowings Long-term borrowings (5) Represents amounts which are not permitted to be offset on the face of the consolidated balance sheets in accordance with ASC 210-20 (6) During the year ended March 31, 2018, the rules of a specific central clearing house were amended such that daily variation margin payments and receipts against specific types of derivative now legally represent partial settlement of the derivative rather than margin. These payments and receipts are accounted for as partial settlement of the derivative rather than cash collateral. In addition, due to the changes in our accounting policy, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. “ Summary of accounting policies: New accounting pronouncements recently adopted
Derivative amounts included in consolidated statements of income	Billions of yen Six months ended September 30 2017 2018 Derivatives used for trading and non-trading (1)(2) Equity contracts ¥ 128 ¥ (38 ) Interest rate contracts (266 ) 40 Credit contracts 128 (64 ) Foreign exchange contracts 3 (83 ) Commodity contracts 8 22 Total ¥ 1 ¥ (123 ) Billions of yen Three months ended September 30 2017 2018 Derivatives used for trading and non-trading (1)(2) Equity contracts ¥ 78 ¥ 59 Interest rate contracts (177 ) 86 Credit contracts 48 (17 ) Foreign exchange contracts 15 (65 ) Commodity contracts 16 7 Total ¥ (20 ) ¥ 70 (1) Each derivative classification includes derivatives referencing multiple risk components. For example, interest rates 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 securities. (2) Includes net gains (losses) on derivatives used for non-trading non-trading
Fair value hedges	Billions of yen Six months ended September 30 2017 2018 Derivatives designated as hedging instruments: Interest rate contracts ¥ 4 ¥ 0 Foreign exchange contracts 2 — Total ¥ 6 ¥ 0 Hedged items: Long-term borrowings ¥ (4 ) ¥ 0 Non-trading (2 ) — Total ¥ (6 ) ¥ 0 Billions of yen Three months ended September 30 2017 2018 Derivatives designated as hedging instruments: Interest rate contracts ¥ 11 ¥ (1 ) Foreign exchange contracts 1 — Total ¥ 12 ¥ (1 ) Hedged items: Long-term borrowings ¥ (11 ) ¥ 1 Non-trading (1 ) — Total ¥ (12 ) ¥ 1
Net investment hedges	Billions of yen Six months ended September 30 2017 2018 Hedging instruments: Foreign exchange contracts ¥ 5 ¥ 3 Total ¥ 5 ¥ 3 Billions of yen Three months ended September 30 2017 2018 Hedging instruments: Foreign exchange contracts ¥ 11 ¥ 0 Total ¥ 11 ¥ 0 (1) The portion of gains (losses) representing the amount of hedge ineffectiveness and the amount excluded from the assessment of hedge effectiveness are recognized within Revenue—Other
Written credit derivatives and purchased credit protection	Billions of yen March 31, 2018 Maximum potential payout/Notional Notional Carrying value (Asset) / Liability (1) Total Years to maturity Purchased credit protection Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Single-name credit default swaps ¥ (123 ) ¥ 9,271 ¥ 2,106 ¥ 3,780 ¥ 2,262 ¥ 1,123 ¥ 6,975 Credit default indices (72 ) 4,842 864 1,300 2,045 633 3,052 Other credit risk related portfolio products 3 306 230 52 17 7 200 Total ¥ (192 ) ¥ 14,419 ¥ 3,200 ¥ 5,132 ¥ 4,324 ¥ 1,763 ¥ 10,227 Billions of yen September 30, 2018 Maximum potential payout/Notional Notional Carrying value (Asset) / Liability (1) Total Years to maturity Purchased credit protection Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Single-name credit default swaps ¥ (64 ) ¥ 8,740 ¥ 1,975 ¥ 3,365 ¥ 2,390 ¥ 1,010 ¥ 6,414 Credit default indices (107 ) 5,180 548 1,271 2,688 673 3,738 Other credit risk related portfolio products 14 244 168 21 52 3 175 Total ¥ (157 ) ¥ 14,164 ¥ 2,691 ¥ 4,657 ¥ 5,130 ¥ 1,686 ¥ 10,327 (1) Carrying value amounts are shown on a gross basis prior to cash collateral or counterparty netting. Asset balances represent positive fair value amounts caused by tightening of credit spreads of underlyings since inception of the credit derivative contracts.
Written credit derivatives by external credit rating of underlying asset	Billions of yen March 31, 2018 Maximum potential payout/Notional AAA AA A BBB BB Other (1) Total Single-name credit default swaps ¥ 466 ¥ 928 ¥ 2,763 ¥ 3,476 ¥ 1,369 ¥ 269 ¥ 9,271 Credit default indices 135 44 1,779 1,949 736 199 4,842 Other credit risk related portfolio products 16 — 4 68 118 100 306 Total ¥ 617 ¥ 972 ¥ 4,546 ¥ 5,493 ¥ 2,223 ¥ 568 ¥ 14,419 Billions of yen September 30, 2018 Maximum potential payout/Notional AAA AA A BBB BB Other (1) Total Single-name credit default swaps ¥ 494 ¥ 903 ¥ 2,411 ¥ 3,283 ¥ 1,341 ¥ 308 ¥ 8,740 Credit default indices 22 33 1,697 2,237 945 246 5,180 Other credit risk related portfolio products — — 1 60 128 55 244 Total ¥ 516 ¥ 936 ¥ 4,109 ¥ 5,580 ¥ 2,414 ¥ 609 ¥ 14,164 (1) “Other” includes credit derivatives where the credit rating of the underlying reference asset is below investment grade or where a rating is unavailable.

Revenue from services provide_2

Revenue from services provided to customers (Tables)	6 Months Ended
	Sep. 30, 2018
Revenue from Contract with Customer [Abstract]
Revenues by types of service	Millions of yen Six months ended September 30 2018 Commissions ¥ 154,239 Fees from investment banking 43,078 Asset management and portfolio service fees 125,721 Other revenue 29,008 Total ¥ 352,046 Millions of yen Three months ended September 30 2018 Commissions ¥ 74,783 Fees from investment banking 19,119 Asset management and portfolio service fees 62,740 Other revenue 15,552 Total ¥ 172,194
Customer contract receivables, customer contract assets and customer contract liabilities	Millions of yen April 1, 2018 September 30, 2018 Customer contract receivables ¥ 68,927 ¥ 78,346 Customer contract liabilities (1) 3,792 3,880 (1) Customer contract liabilities primarily represent rise from investment advisory services recognized in connection with the term of the contract based on time elapsed.

Collateralized transactions (Ta

Collateralized transactions (Tables)	6 Months Ended
	Sep. 30, 2018
Collateralized Transactions
Offsetting of the transactions in the consolidated balance sheets	Billions of yen March 31, 2018 Assets Liabilities Reverse repurchase agreements Securities borrowing transactions Repurchase agreements Securities lending transactions Total gross balance (1) ¥ 29,975 ¥ 6,681 ¥ 34,880 ¥ 2,130 Less: Amounts offset in the consolidated balance sheets (2) (20,121 ) (305 ) (20,121 ) (305 ) Total net amounts of reported on the face of the consolidated balance sheets (3) ¥ 9,854 ¥ 6,376 ¥ 14,759 ¥ 1,825 Less: Additional amounts not offset in the consolidated balance sheets (4) Financial instruments and non-cash (8,657 ) (5,247 ) (11,886 ) (674 ) Cash collateral (33 ) — 3 — Net amount ¥ 1,164 ¥ 1,129 ¥ 2,876 ¥ 1,151 Billions of yen September 30, 2018 Assets Liabilities Reverse repurchase agreements Securities borrowing transactions Repurchase agreements Securities lending transactions Total gross balance (1) ¥ 34,128 ¥ 4,489 ¥ 37,361 ¥ 1,691 Less: Amounts offset in the consolidated balance sheets (2) (18,715 ) — (18,715 ) — Total net amounts of reported on the face of the consolidated balance sheets (3) ¥ 15,413 ¥ 4,489 ¥ 18,646 ¥ 1,691 Less: Additional amounts not offset in the consolidated balance sheets (4) Financial instruments and non-cash (13,524 ) (3,515 ) (13,576 ) (1,522 ) Cash collateral (4 ) — — — Net amount ¥ 1,885 ¥ 974 ¥ 5,070 ¥ 169 (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, 2018, 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 ¥1,039 billion and ¥2,827 billion, respectively. As of March 31, 2018, 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 ¥1,049 billion and ¥177 billion, respectively. As of September 30, 2018, 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 ¥923 billion and ¥4,133 billion, respectively. As of September 30, 2018, 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 ¥890 billion and ¥153 billion, respectively. (2) Represents amounts offset through counterparty netting under master netting and similar agreements for which Nomura has obtained sufficient evidence of enforceability in accordance with ASC 210-20. (3) Reverse repurchase agreements and securities borrowing transactions are reported within Collateralized agreements—Securities purchased under agreements to resell Collateralized agreements—Securities borrowed Collateralized financing—Securities sold under agreements to repurchase Collateralized financing—Securities loaned Other liabilities (4) Represents amounts which are not permitted to be offset on the face of the balance sheet in accordance with ASC 210-20
Maturity analysis of repurchase agreements and securities lending transactions	Billions of yen March 31, 2018 Overnight and open (1) Up to 30 days 30 – 90 days 90 days – Greater than 1 year Total Repurchase agreements ¥ 13,237 ¥ 17,789 ¥ 2,099 ¥ 1,415 ¥ 340 ¥ 34,880 Securities lending transactions 1,495 227 182 156 70 2,130 Total gross recognized liabilities (2) ¥ 14,732 ¥ 18,016 ¥ 2,281 ¥ 1,571 ¥ 410 ¥ 37,010 Billions of yen September 30, 2018 Overnight and open (1) Up to 30 days 30 – 90 days 90 days – Greater than 1 year Total Repurchase agreements ¥ 14,056 ¥ 18,495 ¥ 2,587 ¥ 1,880 ¥ 343 ¥ 37,361 Securities lending transactions 1,086 212 145 178 70 1,691 Total gross recognized liabilities (2) ¥ 15,142 ¥ 18,707 ¥ 2,732 ¥ 2,058 ¥ 413 ¥ 39,052 (1) Open transactions do not have an explicit contractual maturity date and are terminable on demand by Nomura or the counterparty. (2) Repurchase agreements and securities lending transactions are reported within Collateralized financing—Securities sold under agreements to repurchase Collateralized financing—Securities loaned Other liabilities
Securities transferred in repurchase agreements and securities lending transactions	Billions of yen March 31, 2018 Repurchase agreements Securities lending transactions Total Equities and convertible securities ¥ 187 ¥ 1,556 ¥ 1,743 Japanese government, agency and municipal securities 980 306 1,286 Foreign government, agency and municipal securities 27,818 135 27,953 Bank and corporate debt securities 2,334 34 2,368 Commercial mortgage-backed securities (“CMBS”) 2 — 2 Residential mortgage-backed securities (“RMBS”) (1) 3,421 — 3,421 Collateralized debt obligations (“CDOs”) and other 130 — 130 Investment trust funds and other 8 99 107 Total gross recognized liabilities (2) ¥ 34,880 ¥ 2,130 ¥ 37,010 Billions of yen September 30, 2018 Repurchase agreements Securities lending transactions Total Equities and convertible securities ¥ 109 ¥ 1,369 ¥ 1,478 Japanese government, agency and municipal securities 1,407 — 1,407 Foreign government, agency and municipal securities 28,389 34 28,423 Bank and corporate debt securities 2,455 91 2,546 Commercial mortgage-backed securities (“CMBS”) 14 — 14 Residential mortgage-backed securities (“RMBS”) (1) 4,863 — 4,863 Collateralized debt obligations (“CDOs”) and other 109 — 109 Investment trust funds and other 15 197 212 Total gross recognized liabilities (2) ¥ 37,361 ¥ 1,691 ¥ 39,052 (1) Includes ¥3,351 billion as of March 31, 2018 and ¥4,752 billion as of September 30, 2018 of U.S. government sponsored agency mortgage pass-through securities and collateralized mortgage obligations. (2) Repurchase agreements and securities lending transactions are reported within Collateralized financing—Securities sold under agreements to repurchase Collateralized financing—Securities loaned Other liabilities
Fair value of securities received as collateral available to sell or repledge	Billions of yen March 31, 2018 September 30, 2018 The fair value of securities received as collateral, securities borrowed as collateral and securities borrowed without collateral where Nomura is permitted by contract or custom to sell or repledge the securities ¥ 48,434 ¥ 49,097 The portion of the above that has been sold (reported within Trading liabilities 40,420 39,742
Assets owned, pledged as collateral	Millions of yen March 31, 2018 September 30, 2018 Trading assets: Equities and convertible securities ¥ 156,429 ¥ 155,946 Government and government agency securities 956,089 1,258,903 Bank and corporate debt securities 65,864 94,324 Commercial mortgage-backed securities (“CMBS”) 1 1 Residential mortgage-backed securities (“RMBS”) 2,618,336 3,527,573 Collateralized debt obligations (“CDO”) and other (1) 30,497 7,175 Investment trust funds and other 7,689 13,544 ¥ 3,834,905 ¥ 5,057,466 Non-trading ¥ 23,566 ¥ 1,032 Investments in and advances to affiliated companies ¥ 12,042 ¥ 12,506 (1) Includes CLOs and ABS such as those secured on credit card loans, auto loans and student loans.
Assets subject to lien	Millions of yen March 31, 2018 September 30, 2018 Loans and receivables ¥ 15,573 ¥ 28,442 Trading assets 1,456,140 1,451,973 Office buildings, land, equipment and facilities 5,585 144 Non-trading 192,046 142,277 Other 112 69 ¥ 1,669,456 ¥ 1,622,905

Securitizations and Variable _2

Securitizations and Variable Interest Entities (Tables)	6 Months Ended
	Sep. 30, 2018
Securitizations and Variable Interest Entities [Abstract]
Fair value of retained interests	Billions of yen March 31, 2018 Level 1 Level 2 Level 3 Total Investment grade Other Government, agency and municipal securities ¥ — ¥ 288 ¥ — ¥ 288 ¥ 288 ¥ 0 Bank and corporate debt securities — — — — — — CMBS and RMBS — — 0 0 0 0 Total ¥ — ¥ 288 ¥ 0 ¥ 288 ¥ 288 ¥ 0 Billions of yen September 30, 2018 Level 1 Level 2 Level 3 Total Investment grade Other Government, agency and municipal securities ¥ — ¥ 260 ¥ — ¥ 260 ¥ 260 ¥ 0 Bank and corporate debt securities — — — — — — CMBS and RMBS — — 0 0 0 0 Total ¥ — ¥ 260 ¥ 0 ¥ 260 ¥ 260 ¥ 0
Type and carrying value of financial assets	Billions of yen March 31, 2018 September 30, 2018 Assets Trading assets Equities ¥ 1 ¥ — Debt securities 20 5 CMBS and RMBS — — Loans 1 14 Total ¥ 22 ¥ 19 Liabilities Long-term borrowings ¥ 21 ¥ 19
Classification of consolidated VIEs' assets and liabilities	Billions of yen March 31, 2018 September 30, 2018 Consolidated VIE assets Cash and cash equivalents ¥ 23 ¥ 18 Trading assets Equities 712 698 Debt securities 436 449 CMBS and RMBS 4 84 Investment trust funds and other 12 9 Derivatives 20 18 Private equity investments 2 1 Office buildings, land, equipment and facilities 25 15 Other 66 62 Total ¥ 1,300 ¥ 1,354 Consolidated VIE liabilities Trading liabilities Derivatives ¥ 22 ¥ 21 Borrowings Short-term borrowings 124 149 Long-term borrowings 829 804 Other 2 2 Total ¥ 977 ¥ 976
Carrying amount of assets and liabilities of unconsolidated VIEs	Billions of yen March 31, 2018 Carrying amount of variable interests Maximum exposure to loss to unconsolidated VIEs Assets Liabilities Trading assets and liabilities Equities ¥ 35 ¥ — ¥ 35 Debt securities 110 — 110 CMBS and RMBS 2,775 — 2,775 Investment trust funds and other 174 — 174 Derivatives — — — Private equity investments 13 — 13 Loans 455 — 455 Other 17 — 17 Commitments to extend credit and other guarantees — — 71 Total ¥ 3,579 ¥ — ¥ 3,650 Billions of yen September 30, 2018 Carrying amount of variable interests Maximum exposure to loss to unconsolidated VIEs Assets Liabilities Trading assets and liabilities Equities ¥ 26 ¥ — ¥ 26 Debt securities 111 — 111 CMBS and RMBS 3,617 — 3,617 Investment trust funds and other 179 — 179 Derivatives — — — Private equity investments 13 — 13 Loans 513 — 513 Other 13 — 13 Commitments to extend credit and other guarantees — — 109 Total ¥ 4,472 ¥ — ¥ 4,581

Financing receivables (Tables)

Financing receivables (Tables)	6 Months Ended
	Sep. 30, 2018
Financing Receivables [Abstract]
Summary of loans receivable reported within loans receivable or investments in and advances to affiliated companies	Millions of yen March 31, 2018 Carried at amortized cost Carried at fair value (1) Total Loans receivable Loans at banks ¥ 491,559 ¥ — ¥ 491,559 Short-term secured margin loans 429,075 — 429,075 Inter-bank money market loans 1,385 — 1,385 Corporate loans 986,347 554,137 1,540,484 Total loans receivable ¥ 1,908,366 ¥ 554,137 ¥ 2,462,503 Advances to affiliated companies — — — Total ¥ 1,908,366 ¥ 554,137 ¥ 2,462,503 Millions of yen September 30, 2018 Carried at amortized cost Carried at fair value (1) Total Loans receivable Loans at banks ¥ 505,844 ¥ — ¥ 505,844 Short-term secured margin loans 335,607 5,210 340,817 Inter-bank money market loans 2,048 — 2,048 Corporate loans 862,736 596,654 1,459,390 Total loans receivable ¥ 1,706,235 ¥ 601,864 ¥ 2,308,099 Advances to affiliated companies — — — Total ¥ 1,706,235 ¥ 601,864 ¥ 2,308,099 (1) Includes loans receivable and loan commitments carried at fair value through election of the fair value option.
Changes in allowance for credit losses	Millions of yen Six months ended September 30, 2017 Allowance for credit losses against loans Allowance for receivables other than loans Total allowance for doubtful accounts Loans at banks Short-term secured margin loans Inter-bank money market Corporate loans Advances to affiliated companies Subtotal Opening balance ¥ 968 ¥ — ¥ — ¥ 473 ¥ 0 ¥ 1,441 ¥ 2,110 ¥ 3,551 Provision for credit losses 101 — — (26 ) — 75 292 367 Charge-offs — — — — 0 0 — 0 Other (1) — — — 3 — 3 (135 ) (132 ) Ending balance ¥ 1,069 ¥ — ¥ — ¥ 450 ¥ — ¥ 1,519 ¥ 2,267 ¥ 3,786 Millions of yen Six months ended September 30, 2018 Allowance for credit losses against loans Allowance for receivables other than loans Total allowance for doubtful accounts Loans at banks Short-term secured margin loans Inter-bank money market Corporate loans Advances to affiliated companies Subtotal Opening balance ¥ 1,140 ¥ — ¥ — ¥ 417 ¥ — ¥ 1,557 ¥ 1,957 ¥ 3,514 Provision for credit losses 1 360 — — — 361 23 384 Charge-offs (94 ) — — 0 — (94 ) 118 24 Other (1) 0 12 — 28 — 40 2 42 Ending balance ¥ 1,047 ¥ 372 ¥ — ¥ 445 ¥ — ¥ 1,864 ¥ 2,100 ¥ 3,964 Millions of yen Three months ended September 30, 2017 Allowance for credit losses against loans Allowance for receivables other than loans Total allowance for doubtful accounts Loans at banks Short-term secured margin loans Inter-bank money market Corporate loans Advances to affiliated companies Subtotal Opening balance ¥ 969 ¥ — ¥ — ¥ 447 ¥ 0 ¥ 1,416 ¥ 2,190 ¥ 3,606 Provision for credit losses 100 — — 1 — 101 200 301 Charge-offs — — — — 0 0 — 0 Other (1) — — — 2 — 2 (123 ) (121 ) Ending balance ¥ 1,069 ¥ — ¥ — ¥ 450 ¥ — ¥ 1,519 ¥ 2,267 ¥ 3,786 Millions of yen Three months ended September 30, 2018 Allowance for credit losses against loans Allowance for receivables other than loans Total allowance for doubtful accounts Loans at banks Short-term secured margin loans Inter-bank money market Corporate loans Advances to affiliated companies Subtotal Opening balance ¥ 1,141 ¥ 218 ¥ — ¥ 434 ¥ — ¥ 1,793 ¥ 1,926 ¥ 3,719 Provision for credit losses — 138 — 0 — 138 12 150 Charge-offs (94 ) — — 0 — (94 ) 159 65 Other (1) 0 16 — 11 — 27 3 30 Ending balance ¥ 1,047 ¥ 372 ¥ — ¥ 445 ¥ — ¥ 1,864 ¥ 2,100 ¥ 3,964 (1) Includes the effect of foreign exchange movements.
Schedule of allowance for credit losses against loans and loans by impairment methodology and type of loans	Millions of yen March 31, 2018 Loans at banks Short-term secured loans Inter-bank money market Corporate loans Total Allowance by impairment methodology Evaluated individually ¥ — ¥ — ¥ — ¥ 417 ¥ 417 Evaluated collectively 1,140 — — 0 1,140 Total allowance for credit losses ¥ 1,140 ¥ — ¥ — ¥ 417 ¥ 1,557 Loans by impairment methodology Evaluated individually ¥ 2,800 ¥ 162,017 ¥ 1,385 ¥ 978,501 ¥ 1,144,703 Evaluated collectively 488,759 267,058 — 7,846 763,663 Total loans ¥ 491,559 ¥ 429,075 ¥ 1,385 ¥ 986,347 ¥ 1,908,366 Millions of yen September 30, 2018 Loans at banks Short-term secured loans Inter-bank money market Corporate loans Total Allowance by impairment methodology Evaluated individually ¥ — ¥ 372 ¥ — ¥ 445 ¥ 817 Evaluated collectively 1,047 — — — 1,047 Total allowance for credit losses ¥ 1,047 ¥ 372 ¥ — ¥ 445 ¥ 1,864 Loans by impairment methodology Evaluated individually ¥ 4,311 ¥ 154,707 ¥ 2,048 ¥ 854,291 ¥ 1,015,357 Evaluated collectively 501,533 180,900 — 8,445 690,878 Total loans ¥ 505,844 ¥ 335,607 ¥ 2,048 ¥ 862,736 ¥ 1,706,235
Analysis of each class of loans not carried at fair value using internal ratings or equivalent credit quality indicators	Millions of yen March 31, 2018 AAA-BBB BB-CCC CC-D Others (1) Total Secured loans at banks ¥ 152,137 ¥ 106,385 ¥ — ¥ 46,948 ¥ 305,470 Unsecured loans at banks 186,089 — — — 186,089 Short-term secured margin loans — — — 429,075 429,075 Unsecured inter-bank money market loans 1,385 — — — 1,385 Secured corporate loans 273,894 701,761 — 3,555 979,210 Unsecured corporate loans — — — 7,137 7,137 Total ¥ 613,505 ¥ 808,146 ¥ — ¥ 486,715 ¥ 1,908,366 Millions of yen September 30, 2018 AAA-BBB BB-CCC CC-D Others (1) Total Secured loans at banks ¥ 155,293 ¥ 116,569 ¥ — ¥ 49,043 ¥ 320,905 Unsecured loans at banks 182,067 — — 2,872 184,939 Short-term secured margin loans — — — 335,607 335,607 Unsecured inter-bank money market loans 2,048 — — — 2,048 Secured corporate loans 330,969 521,554 — 3,961 856,484 Unsecured corporate loans — 659 — 5,593 6,252 Total ¥ 670,377 ¥ 638,782 ¥ — ¥ 397,076 ¥ 1,706,235 (1) Relate to collateralized exposures where a specified ratio of LTV is maintained.

Leases (Tables)

Leases (Tables)	6 Months Ended
	Sep. 30, 2018
Leases [Abstract]
Types of assets which Nomura leases under operating leases	Millions of yen March 31, 2018 September 30, 2018 Cost Accumulated depreciation Net carrying amount Cost Accumulated depreciation Net carrying amount Real estate (1) ¥ 3,053 ¥ (1,657 ) ¥ 1,396 ¥ 3,034 ¥ (1,694 ) ¥ 1,340 Aircraft 24,989 (54 ) 24,935 14,654 (141 ) 14,513 Total ¥ 28,042 ¥ (1,711 ) ¥ 26,331 ¥ 17,688 ¥ (1,835 ) ¥ 15,853 (1) Cost, accumulated depreciation and net carrying amounts include amounts relating to real estate utilized by Nomura.
Schedule of future minimum lease payments to be received on noncancelable operating leases	Millions of yen Years of receipt Total Less than 1 year 1 to 2 years 2 to 3 years 3 to 4 years 4 to 5 years More than 5 years Minimum lease payments to be received ¥ 15,055 ¥ 1,412 ¥ 1,412 ¥ 1,412 ¥ 1,407 ¥ 1,347 ¥ 8,065
Future minimum lease payments under noncancelable operating leases	Millions of yen September 30, 2018 Total minimum lease payments ¥ 118,902 Less: Sublease rental income (11,466 ) Net minimum lease payments ¥ 107,436
Schedule of future minimum lease payments under noncancelable operating leases with remaining terms exceeding one year	Millions of yen Years of payment Total Less than 1 year 1 to 2 years 2 to 3 years 3 to 4 years 4 to 5 years More than 5 years Minimum lease payments ¥ 118,902 ¥ 16,245 ¥ 15,312 ¥ 11,569 ¥ 8,735 ¥ 8,071 ¥ 58,970
Future minimum lease payments under capital leases	Millions of yen September 30, 2018 Total minimum lease payments ¥ 44,409 Less: Amount representing interest (26,798 ) Present value of net minimum lease payments ¥ 17,611
Schedule of future minimum lease payments under capital leases with remaining terms exceeding one year	Millions of yen Years of payment Total Less than 1 year 1 to 2 years 2 to 3 years 3 to 4 years 4 to 5 years More than 5 years Minimum lease payments ¥ 44,409 ¥ 3,763 ¥ 3,849 ¥ 3,879 ¥ 3,877 ¥ 3,875 ¥ 25,166

Other assets-Other _ Other li_2

Other assets-Other / Other liabilities (Tables)	6 Months Ended
	Sep. 30, 2018
Other assets-Other / Other liabilities [Abstract]
Schedule of Other assets-Other and Other liabilities	Millions of yen March 31, 2018 September 30, 2018 Other assets—Other: Securities received as collateral ¥ 301,072 ¥ 319,939 Goodwill and other intangible assets 99,455 104,285 Deferred tax assets 16,135 20,255 Investments in equity securities for other than operating purposes 192,819 200,028 Prepaid expenses 14,561 17,230 Other 284,092 281,455 Total ¥ 908,134 ¥ 943,192 Other liabilities: Obligation to return securities received as collateral ¥ 301,072 ¥ 319,939 Accrued income taxes 34,181 28,135 Other accrued expenses and provisions 448,423 366,829 Other 166,858 162,943 Total ¥ 950,534 ¥ 877,846

Earnings per share (Tables)

Earnings per share (Tables)	6 Months Ended
	Sep. 30, 2018
Earnings Per Share [Abstract]
Summary of amounts and numbers used in calculation of net income attributable to NHI shareholders per share (basic and diluted)	Millions of yen except per share data presented in yen Six months ended September 30 2017 2018 Basic— Net income (loss) attributable to NHI shareholders ¥ 108,706 ¥ (6,010 ) Weighted average number of shares outstanding 3,530,324,525 3,394,856,369 Net income (loss) attributable to NHI shareholders per share ¥ 30.79 ¥ (1.77 ) Diluted— Net income (loss) attributable to NHI shareholders ¥ 108,664 ¥ (6,045 ) Weighted average number of shares outstanding 3,598,185,304 3,390,540,890 Net income (loss) attributable to NHI shareholders per share ¥ 30.20 ¥ (1.78 ) Millions of yen except per share data presented in yen Three months ended September 30 2017 2018 Basic— Net income (loss) attributable to NHI shareholders ¥ 51,850 ¥ (11,233 ) Weighted average number of shares outstanding 3,526,321,204 3,394,584,313 Net income (loss) attributable to NHI shareholders per share ¥ 14.70 ¥ (3.31 ) Diluted— Net income (loss) attributable to NHI shareholders ¥ 51,825 ¥ (11,251 ) Weighted average number of shares outstanding 3,586,187,615 3,389,189,961 Net income (loss) attributable to NHI shareholders per share ¥ 14.45 ¥ (3.32 )

Employee benefit plans (Tables)

Employee benefit plans (Tables)	6 Months Ended
	Sep. 30, 2018
Employee Benefit Plans [Abstract]
Net periodic benefit cost for defined benefit plans	Millions of yen Six months ended September 30 2017 2018 Service cost ¥ 5,018 ¥ 5,429 Interest cost 1,129 1,090 Expected return on plan assets (3,033 ) (3,034 ) Amortization of net actuarial losses 2,003 1,915 Amortization of prior service cost (530 ) (530 ) Net periodic benefit cost ¥ 4,587 ¥ 4,870 Millions of yen Three months ended September 30 2017 2018 Service cost ¥ 2,393 ¥ 2,702 Interest cost 564 545 Expected return on plan assets (1,517 ) (1,517 ) Amortization of net actuarial losses 1,001 957 Amortization of prior service cost (265 ) (265 ) Net periodic benefit cost ¥ 2,176 ¥ 2,422

Other comprehensive income (l_2

Other comprehensive income (loss) (Tables)	6 Months Ended
	Sep. 30, 2018
Accumulated Other Comprehensive Income (loss)
Changes in accumulated other comprehensive income (loss)	Millions of yen Six months ended September 30, 2017 Balance at beginning of year Other comprehensive income (loss) before reclassifications Reclassifications out of accumulated other comprehensive income (loss) (1) Net change during the period Balance at end of period Cumulative translation adjustments ¥ 47,767 ¥ 9,860 ¥ (26 ) ¥ 9,834 ¥ 57,601 Pension liability adjustment (41,020 ) (712 ) 1,075 363 (40,657 ) Net unrealized gain on non-trading 20,344 971 104 1,075 21,419 Own credit adjustments 6,561 (9,270 ) (69 ) (9,339 ) (2,778 ) Total ¥ 33,652 ¥ 849 ¥ 1,084 ¥ 1,933 ¥ 35,585 (1) Reclassifications out of accumulated other comprehensive income (loss) were not significant. Millions of yen Six months ended September 30, 2018 Balance at beginning of year Other comprehensive income (loss) before reclassifications Reclassifications out of accumulated other comprehensive income (loss) (1) Net change during the period Balance at end of period Cumulative translation adjustments ¥ (15,596 ) ¥ 54,170 ¥ 6,962 ¥ 61,132 ¥ 45,536 Pension liability adjustment (47,837 ) 1,172 85 1,257 (46,580 ) Net unrealized gain on non-trading (2) — — — — — Own credit adjustments 4,077 3,319 21 3,340 7,417 Total ¥ (59,356 ) ¥ 58,661 ¥ 7,068 ¥ 65,729 ¥ 6,373 (1) Change in cumulative translation adjustments, net of tax in other comprehensive income (loss) for six months ended September 30, 2018 includes reclassification adjustment of ¥6,956 million for loss due to substantially complete liquidation of an investment in a foreign entity. The adjustment is recognized in Non-interest (2) See Note 6 “ Non-trading non-trading Millions of yen Three months ended September 30, 2017 Balance at beginning of period Other comprehensive income (loss) before reclassifications Reclassifications out of accumulated other comprehensive income (loss) (1) Net change during the period Balance at end of period Cumulative translation adjustments ¥ 50,369 ¥ 7,258 ¥ (26 ) ¥ 7,232 ¥ 57,601 Pension liability adjustment (42,626 ) 1,437 532 1,969 (40,657 ) Net unrealized gain on non-trading 21,650 (448 ) 217 (231 ) 21,419 Own credit adjustments 1,695 (4,463 ) (10 ) (4,473 ) (2,778 ) Total ¥ 31,088 ¥ 3,784 ¥ 713 ¥ 4,497 ¥ 35,585 (1) Reclassifications out of accumulated other comprehensive income (loss) were not significant. Millions of yen Three months ended September 30, 2018 Balance at beginning of period Other comprehensive income (loss) before reclassifications Reclassifications out of accumulated other comprehensive income (loss) (1) Net change during the period Balance at end of period Cumulative translation adjustments ¥ 16,263 ¥ 22,368 ¥ 6,905 ¥ 29,273 ¥ 45,536 Pension liability adjustment (47,117 ) 494 43 537 (46,580 ) Net unrealized gain on non-trading (2) — — — — — Own credit adjustments 8,307 (924 ) 34 (890 ) 7,417 Total ¥ (22,547 ) ¥ 21,938 ¥ 6,982 ¥ 28,920 ¥ 6,373 (1) Change in cumulative translation adjustments, net of tax in other comprehensive income (loss) for three months ended September 30, 2018 includes reclassification adjustment of ¥6,956 million for loss due to substantially complete liquidation of an investment in a foreign entity. The adjustment is recognized in Non-interest (2) See Note 6 “ Non-trading non-trading

Commitments, contingencies an_2

Commitments, contingencies and guarantees (Tables)	6 Months Ended
	Sep. 30, 2018
Commitments, Contingencies and Guarantees [Abstract]
Commitments outstanding	Millions of yen March 31, 2018 September 30, 2018 Commitments to extend credit ¥ 965,942 ¥ 1,076,827 Commitments to invest 13,273 15,336
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 ¥ 1,076,827 ¥ 320,018 ¥ 142,428 ¥ 193,573 ¥ 420,808 Commitments to invest 15,336 1,799 — 373 13,164
Information on derivative contracts and standby letters of credit and other guarantees	Millions of yen March 31, 2018 September 30, 2018 Carrying value Maximum potential payout/ Notional total Carrying value Maximum potential payout/ Notional total Derivative contracts (1)(2) ¥ 4,023,893 ¥ 260,885,770 ¥ 4,396,614 ¥ 271,246,276 Standby letters of credit and other guarantees (3) 92 5,189 90 5,823 (1) Credit derivatives are disclosed in Note 3. “ Derivative instruments and hedging activities (2) Derivative contracts primarily consist of equity, interest rate and foreign exchange contracts. (3) The amounts of collaterals held in connection with standby letters of credit and other guarantees are ¥2,559 million and ¥2,735 million as of March 31, 2018 and September 30, 2018, respectively.
Maturity information on derivative contracts and standby letters of credit and other guarantees	Millions of yen Maximum potential payout/Notional Years to Maturity Carrying value Total Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Derivative contracts ¥ 4,396,614 ¥ 271,246,276 ¥ 83,662,531 ¥ 79,164,073 ¥ 34,956,982 ¥ 73,462,690 Standby letters of credit and other guarantees 90 5,823 2,004 3 3,815 1

Segment and geographic inform_2

Segment and geographic information (Tables)	6 Months Ended
	Sep. 30, 2018
Segment and Geographic Information [Abstract]
Business segments' results	Millions of yen Retail Asset Management Wholesale Other (Incl. elimination) Total Six months ended September 30, 2017 Non-interest ¥ 200,633 ¥ 64,749 ¥ 270,461 ¥ 115,733 ¥ 651,576 Net interest revenue 2,837 (1,234 ) 67,818 (11,416 ) 58,005 Net revenue 203,470 63,515 338,279 104,317 709,581 Non-interest 153,031 29,477 295,943 73,383 551,834 Income (loss) before income taxes ¥ 50,439 ¥ 34,038 ¥ 42,336 ¥ 30,934 ¥ 157,747 Six months ended September 30, 2018 Non-interest ¥ 174,522 ¥ 52,302 ¥ 236,662 ¥ 56,651 ¥ 520,137 Net interest revenue 4,021 (1,532 ) 48,288 (16,931 ) 33,846 Net revenue 178,543 50,770 284,950 39,720 553,983 Non-interest 146,403 31,574 287,459 75,373 540,809 Income (loss) before income taxes ¥ 32,140 ¥ 19,196 ¥ (2,509 ) ¥ (35,653 ) ¥ 13,174 Millions of yen Retail Asset Management Wholesale Other (Incl. elimination) Total Three months ended September 30, 2017 Non-interest ¥ 100,360 ¥ 36,061 ¥ 123,126 ¥ 58,514 ¥ 318,061 Net interest revenue 1,426 (643 ) 35,837 (5,904 ) 30,716 Net revenue 101,786 35,418 158,963 52,610 348,777 Non-interest 76,239 14,950 141,980 35,285 268,454 Income (loss) before income taxes ¥ 25,547 ¥ 20,468 ¥ 16,983 ¥ 17,325 ¥ 80,323 Three months ended September 30, 2018 Non-interest ¥ 83,857 ¥ 25,455 ¥ 121,965 ¥ 29,514 ¥ 260,791 Net interest revenue 1,853 (774 ) 25,695 (3,532 ) 23,242 Net revenue 85,710 24,681 147,660 25,982 284,033 Non-interest 73,494 15,768 142,745 50,448 282,455 Income (loss) before income taxes ¥ 12,216 ¥ 8,913 ¥ 4,915 ¥ (24,466 ) ¥ 1,578
Major components of income (loss) before income taxes in "Other"	Millions of yen Six months ended September 30 2017 2018 Net gain (loss) related to economic hedging transactions ¥ (96 ) ¥ (29,825 ) Realized gain (loss) on investments in equity securities held for operating purposes 387 52 Equity in earnings of affiliates 15,430 15,155 Corporate items 1,751 (26,201 ) Other (1) 13,462 5,166 Total ¥ 30,934 ¥ (35,653 ) Millions of yen Three months ended September 30 2017 2018 Net gain (loss) related to economic hedging transactions ¥ 558 ¥ (16,018 ) Realized gain (loss) on investments in equity securities held for operating purposes 344 7 Equity in earnings of affiliates 8,408 8,536 Corporate items 1,597 (23,719 ) Other (1) 6,418 6,728 Total ¥ 17,325 ¥ (24,466 ) (1) Includes the impact of Nomura’s own creditworthiness.
Reconciliation of combined business segments' results included in preceding table to reported net revenue, non-interest expenses and income (loss) before income taxes	Millions of yen Six months ended September 30 2017 2018 Net revenue ¥ 709,581 ¥ 553,983 Unrealized gain (loss) on investments in equity securities held for operating purposes 2,735 936 Consolidated net revenue ¥ 712,316 ¥ 554,919 Non-interest ¥ 551,834 ¥ 540,809 Unrealized gain (loss) on investments in equity securities held for operating purposes — — Consolidated non-interest ¥ 551,834 ¥ 540,809 Income before income taxes ¥ 157,747 ¥ 13,174 Unrealized gain (loss) on investments in equity securities held for operating purposes 2,735 936 Consolidated income before income taxes ¥ 160,482 ¥ 14,110 Millions of yen Three months ended September 30 2017 2018 Net revenue ¥ 348,777 ¥ 284,033 Unrealized gain (loss) on investments in equity securities held for operating purposes 2,716 (1,111 ) Consolidated net revenue ¥ 351,493 ¥ 282,922 Non-interest ¥ 268,454 ¥ 282,455 Unrealized gain (loss) on investments in equity securities held for operating purposes — — Consolidated non-interest ¥ 268,454 ¥ 282,455 Income before income taxes ¥ 80,323 ¥ 1,578 Unrealized gain (loss) on investments in equity securities held for operating purposes 2,716 (1,111 ) Consolidated income before income taxes ¥ 83,039 ¥ 467
Geographic allocation of net revenue and income (loss) before income taxes from operations by geographic areas, and long-lived assets	Millions of yen Six months ended September 30 2017 2018 Net revenue (1) Americas ¥ 120,012 ¥ 95,033 Europe 91,922 69,801 Asia and Oceania 32,344 19,916 Subtotal 244,278 184,750 Japan 468,038 370,169 Consolidated ¥ 712,316 ¥ 554,919 Income (loss) before income taxes: Americas ¥ 6,414 ¥ (23,260 ) Europe 891 (16,799 ) Asia and Oceania 9,012 201 Subtotal 16,317 (39,858 ) Japan 144,165 53,968 Consolidated ¥ 160,482 ¥ 14,110 Millions of yen Three months ended September 30 2017 2018 Net revenue (1) Americas ¥ 54,250 ¥ 41,931 Europe 47,991 34,181 Asia and Oceania 15,262 10,423 Subtotal 117,503 86,535 Japan 233,990 196,387 Consolidated ¥ 351,493 ¥ 282,922 Income (loss) before income taxes: Americas ¥ (1,460 ) ¥ (21,576 ) Europe (1,354 ) (11,634 ) Asia and Oceania 3,665 1,033 Subtotal 851 (32,177 ) Japan 82,188 32,644 Consolidated ¥ 83,039 ¥ 467 (1) There is no revenue derived from transactions with a single major external customer. Millions of yen March 31, 2018 September 30, 2018 Long-lived assets: Americas ¥ 117,323 ¥ 124,270 Europe 67,010 68,250 Asia and Oceania 8,613 11,766 Subtotal 192,946 204,286 Japan 231,003 224,187 Consolidated ¥ 423,949 ¥ 428,473

Summary of accounting policie_2

Summary of accounting policies - Additional information (Detail) ¥ in Millions	Apr. 01, 2018JPY (¥)	Sep. 30, 2018JPY (¥)	Sep. 30, 2017JPY (¥)
Accounting Policy [Line Items]
Number of business segments		3
Restricted cash and restricted cash equivalents		¥ 445	¥ 163
Certain cash margin amounts included in Receivables from other than customers [Member]
Accounting Policy [Line Items]
Change in Accounting Policy, Effect of Adoption, Quantification	¥ 237,000
Certain cash margin amounts included in Payables to other than customers [Member]
Accounting Policy [Line Items]
Change in Accounting Policy, Effect of Adoption, Quantification	237,000
Daily variation margin for certain derivative transactions included in Trading assets [Member]
Accounting Policy [Line Items]
Change in Accounting Policy, Effect of Adoption, Quantification	4,900
Daily variation margin for certain derivative transactions included in Receivables from other than customers [Member]
Accounting Policy [Line Items]
Change in Accounting Policy, Effect of Adoption, Quantification	5,500
Daily variation margin for certain derivative transactions included in Trading liabilities [Member]
Accounting Policy [Line Items]
Change in Accounting Policy, Effect of Adoption, Quantification	10,400
Accounting Standards Update 2014-09 [Member]
Accounting Policy [Line Items]
New accounting standards impact on Retained earnings	1,564
New accounting standards impact on Payables to other than customers	517
New accounting standards impact on Other long-term assets	1,750
New accounting standards impact on Deferred tax assets	703
Accounting Standards Update 2016-18 [Member]
Accounting Policy [Line Items]
Restricted cash and restricted cash equivalents		¥ 445
Accounting Standards Update 2017-07 [Member]
Accounting Policy [Line Items]
Reclassification from Compensation and benefits to Other expenses	¥ 541

Fair value measurements - Fair

Fair value measurements - Fair value of financial instruments measured on recurring basis (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018
Assets:
Derivative assets		¥ 16,084,000	¥ 15,118,000	[1]
Netting	[2]	(15,035,000)	(14,094,000)	[3]
Collateralized agreements		19,922,454	16,237,743
Other assets		943,192	908,134
Liabilities:
Derivative liabilities	[4]	15,302,000	14,182,000	[1]
Netting	[2],[5]	(14,481,000)	(13,457,000)	[3]
Short-term borrowings		408,344	372,188
Collateralized financing		20,437,386	16,696,994
Long-term borrowings		3,140,801	2,857,835
Recurring
Assets:
Trading assets and private equity investments	[6]	15,019,000	13,909,000
Derivative assets	[7]	1,049,000	1,024,000	[8]
Netting	[7]	(15,035,000)	(14,094,000)	[8]
Subtotal, Assets		16,068,000	14,933,000
Loans and receivables	[9]	610,000	554,000
Collateralized agreements	[10]	801,000	1,186,000
Total Assets		18,601,000	17,806,000
Liabilities:
Trading liabilities		7,769,000	7,469,000
Derivative liabilities	[7]	831,000	734,000	[8]
Netting	[7]	(14,481,000)	(13,457,000)	[8]
Subtotal, Liabilities		8,600,000	8,203,000
Short-term borrowings	[11]	408,000	372,000
Payables and deposits	[12]	(1,000)	(1,000)
Collateralized financing	[10]	355,000	569,000
Long-term borrowings	[11],[13],[14]	3,134,000	2,850,000
Other liabilities	[15]	339,000	327,000
Total Liabilities		12,835,000	12,320,000
Recurring | Equities [Member]
Assets:
Trading assets and private equity investments	[6],[16]	2,580,000	2,669,000
Liabilities:
Trading liabilities		1,569,000	1,338,000
Recurring | Private equity investments [Member]
Assets:
Trading assets and private equity investments	[6],[16]	13,000	6,000
Recurring | Japanese government securities [Member]
Assets:
Trading assets and private equity investments	[6]	2,085,000	2,205,000
Liabilities:
Trading liabilities		1,801,000	2,263,000
Recurring | Japanese agency and municipal securities [Member]
Assets:
Trading assets and private equity investments	[6]	123,000	189,000
Liabilities:
Trading liabilities		2,000	1,000
Recurring | Foreign government, agency and municipal securities [Member]
Assets:
Trading assets and private equity investments	[6]	4,501,000	4,220,000
Liabilities:
Trading liabilities		3,889,000	3,376,000
Recurring | Bank and corporate debt securities and loans for trading purposes [Member]
Assets:
Trading assets and private equity investments	[6]	1,271,000	1,325,000
Recurring | Bank and corporate debt securities [Member]
Liabilities:
Trading liabilities		434,000	391,000
Recurring | Commercial mortgage-backed securities ("CMBS") [Member]
Assets:
Trading assets and private equity investments	[6]	3,000	4,000
Recurring | Residential mortgage-backed securities ("RMBS") [Member]
Assets:
Trading assets and private equity investments	[6]	3,739,000	2,803,000
Liabilities:
Trading liabilities		6,000	1,000
Recurring | Real estate-backed securities [Member]
Assets:
Trading assets and private equity investments	[6]	93,000	63,000
Recurring | Collateralized debt obligations ("CDOs") and other [Member]
Assets:
Trading assets and private equity investments	[6],[17]	81,000	86,000
Liabilities:
Trading liabilities	[17]	0	3,000
Recurring | Investment trust funds and other [Member]
Assets:
Trading assets and private equity investments	[6]	530,000	339,000
Liabilities:
Trading liabilities		68,000	96,000
Recurring | Equity contracts [Member]
Assets:
Derivative assets	[7]	1,159,000	1,011,000	[8]
Liabilities:
Derivative liabilities	[7]	1,264,000	1,118,000	[8]
Recurring | Interest rate contracts [Member]
Assets:
Derivative assets	[7]	7,607,000	8,096,000	[8]
Liabilities:
Derivative liabilities	[7]	7,075,000	7,560,000	[8]
Recurring | Credit contracts [Member]
Assets:
Derivative assets	[7]	589,000	515,000	[8]
Liabilities:
Derivative liabilities	[7]	498,000	425,000	[8]
Recurring | Foreign exchange contracts [Member]
Assets:
Derivative assets	[7]	6,728,000	5,495,000	[8]
Liabilities:
Derivative liabilities	[7]	6,474,000	5,087,000	[8]
Recurring | Commodity contracts [Member]
Assets:
Derivative assets	[7]	1,000	1,000	[8]
Liabilities:
Derivative liabilities	[7]	1,000	1,000	[8]
Recurring | Non-trading debt securities [Member]
Assets:
Other assets		452,000	486,000
Recurring | Other [Member]
Assets:
Other assets	[6],[16]	670,000	647,000
Recurring | Counterparty and Cash Collateral Netting [Member]
Assets:
Trading assets and private equity investments	[6],[18]
Derivative assets	[7],[18]	(15,035,000)	(14,094,000)	[8]
Netting	[7],[18]	(15,035,000)	(14,094,000)	[8]
Subtotal, Assets	[18]	(15,035,000)	(14,094,000)
Loans and receivables	[9],[18]
Collateralized agreements	[10],[18]
Total Assets	[18]	(15,035,000)	(14,094,000)
Liabilities:
Trading liabilities	[18]
Derivative liabilities	[7],[18]	(14,481,000)	(13,457,000)	[8]
Netting	[7],[18]	(14,481,000)	(13,457,000)	[8]
Subtotal, Liabilities	[18]	(14,481,000)	(13,457,000)
Short-term borrowings	[11],[18]
Payables and deposits	[12],[18]
Collateralized financing	[10],[18]
Long-term borrowings	[11],[13],[14],[18]
Other liabilities	[15],[18]
Total Liabilities	[18]	(14,481,000)	(13,457,000)
Recurring | Counterparty and Cash Collateral Netting [Member] | Equities [Member]
Assets:
Trading assets and private equity investments	[6],[16],[18]
Liabilities:
Trading liabilities	[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Private equity investments [Member]
Assets:
Trading assets and private equity investments	[6],[16],[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Japanese government securities [Member]
Assets:
Trading assets and private equity investments	[6],[18]
Liabilities:
Trading liabilities	[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Japanese agency and municipal securities [Member]
Assets:
Trading assets and private equity investments	[6],[18]
Liabilities:
Trading liabilities	[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Foreign government, agency and municipal securities [Member]
Assets:
Trading assets and private equity investments	[6],[18]
Liabilities:
Trading liabilities	[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets:
Trading assets and private equity investments	[6],[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Bank and corporate debt securities [Member]
Liabilities:
Trading liabilities	[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets:
Trading assets and private equity investments	[6],[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets:
Trading assets and private equity investments	[6],[18]
Liabilities:
Trading liabilities	[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Real estate-backed securities [Member]
Assets:
Trading assets and private equity investments	[6],[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets:
Trading assets and private equity investments	[6],[17],[18]
Liabilities:
Trading liabilities	[17],[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Investment trust funds and other [Member]
Assets:
Trading assets and private equity investments	[6],[18]
Liabilities:
Trading liabilities	[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Equity contracts [Member]
Assets:
Derivative assets	[7],[18]			[8]
Liabilities:
Derivative liabilities	[7],[18]			[8]
Recurring | Counterparty and Cash Collateral Netting [Member] | Interest rate contracts [Member]
Assets:
Derivative assets	[7],[18]			[8]
Liabilities:
Derivative liabilities	[7],[18]			[8]
Recurring | Counterparty and Cash Collateral Netting [Member] | Credit contracts [Member]
Assets:
Derivative assets	[7],[18]			[8]
Liabilities:
Derivative liabilities	[7],[18]			[8]
Recurring | Counterparty and Cash Collateral Netting [Member] | Foreign exchange contracts [Member]
Assets:
Derivative assets	[7],[18]			[8]
Liabilities:
Derivative liabilities	[7],[18]			[8]
Recurring | Counterparty and Cash Collateral Netting [Member] | Commodity contracts [Member]
Assets:
Derivative assets	[7],[18]			[8]
Liabilities:
Derivative liabilities	[7],[18]			[8]
Recurring | Counterparty and Cash Collateral Netting [Member] | Non-trading debt securities [Member]
Assets:
Other assets	[18]
Recurring | Counterparty and Cash Collateral Netting [Member] | Other [Member]
Assets:
Other assets	[6],[16],[18]
Recurring | Level 1 [Member]
Assets:
Trading assets and private equity investments	[6]	7,326,000	7,197,000
Derivative assets	[7]	15,000	19,000	[8]
Netting	[7]			[8]
Subtotal, Assets		7,341,000	7,216,000
Loans and receivables	[9]
Collateralized agreements	[10]
Total Assets		7,952,000	7,812,000
Liabilities:
Trading liabilities		6,323,000	6,266,000
Derivative liabilities	[7]	13,000	11,000	[8]
Netting	[7]			[8]
Subtotal, Liabilities		6,336,000	6,277,000
Short-term borrowings	[11]
Payables and deposits	[12]
Collateralized financing	[10]
Long-term borrowings	[11],[13],[14]	13,000	18,000
Other liabilities	[15]	308,000	293,000
Total Liabilities		6,657,000	6,588,000
Recurring | Level 1 [Member] | Equities [Member]
Assets:
Trading assets and private equity investments	[6],[16]	1,669,000	1,741,000
Liabilities:
Trading liabilities		1,376,000	1,146,000
Recurring | Level 1 [Member] | Private equity investments [Member]
Assets:
Trading assets and private equity investments	[6],[16]
Recurring | Level 1 [Member] | Japanese government securities [Member]
Assets:
Trading assets and private equity investments	[6]	2,085,000	2,205,000
Liabilities:
Trading liabilities		1,801,000	2,263,000
Recurring | Level 1 [Member] | Japanese agency and municipal securities [Member]
Assets:
Trading assets and private equity investments	[6]
Liabilities:
Trading liabilities
Recurring | Level 1 [Member] | Foreign government, agency and municipal securities [Member]
Assets:
Trading assets and private equity investments	[6]	3,109,000	2,980,000
Liabilities:
Trading liabilities		3,078,000	2,786,000
Recurring | Level 1 [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets:
Trading assets and private equity investments	[6]
Recurring | Level 1 [Member] | Bank and corporate debt securities [Member]
Liabilities:
Trading liabilities
Recurring | Level 1 [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets:
Trading assets and private equity investments	[6]
Recurring | Level 1 [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets:
Trading assets and private equity investments	[6]
Liabilities:
Trading liabilities
Recurring | Level 1 [Member] | Real estate-backed securities [Member]
Assets:
Trading assets and private equity investments	[6]
Recurring | Level 1 [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets:
Trading assets and private equity investments	[6],[17]
Liabilities:
Trading liabilities	[17]
Recurring | Level 1 [Member] | Investment trust funds and other [Member]
Assets:
Trading assets and private equity investments	[6]	463,000	271,000
Liabilities:
Trading liabilities		68,000	71,000
Recurring | Level 1 [Member] | Equity contracts [Member]
Assets:
Derivative assets	[7]	0	2,000	[8]
Liabilities:
Derivative liabilities	[7]	2,000	1,000	[8]
Recurring | Level 1 [Member] | Interest rate contracts [Member]
Assets:
Derivative assets	[7]	13,000	16,000	[8]
Liabilities:
Derivative liabilities	[7]	7,000	9,000	[8]
Recurring | Level 1 [Member] | Credit contracts [Member]
Assets:
Derivative assets	[7]	1,000	0	[8]
Liabilities:
Derivative liabilities	[7]	1,000	0	[8]
Recurring | Level 1 [Member] | Foreign exchange contracts [Member]
Assets:
Derivative assets	[7]		0	[8]
Liabilities:
Derivative liabilities	[7]	2,000	0	[8]
Recurring | Level 1 [Member] | Commodity contracts [Member]
Assets:
Derivative assets	[7]	1,000	1,000	[8]
Liabilities:
Derivative liabilities	[7]	1,000	1,000	[8]
Recurring | Level 1 [Member] | Non-trading debt securities [Member]
Assets:
Other assets		135,000	133,000
Recurring | Level 1 [Member] | Other [Member]
Assets:
Other assets	[6],[16]	476,000	463,000
Recurring | Level 2 [Member]
Assets:
Trading assets and private equity investments	[6]	7,375,000	6,452,000
Derivative assets	[7]	15,911,000	14,927,000	[8]
Netting	[7]			[8]
Subtotal, Assets		23,286,000	21,379,000
Loans and receivables	[9]	523,000	484,000
Collateralized agreements	[10]	790,000	1,181,000
Total Assets		24,930,000	23,412,000
Liabilities:
Trading liabilities		1,445,000	1,202,000
Derivative liabilities	[7]	15,098,000	13,983,000	[8]
Netting	[7]			[8]
Subtotal, Liabilities		16,543,000	15,185,000
Short-term borrowings	[11]	366,000	355,000
Payables and deposits	[12]	0	0
Collateralized financing	[10]	352,000	566,000
Long-term borrowings	[11],[13],[14]	2,660,000	2,403,000
Other liabilities	[15]	31,000	33,000
Total Liabilities		19,952,000	18,542,000
Recurring | Level 2 [Member] | Equities [Member]
Assets:
Trading assets and private equity investments	[6],[16]	891,000	907,000
Liabilities:
Trading liabilities		193,000	191,000
Recurring | Level 2 [Member] | Private equity investments [Member]
Assets:
Trading assets and private equity investments	[6],[16]	3,000	3,000
Recurring | Level 2 [Member] | Japanese government securities [Member]
Assets:
Trading assets and private equity investments	[6]
Liabilities:
Trading liabilities
Recurring | Level 2 [Member] | Japanese agency and municipal securities [Member]
Assets:
Trading assets and private equity investments	[6]	122,000	188,000
Liabilities:
Trading liabilities		2,000	1,000
Recurring | Level 2 [Member] | Foreign government, agency and municipal securities [Member]
Assets:
Trading assets and private equity investments	[6]	1,389,000	1,234,000
Liabilities:
Trading liabilities		811,000	590,000
Recurring | Level 2 [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets:
Trading assets and private equity investments	[6]	1,117,000	1,186,000
Recurring | Level 2 [Member] | Bank and corporate debt securities [Member]
Liabilities:
Trading liabilities		433,000	391,000
Recurring | Level 2 [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets:
Trading assets and private equity investments	[6]	2,000	2,000
Recurring | Level 2 [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets:
Trading assets and private equity investments	[6]	3,732,000	2,803,000
Liabilities:
Trading liabilities		6,000	1,000
Recurring | Level 2 [Member] | Real estate-backed securities [Member]
Assets:
Trading assets and private equity investments	[6]	2,000
Recurring | Level 2 [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets:
Trading assets and private equity investments	[6],[17]	51,000	62,000
Liabilities:
Trading liabilities	[17]	0	3,000
Recurring | Level 2 [Member] | Investment trust funds and other [Member]
Assets:
Trading assets and private equity investments	[6]	66,000	67,000
Liabilities:
Trading liabilities		0	25,000
Recurring | Level 2 [Member] | Equity contracts [Member]
Assets:
Derivative assets	[7]	1,116,000	973,000	[8]
Liabilities:
Derivative liabilities	[7]	1,206,000	1,080,000	[8]
Recurring | Level 2 [Member] | Interest rate contracts [Member]
Assets:
Derivative assets	[7]	7,548,000	8,009,000	[8]
Liabilities:
Derivative liabilities	[7]	6,969,000	7,427,000	[8]
Recurring | Level 2 [Member] | Credit contracts [Member]
Assets:
Derivative assets	[7]	564,000	498,000	[8]
Liabilities:
Derivative liabilities	[7]	471,000	410,000	[8]
Recurring | Level 2 [Member] | Foreign exchange contracts [Member]
Assets:
Derivative assets	[7]	6,683,000	5,447,000	[8]
Liabilities:
Derivative liabilities	[7]	6,452,000	5,066,000	[8]
Recurring | Level 2 [Member] | Commodity contracts [Member]
Assets:
Derivative assets	[7]	0	0	[8]
Liabilities:
Derivative liabilities	[7]	0	0	[8]
Recurring | Level 2 [Member] | Non-trading debt securities [Member]
Assets:
Other assets		317,000	353,000
Recurring | Level 2 [Member] | Other [Member]
Assets:
Other assets	[6],[16]	14,000	15,000
Recurring | Level 3 [Member]
Assets:
Trading assets and private equity investments	[6]	318,000	260,000
Derivative assets	[7]	158,000	172,000	[8]
Netting	[7]			[8]
Subtotal, Assets		476,000	432,000
Loans and receivables	[9]	87,000	70,000
Collateralized agreements	[10]	11,000	5,000
Total Assets		754,000	676,000
Liabilities:
Trading liabilities		1,000	1,000
Derivative liabilities	[7]	201,000	197,000	[8]
Netting	[7]			[8]
Subtotal, Liabilities		202,000	198,000
Short-term borrowings	[11]	42,000	17,000
Payables and deposits	[12]	(1,000)	(1,000)
Collateralized financing	[10]	3,000	3,000
Long-term borrowings	[11],[13],[14]	461,000	429,000
Other liabilities	[15]	0	1,000
Total Liabilities		707,000	647,000
Recurring | Level 3 [Member] | Equities [Member]
Assets:
Trading assets and private equity investments	[6],[16]	20,000	21,000
Liabilities:
Trading liabilities		0	1,000
Recurring | Level 3 [Member] | Private equity investments [Member]
Assets:
Trading assets and private equity investments	[6],[16]	10,000	3,000
Recurring | Level 3 [Member] | Japanese government securities [Member]
Assets:
Trading assets and private equity investments	[6]
Liabilities:
Trading liabilities
Recurring | Level 3 [Member] | Japanese agency and municipal securities [Member]
Assets:
Trading assets and private equity investments	[6]	1,000	1,000
Liabilities:
Trading liabilities
Recurring | Level 3 [Member] | Foreign government, agency and municipal securities [Member]
Assets:
Trading assets and private equity investments	[6]	3,000	6,000
Liabilities:
Trading liabilities
Recurring | Level 3 [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets:
Trading assets and private equity investments	[6]	154,000	139,000
Recurring | Level 3 [Member] | Bank and corporate debt securities [Member]
Liabilities:
Trading liabilities		1,000	0
Recurring | Level 3 [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets:
Trading assets and private equity investments	[6]	1,000	2,000
Recurring | Level 3 [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets:
Trading assets and private equity investments	[6]	7,000	0
Liabilities:
Trading liabilities
Recurring | Level 3 [Member] | Real estate-backed securities [Member]
Assets:
Trading assets and private equity investments	[6]	91,000	63,000
Recurring | Level 3 [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets:
Trading assets and private equity investments	[6],[17]	30,000	24,000
Liabilities:
Trading liabilities	[17]		0
Recurring | Level 3 [Member] | Investment trust funds and other [Member]
Assets:
Trading assets and private equity investments	[6]	1,000	1,000
Liabilities:
Trading liabilities		0	0
Recurring | Level 3 [Member] | Equity contracts [Member]
Assets:
Derivative assets	[7]	43,000	36,000	[8]
Liabilities:
Derivative liabilities	[7]	56,000	37,000	[8]
Recurring | Level 3 [Member] | Interest rate contracts [Member]
Assets:
Derivative assets	[7]	46,000	71,000	[8]
Liabilities:
Derivative liabilities	[7]	99,000	124,000	[8]
Recurring | Level 3 [Member] | Credit contracts [Member]
Assets:
Derivative assets	[7]	24,000	17,000	[8]
Liabilities:
Derivative liabilities	[7]	26,000	15,000	[8]
Recurring | Level 3 [Member] | Foreign exchange contracts [Member]
Assets:
Derivative assets	[7]	45,000	48,000	[8]
Liabilities:
Derivative liabilities	[7]	20,000	21,000	[8]
Recurring | Level 3 [Member] | Commodity contracts [Member]
Assets:
Derivative assets	[7]			[8]
Liabilities:
Derivative liabilities	[7]	0		[8]
Recurring | Level 3 [Member] | Non-trading debt securities [Member]
Assets:
Other assets
Recurring | Level 3 [Member] | Other [Member]
Assets:
Other assets	[6],[16]	¥ 180,000	¥ 169,000
[1]	Due to the changes in our accounting policy, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. "Summary of accounting policies: New accounting pronouncements recently adopted" for further details.
[2]	Represents amounts offset through counterparty netting of derivative assets and liabilities as well as cash collateral netting against net derivatives under master netting and similar agreements for which Nomura has obtained sufficient evidence of enforceability in accordance with ASC 815. As of March 31, 2018, Nomura offset a total of \1,201 billion of cash collateral receivables against net derivative liabilities and \1,838 billion of cash collateral payables against net derivative assets. As of September 30, 2018, Nomura offset a total of \1,314 billion of cash collateral receivables against net derivative liabilities and \1,868 billion of cash collateral payables against net derivative assets.
[3]	During the year ended March 31, 2018, the rules of a specific central clearing house were amended such that daily variation margin payments and receipts against specific types of derivative now legally represent partial settlement of the derivative rather than margin. These payments and receipts are accounted for as partial settlement of the derivative rather than cash collateral. In addition, due to the changes in our accounting policy, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. "Summary of accounting policies: New accounting pronouncements recently adopted" for further details.
[4]	Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.
[5]	Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.
[6]	Certain investments that are measured at fair value using net asset value per share as a practical expedient have not been classified in the fair value hierarchy. As of March 31, 2018 and September 30, 2018, the fair values of these investments which are included in Trading assets and private equity investments were \47 billion and \35 billion, respectively. As of March 31, 2018 and September 30, 2018, the fair values of these investments which are included in Other assets - Others were \2 billion and \2 billion, respectively.
[7]	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.
[8]	Due to the changes in our accounting policy which Nomura adopted on April 1, 2018, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. "Summary of accounting policies: New accounting pronouncements recently adopted" for further details.
[9]	Includes loans for which the fair value option has been elected.
[10]	Includes collateralized agreements or collateralized financing for which the fair value option has been elected.
[11]	Includes structured notes for which the fair value option has been elected.
[12]	Includes embedded derivatives bifurcated from deposits received at banks. If unrealized gains are greater than unrealized losses, deposits are reduced by the excess amount.
[13]	Includes embedded derivatives bifurcated from issued structured notes. If unrealized gains are greater than unrealized losses, borrowings are reduced by the excess amount.
[14]	Includes liabilities recognized from secured financing transactions that are accounted for as financings rather than sales. Nomura elected the fair value option for these liabilities.
[15]	Includes loan commitments for which the fair value option has been elected.
[16]	Includes equity investments that would have been accounted for under the equity method had Nomura not chosen to elect the fair value option.
[17]	Includes collateralized loan obligations ("CLOs") and asset-backed securities ("ABS") such as those secured on credit card loans, auto loans and student loans.
[18]	Represents the amount offset under counterparty netting of derivative assets and liabilities as well as cash collateral netting against net derivatives.

Fair value measurements - Fai_2

Fair value measurements - Fair value of financial instruments measured on recurring basis (Parenthetical) (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018
Fair value measurements
Other assets		¥ 943,192	¥ 908,134
Recurring
Fair value measurements
Trading assets and private equity investments	[1]	15,019,000	13,909,000
Recurring | Other [Member]
Fair value measurements
Other assets	[1],[2]	670,000	647,000
Recurring | Net asset value per share
Fair value measurements
Trading assets and private equity investments		35,000	47,000
Recurring | Net asset value per share | Other [Member]
Fair value measurements
Other assets		¥ 2,000	¥ 2,000
[1]	Certain investments that are measured at fair value using net asset value per share as a practical expedient have not been classified in the fair value hierarchy. As of March 31, 2018 and September 30, 2018, the fair values of these investments which are included in Trading assets and private equity investments were \47 billion and \35 billion, respectively. As of March 31, 2018 and September 30, 2018, the fair values of these investments which are included in Other assets - Others were \2 billion and \2 billion, respectively.
[2]	Includes equity investments that would have been accounted for under the equity method had Nomura not chosen to elect the fair value option.

Fair value measurements - Addit

Fair value measurements - Additional information (Detail) - JPY (¥) ¥ in Billions		3 Months Ended		6 Months Ended		12 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Mar. 31, 2018
Fair Value Measurement Inputs and Valuation Techniques [Abstract]
Amount of discount or liquidity adjustment in inactive markets
Investment in the common stock at fair value through election of the fair value option
Differences between the fair value of the aggregate unpaid principal balance (which is contractually principally protected) of loans and receivables, more (less) than the principal balance of such loans and receivables		0		0		0
Differences between the fair value of the aggregate unpaid principal balance (which is contractually principally protected) of long-term borrowings more (less) than the principal balance of such long-term borrowings		¥ 89		¥ 89		¥ 58
Concentrations of credit risk, percentage				15.00%		16.00%
American Century Companies, Inc. [Member]
Investment in the common stock at fair value through election of the fair value option
Percentage of economic interest		40.52%		40.52%		40.14%
Recurring | Financial assets (excluding derivative assets) [Member]
Transfers between Level 1 and Level 2
Transfer from Level 1 to Level 2, Assets				¥ 16	¥ 32
Transfer from Level 2 to Level 1, Assets				30	98
Recurring | Trading assets and private equity investments [Member] | Equities [Member]
Transfers between Level 1 and Level 2
Transfer from Level 1 to Level 2, Assets					29
Transfer from Level 2 to Level 1, Assets				22	86
Recurring | Financial liabilities (excluding derivative liabilities) [Member]
Transfers between Level 1 and Level 2
Transfer from Level 2 to Level 1, Liabilities				15	124
Recurring | Trading liabilities [Member] | Short sales of equities [Member]
Transfers between Level 1 and Level 2
Transfer from Level 2 to Level 1, Liabilities				14	121
Recurring | Level 3 [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Assets	[1]	¥ 12	¥ 33	15	36
Transfers out of Level 3, Liabilities	[1]	49	57	61	84
Transfers into Level 3, Assets	[1]	21	3	38	23
Transfers into Level 3, Liabilities	[1]	19	15	41	29
Recurring | Level 3 [Member] | Financial assets (excluding derivative assets) [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Assets		18		35	14
Transfers into Level 3, Assets		19		35	19
Recurring | Level 3 [Member] | Trading assets and private equity investments [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Assets	[1]	18	8	35	14
Transfers into Level 3, Assets	[1]	13	4	24	18
Recurring | Level 3 [Member] | Trading assets and private equity investments [Member] | Equities [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Assets	[1]	1	2	1	2
Transfers into Level 3, Assets	[1]	2	1	3	1
Recurring | Level 3 [Member] | Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Assets	[1]	17	2	32	4
Transfers into Level 3, Assets	[1]	8	0	16	9
Recurring | Level 3 [Member] | Financial liabilities (excluding derivative liabilities) [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Liabilities		49	57	61	84
Transfers into Level 3, Liabilities		19	15	41	29
Recurring | Level 3 [Member] | Trading liabilities [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Liabilities	[1]	0	1	0	1
Transfers into Level 3, Liabilities	[1]	0	0	0	1
Recurring | Level 3 [Member] | Trading liabilities [Member] | Equities [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Liabilities	[1]	0	1	0	1
Transfers into Level 3, Liabilities	[1]	0	0	0	1
Recurring | Level 3 [Member] | Long-term borrowings [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Liabilities	[1]	39	49	49	72
Transfers into Level 3, Liabilities	[1]	11	14	25	27
Recurring | Level 3 [Member] | Short-term borrowings [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Liabilities	[1]	10	7	12	11
Transfers into Level 3, Liabilities	[1]	8	1	16	1
Recurring | Level 3 [Member] | Net Derivatives [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Assets	[1],[2]	(6)	25	(20)	22
Transfers into Level 3, Assets	[1],[2]	2	(1)	3	4
Recurring | Level 3 [Member] | Interest rate derivative [Member]
Transfers out of / into Level 3
Transfers out of Level 3, Assets	[1],[2]	(4)	26	(14)	28
Transfers into Level 3, Assets	[1],[2]	¥ 6	¥ 1	¥ 6	¥ 1
[1]	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.
[2]	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.

Fair value measurements - Sched

Fair value measurements - Schedule of quantitative and qualitative information regarding significant unobservable inputs (Detail) - Recurring - Level 3 [Member] ¥ in Billions		6 Months Ended	12 Months Ended
		Sep. 30, 2018JPY (¥)	Mar. 31, 2018JPY (¥)	Jun. 30, 2018JPY (¥)	Sep. 30, 2017JPY (¥)	Jun. 30, 2017JPY (¥)	Mar. 31, 2017JPY (¥)
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 553	¥ 479	¥ 497	¥ 446	¥ 449	¥ 447
Fair Value, Financial Instrument, Liabilities		506	450	498	555	546	486
Trading assets and private equity investments [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		318	260	268	243	231	228
Trading assets and private equity investments [Member] | Equities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 20	¥ 21	21	45	34	34
Trading assets and private equity investments [Member] | Equities [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	Not applicable	Not applicable
Trading assets and private equity investments [Member] | Equities [Member] | DCF [Member] | Liquidity discounts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.75
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Trading assets and private equity investments [Member] | Equities [Member] | DCF [Member] | Liquidity discounts [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]		0.275
Trading assets and private equity investments [Member] | Equities [Member] | DCF [Member] | Liquidity discounts [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]		0.75
Trading assets and private equity investments [Member] | Equities [Member] | DCF [Member] | Liquidity discounts [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.75	0.683
Trading assets and private equity investments [Member] | Foreign government, agency and municipal securities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 3	¥ 6	5	6	5	3
Trading assets and private equity investments [Member] | Foreign government, agency and municipal securities [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	Not applicable	Not applicable
Trading assets and private equity investments [Member] | Foreign government, agency and municipal securities [Member] | DCF [Member] | Credit spreads [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Trading assets and private equity investments [Member] | Foreign government, agency and municipal securities [Member] | DCF [Member] | Credit spreads [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0	0
Trading assets and private equity investments [Member] | Foreign government, agency and municipal securities [Member] | DCF [Member] | Credit spreads [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.077	0.067
Trading assets and private equity investments [Member] | Foreign government, agency and municipal securities [Member] | DCF [Member] | Credit spreads [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.009	0.008
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 154	¥ 139	142	128	116	108
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship	No predictable interrelationship
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member] | DCF [Member] | Credit spreads [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member] | DCF [Member] | Credit spreads [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.003	0.001
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member] | DCF [Member] | Credit spreads [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.132	0.196
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member] | DCF [Member] | Credit spreads [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.045	0.041
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member] | DCF [Member] | Recovery rates [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member] | DCF [Member] | Recovery rates [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0	0
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member] | DCF [Member] | Recovery rates [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.991	0.98
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member] | DCF [Member] | Recovery rates [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.9	0.747
Trading assets and private equity investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 1	¥ 2	3	1	5	1
Trading assets and private equity investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]		Not applicable
Trading assets and private equity investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member] | DCF [Member] | Yields [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]		Lower fair value
Trading assets and private equity investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member] | DCF [Member] | Yields [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]		0.066
Trading assets and private equity investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member] | DCF [Member] | Yields [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]		0.089
Trading assets and private equity investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member] | DCF [Member] | Yields [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]		0.077
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 7	¥ 0	1	1	0	0
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Yields [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Yields [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Yields [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.364
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Yields [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.036
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Prepayment rates [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Prepayment rates [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.065
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Prepayment rates [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.15
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Prepayment rates [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.073
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Loss severities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Loss severities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.106
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Loss severities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	1
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member] | DCF [Member] | Loss severities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.747
Trading assets and private equity investments [Member] | Real estate-backed securities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 91	¥ 63	63	37	40	41
Trading assets and private equity investments [Member] | Real estate-backed securities [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship	No predictable interrelationship
Trading assets and private equity investments [Member] | Real estate-backed securities [Member] | DCF [Member] | Yields [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Trading assets and private equity investments [Member] | Real estate-backed securities [Member] | DCF [Member] | Yields [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.068	0.062
Trading assets and private equity investments [Member] | Real estate-backed securities [Member] | DCF [Member] | Yields [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.226	0.239
Trading assets and private equity investments [Member] | Real estate-backed securities [Member] | DCF [Member] | Yields [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.137	0.163
Trading assets and private equity investments [Member] | Real estate-backed securities [Member] | DCF [Member] | Loss severities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Trading assets and private equity investments [Member] | Real estate-backed securities [Member] | DCF [Member] | Loss severities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0	0
Trading assets and private equity investments [Member] | Real estate-backed securities [Member] | DCF [Member] | Loss severities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.55	0.708
Trading assets and private equity investments [Member] | Real estate-backed securities [Member] | DCF [Member] | Loss severities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.081	0.081
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 30	¥ 24	22	18	20	27
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	Change in default probabilities typically accompanied by directionally similar change in loss severities and opposite change in prepayment rates	Change in default probabilities typically accompanied by directionally similar change in loss severities and opposite change in prepayment rates
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Yields [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Yields [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.06	0.06
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Yields [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.2	0.24
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Yields [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.13	0.131
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Prepayment rates [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.2	0.2
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Prepayment rates [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.2	0.2
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Default probabilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Default probabilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.01	0.01
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Default probabilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.02	0.02
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Default probabilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.02	0.02
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Loss severities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Loss severities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	0.4	0.4
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Loss severities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[2]	1	1
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Loss severities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity investments	[5]	0.89	0.916
Equity contracts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets	[6]	¥ (13)	¥ (1)	(3)	(1)	2	(6)
Equity contracts [Member] | Option models [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship	No predictable interrelationship
Equity contracts [Member] | Option models [Member] | Dividend yield [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Equity contracts [Member] | Option models [Member] | Dividend yield [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0	0
Equity contracts [Member] | Option models [Member] | Dividend yield [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.089	0.115
Equity contracts [Member] | Option models [Member] | Dividend yield [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Equity contracts [Member] | Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Equity contracts [Member] | Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.121	0.073
Equity contracts [Member] | Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.7	0.64
Equity contracts [Member] | Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Equity contracts [Member] | Option models [Member] | Correlations [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Equity contracts [Member] | Option models [Member] | Correlations [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	(0.8)	(0.84)
Equity contracts [Member] | Option models [Member] | Correlations [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.98	0.95
Equity contracts [Member] | Option models [Member] | Correlations [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Interest rate contracts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets	[6]	¥ (53)	¥ (53)	(64)	(31)	(11)	(22)
Interest rate contracts [Member] | DCF / Option models [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship	No predictable interrelationship
Interest rate contracts [Member] | DCF / Option models [Member] | Interest rates [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Interest rate contracts [Member] | DCF / Option models [Member] | Interest rates [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.003	0.002
Interest rate contracts [Member] | DCF / Option models [Member] | Interest rates [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.03	0.03
Interest rate contracts [Member] | DCF / Option models [Member] | Interest rates [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Interest rate contracts [Member] | DCF / Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Interest rate contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.112	0.112
Interest rate contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.151	0.157
Interest rate contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Interest rate contracts [Member] | DCF / Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Interest rate contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.00278	0.0028
Interest rate contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.00706	0.00712
Interest rate contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Interest rate contracts [Member] | DCF / Option models [Member] | Correlations [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Interest rate contracts [Member] | DCF / Option models [Member] | Correlations [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	(1)	(0.67)
Interest rate contracts [Member] | DCF / Option models [Member] | Correlations [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	1	0.98
Interest rate contracts [Member] | DCF / Option models [Member] | Correlations [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Credit contracts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets	[6]	¥ (2)	¥ 2	3	(7)	(6)	(10)
Credit contracts [Member] | DCF / Option models [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship	No predictable interrelationship
Credit contracts [Member] | DCF / Option models [Member] | Credit spreads [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Credit contracts [Member] | DCF / Option models [Member] | Credit spreads [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0	0
Credit contracts [Member] | DCF / Option models [Member] | Credit spreads [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	1.885	1.221
Credit contracts [Member] | DCF / Option models [Member] | Credit spreads [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Credit contracts [Member] | DCF / Option models [Member] | Recovery rates [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Credit contracts [Member] | DCF / Option models [Member] | Recovery rates [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0	0
Credit contracts [Member] | DCF / Option models [Member] | Recovery rates [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	1.005	0.9
Credit contracts [Member] | DCF / Option models [Member] | Recovery rates [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Credit contracts [Member] | DCF / Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Credit contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.162	0.35
Credit contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.83	0.83
Credit contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Credit contracts [Member] | DCF / Option models [Member] | Correlations [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Credit contracts [Member] | DCF / Option models [Member] | Correlations [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.3	0.34
Credit contracts [Member] | DCF / Option models [Member] | Correlations [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.96	0.82
Credit contracts [Member] | DCF / Option models [Member] | Correlations [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Foreign exchange contracts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets	[6]	¥ 25	¥ 27	24	19	20	23
Foreign exchange contracts [Member] | Option models [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship
Foreign exchange contracts [Member] | Option models [Member] | Interest rates [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value
Foreign exchange contracts [Member] | Option models [Member] | Interest rates [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.003
Foreign exchange contracts [Member] | Option models [Member] | Interest rates [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.028
Foreign exchange contracts [Member] | Option models [Member] | Interest rates [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Foreign exchange contracts [Member] | Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value
Foreign exchange contracts [Member] | Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.018
Foreign exchange contracts [Member] | Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.295
Foreign exchange contracts [Member] | Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Foreign exchange contracts [Member] | Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value
Foreign exchange contracts [Member] | Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.031
Foreign exchange contracts [Member] | Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.0356
Foreign exchange contracts [Member] | Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Foreign exchange contracts [Member] | Option models [Member] | Correlations [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value
Foreign exchange contracts [Member] | Option models [Member] | Correlations [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	(0.25)
Foreign exchange contracts [Member] | Option models [Member] | Correlations [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.8
Foreign exchange contracts [Member] | Option models [Member] | Correlations [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Foreign exchange contracts [Member] | DCF / Option models [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]		No predictable interrelationship
Foreign exchange contracts [Member] | DCF / Option models [Member] | Interest rates [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]		Higher fair value
Foreign exchange contracts [Member] | DCF / Option models [Member] | Interest rates [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]		0.002
Foreign exchange contracts [Member] | DCF / Option models [Member] | Interest rates [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]		0.026
Foreign exchange contracts [Member] | DCF / Option models [Member] | Interest rates [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Foreign exchange contracts [Member] | DCF / Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]		Higher fair value
Foreign exchange contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]		0.024
Foreign exchange contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]		0.237
Foreign exchange contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Foreign exchange contracts [Member] | DCF / Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]		Higher fair value
Foreign exchange contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]		0.0237
Foreign exchange contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]		0.028
Foreign exchange contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Foreign exchange contracts [Member] | DCF / Option models [Member] | Correlations [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]		Higher fair value
Foreign exchange contracts [Member] | DCF / Option models [Member] | Correlations [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]		(0.25)
Foreign exchange contracts [Member] | DCF / Option models [Member] | Correlations [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]		0.8
Foreign exchange contracts [Member] | DCF / Option models [Member] | Correlations [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[5]
Loans and receivables [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 87	¥ 70	87	40	42	66
Loans and receivables [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	Not applicable	Not applicable
Loans and receivables [Member] | DCF [Member] | Credit spreads [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Loans and receivables [Member] | DCF [Member] | Credit spreads [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Loans and receivables	[2]	0	0
Loans and receivables [Member] | DCF [Member] | Credit spreads [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Loans and receivables	[2]	0.109	0.095
Loans and receivables [Member] | DCF [Member] | Credit spreads [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Loans and receivables	[5]	0.04	0.04
Collateralized agreements [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 11	¥ 5	5	5	5	5
Collateralized agreements [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	Not applicable	Not applicable
Collateralized agreements [Member] | DCF [Member] | Repo rate [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Collateralized agreements	[2]		0.035
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Collateralized agreements [Member] | DCF [Member] | Repo rate [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Collateralized agreements	[2]	0.035
Collateralized agreements [Member] | DCF [Member] | Repo rate [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Collateralized agreements	[2]	0.049
Collateralized agreements [Member] | DCF [Member] | Repo rate [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Collateralized agreements	[5]	0.042	0.035
Other [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 180	¥ 169	177	178	166	163
Other [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1],[7]	No predictable interrelationship	No predictable interrelationship
Other [Member] | DCF [Member] | WACC [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	0.112	0.114
Impact of increases in significant unobservable valuation inputs	[3],[4],[7]	Lower fair value	Lower fair value
Other [Member] | DCF [Member] | WACC [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[5],[7]	0.112	0.114
Other [Member] | DCF [Member] | Growth rates [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	0.025	0.025
Impact of increases in significant unobservable valuation inputs	[3],[4],[7]	Higher fair value	Higher fair value
Other [Member] | DCF [Member] | Growth rates [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[5],[7]	0.025	0.025
Other [Member] | DCF [Member] | Liquidity discounts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	0.1	0.1
Impact of increases in significant unobservable valuation inputs	[3],[4],[7]	Lower fair value	Lower fair value
Other [Member] | DCF [Member] | Liquidity discounts [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[5],[7]	0.1	0.1
Other [Member] | Market multiples [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1],[7]	Generally changes in multiples results in a corresponding similar directional change in a fair value measurement, assuming earnings levels remain constant.	Generally changes in multiples results in a corresponding similar directional change in a fair value measurement, assuming earnings levels remain constant.
Other [Member] | Market multiples [Member] | EV/EBITDA ratios [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4],[7]	Higher fair value	Higher fair value
Other [Member] | Market multiples [Member] | EV/EBITDA ratios [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	4.2	3.3
Other [Member] | Market multiples [Member] | EV/EBITDA ratios [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	14.4	7.8
Other [Member] | Market multiples [Member] | EV/EBITDA ratios [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[5],[7]	7.9	5.7
Other [Member] | Market multiples [Member] | PE ratios [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4],[7]	Higher fair value	Higher fair value
Other [Member] | Market multiples [Member] | PE ratios [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	9.9	7.5
Other [Member] | Market multiples [Member] | PE ratios [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	31.1	126.4
Other [Member] | Market multiples [Member] | PE ratios [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[5],[7]	17.4	23
Other [Member] | Market multiples [Member] | Price/Book ratios [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4],[7]	Higher fair value	Higher fair value
Other [Member] | Market multiples [Member] | Price/Book ratios [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	0.4	0
Other [Member] | Market multiples [Member] | Price/Book ratios [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	2.5	2.2
Other [Member] | Market multiples [Member] | Price/Book ratios [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[5],[7]	0.7	0.6
Other [Member] | Market multiples [Member] | Liquidity discounts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4],[7]	Lower fair value	Lower fair value
Other [Member] | Market multiples [Member] | Liquidity discounts [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	0.1	0.1
Other [Member] | Market multiples [Member] | Liquidity discounts [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	0.5	0.3
Other [Member] | Market multiples [Member] | Liquidity discounts [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[5],[7]	0.307	0.29
Short-term borrowings [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		¥ 42	¥ 17	33	93	97	70
Short-term borrowings [Member] | DCF / Option models [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship	No predictable interrelationship
Short-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Short-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Short-term borrowings	[2]	0.129	0.073
Short-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Short-term borrowings	[2]	0.587	0.509
Short-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Short-term borrowings	[5]
Short-term borrowings [Member] | DCF / Option models [Member] | Correlations [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Short-term borrowings [Member] | DCF / Option models [Member] | Correlations [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Short-term borrowings	[2]	(0.75)	(0.84)
Short-term borrowings [Member] | DCF / Option models [Member] | Correlations [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Short-term borrowings	[2]	0.95	0.95
Short-term borrowings [Member] | DCF / Option models [Member] | Correlations [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Short-term borrowings	[5]
Collateralized financing [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		¥ 3	¥ 3	3	3	3	3
Collateralized financing [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	Not applicable	Not applicable
Collateralized financing [Member] | DCF [Member] | Repo rate [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Collateralized financing	[2]	0.035	0.035
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value	Lower fair value
Collateralized financing [Member] | DCF [Member] | Repo rate [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Collateralized financing	[5]	0.035	0.035
Long-term borrowings [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		¥ 461	¥ 429	¥ 461	¥ 457	¥ 445	¥ 410
Long-term borrowings [Member] | DCF / Option models [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship	No predictable interrelationship
Long-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Long-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Long-term borrowings	[2]	0.112	0.073
Long-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Long-term borrowings	[2]	0.587	0.509
Long-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Long-term borrowings	[5]
Long-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Long-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Long-term borrowings	[2]	0.00338	0.00335
Long-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Long-term borrowings	[2]	0.00689	0.00623
Long-term borrowings [Member] | DCF / Option models [Member] | Volatilities [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Long-term borrowings	[5]
Long-term borrowings [Member] | DCF / Option models [Member] | Correlations [Member]
Quantitative information about significant unobservable inputs [Line Items]
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value	Higher fair value
Long-term borrowings [Member] | DCF / Option models [Member] | Correlations [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Long-term borrowings	[2]	(1)	(0.84)
Long-term borrowings [Member] | DCF / Option models [Member] | Correlations [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Long-term borrowings	[2]	0.98	0.98
Long-term borrowings [Member] | DCF / Option models [Member] | Correlations [Member] | Weighted average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Long-term borrowings	[5]
[1]	Consideration of the interrelationships between significant unobservable inputs is only relevant where more than one unobservable valuation input is used to determine the fair value measurement of the financial instrument.
[2]	Range information is provided in percentages, coefficients and multiples and represents the highest and lowest level significant unobservable valuation input used to value that type of financial instrument. A wide dispersion in the range does not necessarily reflect increased uncertainty or subjectivity in the valuation input and is typically just a consequence of the different characteristics of the financial instruments themselves.
[3]	The above table only considers the impact of an increase in each significant unobservable valuation input on the fair value measurement of the financial instrument. However, a decrease in the significant unobservable valuation input would have the opposite effect on the fair value measurement of the financial instrument. For example, if an increase in a significant unobservable valuation input would result in a lower fair value measurement, a decrease in the significant unobservable valuation input would result in a higher fair value measurement.
[4]	The impact of an increase in the significant unobservable input on the fair value measurement for a derivative assumes Nomura is long risk to the input e.g., long volatility. Where Nomura is short such risk, the impact of an increase would have a converse effect on the fair value measurement of the derivative.
[5]	Weighted average information for non-derivative instruments is calculated by weighting each valuation input by the fair value of the financial instrument.
[6]	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.
[7]	Valuation technique(s) and unobservable valuation inputs in respect of equity securities reported within Other assets in the consolidated balance sheets.

Fair value measurements - Sch_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, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Assets [Abstract]
Beginning balance, Assets		¥ 497	¥ 449	¥ 479	¥ 447
Total gains (losses) recognized in net revenue, Assets	[1]	(11)	21	(23)	25
Total gains (losses) recognized in other comprehensive income, Assets			0		0
Purchases/ issues, Assets	[2]	109	79	216	160
Sales/ redemptions, Assets	[2]	(68)	(68)	(157)	(182)
Settlements, Assets		5	(8)	(14)	5
Foreign exchange movements, Assets		12	3	29	4
Transfers into Level 3, Assets	[3]	21	3	38	23
Transfers out of Level 3, Assets	[3]	(12)	(33)	(15)	(36)
Ending balance, Assets		553	446	553	446
Liabilities [Abstract]
Beginning balance, Liabilities		498	546	450	486
Total gains (losses) recognized in net revenue, Liabilities	[1]	2	(8)	(4)	(17)
Total gains (losses) recognized in other comprehensive income, Liabilities		1	0	1	(1)
Purchases/ issues, Liabilities	[2]	87	86	148	200
Sales/ redemptions, Liabilities	[2]	(47)	(43)	(77)	(95)
Settlements, Liabilities
Foreign exchange movements, Liabilities		1	0	2	1
Transfers into Level 3, Liabilities	[3]	19	15	41	29
Transfers out of Level 3, Liabilities	[3]	(49)	(57)	(61)	(84)
Ending balance, Liabilities		506	555	506	555
Trading assets and private equity investments [Member]
Assets [Abstract]
Beginning balance, Assets		268	231	260	228
Total gains (losses) recognized in net revenue, Assets	[1]	4	1	5	2
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	100	77	196	152
Sales/ redemptions, Assets	[2]	(56)	(64)	(146)	(146)
Settlements, Assets
Foreign exchange movements, Assets		7	2	14	3
Transfers into Level 3, Assets	[3]	13	4	24	18
Transfers out of Level 3, Assets	[3]	(18)	(8)	(35)	(14)
Ending balance, Assets		318	243	318	243
Trading assets and private equity investments [Member] | Equities [Member]
Assets [Abstract]
Beginning balance, Assets		21	34	21	34
Total gains (losses) recognized in net revenue, Assets	[1]	0	1	0	1
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	1	16	2	17
Sales/ redemptions, Assets	[2]	(3)	(5)	(6)	(6)
Settlements, Assets
Foreign exchange movements, Assets		0	0	1	0
Transfers into Level 3, Assets	[3]	2	1	3	1
Transfers out of Level 3, Assets	[3]	(1)	(2)	(1)	(2)
Ending balance, Assets		20	45	20	45
Trading assets and private equity investments [Member] | Private equity investments [Member]
Assets [Abstract]
Beginning balance, Assets		9	10	3	13
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		7	0
Sales/ redemptions, Assets	[2]	0	(5)	0	(9)
Settlements, Assets
Foreign exchange movements, Assets		0	1	0	1
Transfers into Level 3, Assets	[3]				0
Transfers out of Level 3, Assets	[3]		(1)		(1)
Ending balance, Assets		10	5	10	5
Trading assets and private equity investments [Member] | Japanese agency and municipal securities [Member]
Assets [Abstract]
Beginning balance, Assets		1	1	1	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]
Sales/ redemptions, Assets	[2]	0	0	0	0
Settlements, Assets
Foreign exchange movements, Assets
Transfers into Level 3, Assets	[3]
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	6	3
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]	2	5	7	32
Sales/ redemptions, Assets	[2]	(4)	(5)	(10)	(33)
Settlements, Assets
Foreign exchange movements, Assets		0	0	0	0
Transfers into Level 3, Assets	[3]	0	1	0	4
Transfers out of Level 3, Assets	[3]	0	0	0	(1)
Ending balance, Assets		3	6	3	6
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets [Abstract]
Beginning balance, Assets		142	116	139	108
Total gains (losses) recognized in net revenue, Assets	[1]	2	3	4	5
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	21	35	50	50
Sales/ redemptions, Assets	[2]	(6)	(25)	(30)	(41)
Settlements, Assets
Foreign exchange movements, Assets		4	1	7	1
Transfers into Level 3, Assets	[3]	8	0	16	9
Transfers out of Level 3, Assets	[3]	(17)	(2)	(32)	(4)
Ending balance, Assets		154	128	154	128
Trading assets and private equity investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets [Abstract]
Beginning balance, Assets		3	5	2	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	4
Sales/ redemptions, Assets	[2]	(2)	(2)	(2)	(2)
Settlements, Assets
Foreign exchange movements, Assets			0		0
Transfers into Level 3, Assets	[3]	0		0
Transfers out of Level 3, Assets	[3]		(2)		(2)
Ending balance, Assets		1	1	1	1
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets [Abstract]
Beginning balance, Assets		1	0	0	0
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]	6	1	7	1
Sales/ redemptions, Assets	[2]	0	0	0	(1)
Settlements, Assets
Foreign exchange movements, Assets		0	0	0	1
Transfers into Level 3, Assets	[3]
Transfers out of Level 3, Assets	[3]
Ending balance, Assets		7	1	7	1
Trading assets and private equity investments [Member] | Real estate-backed securities [Member]
Assets [Abstract]
Beginning balance, Assets		63	40	63	41
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]	46	10	90	22
Sales/ redemptions, Assets	[2]	(20)	(13)	(66)	(26)
Settlements, Assets
Foreign exchange movements, Assets		2	0	4	0
Transfers into Level 3, Assets	[3]
Transfers out of Level 3, Assets	[3]
Ending balance, Assets		91	37	91	37
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets [Abstract]
Beginning balance, Assets		22	20	24	27
Total gains (losses) recognized in net revenue, Assets	[1]	2	(3)	1	(6)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	20	9	29	25
Sales/ redemptions, Assets	[2]	(18)	(9)	(29)	(28)
Settlements, Assets
Foreign exchange movements, Assets		1	0	2	0
Transfers into Level 3, Assets	[3]	3	2	5	4
Transfers out of Level 3, Assets	[3]	0	(1)	(2)	(4)
Ending balance, Assets		30	18	30	18
Trading assets and private equity investments [Member] | Investment trust funds and other [Member]
Assets [Abstract]
Beginning balance, Assets		1	0	1	0
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]	3	1	3	1
Sales/ redemptions, Assets	[2]	(3)	0	(3)	0
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]		0		0
Ending balance, Assets		1	1	1	1
Equity contracts [Member]
Assets [Abstract]
Beginning balance, Assets	[4]	(3)	2	(1)	(6)
Total gains (losses) recognized in net revenue, Assets	[1],[4]	(8)	(1)	(10)	(1)
Total gains (losses) recognized in other comprehensive income, Assets	[4]
Purchases/ issues, Assets	[2],[4]
Sales/ redemptions, Assets	[2],[4]
Settlements, Assets	[4]	1	(3)	(4)	(3)
Foreign exchange movements, Assets	[4]	(1)	0	(1)	(1)
Transfers into Level 3, Assets	[3],[4]	(4)	0	(3)	5
Transfers out of Level 3, Assets	[3],[4]	2	1	6	5
Ending balance, Assets	[4]	(13)	(1)	(13)	(1)
Interest rate contracts [Member]
Assets [Abstract]
Beginning balance, Assets	[4]	(64)	(11)	(53)	(22)
Total gains (losses) recognized in net revenue, Assets	[1],[4]	(3)	6	(11)	8
Total gains (losses) recognized in other comprehensive income, Assets	[4]
Purchases/ issues, Assets	[2],[4]
Sales/ redemptions, Assets	[2],[4]
Settlements, Assets	[4]	4	(1)	(10)	10
Foreign exchange movements, Assets	[4]	0	0	1	0
Transfers into Level 3, Assets	[3],[4]	6	1	6	1
Transfers out of Level 3, Assets	[3],[4]	4	(26)	14	(28)
Ending balance, Assets	[4]	(53)	(31)	(53)	(31)
Credit contracts [Member]
Assets [Abstract]
Beginning balance, Assets	[4]	3	(6)	2	(10)
Total gains (losses) recognized in net revenue, Assets	[1],[4]	(3)	1	(2)	3
Total gains (losses) recognized in other comprehensive income, Assets	[4]
Purchases/ issues, Assets	[2],[4]
Sales/ redemptions, Assets	[2],[4]
Settlements, Assets	[4]	(1)	0	(1)	1
Foreign exchange movements, Assets	[4]	0	0	0	1
Transfers into Level 3, Assets	[3],[4]	0	(2)	0	(2)
Transfers out of Level 3, Assets	[3],[4]	(1)	0	(1)	0
Ending balance, Assets	[4]	(2)	(7)	(2)	(7)
Foreign exchange contracts [Member]
Assets [Abstract]
Beginning balance, Assets	[4]	24	20	27	23
Total gains (losses) recognized in net revenue, Assets	[1],[4]	(2)	3	(6)	(2)
Total gains (losses) recognized in other comprehensive income, Assets	[4]
Purchases/ issues, Assets	[2],[4]
Sales/ redemptions, Assets	[2],[4]
Settlements, Assets	[4]	1	(4)	1	(3)
Foreign exchange movements, Assets	[4]	1	0	2	0
Transfers into Level 3, Assets	[3],[4]				0
Transfers out of Level 3, Assets	[3],[4]	1	0	1	1
Ending balance, Assets	[4]	25	19	25	19
Commodity contracts [Member]
Assets [Abstract]
Beginning balance, Assets	[4]	0
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]
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]	(40)	5	(25)	(15)
Total gains (losses) recognized in net revenue, Assets	[1],[4]	(16)	9	(29)	8
Total gains (losses) recognized in other comprehensive income, Assets	[4]
Purchases/ issues, Assets	[2],[4]
Sales/ redemptions, Assets	[2],[4]
Settlements, Assets	[4]	5	(8)	(14)	5
Foreign exchange movements, Assets	[4]	0	0	2	0
Transfers into Level 3, Assets	[3],[4]	2	(1)	3	4
Transfers out of Level 3, Assets	[3],[4]	6	(25)	20	(22)
Ending balance, Assets	[4]	(43)	(20)	(43)	(20)
Subtotal [Member]
Assets [Abstract]
Beginning balance, Assets		228	236	235	213
Total gains (losses) recognized in net revenue, Assets	[1]	(12)	10	(24)	10
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	100	77	196	152
Sales/ redemptions, Assets	[2]	(56)	(64)	(146)	(146)
Settlements, Assets		5	(8)	(14)	5
Foreign exchange movements, Assets		7	2	16	3
Transfers into Level 3, Assets	[3]	15	3	27	22
Transfers out of Level 3, Assets	[3]	(12)	(33)	(15)	(36)
Ending balance, Assets		275	223	275	223
Loans and receivables [Member]
Assets [Abstract]
Beginning balance, Assets		87	42	70	66
Total gains (losses) recognized in net revenue, Assets	[1]	1	0	0	1
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	9	2	18	8
Sales/ redemptions, Assets	[2]	(12)	(4)	(11)	(35)
Settlements, Assets
Foreign exchange movements, Assets		2	0	5	0
Transfers into Level 3, Assets	[3]		0	5	0
Transfers out of Level 3, Assets	[3]
Ending balance, Assets		87	40	87	40
Collateralized agreements [Member]
Assets [Abstract]
Beginning balance, Assets		5	5	5	5
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]
Sales/ redemptions, Assets	[2]
Settlements, Assets
Foreign exchange movements, Assets		0	0	0	0
Transfers into Level 3, Assets	[3]	6		6
Transfers out of Level 3, Assets	[3]
Ending balance, Assets		11	5	11	5
Other [Member]
Assets [Abstract]
Beginning balance, Assets		177	166	169	163
Total gains (losses) recognized in net revenue, Assets	[1]	0	11	1	14
Total gains (losses) recognized in other comprehensive income, Assets			0		0
Purchases/ issues, Assets	[2]	0	0	2	0
Sales/ redemptions, Assets	[2]	0	0	0	(1)
Settlements, Assets
Foreign exchange movements, Assets		3	1	8	1
Transfers into Level 3, Assets	[3]	0	0	0	1
Transfers out of Level 3, Assets	[3]				0
Ending balance, Assets		180	178	180	178
Trading liabilities [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		1	1	1	2
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]	10	1	20	2
Sales/ redemptions, Liabilities	[2]	(10)	0	(20)	(2)
Settlements, Liabilities
Foreign exchange movements, Liabilities		0	0	0	0
Transfers into Level 3, Liabilities	[3]	0	0	0	1
Transfers out of Level 3, Liabilities	[3]	0	(1)	0	(1)
Ending balance, Liabilities		1	2	1	2
Trading liabilities [Member] | Equities [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		1	1	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]	9	0	19	0
Sales/ redemptions, Liabilities	[2]	(10)	0	(20)	0
Settlements, Liabilities
Foreign exchange movements, Liabilities		0	0	0	0
Transfers into Level 3, Liabilities	[3]	0	0	0	1
Transfers out of Level 3, Liabilities	[3]	0	(1)	0	(1)
Ending balance, Liabilities		0	1	0	1
Trading liabilities [Member] | Bank and corporate debt securities [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]	1		1
Sales/ redemptions, Liabilities	[2]	0		0	0
Settlements, Liabilities
Foreign exchange movements, Liabilities		0	0	0	0
Transfers into Level 3, Liabilities	[3]				0
Transfers out of Level 3, Liabilities	[3]	0	0	0	0
Ending balance, Liabilities		1	0	1	0
Trading liabilities [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Liabilities [Abstract]
Beginning balance, Liabilities			0	0	1
Total gains (losses) recognized in net revenue, Liabilities	[1]		0		0
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities	[2]		1		2
Sales/ redemptions, Liabilities	[2]		0	0	(2)
Settlements, Liabilities
Foreign exchange movements, Liabilities			0	0	0
Transfers into Level 3, Liabilities	[3]
Transfers out of Level 3, Liabilities	[3]
Ending balance, Liabilities			1		1
Trading liabilities [Member] | Investment trust funds and other [Member]
Liabilities [Abstract]
Beginning balance, Liabilities			0	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	[2]	0	0	0	0
Sales/ redemptions, Liabilities	[2]	0		0
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0
Transfers into Level 3, Liabilities	[3]	0		0
Transfers out of Level 3, Liabilities	[3]		0	0	0
Ending balance, Liabilities		0		0
Short-term borrowings [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		33	97	17	70
Total gains (losses) recognized in net revenue, Liabilities	[1]	0	0	(1)	(1)
Total gains (losses) recognized in other comprehensive income, Liabilities		0	0	0	0
Purchases/ issues, Liabilities	[2]	16	16	28	69
Sales/ redemptions, Liabilities	[2]	(5)	(14)	(9)	(38)
Settlements, Liabilities
Foreign exchange movements, Liabilities		0	0	1	1
Transfers into Level 3, Liabilities	[3]	8	1	16	1
Transfers out of Level 3, Liabilities	[3]	(10)	(7)	(12)	(11)
Ending balance, Liabilities		42	93	42	93
Payables and deposits [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		0	0	(1)	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]	(1)	0	0	0
Settlements, Liabilities
Foreign exchange movements, Liabilities					0
Transfers into Level 3, Liabilities	[3]
Transfers out of Level 3, Liabilities	[3]
Ending balance, Liabilities		(1)	0	(1)	0
Collateralized financing [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		3	3	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]	(1)		(1)
Settlements, Liabilities
Foreign exchange movements, Liabilities		1	0	1	0
Transfers into Level 3, Liabilities	[3]
Transfers out of Level 3, Liabilities	[3]
Ending balance, Liabilities		3	3	3	3
Long-term borrowings [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		461	445	429	410
Total gains (losses) recognized in net revenue, Liabilities	[1]	2	(7)	(3)	(17)
Total gains (losses) recognized in other comprehensive income, Liabilities		1	0	1	(1)
Purchases/ issues, Liabilities	[2]	61	69	100	129
Sales/ redemptions, Liabilities	[2]	(30)	(29)	(46)	(55)
Settlements, Liabilities
Foreign exchange movements, Liabilities		0	0	0	0
Transfers into Level 3, Liabilities	[3]	11	14	25	27
Transfers out of Level 3, Liabilities	[3]	(39)	(49)	(49)	(72)
Ending balance, Liabilities		461	457	461	457
Other liabilities [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		0	0	1	1
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	[2]	0	0	0	0
Sales/ redemptions, Liabilities	[2]	0	0	(1)	0
Settlements, Liabilities
Foreign exchange movements, Liabilities		0	0	0	0
Transfers into Level 3, Liabilities	[3]	0	0	0	0
Transfers out of Level 3, Liabilities	[3]				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.

Fair value measurements - Sch_3

Fair value measurements - Schedule of unrealized gains and losses recognized for Level 3 financial instruments (Detail) - Recurring - Level 3 [Member] - JPY (¥) ¥ in Billions		3 Months Ended		6 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	¥ (15)	¥ 18	¥ (40)	¥ 11
Unrealized gains / (losses), Liabilities	[1]	7	(1)	5	(2)
Trading assets and private equity investments [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	1	(5)	(1)
Trading assets and private equity investments [Member] | Equities [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	(1)	1	(1)	1
Trading assets and private equity investments [Member] | Private equity investments [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	0	0	1
Trading assets and private equity investments [Member] | Japanese agency and municipal securities [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	0	0	0
Trading assets and private equity investments [Member] | Foreign government, agency and municipal securities [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	0	0	0
Trading assets and private equity investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	2	0	2
Trading assets and private equity investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	0	0	0
Trading assets and private equity investments [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	0	0	0
Trading assets and private equity investments [Member] | Real estate-backed securities [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	1	0	1	0
Trading assets and private equity investments [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	(2)	(5)	(5)
Trading assets and private equity investments [Member] | Investment trust funds and other [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	0	0	0
Equity contracts [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1],[2]	(8)	0	(15)	0
Interest rate contracts [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1],[2]	(3)	5	(15)	(1)
Credit contracts [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1],[2]	(2)	0	(1)	2
Foreign exchange contracts [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1],[2]	(2)	3	(6)	(2)
Commodity contracts [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1],[2]	0		0
Derivatives, net [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1],[2]	(15)	8	(37)	(1)
Subtotal [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	(15)	9	(42)	(2)
Loans and receivables [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	0	1	0
Collateralized agreements [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	0	0	0
Other [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Assets	[1]	0	9	1	13
Trading liabilities [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Liabilities	[1]	0	0	0	0
Trading liabilities [Member] | Equities [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Liabilities	[1]	0	0	0	0
Trading liabilities [Member] | Bank and corporate debt securities [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Liabilities	[1]	0	0	0	0
Trading liabilities [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Liabilities	[1]		0		0
Short-term borrowings [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Liabilities	[1]	0	0	0	(1)
Payables and deposits [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Liabilities	[1]	0	0	0	0
Long-term borrowings [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Liabilities	[1]	7	(1)	5	(1)
Other liabilities [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains / (losses), Liabilities	[1]	¥ 0	¥ 0	¥ 0	¥ 0
[1]	Includes gains and losses reported 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]	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.

Fair value measurements - Infor

Fair value measurements - Information on investments where net asset value per share is calculated or disclosed (Detail) - JPY (¥) ¥ in Billions		6 Months Ended	12 Months Ended
		Sep. 30, 2018	Mar. 31, 2018
Fair value, balance sheet grouping, financial statement captions [Line Items]
Fair value		¥ 37	¥ 49
Unfunded commitments	[1]	14	13
Hedge funds [Member]
Fair value, balance sheet grouping, financial statement captions [Line Items]
Fair value		16	25
Unfunded commitments	[1]
Redemption frequency (if currently eligible)	[2]	Monthly	Monthly
Hedge funds [Member] | Minimum [Member]
Fair value, balance sheet grouping, financial statement captions [Line Items]
Redemption notice	[3]	1 day	1 day
Hedge funds [Member] | Maximum [Member]
Fair value, balance sheet grouping, financial statement captions [Line Items]
Redemption notice	[3]	90 days	90 days
Venture capital funds [Member]
Fair value, balance sheet grouping, financial statement captions [Line Items]
Fair value		¥ 2	¥ 1
Unfunded commitments	[1]	¥ 2	¥ 2
Redemption frequency (if currently eligible)	[2]
Redemption notice
Private equity funds [Member]
Fair value, balance sheet grouping, financial statement captions [Line Items]
Fair value		¥ 18	¥ 22
Unfunded commitments	[1]	¥ 10	¥ 11
Redemption frequency (if currently eligible)	[2]
Redemption notice
Real estate funds [Member]
Fair value, balance sheet grouping, financial statement captions [Line Items]
Fair value		¥ 1	¥ 1
Unfunded commitments	[1]	¥ 2
Redemption frequency (if currently eligible)	[2]
Redemption notice
[1]	The contractual amount of any unfunded commitments Nomura is required to make to the entities in which the investment is held.
[2]	The range in frequency with which Nomura can redeem investments.
[3]	The range in notice period required to be provided before redemption is possible.

Fair value measurements - Gains

Fair value measurements - Gains (losses) due to changes in fair value for financial instruments measured at fair value using fair value option (Detail) - JPY (¥) ¥ in Billions		3 Months Ended		6 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Short-term borrowings [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[2]	¥ 29	¥ (9)	¥ 6	¥ (26)
Collateralized financing [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[3]	(1)	(1)	(1)	(1)
Long-term borrowings [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[2],[4]	8	(75)	50	(59)
Other liabilities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[5]	4	(12)	9	(12)
Total [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1]	40	(97)	64	(98)
Trading assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[6]	0	0	0	0
Private equity investments [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[6]	1	2	1	2
Loans and receivables [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1]	(1)	0	(1)	0
Collateralized agreements [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[3]	0	8	0	16
Other assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[6]	3	5	(1)	12
Total [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1]	¥ 3	¥ 15	¥ (1)	¥ 30
[1]	Includes gains and losses reported primarily within Net gain on trading and Revenue-Other in the consolidated statements of income.
[2]	Includes structured notes and other financial liabilities.
[3]	Includes reverse repurchase and repurchase agreements.
[4]	Includes secured financing transactions arising from transfers of financial assets which did not meet the criteria for sales accounting.
[5]	Includes unfunded written loan commitments.
[6]	Includes equity investments that would have been accounted for under the equity method had Nomura not chosen to elect the fair value option.

Fair value measurements - Impac

Fair value measurements - Impact of changes in its own creditworthiness on certain financial liabilities (Detail) - JPY (¥) ¥ in Billions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Fair Value Disclosures [Abstract]
Changes recognized as a credit (debit) to other comprehensive income during the period	¥ (1)	¥ (5)	¥ 5	¥ (11)
Credit (debit) Amounts reclassified to earnings during the period	¥ 0	¥ 0	0	0
Cumulative credit (debit) balance recognized in accumulated other comprehensive income			¥ 12	¥ (1)

Fair value measurements - Geogr

Fair value measurements - Geographic allocations of trading assets related to government, agency and municipal securities (Detail) - Government, agency and municipal securities [Member] - JPY (¥) ¥ in Billions		Sep. 30, 2018	Mar. 31, 2018
Fair value, concentration of credit risk [Line items]
Trading assets	[1]	¥ 6,709	¥ 6,614
Japan [Member]
Fair value, concentration of credit risk [Line items]
Trading assets		2,208	2,394
U.S. [Member]
Fair value, concentration of credit risk [Line items]
Trading assets		2,136	2,168
EU [Member]
Fair value, concentration of credit risk [Line items]
Trading assets		1,757	1,512
Other [Member]
Fair value, concentration of credit risk [Line items]
Trading assets		¥ 608	¥ 540
[1]	Other than above, there were \344 billion and \305 billion of government, agency and municipal securities reported within Other assets-Non-trading debt securities in the consolidated balance sheets as of March 31, 2018 and September 30 2018, respectively. These securities are primarily Japanese government, agency and municipal securities.

Fair value measurements - Geo_2

Fair value measurements - Geographic allocations of trading assets related to government, agency and municipal securities (Parenthetical) (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2018	Mar. 31, 2018
Fair value, concentration of credit risk [Line items]
Non-trading debt securities	¥ 451,875	¥ 485,891
Government, agency and municipal securities [Member]
Fair value, concentration of credit risk [Line items]
Non-trading debt securities	¥ 305,000	¥ 344,000

Fair value measurements - Sch_4

Fair value measurements - Schedule of carrying values, fair values and classification within the fair value hierarchy for certain classes of financial instrument (Detail) - JPY (¥) ¥ in Billions		Sep. 30, 2018	Mar. 31, 2018
Level 1 [Member]
Assets:
Cash and cash equivalents	[1]	¥ 2,975	¥ 2,355
Time deposits	[1]
Deposits with stock exchanges and other segregated cash	[1]
Loans receivable	[1],[2]
Securities purchased under agreements to resell	[1]
Securities borrowed	[1]
Total Assets	[1]	2,975	2,355
Liabilities:
Short-term borrowings	[1]
Deposits received at banks	[1]
Securities sold under agreements to repurchase	[1]
Securities loaned	[1]
Long-term borrowings	[1]	13	18
Total Liabilities	[1]	13	18
Level 2 [Member]
Assets:
Cash and cash equivalents	[1]
Time deposits	[1]	195	315
Deposits with stock exchanges and other segregated cash	[1]	294	289
Loans receivable	[1],[2]	1,753	1,946
Securities purchased under agreements to resell	[1]	15,402	9,849
Securities borrowed	[1]	4,509	6,383
Total Assets	[1]	22,153	18,782
Liabilities:
Short-term borrowings	[1]	939	726
Deposits received at banks	[1]	1,183	1,151
Securities sold under agreements to repurchase	[1]	18,643	14,756
Securities loaned	[1]	1,371	1,524
Long-term borrowings	[1]	7,163	6,939
Total Liabilities	[1]	29,299	25,096
Level 3 [Member]
Assets:
Cash and cash equivalents	[1]
Time deposits	[1]
Deposits with stock exchanges and other segregated cash	[1]
Loans receivable	[1],[2]	553	515
Securities purchased under agreements to resell	[1]	11	5
Securities borrowed	[1]
Total Assets	[1]	564	520
Liabilities:
Short-term borrowings	[1]	41	17
Deposits received at banks	[1]
Securities sold under agreements to repurchase	[1]	3	3
Securities loaned	[1]
Long-term borrowings	[1]	526	460
Total Liabilities	[1]	570	480
Carrying value [Member]
Assets:
Cash and cash equivalents	[1]	2,975	2,355
Time deposits	[1]	195	315
Deposits with stock exchanges and other segregated cash	[1]	294	289
Loans receivable	[1],[2]	2,306	2,461
Securities purchased under agreements to resell	[1]	15,413	9,854
Securities borrowed	[1]	4,510	6,384
Total Assets	[1]	25,693	21,658
Liabilities:
Short-term borrowings	[1]	980	743
Deposits received at banks	[1]	1,183	1,151
Securities sold under agreements to repurchase	[1]	18,646	14,759
Securities loaned	[1]	1,371	1,524
Long-term borrowings	[1]	7,694	7,383
Total Liabilities	[1]	29,874	25,560
Fair value [Member]
Assets:
Cash and cash equivalents	[1]	2,975	2,355
Time deposits	[1]	195	315
Deposits with stock exchanges and other segregated cash	[1]	294	289
Loans receivable	[1],[2]	2,306	2,461
Securities purchased under agreements to resell	[1]	15,413	9,854
Securities borrowed	[1]	4,509	6,383
Total Assets	[1]	25,692	21,657
Liabilities:
Short-term borrowings	[1]	980	743
Deposits received at banks	[1]	1,183	1,151
Securities sold under agreements to repurchase	[1]	18,646	14,759
Securities loaned	[1]	1,371	1,524
Long-term borrowings	[1]	7,702	7,417
Total Liabilities	[1]	¥ 29,882	¥ 25,594
[1]	Includes financial instruments which are carried at fair value on a recurring basis.
[2]	Carrying values are shown after deducting relevant allowances for credit losses.

Derivative instruments and he_3

Derivative instruments and hedging activities - Concentration of exposures to credit risk in OTC derivatives with financial institutions (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2018	Mar. 31, 2018
Derivative [Line Items]
Gross fair value of derivative assets	¥ 16,084	¥ 15,118	[1]
Financial institutions [Member]
Derivative [Line Items]
Gross fair value of derivative assets	14,399	13,472
Impact of master netting agreements	(12,338)	(11,467)
Impact of collateral	(1,727)	(1,653)
Net exposure to credit risk	¥ 334	¥ 352
[1]	Due to the changes in our accounting policy, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. "Summary of accounting policies: New accounting pronouncements recently adopted" for further details.

Derivative instruments and he_4

Derivative instruments and hedging activities - Volume of derivative activity in statement of financial position (Detail) - JPY (¥) ¥ in Billions		Sep. 30, 2018	Mar. 31, 2018
Derivatives, Fair Value [Line Items]
Total Notional	[1]	¥ 3,416,531	¥ 3,435,879
Derivative assets, Fair value		16,084	15,118	[2]
Derivative liabilities, Fair value	[1]	15,302	14,182	[2]
Derivatives used for trading and non-trading purposes [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[3],[4]	3,415,465	3,434,602
Derivative assets, Fair value	[3],[4]	16,068	15,093	[2]
Derivative liabilities, Fair value	[1],[3],[4]	15,301	14,181	[2]
Derivatives used for trading and non-trading purposes [Member] | Equity contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[3],[4]	37,310	39,203
Derivative assets, Fair value	[3],[4]	1,159	1,011	[2]
Derivative liabilities, Fair value	[1],[3],[4]	1,264	1,118	[2]
Derivatives used for trading and non-trading purposes [Member] | Interest rate contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[3],[4]	2,869,840	2,940,234
Derivative assets, Fair value	[3],[4]	7,592	8,072	[2]
Derivative liabilities, Fair value	[1],[3],[4]	7,064	7,550	[2]
Derivatives used for trading and non-trading purposes [Member] | Credit contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[3],[4]	35,681	31,624
Derivative assets, Fair value	[3],[4]	589	515	[2]
Derivative liabilities, Fair value	[1],[3],[4]	498	425	[2]
Derivatives used for trading and non-trading purposes [Member] | Foreign exchange contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[3],[4]	472,140	362,658
Derivative assets, Fair value	[3],[4]	6,727	5,494	[2]
Derivative liabilities, Fair value	[1],[3],[4]	6,474	5,087	[2]
Derivatives used for trading and non-trading purposes [Member] | Commodity contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[3],[4]	494	60,883
Derivative assets, Fair value	[3],[4]	1	1	[2]
Derivative liabilities, Fair value	[1],[3],[4]	1	1	[2]
Derivatives designated as hedging instruments [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1]	1,066	1,277
Derivative assets, Fair value		16	25	[2]
Derivative liabilities, Fair value	[1]	1	1	[2]
Derivatives designated as hedging instruments [Member] | Interest rate contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1]	974	1,184
Derivative assets, Fair value		15	24	[2]
Derivative liabilities, Fair value	[1]	1	1	[2]
Derivatives designated as hedging instruments [Member] | Foreign exchange contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1]	92	93
Derivative assets, Fair value		1	1	[2]
Derivative liabilities, Fair value	[1]			[2]
[1]	Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.
[2]	Due to the changes in our accounting policy, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. "Summary of accounting policies: New accounting pronouncements recently adopted" for further details.
[3]	As of March 31, 2018 and September 30, 2018, the amounts reported include derivatives used for non-trading purposes which are not designated as fair value or net investment hedges. These amounts have not been separately presented since such amounts were not significant.
[4]	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 securities.

Derivative instruments and he_5

Derivative instruments and hedging activities - Offsetting of derivatives and related collateral amounts (Detail) - JPY (¥) ¥ in Billions		Sep. 30, 2018	Mar. 31, 2018	[2]
Derivative assets
Gross derivative balances, Derivative assets	[1]	¥ 16,084	¥ 15,118
Less: Amounts offset in the consolidated balance sheets	[3]	(15,035)	(14,094)
Total net amounts reported on the face of the consolidated balance sheets	[4]	1,049	1,024
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[5]	(227)	(228)
Net amount		822	796
Derivative liabilities
Gross derivative balances, Derivative liabilities	[1],[6]	15,302	14,182
Less: Amounts offset in the consolidated balance sheets	[3],[6]	(14,481)	(13,457)
Total net amounts reported on the face of the consolidated balance sheets	[4],[6]	821	725
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[5],[6]	(68)	(72)
Net amount	[6]	753	653
Equity contracts [Member] | OTC settled bilaterally [Member]
Derivative assets
Gross derivative balances, Derivative assets		904	748
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	864	769
Equity contracts [Member] | Exchange Traded [Member]
Derivative assets
Gross derivative balances, Derivative assets		255	263
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	400	349
Interest rate contracts [Member] | OTC settled bilaterally [Member]
Derivative assets
Gross derivative balances, Derivative assets		6,609	6,938
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	6,095	6,522
Interest rate contracts [Member] | OTC centrally-cleared [Member]
Derivative assets
Gross derivative balances, Derivative assets		987	1,142
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	965	1,020
Interest rate contracts [Member] | Exchange Traded [Member]
Derivative assets
Gross derivative balances, Derivative assets		11	16
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	5	9
Credit contracts [Member] | OTC settled bilaterally [Member]
Derivative assets
Gross derivative balances, Derivative assets		406	390
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	309	300
Credit contracts [Member] | OTC centrally-cleared [Member]
Derivative assets
Gross derivative balances, Derivative assets		182	125
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	188	125
Credit contracts [Member] | Exchange Traded [Member]
Derivative assets
Gross derivative balances, Derivative assets		1
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	1
Foreign exchange contracts [Member] | OTC settled bilaterally [Member]
Derivative assets
Gross derivative balances, Derivative assets		6,728	5,495
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	6,474	5,087
Foreign exchange contracts [Member] | OTC centrally-cleared [Member]
Derivative assets
Gross derivative balances, Derivative assets
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]
Commodity contracts [Member] | OTC settled bilaterally [Member]
Derivative assets
Gross derivative balances, Derivative assets		0
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	0
Commodity contracts [Member] | Exchange Traded [Member]
Derivative assets
Gross derivative balances, Derivative assets		1	1
Derivative liabilities
Gross derivative balances, Derivative liabilities	[6]	¥ 1	¥ 1
[1]	Includes all gross derivative asset and liability 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. As of March 31, 2018, the gross balance of derivative assets and derivative liabilities which are not documented under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was \150 billion and \276 billion, respectively. As of September 30, 2018, the gross balance of such derivative assets and derivative liabilities was \197 billion and \320 billion, respectively.
[2]	During the year ended March 31, 2018, the rules of a specific central clearing house were amended such that daily variation margin payments and receipts against specific types of derivative now legally represent partial settlement of the derivative rather than margin. These payments and receipts are accounted for as partial settlement of the derivative rather than cash collateral. In addition, due to the changes in our accounting policy, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. "Summary of accounting policies: New accounting pronouncements recently adopted" for further details.
[3]	Represents amounts offset through counterparty netting of derivative assets and liabilities as well as cash collateral netting against net derivatives under master netting and similar agreements for which Nomura has obtained sufficient evidence of enforceability in accordance with ASC 815. As of March 31, 2018, Nomura offset a total of \1,201 billion of cash collateral receivables against net derivative liabilities and \1,838 billion of cash collateral payables against net derivative assets. As of September 30, 2018, Nomura offset a total of \1,314 billion of cash collateral receivables against net derivative liabilities and \1,868 billion of cash collateral payables against net derivative assets.
[4]	Net derivative assets and net derivative liabilities are generally reported within Trading assets and private equity investments-Trading assets and Trading liabilities, respectively in the consolidated balance sheet. Bifurcated embedded derivatives are reported within Short-term borrowings or Long-term borrowings depending on the maturity of the underlying host contract.
[5]	Represents amounts which are not permitted to be offset on the face of the consolidated balance sheets in accordance with ASC 210-20 and ASC 815 but which provide Nomura with a legally enforceable right of offset in the event of counterparty default. Amounts relating to derivative and collateral agreements where Nomura has not yet obtained sufficient evidence of enforceability of such offsetting rights are excluded. As of March 31, 2018, a total of \167 billion of cash collateral receivables and \391 billion of cash collateral payables, including amounts reported in the table, have not been offset against net derivatives. As of September 30, 2018, a total of \179 billion of cash collateral receivables and \486 billion of cash collateral payables, including amounts reported in the table, have not been offset against net derivatives.
[6]	Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.

Derivative instruments and he_6

Derivative instruments and hedging activities - Offsetting of derivatives and related collateral amounts (Parenthetical) (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2018	Mar. 31, 2018
Derivative Instruments and Hedging Activities [Abstract]
Gross balances of derivative assets, not subject to enforceable master netting arrangements or similar agreements	¥ 197	¥ 150
Gross balances of derivative liabilities, not subject to enforceable master netting arrangements or similar agreements	320	276
Cash collateral receivables against net derivative liabilities	1,314	1,201
Cash collateral payables against net derivative assets	1,868	1,838
Cash collateral receivables, not being offset against net derivatives	179	167
Cash collateral payables, not being offset against net derivatives	¥ 486	¥ 391

Derivative instruments and he_7

Derivative instruments and hedging activities - Schedule of derivatives used for trading and non-trading purposes (Detail) - Derivatives used for trading and non-trading purposes [Member] - JPY (¥) ¥ in Billions		3 Months Ended		6 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	¥ 70	¥ (20)	¥ (123)	¥ 1
Equity contracts [Member]
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	59	78	(38)	128
Interest rate contracts [Member]
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	86	(177)	40	(266)
Credit contracts [Member]
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	(17)	48	(64)	128
Foreign exchange contracts [Member]
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	(65)	15	(83)	3
Commodity contracts [Member]
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	¥ 7	¥ 16	¥ 22	¥ 8
[1]	Each derivative classification includes derivatives referencing multiple risk components. For example, interest rates 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 securities.
[2]	Includes net gains (losses) on derivatives used for non-trading purposes which are not designated as fair value or net investment hedges. For the six and three months ended September 30, 2017 and 2018, these amounts have not been separately presented as net gains (losses) for these non-trading derivatives were not significant.

Derivative instruments and he_8

Derivative instruments and hedging activities - Schedule of derivatives designated as hedging instruments and hedged items (Detail) - JPY (¥) ¥ in Billions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Hedged Items [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on fair value hedges recognized	¥ 1	¥ (12)	¥ 0	¥ (6)
Hedged Items [Member] | Long-term borrowings [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on fair value hedges recognized	1	(11)	0	(4)
Hedged Items [Member] | Non-trading debt securities [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on fair value hedges recognized		(1)		(2)
Derivatives designated as hedging instruments [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on fair value hedges recognized	(1)	12	0	6
Derivatives designated as hedging instruments [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on fair value hedges recognized	(1)	11	0	4
Derivatives designated as hedging instruments [Member] | Foreign exchange contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on fair value hedges recognized		¥ 1		¥ 2

Derivative instruments and he_9

Derivative instruments and hedging activities - Schedule of gains (losses) from derivatives and non-derivatives designated as net investment hedges (Detail) - Net investment hedges [Member] - JPY (¥) ¥ in Billions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) from derivatives and non-derivatives designated as net investment hedges	¥ 0	¥ 11	¥ 3	¥ 5
Foreign exchange contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) from derivatives and non-derivatives designated as net investment hedges	¥ 0	¥ 11	¥ 3	¥ 5

Derivative instruments and h_10

Derivative instruments and hedging activities - Additional information (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2018	Mar. 31, 2018
Derivative Instruments and Hedging Activities [Abstract]
Derivative liability position with credit-risk-related contingent features	¥ 455	¥ 406
Collateral pledged for derivative instruments with credit-risk-related contingent features that are in a liability position	352	314
Additional collateral required to be posted, aggregate fair value	¥ 8	¥ 3

Derivative instruments and h_11

Derivative instruments and hedging activities - Schedule of information about written credit derivatives and purchased credit protection (Detail) - JPY (¥) ¥ in Billions		6 Months Ended	12 Months Ended
		Sep. 30, 2018	Mar. 31, 2018
Credit Derivatives [Line Items]
Carrying value (Asset) / Liability	[1]	¥ (157)	¥ (192)
Maximum potential payout / Notional		14,164	14,419
Notional, Purchased credit protection		10,327	10,227
Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Carrying value (Asset) / Liability	[1]	(64)	(123)
Maximum potential payout / Notional		8,740	9,271
Notional, Purchased credit protection		6,414	6,975
Credit default indices [Member]
Credit Derivatives [Line Items]
Carrying value (Asset) / Liability	[1]	(107)	(72)
Maximum potential payout / Notional		5,180	4,842
Notional, Purchased credit protection		3,738	3,052
Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Carrying value (Asset) / Liability	[1]	14	3
Maximum potential payout / Notional		244	306
Notional, Purchased credit protection		175	200
Less than 1 year [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,691	3,200
Less than 1 year [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,975	2,106
Less than 1 year [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		548	864
Less than 1 year [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		168	230
1 to 3 years [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		4,657	5,132
1 to 3 years [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		3,365	3,780
1 to 3 years [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,271	1,300
1 to 3 years [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		21	52
3 to 5 years [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		5,130	4,324
3 to 5 years [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,390	2,262
3 to 5 years [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,688	2,045
3 to 5 years [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		52	17
More than 5 years [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,686	1,763
More than 5 years [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,010	1,123
More than 5 years [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		673	633
More than 5 years [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		¥ 3	¥ 7
[1]	Carrying value amounts are shown on a gross basis prior to cash collateral or counterparty netting. Asset balances represent positive fair value amounts caused by tightening of credit spreads of underlyings since inception of the credit derivative contracts.

Derivative instruments and h_12

Derivative instruments and hedging activities - Schedule of information about written credit derivatives by external credit rating of underlying asset (Detail) - JPY (¥) ¥ in Billions		Sep. 30, 2018	Mar. 31, 2018
Credit Derivatives [Line Items]
Maximum potential payout / Notional		¥ 14,164	¥ 14,419
Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		8,740	9,271
Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		5,180	4,842
Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		244	306
AAA [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		516	617
AAA [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		494	466
AAA [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		22	135
AAA [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional			16
AA [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		936	972
AA [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		903	928
AA [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		33	44
AA [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional
A [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		4,109	4,546
A [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,411	2,763
A [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,697	1,779
A [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1	4
BBB [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		5,580	5,493
BBB [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		3,283	3,476
BBB [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,237	1,949
BBB [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		60	68
BB [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,414	2,223
BB [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,341	1,369
BB [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		945	736
BB [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		128	118
Other [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional	[1]	609	568
Other [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional	[1]	308	269
Other [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional	[1]	246	199
Other [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional	[1]	¥ 55	¥ 100
[1]	"Other" includes credit derivatives where the credit rating of the underlying reference asset is below investment grade or where a rating is unavailable.

Revenue from services provide_3

Revenue from services provided to customers - Revenues by types of service (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Disaggregation of Revenue [Abstract]
Commissions	¥ 74,783	¥ 85,324	¥ 154,239	¥ 176,292
Fees from investment banking	19,119	27,083	43,078	49,790
Asset management and portfolio service fees	62,740	¥ 61,212	125,721	¥ 119,555
Other revenue	15,552		29,008
Total	¥ 172,194		¥ 352,046

Revenue from services provide_4

Revenue from services provided to customers - Additional information (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Disaggregation of Revenue [Line Items]
Revenue - Commissions	¥ 74,783	¥ 85,324	¥ 154,239	¥ 176,292
Non-interest expenses - Commissions and floor brokerage	19,579	¥ 25,242	40,514	¥ 49,017
Revenue from performance obligations satisfied	307		1,053
Accounting Standards Update 2014-09 [Member]
Disaggregation of Revenue [Line Items]
Revenue - Commissions	(8,640)		(8,640)
Non-interest expenses - Commissions and floor brokerage	¥ (4,061)		¥ (4,061)

Revenue from services provide_5

Revenue from services provided to customers - Customer contract balances (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Apr. 01, 2018
Contract with Customer, Asset and Liability [Abstract]
Customer contract receivables		¥ 78,346	¥ 68,927
Customer contract liabilities	[1]	¥ 3,880	¥ 3,792
[1]	Customer contract liabilities primarily represent rise from investment advisory services recognized in connection with the term of the contract based on time elapsed.

Collateralized transactions - O

Collateralized transactions - Offsetting of the transactions in the consolidated balance sheets (Detail) - JPY (¥) ¥ in Billions		Sep. 30, 2018	Mar. 31, 2018
Reverse repurchase agreements
Total gross balance	[1]	¥ 34,128	¥ 29,975
Less: Amounts offset in the consolidated balance sheets	[2]	(18,715)	(20,121)
Total net amounts reported on the face of the consolidated balance sheets	[3]	15,413	9,854
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[4]	(13,524)	(8,657)
Cash collateral	[4]	(4)	(33)
Net amount		1,885	1,164
Securities borrowing transactions
Total gross balance	[1]	4,489	6,681
Less: Amounts offset in the consolidated balance sheets	[2]		(305)
Total net amounts reported on the face of the consolidated balance sheets	[3]	4,489	6,376
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[4]	(3,515)	(5,247)
Cash collateral	[4]
Net amount		974	1,129
Repurchase agreements
Total gross balance	[1],[5]	37,361	34,880
Less: Amounts offset in the consolidated balance sheets	[2]	(18,715)	(20,121)
Total net amounts reported on the face of the consolidated balance sheets	[3]	18,646	14,759
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[4]	(13,576)	(11,886)
Cash collateral	[4]		3
Net amount		5,070	2,876
Securities lending transactions
Total gross balance	[1],[5]	1,691	2,130
Less: Amounts offset in the consolidated balance sheets	[2]		(305)
Total net amounts reported on the face of the consolidated balance sheets	[3]	1,691	1,825
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[4]	(1,522)	(674)
Cash collateral	[4]
Net amount		¥ 169	¥ 1,151
[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, 2018, 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 \1,039 billion and \2,827 billion, respectively. As of March 31, 2018, 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 \1,049 billion and \177 billion, respectively. As of September 30, 2018, 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 \923 billion and \4,133 billion, respectively. As of September 30, 2018, 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 \890 billion and \153 billion, respectively.
[2]	Represents amounts offset through counterparty netting under master netting and similar agreements for which Nomura has obtained sufficient evidence of enforceability in accordance with ASC 210-20. Amounts offset include transactions carried at fair value through election of the fair value option.
[3]	Reverse repurchase agreements and securities borrowing transactions are reported within Collateralized agreements-Securities purchased under agreements to resell and Collateralized agreements-Securities borrowed in the consolidated balance sheets, respectively. 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 under 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.
[4]	Represents amounts which are not permitted to be offset on the face of the balance sheet in accordance with ASC 210-20 but which provide Nomura with the right of offset in the event of counterparty default. Amounts relating to agreements where Nomura has not yet obtained sufficient evidence of enforceability of such offsetting rights are excluded.
[5]	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.

Collateralized transactions -_2

Collateralized transactions - Offsetting of the transactions in the consolidated balance sheets (Parenthetical) (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2018	Mar. 31, 2018
Collateralized Transactions
Gross balances of reverse repurchase agreements, not subject to enforceable master netting arrangements or similar agreements	¥ 923	¥ 1,039
Gross balances of repurchase agreements, not subject to enforceable master netting arrangements or similar agreements	4,133	2,827
Gross balances of securities borrowing transactions, not subject to enforceable master netting arrangements or similar agreements	890	1,049
Gross balances of securities lending transactions, not subject to enforceable master netting arrangements or similar agreements	¥ 153	¥ 177

Collateralized transactions - M

Collateralized transactions - Maturity analysis of repurchase agreements and securities lending transactions (Detail) - JPY (¥) ¥ in Billions		Sep. 30, 2018	Mar. 31, 2018
Offsetting Liabilities [Line Items]
Repurchase agreements	[1],[2]	¥ 37,361	¥ 34,880
Securities lending transactions	[1],[2]	1,691	2,130
Total	[2],[3]	39,052	37,010
Overnight and open [Member]
Offsetting Liabilities [Line Items]
Repurchase agreements	[4]	14,056	13,237
Securities lending transactions	[4]	1,086	1,495
Total	[3],[4]	15,142	14,732
Up to 30 days [Member]
Offsetting Liabilities [Line Items]
Repurchase agreements		18,495	17,789
Securities lending transactions		212	227
Total	[3]	18,707	18,016
30 - 90 days [Member]
Offsetting Liabilities [Line Items]
Repurchase agreements		2,587	2,099
Securities lending transactions		145	182
Total	[3]	2,732	2,281
90 days - 1 year [Member]
Offsetting Liabilities [Line Items]
Repurchase agreements		1,880	1,415
Securities lending transactions		178	156
Total	[3]	2,058	1,571
Greater than 1 year [Member]
Offsetting Liabilities [Line Items]
Repurchase agreements		343	340
Securities lending transactions		70	70
Total	[3]	¥ 413	¥ 410
[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, 2018, 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 \1,039 billion and \2,827 billion, respectively. As of March 31, 2018, 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 \1,049 billion and \177 billion, respectively. As of September 30, 2018, 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 \923 billion and \4,133 billion, respectively. As of September 30, 2018, 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 \890 billion and \153 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]	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.
[4]	Open transactions do not have an explicit contractual maturity date and are terminable on demand by Nomura or the counterparty.

Collateralized transactions - S

Collateralized transactions - Securities transferred in repurchase agreements and securities lending transactions (Detail) - JPY (¥) ¥ in Billions		Sep. 30, 2018	Mar. 31, 2018
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements	[1],[2]	¥ 37,361	¥ 34,880
Securities lending transactions	[1],[2]	1,691	2,130
Total	[2],[3]	39,052	37,010
Equities and convertible securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		109	187
Securities lending transactions		1,369	1,556
Total		1,478	1,743
Japanese government, agency and municipal securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		1,407	980
Securities lending transactions			306
Total		1,407	1,286
Foreign government, agency and municipal securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		28,389	27,818
Securities lending transactions		34	135
Total		28,423	27,953
Bank and corporate debt securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		2,455	2,334
Securities lending transactions		91	34
Total		2,546	2,368
Commercial mortgage-backed securities ("CMBS") [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		14	2
Securities lending transactions
Total		14	2
Residential mortgage-backed securities ("RMBS") [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements	[4]	4,863	3,421
Securities lending transactions	[4]
Total	[4]	4,863	3,421
Collateralized debt obligations ("CDOs") and other [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		109	130
Securities lending transactions
Total		109	130
Investment trust funds and other [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		15	8
Securities lending transactions		197	99
Total		¥ 212	¥ 107
[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, 2018, 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 \1,039 billion and \2,827 billion, respectively. As of March 31, 2018, 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 \1,049 billion and \177 billion, respectively. As of September 30, 2018, 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 \923 billion and \4,133 billion, respectively. As of September 30, 2018, 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 \890 billion and \153 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]	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.
[4]	Includes \3,351 billion as of March 31, 2018 and \4,752 billion as of September 30, 2018 of U.S. government sponsored agency mortgage pass-through securities and collateralized mortgage obligations.

Collateralized transactions -_3

Collateralized transactions - Securities transferred in repurchase agreements and securities lending transactions (Parenthetical) (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2018	Mar. 31, 2018
Collateralized Transactions
U.S. government sponsored agency mortgage pass-through securities and collateralized mortgage obligations	¥ 4,752	¥ 3,351

Collateralized transactions -_4

Collateralized transactions - Schedule of securities received as collateral (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2018	Mar. 31, 2018
Collateralized Transactions
The fair value of securities received as collateral, securities borrowed as collateral and securities borrowed without collateral where Nomura is permitted by contract or custom to sell or repledge the securities	¥ 49,097	¥ 48,434
The portion of the above that has been sold (reported within Trading liabilities in the consolidated balance sheets) or repledged	¥ 39,742	¥ 40,420

Collateralized transactions - A

Collateralized transactions - Assets owned, pledged as collateral ,primarily to stock exchanges and clearing organizations (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		¥ 5,057,466	¥ 3,834,905
Non-trading debt securities		1,032	23,566
Investments in and advances to affiliated companies		12,506	12,042
Equities and convertible securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		155,946	156,429
Government and government agency securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		1,258,903	956,089
Bank and corporate debt securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		94,324	65,864
Commercial mortgage-backed securities ("CMBS") [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		1	1
Residential mortgage-backed securities ("RMBS") [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		3,527,573	2,618,336
Collateralized debt obligations ("CDOs") and other [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets	[1]	7,175	30,497
Investment trust funds and other [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		¥ 13,544	¥ 7,689
[1]	Includes CLOs and ABS such as those secured on credit card loans, auto loans and student loans.

Collateralized transactions -_5

Collateralized transactions - Assets Subject to Lien (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2018	Mar. 31, 2018
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	¥ 1,622,905	¥ 1,669,456
Loans and receivables [Member]
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	28,442	15,573
Trading assets [Member]
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	1,451,973	1,456,140
Office buildings, land, equipment and facilities [Member]
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	144	5,585
Non-trading debt securities [Member]
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	142,277	192,046
Other [Member]
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	¥ 69	¥ 112

Non-trading securities - Additi

Non-trading securities - Additional information (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Non-trading debt securities [Line Items]
Total proceeds received from disposals	¥ 257,000	¥ 235,000	¥ 674,000	¥ 503,000
Insurance subsidiary [Member]
Non-trading debt securities [Line Items]
Non-trading securities disposed		8,683		14,398
Non-trading securities realized gains		274		393
Non-trading securities realized losses		365		365
Total proceeds received from disposals		8,592		14,426
Other-than-temporary impairment losses recognized for non-trading equity securities		19		19
Credit loss component of other-than-temporary impairment losses recognized for non-trading debt securities				¥ 29

Securitizations and Variable _3

Securitizations and Variable Interest Entities - Additional information (Detail) - JPY (¥) ¥ in Billions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Mar. 31, 2018
Variable Interest Entity [Line Items]
Cash proceeds from SPEs in new securitizations	¥ 69	¥ 24	¥ 121	¥ 56
Debt securities issued by SPEs with an initial fair value	368	433	846	842
Cash inflows from third parties on the sale of debt securities	257	235	674	503
Cumulative balance of financial assets transferred to SPEs	5,081		5,081		¥ 4,918
Retained interests	260		260		¥ 288
Interests held in SPEs	¥ 5	¥ 19	¥ 10	¥ 34

Securitizations and Variable _4

Securitizations and Variable Interest Entities - Fair value of retained interests (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2018	Mar. 31, 2018
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	¥ 260	¥ 288
Government, agency and municipal securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	260	288
Bank and corporate debt securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
CMBS and RMBS
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	0	0
Investment grade [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	260	288
Investment grade [Member] | Government, agency and municipal securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	260	288
Investment grade [Member] | Bank and corporate debt securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
Investment grade [Member] | CMBS and RMBS
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	0	0
Other [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	0	0
Other [Member] | Government, agency and municipal securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	0	0
Other [Member] | Bank and corporate debt securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
Other [Member] | CMBS and RMBS
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	0	0
Level 1 [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
Level 1 [Member] | Government, agency and municipal securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
Level 1 [Member] | Bank and corporate debt securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
Level 1 [Member] | CMBS and RMBS
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
Level 2 [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	260	288
Level 2 [Member] | Government, agency and municipal securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	260	288
Level 2 [Member] | Bank and corporate debt securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
Level 2 [Member] | CMBS and RMBS
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
Level 3 [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	0	0
Level 3 [Member] | Government, agency and municipal securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
Level 3 [Member] | Bank and corporate debt securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
Level 3 [Member] | CMBS and RMBS
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	¥ 0	¥ 0

Securitizations and Variable _5

Securitizations and Variable Interest Entities - Type and carrying value of financial assets (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2018	Mar. 31, 2018
Liabilities [Abstract]
Long-term borrowings	¥ 7,694,241	¥ 7,382,507
Transferred to SPEs [Member]
Trading assets
Equities		1,000
Debt securities	5,000	20,000
CMBS and RMBS
Loans	14,000	1,000
Total	19,000	22,000
Liabilities [Abstract]
Long-term borrowings	¥ 19,000	¥ 21,000

Securitizations and Variable _6

Securitizations and Variable Interest Entities - Classification of consolidated VIEs' assets and liabilities (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018		Sep. 30, 2017
Consolidated VIE assets
Cash and cash equivalents		¥ 2,975,414	¥ 2,354,639		¥ 2,667,593
Trading assets
Derivatives	[1]	1,049,000	1,024,000	[2]
Private equity investments		18,055	17,466
Office buildings, land, equipment and facilities		323,938	338,984
Other		943,192	908,134
Trading liabilities
Derivatives	[1],[3]	821,000	725,000	[2]
Borrowings
Short-term borrowings		980,269	743,497
Long-term borrowings		7,694,241	7,382,507
Variable Interest Entity, primary beneficiary [Member]
Consolidated VIE assets
Cash and cash equivalents		18,000	23,000
Trading assets
Equities		698,000	712,000
Debt securities		449,000	436,000
CMBS and RMBS		84,000	4,000
Investment trust funds and other		9,000	12,000
Derivatives		18,000	20,000
Private equity investments		1,000	2,000
Office buildings, land, equipment and facilities		15,000	25,000
Other		62,000	66,000
Total		1,354,000	1,300,000
Trading liabilities
Derivatives		21,000	22,000
Borrowings
Short-term borrowings		149,000	124,000
Long-term borrowings		804,000	829,000
Other		2,000	2,000
Total		¥ 976,000	¥ 977,000
[1]	Net derivative assets and net derivative liabilities are generally reported within Trading assets and private equity investments-Trading assets and Trading liabilities, respectively in the consolidated balance sheet. Bifurcated embedded derivatives are reported within Short-term borrowings or Long-term borrowings depending on the maturity of the underlying host contract.
[2]	During the year ended March 31, 2018, the rules of a specific central clearing house were amended such that daily variation margin payments and receipts against specific types of derivative now legally represent partial settlement of the derivative rather than margin. These payments and receipts are accounted for as partial settlement of the derivative rather than cash collateral. In addition, due to the changes in our accounting policy, certain reclassifications of previously reported amounts have been made to conform to the current year presentation. Please refer to Note 1. "Summary of accounting policies: New accounting pronouncements recently adopted" for further details.
[3]	Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.

Securitizations and Variable _7

Securitizations and Variable Interest Entities - Carrying amount of variable interests of unconsolidated VIEs and maximum exposure to loss (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2018	Mar. 31, 2018
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	¥ 4,472	¥ 3,579
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	4,581	3,650
Equities [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	26	35
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	26	35
Debt securities [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	111	110
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	111	110
CMBS and RMBS
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	3,617	2,775
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	3,617	2,775
Investment trust funds and other [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	179	174
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	179	174
Derivatives [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs
Private equity investments [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	13	13
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	13	13
Loans [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	513	455
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	513	455
Other [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	13	17
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	13	17
Commitments to extend credit and other guarantees [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	¥ 109	¥ 71

Financing receivables - Summary

Financing receivables - Summary of loans receivable reported within Loans receivable or Investments in and advances to affiliated companies (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		¥ 1,706,235	¥ 1,908,366
Carried at fair value	[1]	601,864	554,137
Total		2,308,099	2,462,503
Advances to affiliated companies [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost
Carried at fair value	[1]
Total
Total [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		1,706,235	1,908,366
Carried at fair value	[1]	601,864	554,137
Total		2,308,099	2,462,503
Loans at banks [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		505,844	491,559
Carried at fair value	[1]
Total		505,844	491,559
Short-term secured margin loans [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		335,607	429,075
Carried at fair value	[1]	5,210
Total		340,817	429,075
Inter-bank money market loans [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		2,048	1,385
Carried at fair value	[1]
Total		2,048	1,385
Corporate loans [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		862,736	986,347
Carried at fair value	[1]	596,654	554,137
Total		¥ 1,459,390	¥ 1,540,484
[1]	Includes loans receivable and loan commitments carried at fair value through election of the fair value option.

Financing receivables - Changes

Financing receivables - Changes in total allowance for credit losses (Detail) - JPY (¥) ¥ in Millions		3 Months Ended		6 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Allowance for credit losses against loans [Roll Forward]
Opening balance, Allowance for credit losses against loans		¥ 1,793	¥ 1,416	¥ 1,557	¥ 1,441
Provision for credit losses, Allowance for credit losses against loans		138	101	361	75
Charge-offs, Allowance for credit losses against loans		(94)	0	(94)	0
Other, Allowance for credit losses against loans	[1]	27	2	40	3
Ending balance, Allowance for credit losses against loans		1,864	1,519	1,864	1,519
Allowance for credit losses against receivables other than loans [Roll Forward]
Opening balance, Allowance for credit losses against receivables other than loans		1,926	2,190	1,957	2,110
Provision for credit losses, Allowance for credit losses against receivables other than loans		12	200	23	292
Charge-offs, Allowance for credit losses against receivables other than loans		159		118
Other, Allowance for credit losses against receivables other than loans	[1]	3	(123)	2	(135)
Ending balance, Allowance for credit losses against receivables other than loans		2,100	2,267	2,100	2,267
Total allowance for doubtful accounts [Roll Forward]
Opening balance, Total allowance for doubtful accounts		3,719	3,606	3,514	3,551
Provision for credit losses, Total allowance for doubtful accounts		150	301	384	367
Charge-offs, Total allowance for doubtful accounts		65	0	24	0
Other, Total allowance for doubtful accounts	[1]	30	(121)	42	(132)
Ending balance, Total allowance for doubtful accounts		3,964	3,786	3,964	3,786
Loans at banks [Member]
Allowance for credit losses against loans [Roll Forward]
Opening balance, Allowance for credit losses against loans		1,141	969	1,140	968
Provision for credit losses, Allowance for credit losses against loans			100	1	101
Charge-offs, Allowance for credit losses against loans		(94)		(94)
Other, Allowance for credit losses against loans	[1]	0		0
Ending balance, Allowance for credit losses against loans		1,047	1,069	1,047	1,069
Short-term secured margin loans [Member]
Allowance for credit losses against loans [Roll Forward]
Opening balance, Allowance for credit losses against loans		218
Provision for credit losses, Allowance for credit losses against loans		138		360
Charge-offs, Allowance for credit losses against loans
Other, Allowance for credit losses against loans	[1]	16		12
Ending balance, Allowance for credit losses against loans		372		372
Inter-bank money market loans [Member]
Allowance for credit losses against loans [Roll Forward]
Opening balance, Allowance for credit losses against loans
Provision for credit losses, Allowance for credit losses against loans
Charge-offs, Allowance for credit losses against loans
Other, Allowance for credit losses against loans	[1]
Ending balance, Allowance for credit losses against loans
Corporate loans [Member]
Allowance for credit losses against loans [Roll Forward]
Opening balance, Allowance for credit losses against loans		434	447	417	473
Provision for credit losses, Allowance for credit losses against loans		0	1		(26)
Charge-offs, Allowance for credit losses against loans		0		0
Other, Allowance for credit losses against loans	[1]	11	2	28	3
Ending balance, Allowance for credit losses against loans		445	450	445	450
Advances to affiliated companies [Member]
Allowance for credit losses against loans [Roll Forward]
Opening balance, Allowance for credit losses against loans			0		0
Provision for credit losses, Allowance for credit losses against loans
Charge-offs, Allowance for credit losses against loans			0		0
Other, Allowance for credit losses against loans	[1]
Ending balance, Allowance for credit losses against loans
[1]	Includes the effect of foreign exchange movements.

Financing receivables - Schedul

Financing receivables - Schedule of allowance for credit losses against loans and loans by impairment methodology and type of loans (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2018	Jun. 30, 2018	Mar. 31, 2018	Sep. 30, 2017	Jun. 30, 2017	Mar. 31, 2017
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance by impairment methodology, Evaluated individually	¥ 817		¥ 417
Allowance by impairment methodology, Evaluated collectively	1,047		1,140
Total allowance for credit losses	1,864	¥ 1,793	1,557	¥ 1,519	¥ 1,416	¥ 1,441
Loans by impairment methodology, Evaluated individually	1,015,357		1,144,703
Loans by impairment methodology, Evaluated collectively	690,878		763,663
Total loans	1,706,235		1,908,366
Loans at banks [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance by impairment methodology, Evaluated individually
Allowance by impairment methodology, Evaluated collectively	1,047		1,140
Total allowance for credit losses	1,047	1,141	1,140	1,069	969	968
Loans by impairment methodology, Evaluated individually	4,311		2,800
Loans by impairment methodology, Evaluated collectively	501,533		488,759
Total loans	505,844		491,559
Short-term secured margin loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance by impairment methodology, Evaluated individually	372
Allowance by impairment methodology, Evaluated collectively
Total allowance for credit losses	372	218
Loans by impairment methodology, Evaluated individually	154,707		162,017
Loans by impairment methodology, Evaluated collectively	180,900		267,058
Total loans	335,607		429,075
Inter-bank money market loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance by impairment methodology, Evaluated individually
Allowance by impairment methodology, Evaluated collectively
Total allowance for credit losses
Loans by impairment methodology, Evaluated individually	2,048		1,385
Loans by impairment methodology, Evaluated collectively
Total loans	2,048		1,385
Corporate loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance by impairment methodology, Evaluated individually	445		417
Allowance by impairment methodology, Evaluated collectively			0
Total allowance for credit losses	445	¥ 434	417	¥ 450	¥ 447	¥ 473
Loans by impairment methodology, Evaluated individually	854,291		978,501
Loans by impairment methodology, Evaluated collectively	8,445		7,846
Total loans	¥ 862,736		¥ 986,347

Financing receivables - Analysi

Financing receivables - Analysis of each class of loans not carried at fair value using internal ratings or equivalent credit quality indicators (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018
Financing receivable, recorded investment [Line items]
Loans		¥ 1,706,235	¥ 1,908,366
AAA-BBB [Member]
Financing receivable, recorded investment [Line items]
Loans		670,377	613,505
AAA-BBB [Member] | Secured loans at banks [Member]
Financing receivable, recorded investment [Line items]
Loans		155,293	152,137
AAA-BBB [Member] | Unsecured loans at banks [Member]
Financing receivable, recorded investment [Line items]
Loans		182,067	186,089
AAA-BBB [Member] | Short-term secured margin loans [Member]
Financing receivable, recorded investment [Line items]
Loans
AAA-BBB [Member] | Unsecured inter-bank money market loans [Member]
Financing receivable, recorded investment [Line items]
Loans		2,048	1,385
AAA-BBB [Member] | Secured corporate loans [Member]
Financing receivable, recorded investment [Line items]
Loans		330,969	273,894
AAA-BBB [Member] | Unsecured corporate loans [Member]
Financing receivable, recorded investment [Line items]
Loans
BB-CCC [Member]
Financing receivable, recorded investment [Line items]
Loans		638,782	808,146
BB-CCC [Member] | Secured loans at banks [Member]
Financing receivable, recorded investment [Line items]
Loans		116,569	106,385
BB-CCC [Member] | Unsecured loans at banks [Member]
Financing receivable, recorded investment [Line items]
Loans
BB-CCC [Member] | Short-term secured margin loans [Member]
Financing receivable, recorded investment [Line items]
Loans
BB-CCC [Member] | Unsecured inter-bank money market loans [Member]
Financing receivable, recorded investment [Line items]
Loans
BB-CCC [Member] | Secured corporate loans [Member]
Financing receivable, recorded investment [Line items]
Loans		521,554	701,761
BB-CCC [Member] | Unsecured corporate loans [Member]
Financing receivable, recorded investment [Line items]
Loans		659
CC-D [Member]
Financing receivable, recorded investment [Line items]
Loans
CC-D [Member] | Secured loans at banks [Member]
Financing receivable, recorded investment [Line items]
Loans
CC-D [Member] | Unsecured loans at banks [Member]
Financing receivable, recorded investment [Line items]
Loans
CC-D [Member] | Short-term secured margin loans [Member]
Financing receivable, recorded investment [Line items]
Loans
CC-D [Member] | Unsecured inter-bank money market loans [Member]
Financing receivable, recorded investment [Line items]
Loans
CC-D [Member] | Secured corporate loans [Member]
Financing receivable, recorded investment [Line items]
Loans
CC-D [Member] | Unsecured corporate loans [Member]
Financing receivable, recorded investment [Line items]
Loans
Others [Member]
Financing receivable, recorded investment [Line items]
Loans	[1]	397,076	486,715
Others [Member] | Secured loans at banks [Member]
Financing receivable, recorded investment [Line items]
Loans	[1]	49,043	46,948
Others [Member] | Unsecured loans at banks [Member]
Financing receivable, recorded investment [Line items]
Loans	[1]	2,872
Others [Member] | Short-term secured margin loans [Member]
Financing receivable, recorded investment [Line items]
Loans	[1]	335,607	429,075
Others [Member] | Unsecured inter-bank money market loans [Member]
Financing receivable, recorded investment [Line items]
Loans	[1]
Others [Member] | Secured corporate loans [Member]
Financing receivable, recorded investment [Line items]
Loans	[1]	3,961	3,555
Others [Member] | Unsecured corporate loans [Member]
Financing receivable, recorded investment [Line items]
Loans	[1]	5,593	7,137
Total [Member]
Financing receivable, recorded investment [Line items]
Loans		1,706,235	1,908,366
Total [Member] | Secured loans at banks [Member]
Financing receivable, recorded investment [Line items]
Loans		320,905	305,470
Total [Member] | Unsecured loans at banks [Member]
Financing receivable, recorded investment [Line items]
Loans		184,939	186,089
Total [Member] | Short-term secured margin loans [Member]
Financing receivable, recorded investment [Line items]
Loans		335,607	429,075
Total [Member] | Unsecured inter-bank money market loans [Member]
Financing receivable, recorded investment [Line items]
Loans		2,048	1,385
Total [Member] | Secured corporate loans [Member]
Financing receivable, recorded investment [Line items]
Loans		856,484	979,210
Total [Member] | Unsecured corporate loans [Member]
Financing receivable, recorded investment [Line items]
Loans		¥ 6,252	¥ 7,137
[1]	Relate to collateralized exposures where a specified ratio of LTV is maintained.

Leases - Types of lease assets

Leases - Types of lease assets under operating leases (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018
Operating Lease [Line Items]
Cost		¥ 17,688	¥ 28,042
Accumulated depreciation		(1,835)	(1,711)
Net carrying amount		15,853	26,331
Real estate [Member]
Operating Lease [Line Items]
Cost	[1]	3,034	3,053
Accumulated depreciation	[1]	(1,694)	(1,657)
Net carrying amount	[1]	1,340	1,396
Aircraft [Member]
Operating Lease [Line Items]
Cost		14,654	24,989
Accumulated depreciation		(141)	(54)
Net carrying amount		¥ 14,513	¥ 24,935
[1]	Cost, accumulated depreciation and net carrying amounts include amounts relating to real estate utilized by Nomura.

Leases - Additional information

Leases - Additional information (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Mar. 31, 2018
Leases [Abstract]
Recognized rental income	¥ 566	¥ 592	¥ 1,285	¥ 957
Future minimum lease payments to be received	15,055		15,055
Rental expenses, net of sublease rental income	11,332	¥ 11,050	22,387	¥ 22,550
Capital lease assets	27,247		27,247		¥ 28,653
Accumulated depreciation on capital lease assets	¥ 7,971		¥ 7,971		¥ 8,791

Leases - Summary of future mini

Leases - Summary of future minimum lease payments to be received under noncancelable operating leases (Detail) ¥ in Millions	Sep. 30, 2018JPY (¥)
Leases [Abstract]
Minimum lease payments to be received, Total	¥ 15,055
Minimum lease payments to be received, Less than 1 year	1,412
Minimum lease payments to be received, 1 to 2 years	1,412
Minimum lease payments to be received, 2 to 3 years	1,412
Minimum lease payments to be received, 3 to 4 years	1,407
Minimum lease payments to be received, 4 to 5 years	1,347
Minimum lease payments to be received, More than 5 years	¥ 8,065

Leases - Future minimum lease p

Leases - Future minimum lease payments under noncancelable operating leases with remaining terms exceeding one year (Detail) ¥ in Millions	Sep. 30, 2018JPY (¥)
Leases [Abstract]
Total minimum lease payments	¥ 118,902
Less: Sublease rental income	(11,466)
Net minimum lease payments	¥ 107,436

Leases - Summary of payment ter

Leases - Summary of payment term of future minimum lease payments under noncancelable operating leases (Detail) ¥ in Millions	Sep. 30, 2018JPY (¥)
Leases [Abstract]
Minimum lease payments, Total	¥ 118,902
Minimum lease payments, Less than 1 year	16,245
Minimum lease payments, 1 to 2 years	15,312
Minimum lease payments, 2 to 3 years	11,569
Minimum lease payments, 3 to 4 years	8,735
Minimum lease payments, 4 to 5 years	8,071
Minimum lease payments, More than 5 years	¥ 58,970

Leases - Future minimum lease_2

Leases - Future minimum lease payments under capital leases (Detail) ¥ in Millions	Sep. 30, 2018JPY (¥)
Leases [Abstract]
Total minimum lease payments	¥ 44,409
Less: Amount representing interest	(26,798)
Present value of net minimum lease payments	¥ 17,611

Leases - Summary of payment t_2

Leases - Summary of payment term of future minimum lease payments under capital leases (Detail) ¥ in Millions	Sep. 30, 2018JPY (¥)
Leases [Abstract]
Minimum lease payments, Total	¥ 44,409
Minimum lease payments, Less than 1 year	3,763
Minimum lease payments, 1 to 2 years	3,849
Minimum lease payments, 2 to 3 years	3,879
Minimum lease payments, 3 to 4 years	3,877
Minimum lease payments, 4 to 5 years	3,875
Minimum lease payments, More than 5 years	¥ 25,166

Other assets-Other _ Other li_3

Other assets-Other / Other liabilities - Schedule of Other assets-Other and Other liabilities (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2018	Mar. 31, 2018
Other assets-Other:
Securities received as collateral	¥ 319,939	¥ 301,072
Goodwill and other intangible assets	104,285	99,455
Deferred tax assets	20,255	16,135
Investments in equity securities for other than operating purposes	200,028	192,819
Prepaid expenses	17,230	14,561
Other	281,455	284,092
Total, Other assets-Other	943,192	908,134
Other liabilities:
Obligation to return securities received as collateral	319,939	301,072
Accrued income taxes	28,135	34,181
Other accrued expenses and provisions	366,829	448,423
Other	162,943	166,858
Total, Other liabilities	¥ 877,846	¥ 950,534

Earnings per share - Earnings p

Earnings per share - Earnings per share (Basic and Diluted) (Detail) - JPY (¥) ¥ / shares in Units, ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Basic-
Net income (loss) attributable to NHI shareholders	¥ (11,233)	¥ 51,850	¥ (6,010)	¥ 108,706
Weighted average number of shares outstanding	3,394,584,313	3,526,321,204	3,394,856,369	3,530,324,525
Net income (loss) attributable to NHI shareholders per share	¥ (3.31)	¥ 14.7	¥ (1.77)	¥ 30.79
Diluted-
Net income (loss) attributable to NHI shareholders	¥ (11,251)	¥ 51,825	¥ (6,045)	¥ 108,664
Weighted average number of shares outstanding	3,389,189,961	3,586,187,615	3,390,540,890	3,598,185,304
Net income (loss) attributable to NHI shareholders per share	¥ (3.32)	¥ 14.45	¥ (1.78)	¥ 30.2

Earnings per share - Additional

Earnings per share - Additional information (Detail) - shares	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Earnings Per Share [Abstract]
Antidilutive stock options to purchase common shares	99,204,100	10,483,100	99,204,100	10,483,100

Employee benefit plans - Net pe

Employee benefit plans - Net periodic benefit cost for defined benefit plans (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Employee Benefit Plans [Abstract]
Service cost	¥ 2,702	¥ 2,393	¥ 5,429	¥ 5,018
Interest cost	545	564	1,090	1,129
Expected return on plan assets	(1,517)	(1,517)	(3,034)	(3,033)
Amortization of net actuarial losses	957	1,001	1,915	2,003
Amortization of prior service cost	(265)	(265)	(530)	(530)
Net periodic benefit cost	¥ 2,422	¥ 2,176	¥ 4,870	¥ 4,587

Income Taxes - Additional infor

Income Taxes - Additional information (Detail)	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Income Tax [Abstract]
Effective statutory tax rate	31.00%	31.00%	31.00%	31.00%
Effective tax rate	2077.80%	35.40%	117.90%	30.40%

Other comprehensive income (l_3

Other comprehensive income (loss) - Changes in Accumulated other comprehensive income (loss) (Detail) - JPY (¥) ¥ in Millions	3 Months Ended				6 Months Ended
	Sep. 30, 2018		Sep. 30, 2017		Sep. 30, 2018		Sep. 30, 2017
Accumulated other comprehensive income (loss) [Line Items]
Balance at beginning of year	¥ (22,547)		¥ 31,088		¥ (59,356)		¥ 33,652
Other comprehensive income (loss) before reclassifications	21,938		3,784		58,661		849
Reclassifications out of accumulated other comprehensive income (loss)	6,982	[1]	713	[2]	7,068	[3]	1,084	[2]
Net change during the period	28,920		4,497		65,729		1,933
Balance at end of period	6,373		35,585		6,373		35,585
Cumulative translation adjustments [Member]
Accumulated other comprehensive income (loss) [Line Items]
Balance at beginning of year	16,263		50,369		(15,596)		47,767
Other comprehensive income (loss) before reclassifications	22,368		7,258		54,170		9,860
Reclassifications out of accumulated other comprehensive income (loss)	6,905	[1]	(26)	[2]	6,962	[3]	(26)	[2]
Net change during the period	29,273		7,232		61,132		9,834
Balance at end of period	45,536		57,601		45,536		57,601
Pension liability adjustment [Member]
Accumulated other comprehensive income (loss) [Line Items]
Balance at beginning of year	(47,117)		(42,626)		(47,837)		(41,020)
Other comprehensive income (loss) before reclassifications	494		1,437		1,172		(712)
Reclassifications out of accumulated other comprehensive income (loss)	43	[1]	532	[2]	85	[3]	1,075	[2]
Net change during the period	537		1,969		1,257		363
Balance at end of period	(46,580)		(40,657)		(46,580)		(40,657)
Net unrealized gain on non-trading securities [Member]
Accumulated other comprehensive income (loss) [Line Items]
Balance at beginning of year		[4]	21,650			[4]	20,344
Other comprehensive income (loss) before reclassifications		[4]	(448)			[4]	971
Reclassifications out of accumulated other comprehensive income (loss)		[1],[4]	217	[2]		[3],[4]	104	[2]
Net change during the period		[4]	(231)			[4]	1,075
Balance at end of period		[4]	21,419			[4]	21,419
Own credit adjustments [Member]
Accumulated other comprehensive income (loss) [Line Items]
Balance at beginning of year	8,307		1,695		4,077		6,561
Other comprehensive income (loss) before reclassifications	(924)		(4,463)		3,319		(9,270)
Reclassifications out of accumulated other comprehensive income (loss)	34	[1]	(10)	[2]	21	[3]	(69)	[2]
Net change during the period	(890)		(4,473)		3,340		(9,339)
Balance at end of period	¥ 7,417		¥ (2,778)		¥ 7,417		¥ (2,778)
[1]	Change in cumulative translation adjustments, net of tax in other comprehensive income (loss) for three months ended September 30, 2018 includes reclassification adjustment of \6,956 million for loss due to substantially complete liquidation of an investment in a foreign entity. The adjustment is recognized in Non-interest expenses-Other.
[2]	Reclassifications out of accumulated other comprehensive income (loss) were not significant.
[3]	Change in cumulative translation adjustments, net of tax in other comprehensive income (loss) for six months ended September 30, 2018 includes reclassification adjustment of \6,956 million for loss due to substantially complete liquidation of an investment in a foreign entity. The adjustment is recognized in Non-interest expenses-Other.
[4]	See Note 6 "Non-trading securities" for further information. As Nomura disposed of the interest in its insurance subsidiary, there are no unrealized gains and losses of non-trading securities recognized in other comprehensive income as of March 31 and September 30, 2018.

Other comprehensive income (l_4

Other comprehensive income (loss) - Changes in Accumulated other comprehensive income (loss) (Parenthetical) (Detail) - JPY (¥) ¥ in Millions	3 Months Ended	6 Months Ended
	Sep. 30, 2018	Sep. 30, 2018
Reclassifications out of accumulated other comprehensive income (loss) [Member] | Cumulative translation adjustments [Member]
Affected line items in consolidated statements of income [Line Items]
Reclassification adjustment for loss	¥ 6,956	¥ 6,956

Commitments, contingencies an_3

Commitments, contingencies and guarantees - Commitments outstanding (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2018	Mar. 31, 2018
Commitments to extend credit [Member]
Commitments [Line Items]
Commitments outstanding	¥ 1,076,827	¥ 965,942
Commitments to invest [Member]
Commitments [Line Items]
Commitments outstanding	¥ 15,336	¥ 13,273

Commitments, contingencies an_4

Commitments, contingencies and guarantees - Maturities of commitments (Detail) ¥ in Millions	Sep. 30, 2018JPY (¥)
Commitments to extend credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Contractual amount	¥ 1,076,827
Commitments to invest [Member]
Commitments and Contingencies Disclosure [Line Items]
Contractual amount	15,336
Less than 1 year [Member] | Commitments to extend credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Contractual amount	320,018
Less than 1 year [Member] | Commitments to invest [Member]
Commitments and Contingencies Disclosure [Line Items]
Contractual amount	1,799
1 to 3 years [Member] | Commitments to extend credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Contractual amount	142,428
1 to 3 years [Member] | Commitments to invest [Member]
Commitments and Contingencies Disclosure [Line Items]
Contractual amount
3 to 5 years [Member] | Commitments to extend credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Contractual amount	193,573
3 to 5 years [Member] | Commitments to invest [Member]
Commitments and Contingencies Disclosure [Line Items]
Contractual amount	373
More than 5 years [Member] | Commitments to extend credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Contractual amount	420,808
More than 5 years [Member] | Commitments to invest [Member]
Commitments and Contingencies Disclosure [Line Items]
Contractual amount	¥ 13,164

Commitments, contingencies an_5

Commitments, contingencies and guarantees - Additional information (Detail) ¥ in Millions, $ in Millions

Oct. 15, 2018USD ($)

Jun. 30, 2016USD ($)

Jan. 31, 2018EUR (€)

Sep. 30, 2017USD ($)

Jan. 31, 2016EUR (€)

Oct. 31, 2014JPY (¥)

Jul. 31, 2013EUR (€)

Apr. 30, 2013JPY (¥)

Mar. 31, 2013EUR (€)

Sep. 30, 2018JPY (¥)

Sep. 30, 2017JPY (¥)

Sep. 30, 2018JPY (¥)

Sep. 30, 2017JPY (¥)

Mar. 31, 2019JPY (¥)

Dec. 14, 2018JPY (¥)

Sep. 30, 2018USD ($)

Jul. 31, 2018EUR (€)

May 22, 2018EUR (€)

Mar. 31, 2017USD ($)

Sep. 23, 2015EUR (€)

May 15, 2015USD ($)

Mar. 31, 2014EUR (€)

Jun. 30, 2012USD ($)

Nov. 30, 2011USD ($)

Sep. 30, 2011USD ($)

Apr. 30, 2011USD ($)

Jan. 31, 2008EUR (€)

Contingencies

Current estimate of maximum reasonably possible loss | ¥

¥ 35,000

Non-interest expenses - Other | ¥

¥ 70,760

¥ 48,882

¥ 114,246

¥ 102,204

Other mortgage-related contingencies [Abstract]

Loan repurchase claims received against the relevant subsidiaries

$ 3,203

Tax notice issued by tax authorities in Pescara, Italy [Member]

Contingencies

Reimbursement of refund | €

€ 33,800,000

Two actions by Fairfield Sentry Ltd. and Fairfield Sigma Ltd. [Member]

Contingencies

Recovery of payment

$ 35

Action by the Federal Home Loan Bank of Boston [Member]

Contingencies

Amount of certifications purchased

$ 406

Action by the Federal Housing Finance Agency [Member]

Contingencies

Amount of certifications purchased

$ 2,046

Amount the court ordered the defendants to pay

$ 806

Amount of court costs and attorneys' fees

$ 33

Claim filed by the Madoff Trustee [Member]

Contingencies

Recovery of payment

$ 21

Action by Banca Monte dei Paschi di Siena SpA [Member]

Contingencies

Amount of damages sought | €

€ 1,142,000,000

Recovery of payment | €

€ 1,500,000,000

Amount of discount based on the settlement agreement | €

€ 440,000,000

Action by Fondazione Monte dei Paschi di Siena [Member]

Contingencies

Amount of damages sought | €

€ 315,200,000

Action by Alken Fund Sicav and Alken Luxembourg S.A [Member]

Contingencies

Amount of damages sought | €

€ 434,000,000

Action by the Commissione Nazionale per le Societa e la Borsa [Member]

Contingencies

Amount of fine payment, due to vicarious liability | €

€ 100,000

Action by the Municipality of Civitavecchia in Italy [Member]

Contingencies

Amount of damages sought | €

€ 35,000,000

Action by Syndicate Banks [Member]

Contingencies

Syndicated term loan

$ 60

Amount of damages sought

$ 48

Action by certain subsidiaries of American International Group, Inc. [Member]

Contingencies

Certain project finance notes

$ 750

Certain project finance notes which were purchased by AIG

$ 92

Action by FT Syndicate Banks [Member]

Contingencies

Syndicated term loan

$ 100

Amount of damages sought

$ 68

Action by a former Italian counterparty [Member]

Contingencies

Reimbursement of refund | €

€ 165,000,000

NSC [Member]

Contingencies

Number of significant clients

5,320,000

Amount of damages sought | ¥

¥ 2,143

¥ 10,247

Equity-linked structured notes purchased

11

Settlement agreement with the United States Department of Justice [Member] | Subsequent event [Member]

Contingencies

Amount of payment

$ 480

Non-interest expenses - Other | ¥

¥ 20,000

Commitments, contingencies an_6

Commitments, contingencies and guarantees - Information on derivative contracts and standby letters of credit and other guarantees (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018
Derivative contracts [Member]
Guarantees [Line Items]
Carrying value	[1],[2]	¥ 4,396,614	¥ 4,023,893
Maximum potential payout /Notional total	[1],[2]	271,246,276	260,885,770
Standby letters of credit and other guarantees [Member]
Guarantees [Line Items]
Carrying value	[3]	90	92
Maximum potential payout /Notional total	[3]	¥ 5,823	¥ 5,189
[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]	The amounts of collaterals held in connection with standby letters of credit and other guarantees are \2,559 million and \2,735 million as of March 31, 2018 and September 30, 2018, respectively.

Commitments, contingencies an_7

Commitments, contingencies and guarantees - Information on derivative contracts and standby letters of credit and other guarantees (Parenthetical) (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2018	Mar. 31, 2018
Commitments, Contingencies and Guarantees [Abstract]
Collateral held in connection with standby letters of credit and other guarantees	¥ 2,735	¥ 2,559

Commitments, contingencies an_8

Commitments, contingencies and guarantees - Maturity information on derivative contracts and standby letters of credit and other guarantees (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2018	Mar. 31, 2018
Derivative contracts [Member]
Guarantees [Line Items]
Carrying value	[1],[2]	¥ 4,396,614	¥ 4,023,893
Maximum potential payout /Notional	[1],[2]	271,246,276	260,885,770
Derivative contracts [Member] | Less than 1 year [Member]
Guarantees [Line Items]
Maximum potential payout /Notional		83,662,531
Derivative contracts [Member] | 1 to 3 years [Member]
Guarantees [Line Items]
Maximum potential payout /Notional		79,164,073
Derivative contracts [Member] | 3 to 5 years [Member]
Guarantees [Line Items]
Maximum potential payout /Notional		34,956,982
Derivative contracts [Member] | More than 5 years [Member]
Guarantees [Line Items]
Maximum potential payout /Notional		73,462,690
Standby letters of credit and other guarantees [Member]
Guarantees [Line Items]
Carrying value	[3]	90	92
Maximum potential payout /Notional	[3]	5,823	¥ 5,189
Standby letters of credit and other guarantees [Member] | Less than 1 year [Member]
Guarantees [Line Items]
Maximum potential payout /Notional		2,004
Standby letters of credit and other guarantees [Member] | 1 to 3 years [Member]
Guarantees [Line Items]
Maximum potential payout /Notional		3
Standby letters of credit and other guarantees [Member] | 3 to 5 years [Member]
Guarantees [Line Items]
Maximum potential payout /Notional		3,815
Standby letters of credit and other guarantees [Member] | More than 5 years [Member]
Guarantees [Line Items]
Maximum potential payout /Notional		¥ 1
[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]	The amounts of collaterals held in connection with standby letters of credit and other guarantees are \2,559 million and \2,735 million as of March 31, 2018 and September 30, 2018, respectively.

Segment and geographic inform_3

Segment and geographic information - Business segments' results (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Segment Reporting Information [Line Items]
Non-interest revenue	¥ 260,791	¥ 318,061	¥ 520,137	¥ 651,576
Net interest revenue	23,242	30,716	33,846	58,005
Net revenue	284,033	348,777	553,983	709,581
Non-interest expenses	282,455	268,454	540,809	551,834
Income (loss) before income taxes	1,578	80,323	13,174	157,747
Retail [Member]
Segment Reporting Information [Line Items]
Non-interest revenue	83,857	100,360	174,522	200,633
Net interest revenue	1,853	1,426	4,021	2,837
Net revenue	85,710	101,786	178,543	203,470
Non-interest expenses	73,494	76,239	146,403	153,031
Income (loss) before income taxes	12,216	25,547	32,140	50,439
Asset Management [Member]
Segment Reporting Information [Line Items]
Non-interest revenue	25,455	36,061	52,302	64,749
Net interest revenue	(774)	(643)	(1,532)	(1,234)
Net revenue	24,681	35,418	50,770	63,515
Non-interest expenses	15,768	14,950	31,574	29,477
Income (loss) before income taxes	8,913	20,468	19,196	34,038
Wholesale [Member]
Segment Reporting Information [Line Items]
Non-interest revenue	121,965	123,126	236,662	270,461
Net interest revenue	25,695	35,837	48,288	67,818
Net revenue	147,660	158,963	284,950	338,279
Non-interest expenses	142,745	141,980	287,459	295,943
Income (loss) before income taxes	4,915	16,983	(2,509)	42,336
Other (Incl. elimination) [Member]
Segment Reporting Information [Line Items]
Non-interest revenue	29,514	58,514	56,651	115,733
Net interest revenue	(3,532)	(5,904)	(16,931)	(11,416)
Net revenue	25,982	52,610	39,720	104,317
Non-interest expenses	50,448	35,285	75,373	73,383
Income (loss) before income taxes	¥ (24,466)	¥ 17,325	¥ (35,653)	¥ 30,934

Segment and geographic inform_4

Segment and geographic information - Major components of Income (loss) before income taxes in "Other" (Detail) - JPY (¥) ¥ in Millions		3 Months Ended		6 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Segment Reporting Information [Line Items]
Total		¥ 1,578	¥ 80,323	¥ 13,174	¥ 157,747
Other (Incl. elimination) [Member]
Segment Reporting Information [Line Items]
Net gain (loss) related to economic hedging transactions		(16,018)	558	(29,825)	(96)
Realized gain (loss) on investments in equity securities held for operating purposes		7	344	52	387
Equity in earnings of affiliates		8,536	8,408	15,155	15,430
Corporate items		(23,719)	1,597	(26,201)	1,751
Other	[1]	6,728	6,418	5,166	13,462
Total		¥ (24,466)	¥ 17,325	¥ (35,653)	¥ 30,934
[1]	Includes the impact of Nomura's own creditworthiness.

Segment and geographic inform_5

Segment and geographic information - Reconciliation of combined business segments' results included in preceding table to reported Net revenue, Non-interest expenses and Income (loss) before income taxes (Detail) - JPY (¥) ¥ in Millions		3 Months Ended		6 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017
Segment and Geographic Information [Abstract]
Net revenue		¥ 284,033	¥ 348,777	¥ 553,983	¥ 709,581
Unrealized gain (loss) on investments in equity securities held for operating purposes		(1,111)	2,716	936	2,735
Consolidated net revenue	[1]	282,922	351,493	554,919	712,316
Non-interest expenses		282,455	268,454	540,809	551,834
Unrealized gain (loss) on investments in equity securities held for operating purposes
Consolidated non-interest expenses		282,455	268,454	540,809	551,834
Income before income taxes		1,578	80,323	13,174	157,747
Unrealized gain (loss) on investments in equity securities held for operating purposes		(1,111)	2,716	936	2,735
Consolidated income before income taxes		¥ 467	¥ 83,039	¥ 14,110	¥ 160,482
[1]	There is no revenue derived from transactions with a single major external customer.

Segment and geographic inform_6

Segment and geographic information - Geographic allocation of Net revenue and Income (loss) before income taxes from operations by geographic areas, and Long-lived assets (Detail) - JPY (¥) ¥ in Millions		3 Months Ended		6 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Mar. 31, 2018
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	¥ 282,922	¥ 351,493	¥ 554,919	¥ 712,316
Consolidated, Income (loss) before income taxes		467	83,039	14,110	160,482
Consolidated, Long-lived assets		428,473		428,473		¥ 423,949
Americas [Member]
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	41,931	54,250	95,033	120,012
Consolidated, Income (loss) before income taxes		(21,576)	(1,460)	(23,260)	6,414
Consolidated, Long-lived assets		124,270		124,270		117,323
Europe [Member]
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	34,181	47,991	69,801	91,922
Consolidated, Income (loss) before income taxes		(11,634)	(1,354)	(16,799)	891
Consolidated, Long-lived assets		68,250		68,250		67,010
Asia and Oceania [Member]
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	10,423	15,262	19,916	32,344
Consolidated, Income (loss) before income taxes		1,033	3,665	201	9,012
Consolidated, Long-lived assets		11,766		11,766		8,613
Subtotal [Member]
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	86,535	117,503	184,750	244,278
Consolidated, Income (loss) before income taxes		(32,177)	851	(39,858)	16,317
Consolidated, Long-lived assets		204,286		204,286		192,946
Japan [Member]
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	196,387	233,990	370,169	468,038
Consolidated, Income (loss) before income taxes		32,644	¥ 82,188	53,968	¥ 144,165
Consolidated, Long-lived assets		¥ 224,187		¥ 224,187		¥ 231,003
[1]	There is no revenue derived from transactions with a single major external customer.

Subsequent events - Additional

Subsequent events - Additional information (Detail) - Subsequent event [Member]	Dec. 17, 2018shares
Subsequent event [Line Items]
Total number of shares to be cancelled	150,000,000
Percentage of shares to be cancelled	4.10%