Nomura (NMR) 6-K 17 Dec 21 2021 Q2 Current report (foreign) Financial data

Cover Page

Cover Page	6 Months Ended
	Sep. 30, 2021
Document Information [Line Items]
Document Type	6-K
Amendment Flag	false
Entity Central Index Key	0001163653
Document Fiscal Year Focus	2021
Document Fiscal Period Focus	Q2
Document Period End Date	Sep. 30, 2021
Entity Registrant Name	NOMURA HOLDINGS, INC.
Current Fiscal Year End Date	--03-31

CONSOLIDATED BALANCE SHEETS (UN

CONSOLIDATED BALANCE SHEETS (UNAUDITED) - JPY (¥) ¥ in Millions	Sep. 30, 2021	Mar. 31, 2021
Cash and cash deposits:
Cash and cash equivalents	¥ 3,836,088	¥ 3,509,754
Time deposits	342,778	281,422
Deposits with stock exchanges and other segregated cash	312,579	373,559
Total cash and cash deposits	4,491,445	4,164,735
Loans and receivables:
Loans receivable (including ¥818,523 million and ¥916,938 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	3,143,347	2,943,472
Receivables from customers (including ¥163,388 million and ¥146,706 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	486,602	459,090
Receivables from other than customers	761,127	793,669
Allowance for credit losses	(61,711)	(53,784)
Total loans and receivables	4,329,365	4,142,447
Collateralized agreements:
Securities purchased under agreements to resell (including ¥366,506 million and ¥314,439 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	11,272,573	10,775,078
Securities borrowed	4,658,853	5,264,360
Total collateralized agreements	15,931,426	16,039,438
Trading assets and private equity and debt investments:
Trading assets (including securities pledged as collateral of ¥5,587,555 million and ¥5,383,531 million as of March 31, 2021 and September 30, 2021, respectively; including ¥10,122 million and ¥7,854 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	16,333,623	15,674,354
Private equity and debt investments (including ¥3,599 million and ¥6,627 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	77,820	63,825
Total trading assets and private equity and debt investments	16,411,443	15,738,179
Other assets:
Office buildings, land, equipment and facilities (net of accumulated depreciation and amortization of ¥395,429 million and ¥410,139 million as of March 31, 2021 and September 30, 2021, respectively)	460,051	464,449
Non-trading debt securities (including securities pledged as collateral of ¥ 9,427 million and ¥ 16,776 million as of March 31, 2021 and September 30, 2021, respectively)	444,123	426,758
Investments in equity securities	135,959	126,649
Investments in and advances to affiliated companies	358,878	364,393
Other (including ¥171,482 million and ¥179,466 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	783,862	1,049,432
Total other assets	2,182,873	2,431,681
Total assets	43,346,552	42,516,480
LIABILITIES AND EQUITY
Short-term borrowings (including ¥634,714 million and ¥683,253 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	1,188,794	1,368,098
Payables and deposits:
Payables to customers	1,469,026	1,454,755
Payables to other than customers	1,793,857	1,773,699
Deposits received at banks (including ¥49,874 million and ¥56,180 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	1,463,647	1,342,464
Total payables and deposits	4,726,530	4,570,918
Collateralized financing:
Securities sold under agreements to repurchase (including ¥224,056 million and ¥363,864 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	13,463,322	13,360,429
Securities loaned (including ¥128,886 million and ¥110,905 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	1,515,820	1,380,629
Other secured borrowings	380,785	392,515
Total collateralized financing	15,359,927	15,133,573
Trading liabilities	9,645,764	9,473,261
Other liabilities (including ¥44,708 million and ¥38,785 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	927,954	1,239,167
Long-term borrowings (including ¥4,098,457 million and ¥4,369,366 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	8,695,951	7,975,012
Total liabilities	40,544,920	39,760,029
Commitments and contingencies
Common stock
Authorized—6,000,000,000 shares as of March 31, 2021 and September 30, 2021 Issued—3,233,562,601 shares as of March 31, 2021 and September 30, 2021 Outstanding—3,063,155,434 shares as of March 31, 2021 and 3,094,756,680 shares as of September 30, 2021	594,493	594,493
Additional paid-in capital	684,723	696,122
Retained earnings	1,557,697	1,533,713
Accumulated other comprehensive income	(28,506)	(38,144)
Total NHI shareholders' equity before treasury stock	2,808,407	2,786,184
Common stock held in treasury, at cost—170,407,167 shares as of March 31, 2021 and 138,805,921 shares as of September 30, 2021	(74,321)	(91,246)
Total NHI shareholders' equity	2,734,086	2,694,938
Noncontrolling interests	67,546	61,513
Total equity	2,801,632	2,756,451
Total liabilities and equity	43,346,552	42,516,480
Variable Interest Entity, primary beneficiary [Member]
Cash and cash deposits:
Cash and cash equivalents	9,000	13,000
Total cash and cash deposits	9,000	13,000
Trading assets and private equity and debt investments:
Total trading assets and private equity and debt investments	1,088,000	984,000
Other assets:
Office buildings, land, equipment and facilities (net of accumulated depreciation and amortization of ¥395,429 million and ¥410,139 million as of March 31, 2021 and September 30, 2021, respectively)	56,000	51,000
Other (including ¥171,482 million and ¥179,466 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	163,000	26,000
Total other assets	219,000	77,000
Total assets	1,316,000	1,074,000
LIABILITIES AND EQUITY
Short-term borrowings (including ¥634,714 million and ¥683,253 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	122,000	74,000
Collateralized financing:
Trading liabilities	2,000	2,000
Other liabilities (including ¥44,708 million and ¥38,785 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	2,000	2,000
Long-term borrowings (including ¥4,098,457 million and ¥4,369,366 million measured at fair value by applying the fair value option as of March 31, 2021 and September 30, 2021, respectively)	808,000	763,000
Borrowings	930,000	837,000
Total liabilities	¥ 934,000	¥ 841,000

CONSOLIDATED BALANCE SHEETS (_2

CONSOLIDATED BALANCE SHEETS (UNAUDITED) (Parenthetical) - JPY (¥) ¥ in Millions		Sep. 30, 2021	Mar. 31, 2021
Loans receivable, fair value	[1]	¥ 916,938	¥ 818,523
Receivables from customers, fair value		146,706	163,388
Securities purchased under agreements to resell, fair value		314,439	366,506
Trading assets, securities pledged as collateral		5,383,531	5,587,555
Trading assets, fair value		7,854	10,122
Private equity investments, fair value		6,627	3,599
Office buildings, land, equipment and facilities, net of accumulated depreciation and amortization		410,139	395,429
Securities pledged as collateral		16,776	9,427
Other, fair value		179,466	171,482
Short-term borrowings, fair value		683,253	634,714
Deposits received at banks, fair value		56,180	49,874
Securities sold under agreements to repurchase, fair value		363,864	224,056
Securities loaned, fair value		110,905	128,886
Other liabilities, fair value		38,785	44,708
Long-term borrowings, fair value		¥ 4,369,366	¥ 4,098,457
Common stock
Authorized		6,000,000,000	6,000,000,000
Issued		3,233,562,601	3,233,562,601
Outstanding		3,094,756,680	3,063,155,434
Common stock held in treasury, shares		138,805,921	170,407,167
[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, 2021	Sep. 30, 2020	Sep. 30, 2021		Sep. 30, 2020
Revenue:
Commissions		¥ 91,636	¥ 92,253	¥ 174,522		¥ 177,765
Fees from investment banking		33,901	27,031	69,604		37,859
Asset management and portfolio service fees		67,193	57,417	131,237		111,073
Net gain on trading		91,142	131,463	143,136		270,552
Gain on private equity and debt investments		475	1,805	26,463		2,875
Interest and dividends		69,925	82,494	134,461		189,037
Gain on investments in equity securities		2,082	1,940	5,550		5,413
Other		22,855	24,939	99,408		138,817
Total revenue		379,209	419,342	784,381		933,391
Interest expense		60,343	50,344	112,240		103,646
Net revenue	[1]	318,866	368,998	672,141	[2]	829,745	[2]
Non-interest expenses:
Compensation and benefits		129,245	137,006	264,848		275,303
Commissions and floor brokerage		27,397	27,675	54,213		56,186
Information processing and communications		45,136	42,584	89,235		85,822
Occupancy and related depreciation		17,846	19,056	34,562		36,114
Business development expenses		3,902	3,632	7,196		6,464
Other		76,873	55,418	125,087		104,418
Total non-interest expenses		300,399	285,371	575,141		564,307
Income before income taxes		18,467	83,627	97,000	[2]	265,438	[2]
Income tax expense		12,984	14,704	41,524		52,217
Net income		5,483	68,923	55,476		213,221
Less: Net income attributable to noncontrolling interests		2,270	1,281	3,776		3,063
Net income attributable to NHI shareholders		¥ 3,213	¥ 67,642	¥ 51,700		¥ 210,158
Basic—
Net income attributable to NHI shareholders per share		¥ 1.04	¥ 22.13	¥ 16.76		¥ 68.87
Diluted—
Net income attributable to NHI shareholders per share		¥ 1.01	¥ 21.52	¥ 16.25		¥ 67.10
[1]	There is no revenue derived from transactions with a single major external customer.
[2]	Includes losses arising from the U.S. Prime Brokerage Event

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (UNAUDITED) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME [Abstract]
Net income	¥ 5,483	¥ 68,923	¥ 55,476	¥ 213,221
Cumulative translation adjustments:
Cumulative translation adjustments	9,134	(19,742)	6,370	(19,837)
Deferred income taxes	109	(46)	(202)	(60)
Total	9,243	(19,788)	6,168	(19,897)
Defined benefit pension plans:
Pension liability adjustment	810	1,210	680	4,017
Deferred income taxes	(335)	(128)	(196)	(627)
Total	475	1,082	484	3,390
Own credit adjustments:
Own credit adjustments	231	(53,954)	5,956	(53,351)
Deferred income taxes	(699)	9,662	(2,131)	7,567
Total	(468)	(44,292)	3,825	(45,784)
Total other comprehensive income (loss)	9,250	(62,998)	10,477	(62,291)
Comprehensive income	14,733	5,925	65,953	150,930
Less: Comprehensive income attributable to noncontrolling interests	2,850	1,016	4,615	3,373
Comprehensive income attributable to NHI shareholders	¥ 11,883	¥ 4,909	¥ 61,338	¥ 147,557

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]	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, 2020			¥ 594,493	¥ 683,232	¥ 1,645,451		¥ (26,274)	¥ (62,571)	¥ 62,740		¥ (243,604)		¥ 77,797
Cumulative adjustment for accounting change related to Own credit adjustments	[1]				(18,200)
Net income attributable to NHI shareholders		¥ 210,158			210,158
Cash dividends					(61,156)	[2]							(723)
Gain (loss) on sales of treasury stock					(562)
Stock-based compensation awards				(1,117)
Changes in an affiliated company's interests in its subsidiary				1,118
Changes in an affiliated company's interests
Net change during the period							(20,207)
Pension liability adjustment		3,390						3,390
Own credit adjustments		(45,784)							(45,784)
Repurchases of common stock											(3)
Sales of common stock											0
Common stock issued to employees											10,292
Net income attributable to noncontrolling interests		(3,063)											3,063
Accumulated other comprehensive income (loss) attributable to noncontrolling interests													310
Purchase / sale of subsidiary shares, net													160
Other net change in noncontrolling interests													(25,949)
Balance at end of period at Sep. 30, 2020		2,786,054	594,493	683,233	1,775,691		(46,481)	(59,181)	16,956	¥ (88,706)	(233,315)	¥ 2,731,396	54,658
Balance at beginning of year at Jun. 30, 2020			594,493	676,040	1,769,225		(26,958)	(60,263)	61,248		(234,282)		51,140
Net income attributable to NHI shareholders		67,642			67,642
Cash dividends					(61,156)	[3]							267
Gain (loss) on sales of treasury stock					(20)
Stock-based compensation awards				7,197
Changes in an affiliated company's interests in its subsidiary				(4)
Net change during the period							(19,523)
Pension liability adjustment		1,082						1,082
Own credit adjustments		(44,292)							(44,292)
Repurchases of common stock											(2)
Sales of common stock											0
Common stock issued to employees											969
Net income attributable to noncontrolling interests		(1,281)											1,281
Accumulated other comprehensive income (loss) attributable to noncontrolling interests													(265)
Purchase / sale of subsidiary shares, net													(370)
Other net change in noncontrolling interests													2,605
Balance at end of period at Sep. 30, 2020		2,786,054	594,493	683,233	1,775,691		(46,481)	(59,181)	16,956	(88,706)	(233,315)	2,731,396	54,658
Balance at beginning of year at Mar. 31, 2021		2,756,451	594,493	696,122	1,533,713		18,316	(43,477)	(12,983)		(91,246)		61,513
Cumulative adjustment for accounting change related to Own credit adjustments	[1]
Net income attributable to NHI shareholders		51,700			51,700
Cash dividends					(24,758)	[2]							(1,914)
Gain (loss) on sales of treasury stock					(2,958)
Stock-based compensation awards				(11,381)
Changes in an affiliated company's interests in its subsidiary
Changes in an affiliated company's interests				(18)
Net change during the period							5,329
Pension liability adjustment		484						484
Own credit adjustments		3,825							3,825
Repurchases of common stock											(6)
Sales of common stock											0
Common stock issued to employees											16,931
Net income attributable to noncontrolling interests		(3,776)											3,776
Accumulated other comprehensive income (loss) attributable to noncontrolling interests													839
Purchase / sale of subsidiary shares, net													277
Other net change in noncontrolling interests													3,055
Balance at end of period at Sep. 30, 2021		2,801,632	594,493	684,723	1,557,697		23,645	(42,993)	(9,158)	(28,506)	(74,321)	2,734,086	67,546
Balance at beginning of year at Jun. 30, 2021			594,493	677,476	1,579,330		14,982	(43,468)	(8,690)		(74,896)		65,093
Net income attributable to NHI shareholders		3,213			3,213
Cash dividends					(24,758)	[3]							(304)
Gain (loss) on sales of treasury stock					(88)
Stock-based compensation awards				7,247
Changes in an affiliated company's interests in its subsidiary
Net change during the period							8,663
Pension liability adjustment		475						475
Own credit adjustments		(468)							(468)
Repurchases of common stock											(3)
Sales of common stock											0
Common stock issued to employees											578
Net income attributable to noncontrolling interests		(2,270)											2,270
Accumulated other comprehensive income (loss) attributable to noncontrolling interests													580
Purchase / sale of subsidiary shares, net													80
Other net change in noncontrolling interests													(173)
Balance at end of period at Sep. 30, 2021		¥ 2,801,632	¥ 594,493	¥ 684,723	¥ 1,557,697		¥ 23,645	¥ (42,993)	¥ (9,158)	¥ (28,506)	¥ (74,321)	¥ 2,734,086	¥ 67,546
[1]	Represents the adjustments to initially apply ASU 2016-13, “Measurement of Credit Losses on Financial Instruments” for the six months ended September 30, 2020.
[2]	Dividends per share Six months ended September 30, 2020 ¥ 20.00 Six months ended September 30, 2021 ¥ 8.00
[3]	Dividends per share Three months ended September 30, 2020 ¥ 20.00 Three months ended September 30, 2021 ¥ 8.00

CONSOLIDATED STATEMENTS OF CH_2

CONSOLIDATED STATEMENTS OF CHANGES IN EQUITY (UNAUDITED) (Parenthetical) - ¥ / shares	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Common Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Dividends per share	¥ 8	¥ 20	¥ 8	¥ 20

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED) - JPY (¥) ¥ in Millions	6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020
Cash flows from operating activities:
Net income	¥ 55,476	¥ 213,221
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Depreciation and amortization	29,574	30,848
Gain on investments in equity securities	(5,550)	(5,413)
Gain on investments in subsidiaries and affiliates	(36,249)	(2,440)
Gain on disposal of office buildings, land, equipment and facilities	(3,957)	(71,818)
Deferred income taxes	11,263	13,429
Changes in operating assets and liabilities:
Time deposits	(61,957)	121,608
Deposits with stock exchanges and other segregated cash	62,040	(21,109)
Trading assets and private equity and debt investments	(591,566)	133,749
Trading liabilities	139,755	347,655
Securities purchased under agreements to resell, net of securities sold under agreements to repurchase	(409,458)	(458,341)
Securities borrowed, net of securities loaned	745,760	160,407
Other secured borrowings	(11,756)	(368,925)
Loans and receivables, net of allowance for credit losses	(124,048)	1,335,730
Payables	47,178	(568,245)
Bonus accrual	(62,677)	(21,810)
Accrued income taxes, net	(52,004)	19,934
Other, net	45,559	(35,469)
Net cash provided by (used in) operating activities	(222,617)	823,011
Cash flows from investing activities:
Payments for purchases of office buildings, land, equipment and facilities	(51,843)	(51,805)
Proceeds from sales of office buildings, land, equipment and facilities	24,679	17,246
Payments for purchases of investments in equity securities	(100)
Proceeds from sales of investments in equity securities	434	4,743
Increase in loans receivable at banks, net	(41,540)	(6,026)
Decrease (increase) in non-trading debt securities, net	(17,578)	46,414
Business acquisition		(11,152)
Decrease (increase) in investments in affiliated companies, net	49,845	(9,651)
Other, net	30,162	5,697
Net cash used in investing activities	(5,941)	(4,534)
Cash flows from financing activities:
Increase in long-term borrowings	2,320,541	1,329,842
Decrease in long-term borrowings	(1,649,198)	(1,006,945)
Decrease in short-term borrowings, net	(230,220)	(257,216)
Increase (decrease) in deposits received at banks, net	152,890	(105,361)
Proceeds from sales of common stock held in treasury	8	4
Payments for repurchases of common stock held in treasury	(6)	(3)
Payments for cash dividends	(45,952)	(15,195)
Contribution from noncontrolling interests		6,257
Net cash provided by (used in) financing activities	548,063	(48,617)
Effect of exchange rate changes on cash, cash equivalents, restricted cash and restricted cash equivalents	6,726	(20,229)
Net increase in cash, cash equivalents, restricted cash and restricted cash equivalents	326,231	749,631
Cash, cash equivalents, restricted cash and restricted cash equivalents at beginning of year	3,510,011	3,192,310
Cash, cash equivalents, restricted cash and restricted cash equivalents at end of period	3,836,242	3,941,941
Cash paid during the period for—
Interest	112,168	111,043
Income tax payments, net	¥ 82,265	¥ 18,855

CONSOLIDATED STATEMENTS OF CA_2

CONSOLIDATED STATEMENTS OF CASH FLOWS (UNAUDITED) (Parenthetical) - JPY (¥) ¥ in Millions	6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020
Cash, Cash Equivalents, Restricted Cash and Restricted Cash Equivalents [Abstract]
Cash and cash equivalents reported in Cash and cash equivalents	¥ 3,836,088	¥ 3,941,802
Restricted cash and restricted cash equivalents reported in Deposits with stock exchanges and other segregated cash	154	139
Total cash, cash equivalent, restricted cash and restricted cash equivalents	3,836,242	3,941,941
Right-of-use asset	¥ 16,317	¥ 45,445

Summary of accounting policies

Summary of accounting policies	6 Months Ended
	Sep. 30, 2021
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, Investment In its Retail segment, Nomura provides investment consultation services mainly to individual clients in Japan. In its Investment 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 Use of estimates— While the COVID-19 pandemic has impacted some of the critical accounting estimates and underlying assumptions used in the consolidated financial statements during the year ended March 31, 2021, no further significant adverse changes in these estimates occurred during the six months ended September 30, 2021 as a result of the COVID-19 pandemic. New accounting pronouncements recently adopted— No new accounting pronouncements relevant to Nomura were adopted during the six months ended September 30, 2021. Future accounting developments— There are no new authoritative accounting pronouncements relevant to Nomura which may have a material impact on these consolidated financial statements to be adopted on or after April 1, 2022.

Fair value measurements

Fair value measurements	6 Months Ended
	Sep. 30, 2021
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 and debt 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. The valuation of financial instruments is more difficult during periods of market stress as a result of greater volatility and reduced price transparency, which has been the case during the COVID-19 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 Valuation Model Validation Group (“VMVG”) 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 and has become more prevalent during the COVID-19 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, 2021 and September 30, 2021 within the fair value hierarchy. Billions of yen March 31, 2021 Level 1 Level 2 Level 3 Counterparty and Cash Collateral Netting (1) Balance as of March 31, 2021 Assets: Trading assets and private equity and debt investments (2) Equities (3) ¥ 2,338 ¥ 968 ¥ 16 ¥ — ¥ 3,322 Private equity and debt investments (4) — — 58 — 58 Japanese government securities 1,637 — — — 1,637 Japanese agency and municipal securities — 76 2 — 78 Foreign government, agency and municipal securities 2,838 1,987 12 — 4,837 Bank and corporate debt securities and loans for trading purposes — 1,259 135 — 1,394 Commercial mortgage-backed securities (“CMBS”) — 0 8 — 8 Residential mortgage-backed securities (“RMBS”) — 2,387 6 — 2,393 Issued/Guaranteed by government sponsored entity — 2,325 — — 2,325 Other — 62 6 — 68 Real estate-backed securities — 0 106 — 106 Collateralized debt obligations (“CDOs”) and other (5) — 36 23 — 59 Investment trust funds and other 573 29 0 — 602 Total trading assets and private equity and debt investments 7,386 6,742 366 — 14,494 Derivative assets (6) Equity contracts 9 1,318 75 — 1,402 Interest rate contracts 29 9,577 26 — 9,632 Credit contracts 4 427 24 — 455 Foreign exchange contracts 0 4,479 37 — 4,516 Commodity contracts 1 0 — — 1 Netting — — — (14,786 ) (14,786 ) Total derivative assets 43 15,801 162 (14,786 ) 1,220 Subtotal ¥ 7,429 ¥ 22,543 ¥ 528 ¥ (14,786 ) ¥ 15,714 Loans and receivables (7) — 878 104 — 982 Collateralized agreements (8) — 349 18 — 367 Other assets Non-trading 123 304 — — 427 Other (2)(3) 353 173 185 — 711 Total ¥ 7,905 ¥ 24,247 ¥ 835 ¥ (14,786 ) ¥ 18,201 Liabilities: Trading liabilities Equities ¥ 2,341 ¥ 20 ¥ 0 ¥ — ¥ 2,361 Japanese government securities 1,039 — — — 1,039 Japanese agency and municipal securities — 1 — — 1 Foreign government, agency and municipal securities 2,912 1,172 1 — 4,085 Bank and corporate debt securities — 230 5 — 235 Residential mortgage-backed securities (“RMBS”) — 0 — — 0 Collateralized debt obligations (“CDOs”) and other (5) — 0 1 — 1 Investment trust funds and other 243 13 0 — 256 Total trading liabilities 6,535 1,436 7 — 7,978 Derivative liabilities (6) Equity contracts 1 2,112 116 — 2,229 Interest rate contracts 21 8,948 69 — 9,038 Credit contracts 3 458 62 — 523 Foreign exchange contracts — 4,380 22 — 4,402 Commodity contracts 0 0 — — 0 Netting — — — (14,697 ) (14,697 ) Total derivative liabilities 25 15,898 269 (14,697 ) 1,495 Subtotal ¥ 6,560 ¥ 17,334 ¥ 276 ¥ (14,697 ) ¥ 9,473 Short-term borrowings (9) ¥ — ¥ 532 ¥ 103 ¥ — ¥ 635 Payables and deposits (10) — 49 1 — 50 Collateralized financing (8) — 352 1 — 353 Long-term borrowings (9)(11)(12) 5 3,546 547 — 4,098 Other liabilities (13) 231 179 35 — 445 Total ¥ 6,796 ¥ 21,992 ¥ 963 ¥ (14,697 ) ¥ 15,054 Billions of yen September 30, 2021 Level 1 Level 2 Level 3 Counterparty and Cash Collateral Netting (1) Balance as of September 30, 2021 Assets: Trading assets and private equity and debt investments (2) Equities (3) ¥ 2,100 ¥ 941 ¥ 12 ¥ — ¥ 3,053 Private equity and debt investments (4) 23 — 47 — 70 Japanese government securities 2,110 — — — 2,110 Japanese agency and municipal securities — 62 2 — 64 Foreign government, agency and municipal securities 4,206 1,819 10 — 6,035 Bank and corporate debt securities and loans for trading purposes — 1,231 132 — 1,363 Commercial mortgage-backed securities (“CMBS”) — 0 8 — 8 Residential mortgage-backed securities (“RMBS”) — 2,032 7 — 2,039 Issued/Guaranteed by government sponsored entity — 1,967 — — 1,967 Other — 65 7 — 72 Real estate-backed securities — 0 123 — 123 Collateralized debt obligations (“CDOs”) and other (5) — 28 23 — 51 Investment trust funds and other 277 21 0 — 298 Total trading assets and private equity and debt investments 8,716 6,134 364 — 15,214 Derivative assets (6) Equity contracts 0 1,047 107 — 1,154 Interest rate contracts 25 8,247 25 — 8,297 Credit contracts 3 398 25 — 426 Foreign exchange contracts 1 3,587 30 — 3,618 Commodity contracts 3 0 — — 3 Netting — — — (12,333 ) (12,333 ) Total derivative assets 32 13,279 187 (12,333 ) 1,165 Subtotal ¥ 8,748 ¥ 19,413 ¥ 551 ¥ (12,333 ) ¥ 16,379 Loans and receivables (7) — 941 123 — 1,064 Collateralized agreements (8) — 301 13 — 314 Other assets Non-trading 122 322 — — 444 Other (2)(3) 184 104 209 — 497 Total ¥ 9,054 ¥ 21,081 ¥ 896 ¥ (12,333 ) ¥ 18,698 Liabilities: Trading liabilities Equities ¥ 1,586 ¥ 16 ¥ 0 ¥ — ¥ 1,602 Japanese government securities 988 — — — 988 Japanese agency and municipal securities — 0 — — 0 Foreign government, agency and municipal securities 4,152 1,185 0 — 5,337 Bank and corporate debt securities — 241 6 — 247 Residential mortgage-backed securities (“RMBS”) — 0 — — 0 Collateralized debt obligations (“CDOs”) and other (5) — 0 0 — 0 Investment trust funds and other 168 25 0 — 193 Total trading liabilities 6,894 1,467 6 — 8,367 Derivative liabilities (6) Equity contracts 1 1,441 98 — 1,540 Interest rate contracts 20 7,611 53 — 7,684 Credit contracts 1 416 62 — 479 Foreign exchange contracts — 3,550 20 — 3,570 Commodity contracts 0 0 — — 0 Netting — — — (11,994 ) (11,994 ) Total derivative liabilities 22 13,018 233 (11,994 ) 1,279 Subtotal ¥ 6,916 ¥ 14,485 ¥ 239 ¥ (11,994 ) ¥ 9,646 Short-term borrowings (9) — 597 86 — 683 Payables and deposits (10) — 54 2 — 56 Collateralized financing (8) — 475 — — 475 Long-term borrowings (9)(11)(12) 11 3,847 511 — 4,369 Other liabilities (13) 70 117 24 — 211 Total ¥ 6,997 ¥ 19,575 ¥ 862 ¥ (11,994 ) ¥ 15,440 (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, 2021 and September 30, 2021, the fair values of these investments which are included in Trading assets and private equity and debt 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) Private equity and debt investments non-traded (5) Includes collateralized loan obligations (“CLOs”) and asset-backed securities (“ABS”) such as those secured on credit card loans, auto loans and student loans. (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) Includes loans for which the fair value option has been elected. (8) Includes collateralized agreements or collateralized financing for which the fair value option has been elected. (9) Includes structured notes for which the fair value option has been elected. (10) Includes embedded derivatives bifurcated from deposits received at banks. If unrealized gains are greater than unrealized losses, deposits are reduced by the excess amount. (11) Includes embedded derivatives bifurcated from issued structured notes. If unrealized gains are greater than unrealized losses, borrowings are reduced by the excess amount. (12) 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. (13) Includes loan commitments for which the fair value option has been elected. 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 and debt 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 Level 3 financial instruments 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, 2021 and September 30, 2021. 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 illustrate qualitatively how an increase in those significant unobservable valuation inputs might result in a higher or lower fair value measurement at the reporting date and the interrelationship between significant unobservable valuation inputs where more than one is used to determine fair value measurement of the financial instruments. The impact of the COVID-19 March 31, 2021 Financial Instrument Fair Valuation technique Significant unobservable Range of valuation inputs (1) Weighted Average (2) Impact of increases in significant inputs (3)(4) Interrelationships inputs (5) Assets: Trading assets and private equity and debt investments Equities ¥ 16 DCF Liquidity discounts 75.0% 75.0% Lower fair value Not applicable Private equity 58 DCF WACC Growth rates Credit spreads Liquidity discounts 6.3 – 11.5% 0.0 – 1.0% 7.6 – 8.8% 5.0 – 30.0% 8.4% 0.5% 8.1% 12.8% Lower fair value Higher fair value Lower fair value Lower fair value No predictable Market multiples EV/EBITDA ratios PE Ratios Liquidity discounts 1.9 – 10.8 x 11.1 x 5.0 – 20.0% 6.5 x 11.1 x 12.2% Higher fair value Higher fair value Lower fair value No predictable Foreign government, agency and municipal securities 12 DCF Credit spreads Recovery rates 0.0 – 1.5% 9.2 – 9.3% 0.4% 9.2% Lower fair value Higher fair value No predictable Bank and corporate debt securities and loans for trading purposes 135 DCF Credit spreads Recovery rates 0.0 – 23.1% 0.0 – 100.0% 7.4% 73.3% Lower fair value Higher fair value No predictable Commercial mortgage backed securities (“CMBS”) 8 DCF Yields Loss severities 4.2 – 10.6% 27.5 – 69.5% 5.0% 50.3% Lower fair value Lower fair value No predictable Residential mortgage backed securities (“RMBS”) 6 DCF Yields Prepayment rates Loss severities 0.0 – 14.3% 6.4 – 15.0% 0.8 – 100.0% 1.4% 7.2% 5.8% Lower fair value Lower fair value Lower fair value No predictable Real estate-backed securities 106 DCF Loss severities 0.0 – 18.6% 2.4% Lower fair value Not applicable Collateralized debt obligations (“CDOs”) and other 23 DCF Yields Prepayment rates Default probabilities Loss severities 5.4 – 35.0% 20.0% 2.0% 77.0 – 100.0% 11.0% 20.0% 2.0% 88.1% 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, 2021 Financial Instrument Fair Valuation technique Significant unobservable Range of valuation inputs (1) Weighted Average (2) Impact of increases in significant unobservable valuation inputs (3)(4) Interrelationships inputs (5) Derivatives, net: Equity contracts ¥ (41 ) Option models Dividend yield Volatilities Correlations 0.0 – 9.8% 4.0 – 102.0% (0.80) – 0.98 — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Interest rate contracts (43 ) DCF/ Option models Interest rates Volatilities Volatilities Correlations 0.1 – 2.3% 9.6 – 13.1% 24.9 94.0 (1.00) – 0.98 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Credit contracts (38 ) DCF/ Option models Credit spreads Recovery rates Volatilities Correlations 0.0 – 20.8% 0.0 – 100.4% 41.9 – 65.0% 0.29 – 0.72 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Foreign exchange contracts 15 Option models Interest rates Volatilities Volatilities Correlations 0.1 – 2.1% 2.6 – 31.5% 16.2 25.5 (0.25) – 0.80 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Loans and receivables 104 DCF Credit spreads Recovery rates 0.0 – 25.6% 26.4 – 100.0% 6.6% 95.8% Lower fair value Higher fair value No predictable interrelationship Collateralized agreements 18 DCF Repo rate 2.8 – 5.8% 4.0% Lower fair value Not applicable Other assets Other (6) 185 DCF WACC Growth rates Liquidity discounts 9.2% 2.0% 10.0% 9.2% 2.0% 10.0% Lower fair value Higher fair value Lower fair value No predictable interrelationship Market multiples EV/EBITDA ratios PE Ratios Price/Book ratios Liquidity discounts 5.0 – 6.2 x 8.2 – 32.0 x 0.3 – 1.6 x 10.0 – 40.0% 5.4 x 13.8 x 0.9 x 30.6% Higher fair value Higher fair value Higher fair value Lower fair value Generally changes in multiples result in a corresponding similar directional change in a fair value measurement, assuming earnings levels remain constant. Liabilities: Trading Liabilities Bank and corporate debt securities 5 DCF Recovery rates 3.4 – 3.5% 3.4% Higher fair value Not applicable Short-term borrowings 103 DCF/ Option models Volatilities Correlations 13.8 – 82.3% (0.69) – 0.96 — — Higher fair value Higher fair value No predictable interrelationship Long-term borrowings 547 DCF/ Option models Volatilities Volatilities Correlations 9.5 – 82.3% 29.6 77.0 (1.00) – 0.98 — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship September 30, 2021 Financial Instrument Fair Valuation technique Significant unobservable input Range of valuation inputs (1) Weighted Average (2) Impact of increases in significant unobservable inputs (3)(4) Interrelationships inputs (5) Assets: Trading assets and private equity and debt investments Equities ¥ 12 DCF Liquidity discounts 75.0% 75.0% Lower fair value Not applicable Private equity and debt investments 47 DCF WACC Growth rates Credit spreads Liquidity discounts 6.7 – 11.4% 0.0 – 0.3% 8.0 – 8.6% 5.0 – 30.0% 9.5% 0.1% 8.2% 16.2% Lower fair value Higher fair value Lower fair value Lower fair value No predictable interrelationship Market multiples EV/EBITDA ratios PE Ratios Liquidity discounts 0.4 – 11.0 x 11.6 x 5.0 – 20.0% 5.4 x 11.6 x 12.9% Higher fair value Higher fair value Lower fair value No predictable interrelationship Foreign government, agency and municipal securities 10 DCF Credit spreads Recovery rates 0.0 – 1.6% 9.7 – 27.0% 0.6% 12.3% Lower fair value Higher fair value No predictable interrelationship Bank and corporate debt securities and loans for trading purposes 132 DCF Credit spreads Recovery rates 0.4 – 183.0% 0.0 – 100.0% 6.7% 78.3% Lower fair value Higher fair value No predictable interrelationship Commercial mortgage backed securities (“CMBS”) 8 DCF Yields Loss severities 4.1 – 10.1% 28.3 – 73.0% 4.8% 41.4% Lower fair value Lower fair value No predictable interrelationship Residential mortgage backed securities (“RMBS”) 7 DCF Yields Prepayment rates Loss severities 0.0 – 23.3% 6.7 – 15.0% 0.0 – 99.9% 1.0% 7.0% 8.4% Lower fair value Lower fair value Lower fair value No predictable interrelationship Real estate-backed securities 123 DCF Loss severities 0.0 – 28.6% 1.0% Lower fair value Not applicable Collateralized debt obligations (“CDOs”) and other 23 DCF Yields Prepayment rates Default probabilities Loss severities 5.4 – 37.4% 20.0% 2.0% 40.0 – 100.0% 11.9% 20.0% 2.0% 87.9% 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, 2021 Financial Instrument Fair Valuation technique Significant unobservable input Range of valuation inputs (1) Weighted Average (2) Impact of increases in inputs (3)(4) Interrelationships between valuation inputs (5) Derivatives, net: Equity contracts ¥ 9 Option models Dividend yield Volatilities Correlations 0.0 – 15.6% 4.9 – 82.8% (0.80) – 0.98 — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Interest rate contracts (28 ) DCF/ Option models Interest rates Volatilities Volatilities Correlations 0.2 – 2.2% 8.7 – 13.4% 25.2 75.1 (1.00) – 0.97 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Credit contracts (37 ) DCF/ Option models Credit spreads Recovery rates Volatilities Correlations 0.0 – 49.0% 0.0 – 106.3% 39.7 – 50.0% 0.29 – 0.90 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Foreign exchange contracts 10 Option models Interest rates Volatilities Volatilities Correlations 0.2 – 2.1% 2.4 – 25.0% 11.7 21.3 (1.00) – 0.74 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Loans and receivables 123 DCF Credit spreads Recovery rates 0.0 – 22.7% 54.0 – 100.0% 7.7% 97.7% Lower fair value Higher fair value No predictable interrelationship Collateralized agreements 13 DCF Repo rate 2.8 – 3.8% 3.2% Lower fair value Not applicable Other assets Other (6) 209 DCF WACC Growth rates Liquidity discounts 8.8% 2.0% 10.0% 8.8% 2.0% 10.0% Lower fair value Higher fair value Lower fair value No predictable interrelationship Market multiples EV/EBITDA ratios PE Ratios Price/Book ratios Liquidity discounts 4.4 – 6.2 x 8.1 – 30.8 x 0.2 – 1.5 x 25.0 – 40.0% 5.1 x 13.1 x 0.9 x 30.6% Higher fair value Higher fair value Higher fair value Lower fair value Generally changes in Liabilities: Trading Liabilities Bank and corporate debt securities 6 DCF Recovery rates 4.3 – 97.0% 55.9% Higher fair value Not applicable Short-term borrowings 86 DCF/ Option models Volatilities Correlations 13.4 – 68.1% (0.74) – 0.94 — — Higher fair value Higher fair value No predictable interrelationship Payables and deposits 2 DCF/ Option models Volatilities Volatilities Correlations 8.7 – 10.6% 29.7 58.7 (1.00) — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Long-term borrowings 511 DCF/ Option models Volatilities Volatilities Correlations 8.7 – 68.1% 29.7 58.7 (1.00) – 0.97 — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Other liabilities 24 DCF Recovery rates 88.8% 88.8% Higher fair value Not applicable (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

Derivative instruments and hedg

Derivative instruments and hedging activities	6 Months Ended
	Sep. 30, 2021
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 exchange contracts 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 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 counterparty risks. 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 exchange 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 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 hedging relationship. Changes in fair value of the hedging derivatives are reported together with those of the hedged liabilities and assets through the consolidated statements of income within Interest expense Revenue—Other Derivative financial instruments designated as hedges of the net investment in foreign operations relate to specific subsidiaries with non-Japanese Revenue—Other Accumulated other comprehensive income (loss) 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 as of March 31, 2021 and September 30, 2021. 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, 2021 Gross fair value of Impact of Impact of Net exposure to Financial institutions ¥ 13,474 ¥ (11,473 ) ¥ (1,500 ) ¥ 501 Billions of yen September 30, 2021 Gross fair value of derivative assets Impact of master netting agreements Impact of collateral Net exposure to credit risk Financial institutions ¥ 11,375 ¥ (9,566 ) ¥ (1,466 ) ¥ 343 Derivative activities The following tables quantify the volume of Nomura’s derivative activity as of March 31, 2021 and September 30, 2021 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, 2021 Derivative assets Derivative liabilities Total Notional (1) Fair value Fair value (1) Derivatives used for trading and non-trading (2)(3) Equity contracts ¥ 40,396 ¥ 1,402 ¥ 2,229 Interest rate contracts 2,524,407 9,617 9,023 Credit contracts 38,850 455 523 Foreign exchange contracts 351,662 4,511 4,402 Commodity contracts 334 1 0 Total ¥ 2,955,649 ¥ 15,986 ¥ 16,177 Derivatives designated as hedging instruments: Interest rate contracts ¥ 1,168 ¥ 15 ¥ 14 Foreign exchange contracts 130 5 — Total ¥ 1,298 ¥ 20 ¥ 14 Total derivatives ¥ 2,956,947 ¥ 16,006 ¥ 16,191 Billions of yen September 30, 2021 Derivative assets Derivative liabilities Total Notional (1) Fair value Fair value (1) Derivatives used for trading and non-trading (2)(3) Equity contracts ¥ 36,347 ¥ 1,154 ¥ 1,540 Interest rate contracts 2,660,846 8,291 7,669 Credit contracts 40,917 426 479 Foreign exchange contracts 359,352 3,616 3,570 Commodity contracts 338 3 0 Total ¥ 3,097,800 ¥ 13,490 ¥ 13,258 Derivatives designated as hedging instruments: Interest rate contracts ¥ 1,779 ¥ 6 ¥ 6 Foreign exchange contracts 136 2 — Total ¥ 1,915 ¥ 8 ¥ 6 Total derivatives ¥ 3,099,715 ¥ 13,498 ¥ 13,264 (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, certain 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, 2021 and September 30, 2021, the amounts reported include derivatives used for non-trading 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 mitigate Nomura’s credit exposure to counterparties. A master netting agreement is a single agreement with a counterparty that permits multiple transactions governed by that agreement to be terminated or accelerated and settled through a single payment in a single currency in the event of a default of the counterparty (“close-out For certain OTC centrally-cleared and exchange-traded derivatives, the clearing or membership agreements entered into by Nomura provide similar rights to Nomura in the event of default of the relevant central clearing party or exchange. Nomura generally seeks to obtain an external legal opinion in order to ascertain the enforceability of such close-out For certain counterparties and /or in certain jurisdictions, Nomura may enter into derivative transactions which are not documented under a master netting agreement. Even when derivatives are documented under such agreements, Nomura may not have obtained, 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 and the related cash collateral receivables and payables documented under an enforceable master netting agreement are presented on a net basis on the consolidated balance sheets where the specific criteria defined by ASC 210-20 “Balance Sheet—Offsetting” (“ASC210-20”) The following table presents information about offsetting of derivatives and related collateral amounts on the consolidated balance sheets as of March 31, 2021 and September 30, 2021 by type of derivative contract, and additional amounts permitted to be offset legally by Nomura under enforceable master netting agreements, central clearing counterparties or exchange rules in the event of counterparty default but not offset on the consolidated balance sheets due to one or more of the criteria defined by ASC 210-20 close-out Billions of yen Billions of yen March 31, 2021 September 30, 2021 Derivative assets Derivative liabilities (1) Derivative assets Derivative liabilities (1) Equity contracts OTC settled bilaterally ¥ 904 ¥ 1,439 ¥ 720 ¥ 904 Exchange-traded 498 790 434 636 Interest rate contracts OTC settled bilaterally 8,456 7,871 7,446 6,810 OTC centrally-cleared 1,147 1,146 826 844 Exchange-traded 29 20 25 21 Credit contracts OTC settled bilaterally 169 251 157 224 OTC centrally-cleared 282 269 267 254 Exchange-traded 4 3 2 1 Foreign exchange contracts OTC settled bilaterally 4,516 4,402 3,618 3,570 Commodity contracts OTC settled bilaterally 0 0 0 0 Exchange-traded 1 0 3 0 Total gross derivative balances (2) ¥ 16,006 ¥ 16,191 ¥ 13,498 ¥ 13,264 Less: Amounts offset in the consolidated balance sheets (3) (14,786 ) (14,697 ) (12,333 ) (11,994 ) Total net amounts reported on the face of the consolidated balance sheets (4) ¥ 1,220 ¥ 1,494 ¥ 1,165 ¥ 1,270 Less: Additional amounts not offset in the consolidated balance sheets (5) Financial instruments and non-cash (240 ) (310 ) (334 ) (232 ) Net amount ¥ 980 ¥ 1,184 ¥ 831 ¥ 1,038 (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, 2021, 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 ¥392 billion and ¥589 billion, respectively. As of September 30, 2021, the gross balance of such derivative assets and derivative liabilities was ¥364 billion and ¥565 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, 2021, Nomura offset a total of ¥1,594 billion of cash collateral receivables against net derivative liabilities and ¥1,683 billion of cash collateral payables against net derivative assets. As of September 30, 2021, Nomura offset a total of ¥1,158 billion of cash collateral receivables against net derivative liabilities and ¥1,497 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 and debt 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 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 for the six months ended September 30, 2020 and 2021 related to derivatives used for trading and non-trading Billions of yen Six months ended September 30 2020 2021 Derivatives used for trading and non-trading (1)(2) Equity contracts ¥ 90 ¥ (185 ) Interest rate contracts 176 16 Credit contracts (85 ) 2 Foreign exchange contracts (52 ) 26 Commodity contracts (10 ) 33 Total ¥ 119 ¥ (108) Billions of yen Three months ended September 30 2020 2021 Derivatives used for trading and non-trading (1)(2) Equity contracts ¥ (47 ) ¥ (117 ) Interest rate contracts 40 7 Credit contracts (78 ) (8 ) Foreign exchange contracts 7 (43 ) Commodity contracts (5 ) 10 Total ¥ (83 ) ¥ (151) (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 debts 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. In conjunction with LIBOR transition, Nomura has terminated certain hedging instruments that reference LIBOR and entered into new hedging transactions. The arrangements were accounted for as discontinuation of hedge accounting and re-designation of new hedging relationships. The following table presents the carrying value of the hedged items that are currently designated in a hedging relationship and the related cumulative amount of fair value hedging adjustment included in the carrying amount of the hedged items as of March 31, 2021 and September 30, 2021. Billions of yen Line items in the statement of financial position in which the hedged item is included: Carrying amount of the hedged assets/liabilities Cumulative gains/(losses) of fair value hedging adjustment included in the carrying amount of the hedged assets/liabilities March 31, 2021 September 30, 2021 March 31, 2021 September 30, 2021 Long-term borrowings ¥ 1,164 ¥ 1,773 ¥ 2 ¥ 5 Total ¥ 1,164 ¥ 1,773 ¥ 2 ¥ 5 Hedging derivatives designated as fair value hedges are carried at fair value attributable to the hedged risk, which is recognized in the consolidated statements of income within Interest expense Revenue-Other The cumulative amount of fair value hedging adjustments remaining for the liabilities which hedge accounting has been discontinued is ¥87 million as of March 31, 2021 and ¥482 million as of September 30, 2021. The following table presents amounts included in the consolidated statements of income for the six and three months ended September 30, 2020 and 2021 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 2020 2021 Derivatives designated as hedging instruments: Interest rate contracts ¥ (1 ) ¥ (3 ) Total ¥ (1 ) ¥ (3 ) Hedged items: Long-term borrowings ¥ 1 ¥ 3 Total ¥ 1 ¥ 3 Billions of yen Three months ended September 30 2020 2021 Derivatives designated as hedging instruments: Interest rate contracts ¥ 1 ¥ 5 Total ¥ 1 ¥ 5 Hedged items: Long-term borrowings ¥ (1 ) ¥ (5 ) Total ¥ (1 ) ¥ (5 ) Net investment hedges Nomura designates certain foreign currency derivative contracts, as hedges of net investments in certain foreign operations with significant foreign exchange risks and applies hedge accounting to these instruments. Accordingly, 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 tables presents gains (losses) from derivatives designated as net investment hedges included in the consolidated statements of comprehensive income for the six and three months ended September 30, 2020 and 2021. Billions of yen Six months ended September 30 2020 2021 Hedging instruments: Foreign exchange contracts ¥ (7 ) ¥ 2 Total ¥ (7 ) ¥ 2 Billions of yen Three months ended September 30 2020 2021 Hedging instruments: Foreign exchange contracts ¥ (5 ) ¥ 4 Total ¥ (5 ) ¥ 4 The portion of gains (losses) representing 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, 2021 was ¥727 billion with related collateral pledged of ¥583 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, 2021 was ¥430 billion with related collateral pledged of ¥298 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 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/ or seller of protection for credit risk mitigation, proprietary trading positions and for client transactions. The most common 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 purchase of separate credit derivative protection with identical or correlated underlyings. Extent of these purchased credit protection contracts is quantified in the following tables under 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 exposures. 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 credit protection. Credit derivatives have a stated notional amount which represents the maximum payment Nomura may be required to make under the written credit derivative contract. However, this is generally not a true representation of the amount Nomura will actually pay under these contracts as there are other factors that affect the likelihood and amount of any payment obligations under the contracts, including: Probability of default 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, 2021 and September 30, 2021. Billions of yen March 31, 2021 Maximum potential payout/Notional Notional Years to maturity Purchased credit protection Carrying value (Asset) / Liability (1) Total Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Single-name credit default swaps ¥ (80 ) ¥ 7,035 ¥ 1,318 ¥ 2,297 ¥ 2,642 ¥ 778 ¥ 5,452 Credit default indices (246 ) 10,235 1,271 4,065 3,989 910 7,737 Other credit risk related portfolio products 10 396 73 180 131 12 280 Credit-risk related options and swaptions 0 39 — — 39 — 33 Total ¥ (316 ) ¥ 17,705 ¥ 2,662 ¥ 6,542 ¥ 6,801 ¥ 1,700 ¥ 13,502 Billions of yen September 30, 2021 Maximum potential payout/Notional Notional Years to maturity Purchased credit protection Carrying value (Asset) / Liability (1) Total Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Single-name credit default swaps ¥ (93 ) ¥ 7,037 ¥ 1,147 ¥ 2,645 ¥ 2,393 ¥ 852 ¥ 5,400 Credit default indices (231 ) 10,826 1,621 4,809 3,429 967 8,356 Other credit risk related portfolio products 5 473 51 162 244 16 358 Credit-risk related options and swaptions 0 7 — — 7 — 7 Total ¥ (319 ) ¥ 18,343 ¥ 2,819 ¥ 7,616 ¥ 6,073 ¥ 1,835 ¥ 14,121 (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. Billions of yen March 31, 2021 Maximum potential payout/Notional AAA AA A BBB BB Other (1) Total Single-name credit default swaps ¥ 198 ¥ 1,218 ¥ 1,887 ¥ 2,098 ¥ 753 ¥ 881 ¥ 7,035 Credit default indices 114 128 1,880 6,294 1,415 404 10,235 Other credit risk related portfolio products — — 4 237 58 97 396 Credit-risk related options and swaptions — — — 32 7 — 39 Total ¥ 312 ¥ 1,346 ¥ 3,771 ¥ 8,661 ¥ 2,233 ¥ 1,382 ¥ 17,705 Billions of yen September 30, 2021 Maximum potential payout/Notional AAA AA A BBB BB Other (1) Total Single-name credit default swaps ¥ 200 ¥ 1,226 ¥ 1,920 ¥ 2,153 ¥ 738 ¥ 800 ¥ 7,037 Credit default indices 96 193 2,982 5,719 1,431 405 10,826 Other credit risk related portfolio products — — 3 309 58 103 473 Credit-risk related options and swaptions — — — — 7 — 7 Total ¥ 296 ¥ 1,419 ¥ 4,905 ¥ 8,181 ¥ 2,234 ¥ 1,308 ¥ 18,343 (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 counterparty and contemporaneously enters into a separate agreement with the same counterparty 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 These transactions are accounted for as sales of the securities with the derivative accounted for separately if the criteria for derecognition of the securities under ASC 860 are met. Where the derecognition criteria are not met, the transfer and separate derivative are accounted for as a single collateralized financing transaction which is reported within Long-term borrowings For the year ended March 31, 2021, certain transactions which involve sales of securities and total return swaps were accounted for as sales. As of the date of transfer, the carrying amount of the securities and the amount of gross cash proceeds from the sales were ¥69,405 million and ¥69,535 million, respectively. As of March 31, 2021, the fair value of the securities derecognized by Nomura and the gross liability balances of the derivatives arising from the transactions were ¥67,773 million and ¥1,539 million respectively. For the six months ended September 30, 2021, certain transactions which involve primarily sales of securities and total return swaps were accounted for as sales. As of the date of transfer, the carrying amount of the securities and the amount of gross cash proceeds from the sales were ¥69,737 million and ¥69,868 million, respectively. As of September 30, 2021, the fair value of the securities derecognized by Nomura and the gross liability balances of the derivatives arising from the transactions were ¥68,423 million and ¥1,214 million, respectively.

Revenue from services provided

Revenue from services provided to customers	6 Months Ended
	Sep. 30, 2021
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, 2020 and September 30, 2021. Millions of yen Six months ended September 30 2020 2021 Commissions ¥ 177,765 ¥ 174,522 Fees from investment banking 37,859 69,604 Asset management and portfolio service fees 111,073 131,237 Other revenue 22,493 17,641 Total ¥ 349,190 ¥ 393,004 Millions of yen Three months ended September 30 2020 2021 Commissions ¥ 92,253 ¥ 91,636 Fees from investment banking 27,031 33,901 Asset management and portfolio service fees 57,417 67,193 Other revenue 10,689 9,278 Total ¥ 187,390 ¥ 202,008 Commissions represent revenue principally from trade execution, clearing services and distribution of fund units provided by both the Retail and Wholesale Divisions approximately equally across the divisions. The following table shows the breakdown of Commissions Millions of yen Six months ended September 30 2020 2021 Stock Brokerage Commissions ¥ 123,938 ¥ 125,958 Commissions for distributing of investment trusts 33,352 25,573 Other 20,475 22,991 Total ¥ 177,765 ¥ 174,522 Millions of yen Three months ended September 30 2020 2021 Stock Brokerage Commissions ¥ 60,989 ¥ 67,725 Commissions for distributing of investment trusts 19,275 11,166 Other 11,989 12,745 Total ¥ 92,253 ¥ 91,636 Fees from investment banking represent revenues from financial advisory, underwriting and distribution primarily from Wholesale followed by Retail. The following table shows the breakdown of Fees from investment banking Millions of yen Six months ended September 30 2020 2021 Equity underwriting and distribution ¥ 12,089 ¥ 20,231 Bond underwriting and distribution 9,007 13,445 Financial advisory fees 11,435 26,776 Other 5,328 9,152 Total ¥ 37,859 ¥ 69,604 Millions of yen Three months ended September 30 2020 2021 Equity underwriting and distribution ¥ 10,539 ¥ 10,276 Bond underwriting and distribution 5,677 6,123 Financial advisory fees 6,724 13,661 Other 4,091 3,841 Total ¥ 27,031 ¥ 33,901 Asset management and portfolio service fees represent revenues from asset management services primarily from the Investment Management Division followed by Retail. The following table shows the breakdown of Asset management and portfolio service fees Millions of yen Six months ended September 30 2020 2021 Asset management fees ¥ 72,836 ¥ 82,579 Administration fees 30,208 39,266 Custodial fees 8,029 9,392 Total ¥ 111,073 ¥ 131,237 Millions of yen Three months ended September 30 2020 2021 Asset management fees ¥ 37,598 ¥ 41,994 Administration fees 15,684 20,361 Custodial fees 4,135 4,838 Total ¥ 57,417 ¥ 67,193 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 judgments Trade execution, clearing services and distribution of fund units •  Buying and selling of securities on behalf of customers •  Distribution of fund units •  Clearing of securities and derivatives on behalf of customers •  Trade execution and clearing commissions recognized at a point in time, namely trade date. •  Distribution fees are recognized at a point in time when the fund units have been sold to third party investors. •  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. Financial advisory services •  Provision of financial advice to customers in connection with a specific forecasted transaction or transactions such as mergers and acquisitions •  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. 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 customer •  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. Type of service provided to customers Overview of key services provided Key revenue recognition policies, assumptions and significant judgments Asset management services •  Management of funds, investment trusts and other investment vehicles •  Provision of investment advisory services •  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. •  Custodial and administrative fees recognized on a straightline basis over time based on time elapsed. 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 typically 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 Customer contract balances When Nomura or the customer performs in accordance with the terms of a customer contract, a contract asset, customer contract receivable or contract liability is recognized in Nomura’s consolidated balance sheet. A 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 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 and contract liabilities in scope of ASC 606. The amount of contract assets as of March 31, 2021 and September 30, 2021 was immaterial. Millions of yen March 31, 2021 September 30, 2021 Customer contract receivables ¥ 85,205 ¥ 83,424 Contract liabilities (1) 3,497 3,391 (1) Contract liabilities primarily rise from investment advisory services and recognized in connection with the term of the contract based on time elapsed. The balance of contract liabilities as of March 31, 2020 and 2021 were recognized as revenue for the six months ended September 30, 2020 and 2021, respectively. Nomura recognized ¥538 million and ¥458 million of revenue from performance obligations satisfied in previous periods for the six months ended September 30, 2020 and the three months ended September 30, 2020, respectively. Nomura recognized ¥5,930 million and ¥1,817 million of revenue from performance obligations satisfied in previous periods for the six months ended September 30, 2021 and the three months ended September 30, 2021, respectively. Transaction price allocated to the remaining performance obligations Nomura retains significant transactions for which individual estimated contract period exceeds 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 March 31, 2021 and September 30, 2021. These amounts are not included in the above. 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, 2021
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 as of March 31, 2020 and September 30, 2021, 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, 2021 Assets Liabilities Reverse repurchase agreements Securities borrowing transactions Repurchase agreements Securities lending transactions Total gross balance (1) ¥ 31,568 ¥ 5,241 ¥ 34,154 ¥ 1,781 Less: Amounts offset in the consolidated balance sheets (2) (20,793 ) — (20,794 ) — Total net amounts of reported on the face of the consolidated balance sheets (3) ¥ 10,775 ¥ 5,241 ¥ 13,360 ¥ 1,781 Less: Additional amounts not offset in the consolidated balance sheets (4) Financial instruments and non-cash (9,390 ) (3,211 ) (9,448 ) (1,488 ) Cash collateral (1 ) — (1 ) — Net amount ¥ 1,384 ¥ 2,030 ¥ 3,911 ¥ 293 Billions of yen September 30, 2021 Assets Liabilities Reverse repurchase agreements Securities borrowing transactions Repurchase agreements Securities lending transactions Total gross balance (1) ¥ 31,691 ¥ 4,652 ¥ 33,881 ¥ 1,687 Less: Amounts offset in the consolidated balance sheets (2) (20,418 ) — (20,418 ) — Total net amounts of reported on the face of the consolidated balance sheets (3) ¥ 11,273 ¥ 4,652 ¥ 13,463 ¥ 1,687 Less: Additional amounts not offset in the consolidated balance sheets (4) Financial instruments and non-cash (9,592 ) (3,148 ) (9,405 ) (1,426 ) Cash collateral (5 ) — (2 ) — Net amount ¥ 1,676 ¥ 1,504 ¥ 4,056 ¥ 261 (1) Includes all recognized balances irrespective of whether they are transacted under a master netting agreement or whether Nomura has obtained sufficient evidence of enforceability of the master netting agreement. Amounts include transactions carried at fair value through election of the fair value option. As of March 31, 2021, the gross balance of reverse repurchase agreements and repurchase agreements which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥480 billion and ¥2,653 billion, respectively. As of March 31, 2021, the gross balance of securities borrowing transactions and securities lending transactions which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥1,947 billion and ¥213 billion, respectively. As of September 30, 202 1 (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, 2021 and September 30, 2021. Amounts reported are shown prior to counterparty netting in accordance with ASC 210-20. Billions of yen March 31, 2021 Overnight and open (1) Up to 30 days 30 – 90 days 90 days – 1 year Greater than 1 year Total Repurchase agreements ¥ 13,837 ¥ 16,452 ¥ 1,991 ¥ 1,590 ¥ 284 ¥ 34,154 Securities lending transactions 872 351 291 266 1 1,781 Total gross recognized liabilities (2) ¥ 14,709 ¥ 16,803 ¥ 2,282 ¥ 1,856 ¥ 285 ¥ 35,935 Billions of yen September 30, 2021 Overnight and open (1) Up to 30 days 30 – 90 days 90 days – 1 year Greater than 1 year Total Repurchase agreements ¥ 13,432 ¥ 16,648 ¥ 1,966 ¥ 1,448 ¥ 387 ¥ 33,881 Securities lending transactions 971 259 159 280 18 1,687 Total gross recognized liabilities (2) ¥ 14,403 ¥ 16,907 ¥ 2,125 ¥ 1,728 ¥ 405 ¥ 35,568 (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, 2021 and September 30, 2021. Amounts reported are shown prior to counterparty netting in accordance with ASC 210-20. Billions of yen March 31, 2021 Repurchase agreements Securities lending transactions Total Equities and convertible securities ¥ 724 ¥ 1,600 ¥ 2,324 Japanese government, agency and municipal securities 1,168 0 1,168 Foreign government, agency and municipal securities 27,531 8 27,539 Bank and corporate debt securities 1,926 117 2,043 Commercial mortgage-backed securities (“CMBS”) 6 — 6 Residential mortgage-backed securities (“RMBS”) (1) 2,532 — 2,532 Collateralized debt obligations (“CDOs”) and other 223 — 223 Investment trust funds and other 44 56 100 Total gross recognized liabilities (2) ¥ 34,154 ¥ 1,781 ¥ 35,935 Billions of yen September 30, 2021 Repurchase agreements Securities lending transactions Total Equities and convertible securities ¥ 429 ¥ 1,466 ¥ 1,895 Japanese government, agency and municipal securities 895 0 895 Foreign government, agency and municipal securities 28,204 27 28,231 Bank and corporate debt securities 2,092 125 2,217 Commercial mortgage-backed securities (“CMBS”) 2 — 2 Residential mortgage-backed securities (“RMBS”) (1) 2,069 — 2,069 Collateralized debt obligations (“CDOs”) and other 148 — 148 Investment trust funds and other 42 69 111 Total gross recognized liabilities (2) ¥ 33,881 ¥ 1,687 ¥ 35,568 (1) Includes ¥2,170 billion as of March 31, 2021 and ¥1,717 billion as of September 30, 2021 of U.S. government sponsored agency mortgage pass-through securities and collateralized mortgage obligations . (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, 2021 and September 30, 2021. Billions of yen March 31, 2021 September 30, 2021 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 ¥ 50,466 ¥ 54,613 The portion of the above that has been sold (reported within Trading liabilities 38,342 36,493 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 Non-trading 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, 2021 and September 30, 2021. Millions of yen March 31, 2021 September 30, 2021 Trading assets: Equities and convertible securities ¥ 239,393 ¥ 396,002 Government and government agency securities 1,064,164 1,044,019 Bank and corporate debt securities 32,262 45,649 Residential mortgage-backed securities (“RMBS”) 1,790,395 1,386,562 Collateralized debt obligations (“CDOs”) and other (1) 32,081 10,394 Investment trust funds and other 43,805 34,991 ¥ 3,202,100 ¥ 2,917,617 Non-trading ¥ 115,659 ¥ 130,423 Investments in and advances to affiliated companies ¥ 4,136 ¥ 1,274 (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, 2021 September 30, 2021 Loans and receivables ¥ 114,051 ¥ 202,436 Trading assets and private equity and debt 1,344,361 1,428,598 Office buildings, land, equipment and facilities 5,076 4,962 Non-trading 1,047 204 Other 5,823 450 ¥ 1,470,358 ¥ 1,636,650 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.

Securitizations and Variable In

Securitizations and Variable Interest Entities	6 Months Ended
	Sep. 30, 2021
Securitizations and Variable Interest Entities [Abstract]
Securitizations and Variable Interest Entities	6. 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, 2020, Nomura received cash proceeds from SPEs in new securitizations of ¥184 billion and ¥61 billion, respectively, and the associated gain on sale was ¥11 billion and ¥8 billion, respectively. For the six and three months ended September 30, 2021, Nomura received cash proceeds from SPEs in new securitizations of ¥196 billion and Nomura did not provide financial support to SPEs beyond its contractual obligations as of March 31, 2021 and September 30, 2021. 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, 2021 Level 1 Level 2 Level 3 Total Investment grade Other Government, agency and municipal securities ¥ — ¥ 154 ¥ — ¥ 154 ¥ 154 ¥ — Bank and corporate debt securities — — — — — — CMBS and RMBS — — 6 6 0 6 Total ¥ — ¥ 154 ¥ 6 ¥ 160 ¥ 154 ¥ 6 Billions of yen September 30, 2021 Level 1 Level 2 Level 3 Total Investment grade Other Government, agency and municipal securities ¥ — ¥ 118 ¥ — ¥ 118 ¥ 118 ¥ — Bank and corporate debt securities — — — — — — CMBS and RMBS — — 8 8 2 6 Total ¥ — ¥ 118 ¥ 8 ¥ 126 ¥ 120 ¥ 6 As of September 30, 2021, predominantly all of the retained interests held by Nomura were valued using observable prices. The initial fair value of these retained interests are mostly level 2 in the fair value hierarchy . The following table presents the type and carrying value of financial assets included within Trading assets Loans receivable Long-term borrowings. non-recourse Billions of yen March 31, 2021 September 30, 2021 Assets Trading assets Foreign government, agency and municipal securities ¥ — ¥ 7 Loans for trading purposes 106 9 Loans receivable — 157 Total ¥ 106 ¥ 173 Liabilities Long-term borrowings ¥ 106 ¥ 173 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, 2021 September 30, 2021 Consolidated VIE assets Cash and cash equivalents ¥ 13 ¥ 9 Trading assets Equities 524 584 Debt securities 414 462 CMBS and RMBS 20 20 Investment trust funds and other 4 — Derivatives 1 1 Private equity and debt investments 21 21 Office buildings, land, equipment and facilities 51 56 Other 26 163 Total ¥ 1,074 ¥ 1,316 Consolidated VIE liabilities Trading liabilities Derivatives ¥ 2 ¥ 2 Borrowings Short-term borrowings 74 122 Long-term borrowings 763 808 Other 2 2 Total ¥ 841 ¥ 934 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 and the amount of commitments and financial guarantees. Billions of yen March 31, 2021 Carrying amount of variable interests Maximum exposure to loss to unconsolidated VIEs Assets Liabilities Trading assets and liabilities Equities ¥ 30 ¥ — ¥ 30 Debt securities 60 — 60 CMBS and RMBS 2,362 — 2,362 Investment trust funds and other 195 — 195 Private equity and debt investments 3 — 3 Loans 556 — 556 Other 19 — 19 Commitments to extend credit and other guarantees — — 110 Total ¥ 3,225 ¥ — ¥ 3,335 Billions of yen September 30, 2021 Carrying amount of variable interests Maximum exposure to loss to unconsolidated VIEs Assets Liabilities Trading assets and liabilities Equities ¥ 37 ¥ — ¥ 37 Debt securities 50 — 50 CMBS and RMBS 2,015 — 2,015 Investment trust funds and other 149 — 149 Private equity and debt investments 15 — 15 Loans 721 — 721 Other 18 — 18 Commitments to extend credit and other guarantees — — 111 Total ¥ 3,005 ¥ — ¥ 3,116

Financing receivables

Financing receivables	6 Months Ended
	Sep. 30, 2021
Financing Receivables [Abstract]
Financing receivables	7. Financing receivables: In the normal course of business, Nomura extends financing to clients primarily in the form of loan receivables, loan commitments 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 at fair value or on amortized cost basis and provide a contractual right to receive money either on demand or on future fixed or determinable dates. The carrying value of financing receivables measured on an amortized cost basis as of September 30, 2021 is adjusted for an allowance for current expected credit losses (“CECL”) defined by ASC 326 “ Financial Instruments—Credit Losses Allowance for credit losses. Collateralized agreements Collateralized agreements consist of reverse repurchase agreements reported as Securities purchased under agreements to resell Securities borrowed non-cash 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 traditional unsecured loans mainly extended by Nomura Trust & Banking Co., Ltd. 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. For unsecured commercial loans, Nomura is exposed to risk of default of the counterparty, although these counterparties usually have high or good 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 margin loans provided to clients in connection with securities brokerage business in retail and wealth management services. 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 except loan at banks. Corporate loans include loans secured by real estate or securities, unsecured commercial loans provided to investment banking clients for relationship purposes. The risk to Nomura of making these loans is similar to those risks arising from commercial loans reported in loans at banks. 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, 2021 Carried at amortized cost Carried at fair value (1) Total Loans receivable Loans at banks ¥ 605,200 ¥ — ¥ 605,200 Short-term secured margin loans 436,221 — 436,221 Inter-bank money market loans 1,289 — 1,289 Corporate loans 1,082,239 818,523 1,900,762 Total loans receivable ¥ 2,124,949 ¥ 818,523 ¥ 2,943,472 Advances to affiliated companies 1,000 — 1,000 Total ¥ 2,125,949 ¥ 818,523 ¥ 2,944,472 Millions of yen September 30, 2021 Carried at amortized cost Carried at fair value (1) Total Loans receivable Loans at banks ¥ 646,698 ¥ — ¥ 646,698 Short-term secured margin loans 440,239 — 440,239 Inter-bank money market loans 1,476 — 1,476 Corporate loans 1,137,996 916,938 2,054,934 Total loans receivable ¥ 2,226,409 ¥ 916,938 ¥ 3,143,347 Advances to affiliated companies 1,000 — 1,000 Total ¥ 2,227,409 ¥ 916,938 ¥ 3,144,347 (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 months ended September 30, 2020. There were no significant reclassifications of loans receivable to trading assets during the same period. There were no significant purchases nor sales of loans receivable during the six months ended September 30, 2021. There were no significant reclassifications of loans receivable to trading assets during the same period. Allowance for current expected credit losses Management has established an allowance for current expected credit losses using the CECL impairment model against the following types of financial instruments, including financing receivables, which are not measured at fair value on a recurring basis, to reflect the net amount Nomura expects to collect: • Loans and written unfunded loan commitments; • Deposits; • Collateralized agreements such as reverse repos and securities borrowing transactions; • Customer contract assets and receivables; and • Other receivables including margin receivables, security deposits, default fund contributions to central clearing counterparties reinsurance and net investments in finance leases. Current expected credit losses for an individual or portfolio of financial instrument are measured at each Nomura reporting date based on expected credit losses over the remaining expected life of the financial instruments that consider forecast of future economic conditions in addition to information about past events and current conditions. Key macroeconomic inputs to our weighted average forecasts of three years include GDP and credit spreads. The risk of loss is considered, even when that risk of loss is remote. While management has based its estimate of the allowance for current expected credit losses 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. Nomura has elected to exclude accrued interest receivable from the amortized cost basis of financial instruments used to measure expected credit losses. The amount of accrued interest receivable as of September 30, 2021 was not significant. The methodology used by Nomura to determine allowances for current expected credit losses in accordance with the CECL impairment model primarily depends on the nature of the financial instrument and whether certain practical expedients permitted by ASC 326 are applied by Nomura. Financial instruments subject to the CECL impairment model are charged off when Nomura has deemed the loan or receivable as uncollectible, namely management believes there is no reasonable expectation of collecting future contractual cash flows and all commercially reasonable means of recovering outstanding principle and interest balances have been exhausted. The following table summarizes the methodology used for each significant type of financial instrument subject to the CECL impairment model and the key assumptions used which have impacted the measurement of current expected credit losses during the year ended September 30, 2021. Financial instrument Methodology to determine current expected credit losses Loans, written loan commitments and certain deposits •   Full loss rate model developed by Nomura’s Risk department •   Measures expected credit losses based on probability of default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) inputs. •   PD inputs incorporate forward-looking scenarios used by Nomura for internal risk management and capital purposes. •   Immediate reversion method used for periods beyond which reasonable and supportable forecast is not available. •   For financial instruments which have defaulted or are probable of defaulting, expected credit losses measured using discounted cash flow analyses or, where the financial instrument is collateral dependent, based on any shortfall of fair value of the underlying collateral. Collateralized agreements, short-term secured margin loans and cash prime brokerage loans •   For reverse repos and short-term secured margin loans and cash prime brokerage loans where frequent margining is required and the counterparty has ability to replenish margin, as permitted by a practical expedient provided by ASC 326 expected credit losses are limited to difference between carrying value of the reverse repo or margin loan and fair value of underlying collateral. •   Securities borrowing transactions typically have very short expected lives and are collateralized and therefore expected credit losses are generally determined qualitatively to be insignificant based on historical experience and consistent monitoring of collateral. Customer contract assets and receivables •   Expected credit losses typically based on ageing analysis where loss rates are applied to the carrying value based on historical experience, the current economic climate and specific information about the ability of the client to pay. The following table presents changes in the allowance for current expected credit losses for the six and three months ended September 30, 2020 and 2021 as determined using the CECL impairment model defined by ASC 326. Millions of yen Six months ended September 30, 2020 Allowance for current expected credit losses Allowance for receivables other than loans (2) Total allowance for current expected credit losses Loans at banks Short-term secured margin loans Corporate loans Subtotal Opening balance prior to CECL adoption ¥ 1,564 ¥ 352 ¥ 7,944 ¥ 9,860 ¥ 3,152 ¥ 13,012 Impact of CECL adoption (1) 232 — 1,738 1,970 2 1,972 Opening balance after CECL adoption 1,796 352 9,682 11,830 3,154 14,984 Provision for credit losses (232 ) — (2,244 ) (2,476 ) 1,075 (1,401 ) Charge-offs (318 ) (359 ) 0 (677 ) (1,315 ) (1,992 ) Other (4) — 7 (225 ) (218 ) (17 ) (235 ) Ending balance ¥ 1,246 ¥ — ¥ 7,213 ¥ 8,459 ¥ 2,897 ¥ 11,356 Millions of yen Six months ended September 30, 2021 Allowance for current expected credit losses Allowance for (2) Total Loans Short-term Corporate Subtotal Opening balance ¥ 1,282 ¥ — ¥ 47,985 ¥ 49,267 ¥ 4,517 ¥ 53,784 Provision for credit losses (3) — — 8,924 8,924 78 9,002 Charge-offs — — (17 ) (17 ) (62 ) (79 ) Other (4) 161 — 718 879 (1,875 ) (996 ) Ending balance ¥ 1,443 ¥ — ¥ 57,610 ¥ 59,053 ¥ 2,658 ¥ 61,711 Millions of yen Three months ended September 30, 2020 Allowance for current expected credit losses Allowance for (2) Total Loans Short-term Corporate Subtotal Opening balance ¥ 1,454 ¥ 292 ¥ 7,727 ¥ 9,473 ¥ 2,881 ¥ 12,354 Provision for credit losses 110 76 (392 ) (206 ) 31 (175 ) Charge-offs (318 ) (359 ) 0 (677 ) 7 (670 ) Other (4) — (9 ) (122 ) (131 ) (22 ) (153 ) Ending balance ¥ 1,246 ¥ — ¥ 7,213 ¥ 8,459 ¥ 2,897 ¥ 11,356 Millions of yen Three months ended September 30, 2021 Allowance for current expected credit losses Allowance for receivables other than loans (2) Total allowance for current expected credit losses Loans at banks Short-term secured margin loans Corporate loans Subtotal Opening balance ¥ 1,273 ¥ — ¥ 57,559 ¥ 58,832 ¥ 2,587 ¥ 61,419 Provision for credit losses — — (273 ) (273 ) 75 (198 ) Charge-offs — — (10 ) (10 ) (5 ) (15 ) Other (4) 170 — 334 504 1 505 Ending balance ¥ 1,443 ¥ — ¥ 57,610 ¥ 59,053 ¥ 2,658 ¥ 61,711 (1) The balance recognized on April 1, 2020 on adoption of ASC 326. (2) Includes collateralized agreements, customer contract assets and receivables and other receivables. (3) As of September 30, 2021, following the default of a client arising from the U.S. Prime Brokerage Event, an additional allowance for current expected credit losses of million was taken on the loans with the client. (4) Includes recoveries collected and the effect of foreign exchange movements. Troubled debt restructurings In the ordinary course of business, Nomura may choose to 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. Expected credit losses for a loan being restructured under a TDR which only involve modification of the loan’s terms (rather than receipt of assets in full or partial settlement) is typically determined using a discounted cash flow analysis. Assets received in full or partial satisfaction of a loan in a TDR are recognized at fair value. Discussions continue with various borrowers to modify the existing contractual terms of certain loans. These modifications where the borrower is deemed to be in financial difficulty and Nomura has, or expects to, grant a financial concession would typically be accounted for and reported as a TDR. The amounts of TDRs which occurred during the six months ended September 30, 2020 and 2021 were not significant. Nonaccrual and past due loans Loans are placed on a nonaccrual status if interest is deemed uncollectible. Nomura policy is to define interest as being uncollectible if the borrower is determined to be in financial difficulty or an interest or principal payment on the loans is 90 days or more past due. Where a loan is placed on a nonaccrual status, any accrued but unpaid interest receivable reversed and no further accrual of interest is permitted. Interest income is subsequent recognized when a cash payment is received from the borrower using the cash basis method. 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, 2021, there were ¥204,404 million of loans which were placed on a nonaccrual status, primarily secured corporate loans. Nomura uses, as a practical expedient, the fair value of the collateral when determining the allowance for current expected credit losses, for which repayment is expected to be provided substantially through the operation or sale of the collateral. Of the corporate loans on nonaccrual status, these loans relate to the U.S. Prime Brokerage Event as of March 31, 2021 causing an increase of an allowance for current expected credit losses of As of September 30, 2021, there were ¥57,658 million of loans which were placed on a nonaccrual status, primarily secured corporate loans. Of the corporate loans on nonaccrual status, these loans relate to the U.S. Prime Brokerage Event as of September 30, 2021 causing an increase of an allowance for current expected credit losses of 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 by years of origination as of March 31 and September 30, 2021. Millions of yen March 31, 2021 2021 2020 2019 2018 2017 2016 or earlier Revolving Total Secured loans at banks: AAA-BBB ¥ 54,179 ¥ 115,003 ¥ 17,106 ¥ 12,450 ¥ 4,240 ¥ 17,634 ¥ — ¥ 220,612 BB-CCC 75,680 115,131 3,864 2,324 — 5,484 — 202,483 CC-D — — — — — — — — Others(1) — 61,185 — — — — — 61,185 Total secured loans at banks ¥ 129,859 ¥ 291,319 ¥ 20,970 ¥ 14,774 ¥ 4,240 ¥ 23,118 ¥ — ¥ 484,280 Unsecured loans at banks: AAA-BBB ¥ 9,101 ¥ 22,955 ¥ 27,863 ¥ 17,563 ¥ 8,484 ¥ 34,719 ¥ — ¥ 120,685 BB-CCC — — 235 — — — — 235 CC-D — — — — — — — — Others(1) — — — — — — — — Total unsecured loans at banks ¥ 9,101 ¥ 22,955 ¥ 28,098 ¥ 17,563 ¥ 8,484 ¥ 34,719 ¥ — ¥ 120,920 Short-term secured margin loans: AAA-BBB ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) 170,514 141 — — — — 265,566 436,221 Total short-term secured margin loans ¥ 170,514 ¥ 141 ¥ — ¥ — ¥ — ¥ — ¥ 265,566 ¥ 436,221 Unsecured inter-bank money market loans: AAA-BBB ¥ 1,289 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,289 BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) — — — — — — — — Total unsecured inter-bank money market loans ¥ 1,289 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,289 Secured corporate loans: AAA-BBB ¥ 33,965 ¥ 261,182 ¥ 45,880 ¥ 9,817 ¥ 6,406 ¥ 27,672 ¥ 97 ¥ 385,019 BB-CCC 20,093 102,941 34,435 29,869 13,067 17,573 173,178 391,156 CC-D(2) 197,859 — — — — — — 197,859 Others(1) — 39 40 11 30 4,697 428 5,245 Total secured corporate loans ¥ 251,917 ¥ 364,162 ¥ 80,355 ¥ 39,697 ¥ 19,503 ¥ 49,942 ¥ 173,703 ¥ 979,279 Unsecured corporate loans: AAA-BBB ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — BB-CCC 84 — 450 — — — — 534 CC-D — — — — — — — — Others(1) 1 191 8 97,212 — 5,014 — 102,426 Total unsecured corporate loans ¥ 85 ¥ 191 ¥ 458 ¥ 97,212 ¥ — ¥ 5,014 ¥ — ¥ 102,960 Advances to affiliated companies AAA-BBB ¥ 1,000 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,000 BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) — — — — — — — — Total advances to affiliated companies ¥ 1,000 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,000 Total ¥ 563,765 ¥ 678,768 ¥ 129,881 ¥ 169,246 ¥ 32,227 ¥ 112,793 ¥ 439,269 ¥ 2,125,949 (1) Relate to collateralized exposures where a specified ratio of LTV is maintained. (2) Includes loans of ¥197,859 million in relation to the U.S. Prime Brokerage Event. Millions of yen September 30, 2021 2021 2020 2019 2018 2017 2016 or earlier Revolving Total Secured loans at banks: AAA-BBB ¥ 151,255 ¥ 58,432 ¥ 17,059 ¥ 9,465 ¥ 4,070 ¥ 15,612 ¥ — ¥ 255,893 BB-CCC 177,829 29,544 3,136 2,236 — 4,370 — 217,115 CC-D — — — — — — — — Others(1) 71,377 — — — — — — 71,377 Total secured loans at banks ¥ 400,461 ¥ 87,976 ¥ 20,195 ¥ 11,701 ¥ 4,070 ¥ 19,982 ¥ — ¥ 544,385 Unsecured loans at banks: AAA-BBB ¥ 15,136 ¥ 18,681 ¥ 22,350 ¥ 14,798 ¥ 4,903 ¥ 26,445 ¥ — ¥ 102,313 BB-CCC — — — — — — — — CC-D — — — — — 0 — 0 Others(1) — — — — — — — — Total unsecured loans at banks ¥ 15,136 ¥ 18,681 ¥ 22,350 ¥ 14,798 ¥ 4,903 ¥ 26,445 ¥ — ¥ 102,313 Short-term secured margin loans: AAA-BBB ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) 164,405 — — — — — 275,834 440,239 Total short-term secured margin loans ¥ 164,405 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 275,834 ¥ 440,239 Unsecured inter-bank money market loans: AAA-BBB ¥ 1,476 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,476 BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) — — — — — — — — Total unsecured inter-bank money market loans ¥ 1,476 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,476 Secured corporate loans: AAA-BBB ¥ 43,117 ¥ 205,431 ¥ 78,930 ¥ 12,067 ¥ 235 ¥ 17,958 ¥ 9,089 ¥ 366,827 BB-CCC 166,917 17,740 44,837 76,746 10,179 26,886 274,120 617,425 CC-D(2) 53,276 — — — — — — 53,276 Others(1) 19 36 27 10 26 73 82 273 Total secured corporate loans ¥ 263,329 ¥ 223,207 ¥ 123,794 ¥ 88,823 ¥ 10,440 ¥ 44,917 ¥ 283,291 ¥ 1,037,801 Unsecured corporate loans: AAA-BBB ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — BB-CCC 299 — 2,651 — — — — 2,950 CC-D — — — — — — — — Others(1) 400 196 — 96,646 — 3 — 97,245 Total unsecured corporate loans ¥ 699 ¥ 196 ¥ 2,651 ¥ 96,646 ¥ — ¥ 3 ¥ — ¥ 100,195 Advances to affiliated companies AAA-BBB ¥ 1,000 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,000 BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) — — — — — — — — Total advances to affiliated companies ¥ 1,000 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,000 Total ¥ 846,506 ¥ 330,060 ¥ 168,990 ¥ 211,968 ¥ 19,413 ¥ 91,347 ¥ 559,125 ¥ 2,227,409 (1) Relate to collateralized exposures where a specified ratio of LTV is maintained. (2) Includes loans of ¥53,276 million in relation to the U.S. Prime Brokerage Event. 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, 2021
Leases [Abstract]
Leases	8. Leases: Nomura as lessor Nomura leases office buildings and aircrafts in Japan and overseas either as head lessor or through subleases. These leases and subleases are primarily classified as operating leases. 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, 2021 and September 30, 2021. Millions of yen March 31, 2021 September 30, 2021 Cost Accumulated depreciation Net carrying amount Cost Accumulated depreciation Net carrying amount Real estate (1) ¥ 354 ¥ (288 ) ¥ 66 ¥ 354 ¥ (290 ) ¥ 64 Aircraft 39,736 (1,382 ) 38,354 58,622 (2,340 ) 56,282 Total ¥ 40,090 ¥ (1,670 ) ¥ 38,420 ¥ 58,976 ¥ (2,630 ) ¥ 56,346 (1) Cost, accumulated depreciation and net carrying amounts include amounts relating to real estate utilized by Nomura. Nomura recognized lease income of ¥726 million and ¥401 million for the six and three months ended September 30, 2020, respectively, and ¥1,927 million and ¥1,090 million for the six and three months ended September 30, 2021, respectively. These are included in the consolidated statements of income within Revenue—Other. The following table presents an analysis of future undiscounted lease payments to be received in connection with noncancellable operating leases entered into by Nomura as lessor over the remaining lease term as of September 30, 2021. Amounts in connection with finance leases were not significant. Millions of yen September 30, 2021 Minimum lease payments to be received Years of receipt Less than 1 year ¥ 4,411 1 to 2 years 4,352 2 to 3 years 4,352 3 to 4 years 4,352 4 to 5 years 4,352 More than 5 years 27,161 Total ¥ 48,980

Business Combinations

Business Combinations	6 Months Ended
	Sep. 30, 2021
Business Combinations [Abstract]
Business Combinations	9. Business combinations: On April 1, 2020, Nomura acquired 100% of Greentech Capital, LLC (“Greentech”), a leading M&A advisory boutique in sustainable technology and infrastructure in the United States. The acquisition of Greentech comprises an initial cash payment and additional contingent payments based on future performance of the company. The transaction has been accounted for as a business combination under ASC 805 “Business combinations” and consideration for the purchase as used to determine goodwill was ¥12,389 million which includes the estimated fair value of contingent payments accounted for as contingent consideration on acquisition date. Changes in the fair value of contingent consideration are recognized in the consolidated statements of income until the contingency is resolved. Contingent payments linked to future employment of employees of Greentech are recognized in the consolidated statements of income as compensation expense over the relevant service period and when payment of those amounts becomes probable. The operating results and cash flows of Greentech have been reflected to Nomura’s consolidated financial statements since April 1, 2020. The assets acquired and liabilities assumed as of the acquisition date were not material to Nomura’s consolidated balance sheet.

Other assets-Other _ Other liab

Other assets-Other / Other liabilities	6 Months Ended
	Sep. 30, 2021
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, 2021 September 30, 2021 Other assets—Other: Securities received as collateral ¥ 399,975 ¥ 171,503 Goodwill and other intangible assets (1) 29,040 28,407 Deferred tax assets 30,433 28,615 Investments in equity securities for other than operating purposes (2) 270,246 259,995 Prepaid expenses 18,741 19,324 Other 300,997 276,018 Total ¥ 1,049,432 ¥ 783,862 Other liabilities: Obligation to return securities received as collateral ¥ 399,975 ¥ 171,503 Accrued income taxes 60,275 15,987 Other accrued expenses 424,961 392,391 Other (3) 353,956 348,073 Total ¥ 1,239,167 ¥ 927,954 (1) For the year ended March 31, 2021, Nomura recognized goodwill attributable to the Wholesale segment as a result of acquiring 100% of the ownership interests in Greentech Capital, LLC. See Note.9 “ Business combination“ (2) Includes equity securities without readily determinable fair value of ¥65,365 million as of March 31, 2021 and as of September 30, 2021 respectively. (3) Includes operating lease liabilities.

Earnings per share

Earnings per share	6 Months Ended
	Sep. 30, 2021
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 2020 2021 Basic— Net income attributable to NHI shareholders ¥ 210,158 ¥ 51,700 Weighted average number of shares outstanding 3,051,543,718 3,085,218,332 Net income attributable to NHI shareholders per share ¥ 68.87 ¥ 16.76 Diluted— Net income attributable to NHI shareholders ¥ 210,117 ¥ 51,645 Weighted average number of shares outstanding 3,131,423,608 3,177,220,033 Net income attributable to NHI shareholders per share ¥ 67.10 ¥ 16.25 Millions of yen except per share data presented in yen Three months ended September 30 2020 2021 Basic— Net income attributable to NHI shareholders ¥ 67,642 ¥ 3,213 Weighted average number of shares outstanding 3,056,897,704 3,094,089,105 Net income attributable to NHI shareholders per share ¥ 22.13 ¥ 1.04 Diluted— Net income attributable to NHI shareholders ¥ 67,625 ¥ 3,202 Weighted average number of shares outstanding 3,143,092,237 3,179,898,312 Net income attributable to NHI shareholders per share ¥ 21.52 ¥ 1.01 Net income 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, 2020 and 2021, 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 and affiliates, which would have minimal impact on EPS for the six and the three months ended September 30, 2020. The weighted average number of shares used in the calculation of diluted EPS reflects the increase in potential issuance of common shares arising from stock-based compensation plans issued by the Company and affiliates, which would have minimal impact on EPS for the six and the three months ended September 30, 2021. Antidilutive stock options and other stock-based compensation plans to purchase 15,450,900 and 12,387,500 common shares were not included in the computation of diluted EPS for the six and the three months ended September 30, 2020 and 2021 respectively.

Employee benefit plans

Employee benefit plans	6 Months Ended
	Sep. 30, 2021
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 2020 2021 Service cost ¥ 3,361 ¥ 3,226 Interest cost 893 1,021 Expected return on plan assets (2,913 ) (3,028 ) Amortization of net actuarial losses 2,759 1,978 Amortization of prior service cost (761 ) (800 ) Net periodic benefit cost ¥ 3,339 ¥ 2,397 Millions of yen Three months ended September 30 2020 2021 Service cost ¥ 1,681 ¥ 1,613 Interest cost 447 510 Expected return on plan assets (1,457 ) (1,514 ) Amortization of net actuarial losses 1,379 989 Amortization of prior service cost (381 ) (400 ) Net periodic benefit cost ¥ 1,669 ¥ 1,198 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, 2021
Income Tax [Abstract]
Income taxes	13. Income taxes: For the six months ended September 30, 2020, the difference between the effective statutory tax rate of 31% and the effective tax rate of 19.7% was mainly due to a non-deductible For the three months ended September 30, 2020, the difference between the effective statutory tax rate of 31% and the effective tax rate of 17.6% was mainly due to a non-deductible For the six months ended September 30, 2021, the difference between the effective statutory tax rate of 31% and the effective tax rate of 42.8% was mainly due to a decrease of non-taxable valuation For the three months ended September 30, 2021, the difference between the effective statutory tax rate of 31% and the effective tax rate of 70.3% was mainly due to a decrease of non-taxable non-deductible

Other comprehensive income (los

Other comprehensive income (loss)	6 Months Ended
	Sep. 30, 2021
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, 2020 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 ¥ (26,274 ) ¥ (18,395 ) ¥ (1,812 ) ¥ (20,207 ) ¥ (46,481 ) Pension liability adjustment (62,571 ) 1,051 2,339 3,390 (59,181 ) Own credit adjustments 62,740 (35,083 ) (10,701 ) (45,784 ) 16,956 Total ¥ (26,105 ) ¥ (52,427 ) ¥ (10,174 ) ¥ (62,601 ) ¥ (88,706 ) (1) Change in own credit adjustments, net of tax in other comprehensive income (loss) for six months ended September 30, 2020 includes reclassification adjustment of ¥12,846 million recognized in Revenue—Net gain on trading Income tax expense Fair value measurements Millions of yen Six months ended September 30, 2021 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 ¥ 18,316 ¥ 5,268 ¥ 61 ¥ 5,329 ¥ 23,645 Pension liability adjustment (43,477 ) (358 ) 842 484 (42,993 ) Own credit adjustments (12,983 ) 3,117 708 3,825 (9,158 ) Total ¥ (38,144 ) ¥ 8,027 ¥ 1,611 ¥ 9,638 ¥ (28,506 ) (1) Reclassifications out of accumulated other comprehensive income were not significant. Millions of yen Three months ended September 30, 2020 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 ¥ (26,958 ) ¥ (17,731 ) ¥ (1,792 ) ¥ (19,523 ) ¥ (46,481 ) Pension liability adjustment (60,263 ) (277 ) 1,359 1,082 (59,181 ) Own credit adjustments 61,248 (42,841 ) (1,451 ) (44,292 ) 16,956 Total ¥ (25,973 ) ¥ (60,849 ) ¥ (1,884 ) ¥ (62,733 ) ¥ (88,706 ) (1) Reclassifications out of accumulated other comprehensive income (loss) were not significant. Millions of yen Three months ended September 30, 2021 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 ¥ 14,982 ¥ 8,663 ¥ — ¥ 8,663 ¥ 23,645 Pension liability adjustment (43,468 ) 176 299 475 (42,993 ) Own credit adjustments (8,690 ) (775 ) 307 (468 ) (9,158 ) Total ¥ (37,176 ) ¥ 8,064 ¥ 606 ¥ 8,670 ¥ (28,506 ) (1) Reclassifications out of accumulated other comprehensive income were not significant.

Commitments, contingencies and

Commitments, contingencies and guarantees	6 Months Ended
	Sep. 30, 2021
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. As a member of certain central clearing counterparties, Nomura is committed to provide liquidity facilities through entering into reverse repo transactions backed by government and government agency debt securities with those counterparties in a situation where a default of another clearing member occurs. 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, 2021 September 30, 2021 Commitments to extend credit Liquidity facilities to central clearing counterparties ¥ 1,400,076 ¥ 1,214,587 Other commitments to extend credit 901,867 1,056,581 Total ¥ 2,301,943 ¥ 2,271,168 Commitments to invest ¥ 136,367 ¥ 26,511 As of September 30, 2021, 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 Liquidity facilities to central clearing counterparties ¥ 1,214,587 ¥ 1,214,587 ¥ — ¥ — ¥ — Other commitments to extend credit 1,056,581 305,693 226,516 188,982 335,390 Total ¥ 2,271,168 ¥ 1,520,280 ¥ 226,516 ¥ 188,982 ¥ 335,390 Commitments to invest ¥ 26,511 ¥ 136 ¥ 2,038 ¥ 4,239 ¥ 20,099 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 Contingencies Other liabilities Non-interest 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, 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 17 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; (vi) there are novel or unsettled legal theories underlying the claims and/or (vii) a judgment has been made against Nomura but detailed reasons for the basis for the judgment and how the amount of the judgment has been determined have not yet been received. 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 has exhausted all avenues of appeal following a judgment of the Italian Supreme Court dismissing NIP’s appeal in July 2021. Similar claims have been made by the tax authorities against IBJ Nomura Financial Products (UK) PLC (“IBJN”) a group company which has been in members’ voluntary liquidation since 2000. An Italian Supreme Court judgment in June 2019 confirmed that tax credit refunds of approximately EUR 38 million, plus interest, were payable by IBJN to the Italian 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. 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. Both actions seek to recover approximately $35 million. Certain of the Company’s subsidiaries in the U.S. securitized residential mortgage loans in the form of residential mortgage-backed securities (“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 With respect to certain of the RMBS issued from 2005 to 2007, the relevant subsidiaries 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 from 2011 to 2014. The breach of contract claims that were brought within the six-year A monoline insurer, Ambac Assurance Corp (“Ambac”), brought an action in April 2013 against Nomura Credit & Capital, Inc. (“NCCI”) and Nomura Holding America Inc. (“NHA”) alleging breach of contract with respect to representations concerning specific loan characteristics and fraud in the inducement of the insurance contract based on misrepresentations concerning the loans for two trusts insured by Ambac. The court dismissed all claims against NHA, and the claims against NCCI are continuing in the Supreme Court of the State of New York and discovery has now been completed. 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. 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 1.1 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 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 former NIP employees for, among others, the offences of false accounting and market manipulation in relation to MPS’s previous accounts. The preliminary hearing at which the Milan criminal 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. As part of these proceedings, a number of civil claimants have been permitted to bring damages claims against a number of entities and individuals, including NIP. On November , , the court delivered its oral verdict, finding two former employees of NIP guilty of false accounting, market manipulation and obstructing the supervisory activities of CONSOB and that NIP had breached Italian corporate liability legislation. In so doing, it imposed a fine of EUR million on NIP as well as ordering confiscation of EUR million. On May , , the court issued the detailed reasoning for the verdict (including the rationale for the penalties imposed). NIP has appealed the decision to the Milan Court of Appeal. The penalties will not be enforceable until all appeals have been concluded. In addition, NIP is involved in a number of separate civil or administrative matters relating to the Transactions including those described further below. In July 2013, a claim was issued against former directors of MPS, and NIP, by the shareholder group Fondazione Monte dei Paschi di Siena (“FMPS”). The grounds of the FMPS claim were similar to those on which the MPS claim was founded and the level of damages sought by FMPS was not less than EUR 315.2 million. In September 2020, NIP, without admitting any wrongdoing, entered into a settlement agreement with FMPS pursuant to which FMPS waived its claim against NIP. The have since been discontinued 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) (collectively referred to as “Alken”) was served on NIP. The claim was made against NIP, MPS, four MPS former directors and a member of MPS’s internal audit board, and sought 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 May 2019, a claim before the Italian Courts brought by York Global Finance Offshore BDH (Luxembourg) Sàrl and a number of seemingly related funds was served on NIP. The claim is made against NIP, MPS, two MPS former directors and a member of MPS’s internal audit board, and seeks monetary damages of approximately EUR 186.7 million on grounds similar to those in the MPS and FMPS claims, as well as non-monetary 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 , 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 the 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 Nomura Securities International, Inc. (“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. On May 20, 2021, NIP and the Company were named as addressees in a decision issued by the European Commission in which NIP, the Company and various other third party banks have been found to have infringed EU competition law in connection with their activity in the primary and secondary markets for European Government Bonds (“EGB”). The European Commission found that the infringement consisted of anticompetitive agreements and/or concerted practices in the EGB sector in breach of EU competition law and fined NIP and the Company approximately EUR 129.6 million. In August 2021, NIP and the Company appealed the decision. NIP and NSI have been served with a class action complaint filed in the United States District Court for the Southern District of New York alleging violations of U.S. antitrust law in relation to the alleged manipulation of the primary and secondary markets for EGB. A Nomura is responding to requests from governmental authorities in relation to swap trading related to bond issuances. On February 1, 2021, the U.S. Commodity Futures Trading Commission filed a civil enforcement action against a Nomura employee and charged him with violating the anti-fraud, price manipulation and false statements provisions of the Commodity Exchange Act in relation to a 2015 interest rate swap transaction. 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 Syndicate 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 Syndicate Banks’ allegations in the complaint include tort claims under Taiwan law against the defendants. The FT Syndicate Banks seek to recover approximately $68 million in damages and interest. In August 2017, the Cologne public prosecutor in Germany notified NIP that it is investigating possible tax fraud by individuals who worked for the Nomura Group in relation to the historic planning and execution of trading strategies around dividend record dates in certain German equities (known as “cum/ex” trading) and in relation to filings of tax reclaims in 2007 to 2012. During the fiscal year ended March 31, 2020, Nomura Group became aware that certain of those individuals would be the subject of investigative proceedings in Germany. NIP and another entity in the Nomura Group are cooperating with the investigation, including by disclosing to the public prosecutor certain documents and trading data. If the investigation involving Nomura Group entities and former individuals proceeds to trial, the individuals could face criminal sanctions and Nomura Group entities could face administrative sanctions such as administrative fines or profit confiscation orders. In June 2020, NIP issued a claim against a current Italian counterparty in the courts of England and Wales. The claim sought declarations that the terms of a derivative transaction entered into in 2005 are binding. The counterparty filed and served its defense and counterclaim to these proceedings in January 2021 which sought, amongst other things, restitution of sums paid under the transaction. Separately, in June 2020, the counterparty filed an interim injunction application against NIP in the Tribunal of Palermo relating to payments due by it in relation to the same transaction. This application was dismissed at first instance but the counterparty appealed that decision. In October 2021, NIP, without admitting any wrongdoing, entered into a settlement agreement with the counterparty pursuant to which the proceedings in both jurisdictions are being discontinued. A former counterparty has asserted a claim against NIP relating to derivative transactions entered into between the counterparty and NIP between 2009 and 2011. The counterparty alleges that it lacked the authority and the capacity to enter into the transactions. To date, no legal proceedings have been issued in respect of the claim 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, 2021 September 30, 2021 Carrying value Maximum Potential Payout/ Notional Total Carrying value Maximum Potential Payout/ Notional Total Derivative contracts (1)(2) ¥ 5,207,911 ¥ 322,635,226 ¥ 4,192,556 ¥ 335,257,050 Standby letters of credit and other guarantees (3) — 206,072 — 592,318 (1) Credit derivatives are disclosed in Note 3. “ Derivative instruments and hedging activities (2) Derivative contracts primarily consist of equity, interest rate and foreign exchange contracts. (3) As of March 31, 2021 and September 30, 2021, primarily related to a certain sponsored repo program where Nomura guarantees to a 3rd party clearing house the payment of its clients’ obligations. Our exposure under this guarantee is minimized through effectively obtaining collaterals whose amount is approximately equal to the maximum potential payout of the guarantee. 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, 2021. Millions of yen Carrying value Maximum Potential Payout/Notional Total Years to Maturity Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Derivative contracts ¥ 4,192,556 ¥ 335,257,050 ¥ 74,966,306 ¥ 88,589,281 ¥ 49,474,447 ¥ 122,227,016 Standby letters of credit and other guarantees — 592,318 574,803 14,028 283 3,204

Segment and geographic informat

Segment and geographic information	6 Months Ended
	Sep. 30, 2021
Segment and Geographic Information [Abstract]
Segment and geographic information	16. Segment and geographic information: Operating segments— In April 2021, the Investment Management Division was newly established by replacing the Asset Management Division and the Merchant Banking Division. Accordingly, Nomura’s operating management and management reporting are prepared based on the Retail, the Investment 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 certain 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 The prior period amounts have been reclassified to conform to the current year presentation, in accordance with the realignment in April 2021. Millions of yen Retail Investment Management Wholesale (1) Other (Incl. elimination) Total Six months ended September 30, 2020 Non-interest ¥ 172,676 ¥ 69,888 ¥ 376,148 ¥ 121,385 ¥ 740,097 Net interest revenue 1,197 (146 ) 92,826 (8,486 ) 85,391 Net revenue 173,873 69,742 468,974 112,899 825,488 Non-interest 135,979 35,521 315,628 77,179 564,307 Income before income taxes ¥ 37,894 ¥ 34,221 ¥ ¥ 35,720 ¥ 261,181 Six months ended September 30, 2021 Non-interest ¥ 168,475 ¥ 97,944 ¥ 255,957 ¥ 122,305 ¥ 644,681 Net interest revenue 1,702 (133 ) 49,489 (28,837 ) 22,221 Net revenue 170,177 97,811 305,446 93,468 666,902 Non-interest 134,171 37,869 308,834 94,267 575,141 Income (loss) before income taxes ¥ 36,006 ¥ 59,942 ¥ (3,388 ) ¥ (799 ) ¥ 91,761 Millions of yen Retail Investment Management Wholesale Other (Incl. elimination) Total Three months ended September 30, 2020 Non-interest ¥ 92,331 ¥ 29,731 ¥ 185,601 ¥ 27,230 ¥ 334,893 Net interest revenue 464 337 34,704 (3,354 ) 32,151 Net revenue 92,795 30,068 220,305 23,876 367,044 Non-interest 69,970 18,018 154,828 42,555 285,371 Income (loss) before income taxes ¥ 22,825 ¥ 12,050 ¥ 65,477 ¥ (18,679 ) ¥ 81,673 Three months ended September 30, 2021 Non-interest ¥ ¥ ¥ ¥ 43,590 ¥ 307,416 Net interest revenue 796 85 27,482 (18,781 ) 9,582 Net revenue 85,191 34,329 172,669 24,809 316,998 Non-interest 68,207 19,300 147,700 65,192 300,399 Income (loss) before income taxes ¥ 16,984 ¥ 15,029 ¥ 24,969 ¥ (40,383 ) ¥ 16,599 (1) Non-interest Non-interest million arising from the U.S. Prime Brokerage Event. The losses are reported within Net gain on trading Non-interest 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 2020 2021 Net gain (loss) related to economic hedging transactions ¥ 612 ¥ (381 ) Realized gain on investments in equity securities held for operating purposes 809 196 Equity in earnings of affiliates 11,860 15,188 Corporate items (1)(2) 29,085 (54,838 ) Other (3)(4) (6,646 ) 39,036 Total ¥ 35,720 ¥ (799 ) Millions of yen Three months ended September 30 2020 2021 Net gain (loss) related to economic hedging transactions ¥ (4,965 ) ¥ (3,825 ) Realized gain on investments in equity securities held for operating purposes 124 23 Equity in earnings of affiliates 5,251 5,571 Corporate items (16,005 ) (45,566 ) Other (4) (3,084 ) 3,414 Total ¥ (18,679 ) ¥ (40,383 ) (1) The income before income taxes for the six months ended September 30, 2020 includes a gain of ¥71,075 million which represents the difference between the fair value of the assets acquired and the carrying value of the assets transferred by Nomura as a result of the rights conversion of the Tokyo Nihonbashi district redevelopment project. (2) The loss before income taxes for the six months ended September 30, 2021 includes losses of approximately ¥40 billion related to legacy transactions. (3) The income before income taxes for the six months ended September 30, 2021 includes a gain of ¥36,249 million from the sale of Nomura Research Institute, Ltd. ordinary shares. (4) 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 2020 2021 Net revenue ¥ 825,488 ¥ 666,902 Unrealized gain on investments in equity securities held for operating purposes 4,257 5,239 Consolidated net revenue ¥ 829,745 ¥ 672,141 Non-interest ¥ 564,307 ¥ 575,141 Unrealized gain (loss) on investments in equity securities held for operating purposes — — Consolidated non-interest ¥ 564,307 ¥ 575,141 Income before income taxes ¥ 261,181 ¥ 91,761 Unrealized gain on investments in equity securities held for operating purposes 4,257 5,239 Consolidated income before income taxes ¥ 265,438 ¥ 97,000 Millions of yen Three months ended September 30 2020 2021 Net revenue ¥ 367,044 ¥ 316,998 Unrealized gain on investments in equity securities held for operating purposes 1,954 1,868 Consolidated net revenue ¥ 368,998 ¥ 318,866 Non-interest ¥ 285,371 ¥ 300,399 Unrealized gain (loss) on investments in equity securities held for operating purposes — — Consolidated non-interest ¥ 285,371 ¥ 300,399 Income before income taxes ¥ 81,673 ¥ 16,599 Unrealized gain on investments in equity securities held for operating purposes 1,954 1,868 Consolidated income before income taxes ¥ 83,627 ¥ 18,467 Geographic information— Nomura’s identifiable assets, revenues and expenses are generally allocated based on the country of domicile of the legal en t 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 2020 2021 Net revenue (1)(2) Americas ¥ 222,091 ¥ 122,906 Europe 59,681 66,997 Asia and Oceania 27,605 43,876 Subtotal 309,377 233,779 Japan 520,368 438,362 Consolidated ¥ 829,745 ¥ 672,141 Income (loss) before income taxes (2) Americas ¥ 79,157 ¥ (53,824 ) Europe 6,580 (14,150 ) Asia and Oceania 21,915 13,724 Subtotal 107,652 (54,250 ) Japan 157,786 151,250 Consolidated ¥ 265,438 ¥ 97,000 Millions of yen Three months ended September 30 2020 2021 Net revenue (1) : Americas ¥ 112,903 ¥ 84,602 Europe 39,510 33,629 Asia and Oceania 17,369 22,715 Subtotal 169,782 140,946 Japan 199,216 177,920 Consolidated ¥ 368,998 ¥ 318,866 Income (loss) before income taxes: Americas ¥ 39,159 ¥ (17,225 ) Europe (8,437 ) (8,863 ) Asia and Oceania 12,720 7,103 Subtotal 43,442 (18,985 ) Japan 40,185 37,452 Consolidated ¥ 83,627 ¥ 18,467 (1) There is no revenue derived from transactions with a single major external customer. (2) Includes losses arising from the U.S. Prime Brokerage Event. Millions of yen March 31, 2021 September 30, 2021 Long-lived assets: Americas ¥ 98,611 ¥ 96,974 Europe 65,165 52,134 Asia and Oceania 26,690 25,685 Subtotal 190,466 174,793 Japan 303,355 313,968 Consolidated ¥ 493,821 ¥ 488,761

Supplementary subsidiary guaran

Supplementary subsidiary guarantee information required under SEC rules	6 Months Ended
	Sep. 30, 2021
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 debts of its subsidiaries. The Company has fully and unconditionally guaranteed the securities issued by Nomura America Finance LLC (“NAFL”), which is an indirect, wholly owned finance subsidiary of the Company. NAFL operates as a special purpose entity. It was formed for the purpose of issuing debt securities to repay existing credit facilities, refinance indebtedness, and for acquisition purposes. The guarantee will remain in effect until the entire principal, if any, of, and interest and premium, if any, on, the securities has been paid in full or discharged in accordance with the provisions of the indenture, or otherwise fully defeased by the Company.

Subsequent events

Subsequent events	6 Months Ended
	Sep. 30, 2021
Subsequent Events [Abstract]
Subsequent events	18. Subsequent events: On October 29, 2021, the board of directors approved a resolution to set up a share buyback program, pursuant to the Company’s articles of incorporation set out in accordance with Article 459-1

Summary of accounting policies

Summary of accounting policies (Policies)	6 Months Ended
	Sep. 30, 2021
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, Investment In its Retail segment, Nomura provides investment consultation services mainly to individual clients in Japan. In its Investment 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
Use of estimates	Use of estimates— While the COVID-19 pandemic has impacted some of the critical accounting estimates and underlying assumptions used in the consolidated financial statements during the year ended March 31, 2021, no further significant adverse changes in these estimates occurred during the six months ended September 30, 2021 as a result of the COVID-19 pandemic.
New accounting pronouncements recently adopted	New accounting pronouncements recently adopted— No new accounting pronouncements relevant to Nomura were adopted during the six months ended September 30, 2021.
Future accounting developments	Future accounting developments— There are no new authoritative accounting pronouncements relevant to Nomura which may have a material impact on these consolidated financial statements to be adopted on or after April 1, 2022.

Fair value measurements (Tables

Fair value measurements (Tables)	6 Months Ended
	Sep. 30, 2021
Fair Value Disclosures [Abstract]
Fair value of financial assets and financial liabilities measured on recurring basis	The following tables present the amounts of Nomura’s financial instruments measured at fair value on a recurring basis as of March 31, 2021 and September 30, 2021 within the fair value hierarchy. Billions of yen March 31, 2021 Level 1 Level 2 Level 3 Counterparty and Cash Collateral Netting (1) Balance as of March 31, 2021 Assets: Trading assets and private equity and debt investments (2) Equities (3) ¥ 2,338 ¥ 968 ¥ 16 ¥ — ¥ 3,322 Private equity and debt investments (4) — — 58 — 58 Japanese government securities 1,637 — — — 1,637 Japanese agency and municipal securities — 76 2 — 78 Foreign government, agency and municipal securities 2,838 1,987 12 — 4,837 Bank and corporate debt securities and loans for trading purposes — 1,259 135 — 1,394 Commercial mortgage-backed securities (“CMBS”) — 0 8 — 8 Residential mortgage-backed securities (“RMBS”) — 2,387 6 — 2,393 Issued/Guaranteed by government sponsored entity — 2,325 — — 2,325 Other — 62 6 — 68 Real estate-backed securities — 0 106 — 106 Collateralized debt obligations (“CDOs”) and other (5) — 36 23 — 59 Investment trust funds and other 573 29 0 — 602 Total trading assets and private equity and debt investments 7,386 6,742 366 — 14,494 Derivative assets (6) Equity contracts 9 1,318 75 — 1,402 Interest rate contracts 29 9,577 26 — 9,632 Credit contracts 4 427 24 — 455 Foreign exchange contracts 0 4,479 37 — 4,516 Commodity contracts 1 0 — — 1 Netting — — — (14,786 ) (14,786 ) Total derivative assets 43 15,801 162 (14,786 ) 1,220 Subtotal ¥ 7,429 ¥ 22,543 ¥ 528 ¥ (14,786 ) ¥ 15,714 Loans and receivables (7) — 878 104 — 982 Collateralized agreements (8) — 349 18 — 367 Other assets Non-trading 123 304 — — 427 Other (2)(3) 353 173 185 — 711 Total ¥ 7,905 ¥ 24,247 ¥ 835 ¥ (14,786 ) ¥ 18,201 Liabilities: Trading liabilities Equities ¥ 2,341 ¥ 20 ¥ 0 ¥ — ¥ 2,361 Japanese government securities 1,039 — — — 1,039 Japanese agency and municipal securities — 1 — — 1 Foreign government, agency and municipal securities 2,912 1,172 1 — 4,085 Bank and corporate debt securities — 230 5 — 235 Residential mortgage-backed securities (“RMBS”) — 0 — — 0 Collateralized debt obligations (“CDOs”) and other (5) — 0 1 — 1 Investment trust funds and other 243 13 0 — 256 Total trading liabilities 6,535 1,436 7 — 7,978 Derivative liabilities (6) Equity contracts 1 2,112 116 — 2,229 Interest rate contracts 21 8,948 69 — 9,038 Credit contracts 3 458 62 — 523 Foreign exchange contracts — 4,380 22 — 4,402 Commodity contracts 0 0 — — 0 Netting — — — (14,697 ) (14,697 ) Total derivative liabilities 25 15,898 269 (14,697 ) 1,495 Subtotal ¥ 6,560 ¥ 17,334 ¥ 276 ¥ (14,697 ) ¥ 9,473 Short-term borrowings (9) ¥ — ¥ 532 ¥ 103 ¥ — ¥ 635 Payables and deposits (10) — 49 1 — 50 Collateralized financing (8) — 352 1 — 353 Long-term borrowings (9)(11)(12) 5 3,546 547 — 4,098 Other liabilities (13) 231 179 35 — 445 Total ¥ 6,796 ¥ 21,992 ¥ 963 ¥ (14,697 ) ¥ 15,054 Billions of yen September 30, 2021 Level 1 Level 2 Level 3 Counterparty and Cash Collateral Netting (1) Balance as of September 30, 2021 Assets: Trading assets and private equity and debt investments (2) Equities (3) ¥ 2,100 ¥ 941 ¥ 12 ¥ — ¥ 3,053 Private equity and debt investments (4) 23 — 47 — 70 Japanese government securities 2,110 — — — 2,110 Japanese agency and municipal securities — 62 2 — 64 Foreign government, agency and municipal securities 4,206 1,819 10 — 6,035 Bank and corporate debt securities and loans for trading purposes — 1,231 132 — 1,363 Commercial mortgage-backed securities (“CMBS”) — 0 8 — 8 Residential mortgage-backed securities (“RMBS”) — 2,032 7 — 2,039 Issued/Guaranteed by government sponsored entity — 1,967 — — 1,967 Other — 65 7 — 72 Real estate-backed securities — 0 123 — 123 Collateralized debt obligations (“CDOs”) and other (5) — 28 23 — 51 Investment trust funds and other 277 21 0 — 298 Total trading assets and private equity and debt investments 8,716 6,134 364 — 15,214 Derivative assets (6) Equity contracts 0 1,047 107 — 1,154 Interest rate contracts 25 8,247 25 — 8,297 Credit contracts 3 398 25 — 426 Foreign exchange contracts 1 3,587 30 — 3,618 Commodity contracts 3 0 — — 3 Netting — — — (12,333 ) (12,333 ) Total derivative assets 32 13,279 187 (12,333 ) 1,165 Subtotal ¥ 8,748 ¥ 19,413 ¥ 551 ¥ (12,333 ) ¥ 16,379 Loans and receivables (7) — 941 123 — 1,064 Collateralized agreements (8) — 301 13 — 314 Other assets Non-trading 122 322 — — 444 Other (2)(3) 184 104 209 — 497 Total ¥ 9,054 ¥ 21,081 ¥ 896 ¥ (12,333 ) ¥ 18,698 Liabilities: Trading liabilities Equities ¥ 1,586 ¥ 16 ¥ 0 ¥ — ¥ 1,602 Japanese government securities 988 — — — 988 Japanese agency and municipal securities — 0 — — 0 Foreign government, agency and municipal securities 4,152 1,185 0 — 5,337 Bank and corporate debt securities — 241 6 — 247 Residential mortgage-backed securities (“RMBS”) — 0 — — 0 Collateralized debt obligations (“CDOs”) and other (5) — 0 0 — 0 Investment trust funds and other 168 25 0 — 193 Total trading liabilities 6,894 1,467 6 — 8,367 Derivative liabilities (6) Equity contracts 1 1,441 98 — 1,540 Interest rate contracts 20 7,611 53 — 7,684 Credit contracts 1 416 62 — 479 Foreign exchange contracts — 3,550 20 — 3,570 Commodity contracts 0 0 — — 0 Netting — — — (11,994 ) (11,994 ) Total derivative liabilities 22 13,018 233 (11,994 ) 1,279 Subtotal ¥ 6,916 ¥ 14,485 ¥ 239 ¥ (11,994 ) ¥ 9,646 Short-term borrowings (9) — 597 86 — 683 Payables and deposits (10) — 54 2 — 56 Collateralized financing (8) — 475 — — 475 Long-term borrowings (9)(11)(12) 11 3,847 511 — 4,369 Other liabilities (13) 70 117 24 — 211 Total ¥ 6,997 ¥ 19,575 ¥ 862 ¥ (11,994 ) ¥ 15,440 (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, 2021 and September 30, 2021, the fair values of these investments which are included in Trading assets and private equity and debt 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) Private equity and debt investments non-traded (5) Includes collateralized loan obligations (“CLOs”) and asset-backed securities (“ABS”) such as those secured on credit card loans, auto loans and student loans. (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) Includes loans for which the fair value option has been elected. (8) Includes collateralized agreements or collateralized financing for which the fair value option has been elected. (9) Includes structured notes for which the fair value option has been elected. (10) Includes embedded derivatives bifurcated from deposits received at banks. If unrealized gains are greater than unrealized losses, deposits are reduced by the excess amount. (11) Includes embedded derivatives bifurcated from issued structured notes. If unrealized gains are greater than unrealized losses, borrowings are reduced by the excess amount. (12) 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. (13) Includes loan commitments for which the fair value option has been elected.
Schedule of quantitative and qualitative information regarding significant unobservable inputs and assumptions for certain level 3 financial instruments	March 31, 2021 Financial Instrument Fair Valuation technique Significant unobservable Range of valuation inputs (1) Weighted Average (2) Impact of increases in significant inputs (3)(4) Interrelationships inputs (5) Assets: Trading assets and private equity and debt investments Equities ¥ 16 DCF Liquidity discounts 75.0% 75.0% Lower fair value Not applicable Private equity 58 DCF WACC Growth rates Credit spreads Liquidity discounts 6.3 – 11.5% 0.0 – 1.0% 7.6 – 8.8% 5.0 – 30.0% 8.4% 0.5% 8.1% 12.8% Lower fair value Higher fair value Lower fair value Lower fair value No predictable Market multiples EV/EBITDA ratios PE Ratios Liquidity discounts 1.9 – 10.8 x 11.1 x 5.0 – 20.0% 6.5 x 11.1 x 12.2% Higher fair value Higher fair value Lower fair value No predictable Foreign government, agency and municipal securities 12 DCF Credit spreads Recovery rates 0.0 – 1.5% 9.2 – 9.3% 0.4% 9.2% Lower fair value Higher fair value No predictable Bank and corporate debt securities and loans for trading purposes 135 DCF Credit spreads Recovery rates 0.0 – 23.1% 0.0 – 100.0% 7.4% 73.3% Lower fair value Higher fair value No predictable Commercial mortgage backed securities (“CMBS”) 8 DCF Yields Loss severities 4.2 – 10.6% 27.5 – 69.5% 5.0% 50.3% Lower fair value Lower fair value No predictable Residential mortgage backed securities (“RMBS”) 6 DCF Yields Prepayment rates Loss severities 0.0 – 14.3% 6.4 – 15.0% 0.8 – 100.0% 1.4% 7.2% 5.8% Lower fair value Lower fair value Lower fair value No predictable Real estate-backed securities 106 DCF Loss severities 0.0 – 18.6% 2.4% Lower fair value Not applicable Collateralized debt obligations (“CDOs”) and other 23 DCF Yields Prepayment rates Default probabilities Loss severities 5.4 – 35.0% 20.0% 2.0% 77.0 – 100.0% 11.0% 20.0% 2.0% 88.1% 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, 2021 Financial Instrument Fair Valuation technique Significant unobservable Range of valuation inputs (1) Weighted Average (2) Impact of increases in significant unobservable valuation inputs (3)(4) Interrelationships inputs (5) Derivatives, net: Equity contracts ¥ (41 ) Option models Dividend yield Volatilities Correlations 0.0 – 9.8% 4.0 – 102.0% (0.80) – 0.98 — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Interest rate contracts (43 ) DCF/ Option models Interest rates Volatilities Volatilities Correlations 0.1 – 2.3% 9.6 – 13.1% 24.9 94.0 (1.00) – 0.98 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Credit contracts (38 ) DCF/ Option models Credit spreads Recovery rates Volatilities Correlations 0.0 – 20.8% 0.0 – 100.4% 41.9 – 65.0% 0.29 – 0.72 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Foreign exchange contracts 15 Option models Interest rates Volatilities Volatilities Correlations 0.1 – 2.1% 2.6 – 31.5% 16.2 25.5 (0.25) – 0.80 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Loans and receivables 104 DCF Credit spreads Recovery rates 0.0 – 25.6% 26.4 – 100.0% 6.6% 95.8% Lower fair value Higher fair value No predictable interrelationship Collateralized agreements 18 DCF Repo rate 2.8 – 5.8% 4.0% Lower fair value Not applicable Other assets Other (6) 185 DCF WACC Growth rates Liquidity discounts 9.2% 2.0% 10.0% 9.2% 2.0% 10.0% Lower fair value Higher fair value Lower fair value No predictable interrelationship Market multiples EV/EBITDA ratios PE Ratios Price/Book ratios Liquidity discounts 5.0 – 6.2 x 8.2 – 32.0 x 0.3 – 1.6 x 10.0 – 40.0% 5.4 x 13.8 x 0.9 x 30.6% Higher fair value Higher fair value Higher fair value Lower fair value Generally changes in multiples result in a corresponding similar directional change in a fair value measurement, assuming earnings levels remain constant. Liabilities: Trading Liabilities Bank and corporate debt securities 5 DCF Recovery rates 3.4 – 3.5% 3.4% Higher fair value Not applicable Short-term borrowings 103 DCF/ Option models Volatilities Correlations 13.8 – 82.3% (0.69) – 0.96 — — Higher fair value Higher fair value No predictable interrelationship Long-term borrowings 547 DCF/ Option models Volatilities Volatilities Correlations 9.5 – 82.3% 29.6 77.0 (1.00) – 0.98 — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship September 30, 2021 Financial Instrument Fair Valuation technique Significant unobservable input Range of valuation inputs (1) Weighted Average (2) Impact of increases in significant unobservable inputs (3)(4) Interrelationships inputs (5) Assets: Trading assets and private equity and debt investments Equities ¥ 12 DCF Liquidity discounts 75.0% 75.0% Lower fair value Not applicable Private equity and debt investments 47 DCF WACC Growth rates Credit spreads Liquidity discounts 6.7 – 11.4% 0.0 – 0.3% 8.0 – 8.6% 5.0 – 30.0% 9.5% 0.1% 8.2% 16.2% Lower fair value Higher fair value Lower fair value Lower fair value No predictable interrelationship Market multiples EV/EBITDA ratios PE Ratios Liquidity discounts 0.4 – 11.0 x 11.6 x 5.0 – 20.0% 5.4 x 11.6 x 12.9% Higher fair value Higher fair value Lower fair value No predictable interrelationship Foreign government, agency and municipal securities 10 DCF Credit spreads Recovery rates 0.0 – 1.6% 9.7 – 27.0% 0.6% 12.3% Lower fair value Higher fair value No predictable interrelationship Bank and corporate debt securities and loans for trading purposes 132 DCF Credit spreads Recovery rates 0.4 – 183.0% 0.0 – 100.0% 6.7% 78.3% Lower fair value Higher fair value No predictable interrelationship Commercial mortgage backed securities (“CMBS”) 8 DCF Yields Loss severities 4.1 – 10.1% 28.3 – 73.0% 4.8% 41.4% Lower fair value Lower fair value No predictable interrelationship Residential mortgage backed securities (“RMBS”) 7 DCF Yields Prepayment rates Loss severities 0.0 – 23.3% 6.7 – 15.0% 0.0 – 99.9% 1.0% 7.0% 8.4% Lower fair value Lower fair value Lower fair value No predictable interrelationship Real estate-backed securities 123 DCF Loss severities 0.0 – 28.6% 1.0% Lower fair value Not applicable Collateralized debt obligations (“CDOs”) and other 23 DCF Yields Prepayment rates Default probabilities Loss severities 5.4 – 37.4% 20.0% 2.0% 40.0 – 100.0% 11.9% 20.0% 2.0% 87.9% 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, 2021 Financial Instrument Fair Valuation technique Significant unobservable input Range of valuation inputs (1) Weighted Average (2) Impact of increases in inputs (3)(4) Interrelationships between valuation inputs (5) Derivatives, net: Equity contracts ¥ 9 Option models Dividend yield Volatilities Correlations 0.0 – 15.6% 4.9 – 82.8% (0.80) – 0.98 — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Interest rate contracts (28 ) DCF/ Option models Interest rates Volatilities Volatilities Correlations 0.2 – 2.2% 8.7 – 13.4% 25.2 75.1 (1.00) – 0.97 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Credit contracts (37 ) DCF/ Option models Credit spreads Recovery rates Volatilities Correlations 0.0 – 49.0% 0.0 – 106.3% 39.7 – 50.0% 0.29 – 0.90 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Foreign exchange contracts 10 Option models Interest rates Volatilities Volatilities Correlations 0.2 – 2.1% 2.4 – 25.0% 11.7 21.3 (1.00) – 0.74 — — — — Higher fair value Higher fair value Higher fair value Higher fair value No predictable interrelationship Loans and receivables 123 DCF Credit spreads Recovery rates 0.0 – 22.7% 54.0 – 100.0% 7.7% 97.7% Lower fair value Higher fair value No predictable interrelationship Collateralized agreements 13 DCF Repo rate 2.8 – 3.8% 3.2% Lower fair value Not applicable Other assets Other (6) 209 DCF WACC Growth rates Liquidity discounts 8.8% 2.0% 10.0% 8.8% 2.0% 10.0% Lower fair value Higher fair value Lower fair value No predictable interrelationship Market multiples EV/EBITDA ratios PE Ratios Price/Book ratios Liquidity discounts 4.4 – 6.2 x 8.1 – 30.8 x 0.2 – 1.5 x 25.0 – 40.0% 5.1 x 13.1 x 0.9 x 30.6% Higher fair value Higher fair value Higher fair value Lower fair value Generally changes in Liabilities: Trading Liabilities Bank and corporate debt securities 6 DCF Recovery rates 4.3 – 97.0% 55.9% Higher fair value Not applicable Short-term borrowings 86 DCF/ Option models Volatilities Correlations 13.4 – 68.1% (0.74) – 0.94 — — Higher fair value Higher fair value No predictable interrelationship Payables and deposits 2 DCF/ Option models Volatilities Volatilities Correlations 8.7 – 10.6% 29.7 58.7 (1.00) — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Long-term borrowings 511 DCF/ Option models Volatilities Volatilities Correlations 8.7 – 68.1% 29.7 58.7 (1.00) – 0.97 — — — Higher fair value Higher fair value Higher fair value No predictable interrelationship Other liabilities 24 DCF Recovery rates 88.8% 88.8% Higher fair value Not applicable (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	For the six months ended September 30, 2020 and 2021, gains and losses related to Level 3 assets and liabilities did not have a material impact on Nomura’s liquidity and capital resources management. Billions of yen Six months ended September 30, 2020 Beginning 2020 Total gains (losses) recognized in net (1) Total gains (losses) recognized in other comprehensive income Purchases / issues (2) Sales / redemptions (2) Settlements Foreign exchange movements Transfers into Level 3 (4)(5) Transfers out of Level 3 (5) Balance as of six months ended September 30, 2020 Assets: Trading assets and private equity and debt investments Equities ¥ 14 ¥ 2 ¥ — ¥ 22 ¥ (27 ) ¥ — ¥ 0 ¥ 0 ¥ (1 ) ¥ 10 Private equity and debt investments 31 3 — 17 (2 ) — 0 — — 49 Japanese agency and municipal securities 2 0 — 0 0 — — 0 0 2 Foreign government, agency and municipal securities 8 0 — 11 (7 ) — 0 3 (2 ) 13 Bank and corporate debt securities and loans for trading purposes 228 (1 ) — 25 (115 ) — (3 ) 19 (24 ) 129 Commercial mortgage-backed securities (“CMBS”) 1 0 — 1 0 — — — 0 2 Residential mortgage-backed securities (“RMBS”) 62 0 — 10 (29 ) — (1 ) — (22 ) 20 Real estate-backed securities 94 (5 ) — 41 (66 ) — (2 ) — 0 62 Collateralized debt obligations (“CDOs”) and other 32 (2 ) — 36 (48 ) — 0 0 (7 ) 11 Investment trust funds and other 0 0 — — — — 0 — — 0 Total trading assets and private equity and debt investments 472 (3 ) — 163 (294 ) — (6 ) 22 (56 ) 298 Derivatives, net (3) Equity contracts 19 (28 ) — — — (15 ) 0 13 (8 ) (19 ) Interest rate contracts (54 ) (4 ) — — — 1 0 (4 ) 3 (58 ) Credit contracts (1 ) (10 ) — — — (2 ) 0 (3 ) 1 (15 ) Foreign exchange contracts 7 2 — — — (9 ) 0 (3 ) 3 0 Total derivatives, net (29 ) (40 ) — — — (25 ) 0 3 (1 ) (92 ) Subtotal ¥ 443 ¥ (43 ) ¥ — ¥ 163 ¥ (294 ) ¥ (25 ) ¥ (6 ) ¥ 25 ¥ (57 ) ¥ 206 Loans and receivables 96 3 — 25 (36 ) — (2 ) 9 (7 ) 88 Collateralized agreements 15 0 — — — — 0 3 — 18 Other assets Other 168 21 — 0 (36 ) — (3 ) — 0 150 Total ¥ 722 ¥ (19 ) ¥ — ¥ 188 ¥ (366 ) ¥ (25 ) ¥ (11 ) ¥ 37 ¥ (64 ) ¥ 462 Liabilities: Trading liabilities Equities ¥ 0 ¥ 0 ¥ — ¥ 0 ¥ 0 ¥ — ¥ 0 ¥ 0 ¥ 0 ¥ 0 Foreign government, agency and municipal securities 0 0 — 0 0 — 0 — — 0 Bank and corporate debt securities 1 0 — 2 (1 ) — 0 1 (1 ) 2 Collateralized debt obligations (“CDOs”) and other 1 0 — 6 (4 ) — 0 — — 3 Investment trust funds and other 0 0 — — 0 — 0 — — 0 Total trading liabilities ¥ 2 ¥ 0 ¥ — ¥ 8 ¥ (5 ) ¥ — ¥ 0 ¥ 1 ¥ (1 ) ¥ 5 Short-term borrowings 29 (2 ) 0 84 (46 ) — (1 ) 11 (5 ) 74 Payables and deposits 1 0 0 — 0 — — — — 1 Long-term borrowings 409 (21 ) 2 136 (124 ) — 0 36 (17 ) 459 Other liabilities 0 (9 ) — 4 0 — 0 1 (1 ) 13 Total ¥ 441 ¥ (32 ) ¥ 2 ¥ 232 ¥ (175 ) ¥ — ¥ (1 ) ¥ 49 ¥ (24 ) ¥ 552 Billions of yen Six months ended September 30, 2021 Beginning balance as of six months ended September 30, 2021 Total gains (losses) recognized in net (1) Total gains (losses) recognized in other comprehensive income Purchases / issues (2) Sales / redemptions (2) Settlements Foreign exchange movements Transfers into Level 3 (4)(5) Transfers out of Level 3 (5) Balance as of six months ended September 30, 2021 Assets: Trading assets and private equity and debt investments Equities ¥ 16 ¥ 0 ¥ — ¥ 1 ¥ (6 ) ¥ — ¥ 0 ¥ 2 ¥ (1 ) ¥ 12 Private equity and debt investments 58 2 — 3 (3 ) — 0 — (13 ) 47 Japanese agency and municipal securities 2 0 — 0 0 — — — — 2 Foreign government, agency and municipal securities 12 0 — 6 (9 ) — 0 2 (1 ) 10 Bank and corporate debt securities and loans for trading purposes 135 2 — 32 (45 ) — 1 22 (15 ) 132 Commercial mortgage-backed securities (“CMBS”) 8 0 — 0 0 — 0 — 0 8 Residential mortgage-backed securities (“RMBS”) 6 0 — 3 (2 ) — 0 — — 7 Real estate-backed securities 106 3 — 195 (182 ) — 1 — — 123 Collateralized debt obligations (“CDOs”) and other 23 (1 ) — 36 (35 ) — 0 — — 23 Investment trust funds and other 0 0 — 16 (16 ) — 0 0 — 0 Total trading assets and private equity and debt investments 366 6 — 292 (298 ) — 2 26 (30 ) 364 Derivatives, net (3) Equity contracts (41 ) 20 — — — 1 (1 ) (2 ) 32 9 Interest rate contracts (43 ) (3 ) — — — 11 (1 ) 6 2 (28 ) Credit contracts (38 ) (1 ) — — — 3 0 (2 ) 1 (37 ) Foreign exchange contracts 15 (3 ) — — — (1 ) 0 0 (1 ) 10 Total derivatives, net (107 ) 13 — — — 14 (2 ) 2 34 (46 ) Subtotal ¥ 259 ¥ 19 ¥ — ¥ 292 ¥ (298 ) ¥ 14 ¥ 0 ¥ 28 ¥ 4 ¥ 318 Loans and receivables 104 2 — 14 (18 ) — 2 27 (8 ) 123 Collateralized agreements 18 0 — — (5 ) — 0 — — 13 Other assets Other 185 23 — 0 0 — 2 0 (1 ) 209 Total ¥ 566 ¥ 44 ¥ — ¥ 306 ¥ (321 ) ¥ 14 ¥ 4 ¥ 55 ¥ (5 ) ¥ 663 Liabilities: Trading liabilities Equities ¥ 0 ¥ 0 ¥ — ¥ 0 ¥ 0 ¥ — ¥ 0 ¥ — ¥ 0 ¥ 0 Foreign government, agency and municipal securities 1 0 — (1 ) — 0 — — 0 Bank and corporate debt securities 5 0 — 3 (1 ) — 0 3 (4 ) 6 Collateralized debt obligations (“CDOs”) and other 1 0 — 0 (1 ) — 0 0 — 0 Investment trust funds and other 0 0 — 0 0 — 0 — — 0 Total trading liabilities ¥ 7 ¥ 0 ¥ — ¥ 3 ¥ (3 ) ¥ — ¥ 0 ¥ 3 ¥ (4 ) ¥ 6 Short-term borrowings 103 (7 ) 0 92 (89 ) — 0 8 (35 ) 86 Payables and deposits 1 0 0 0 — — — 1 0 2 Collateralized financing 1 — 0 — — — — — (1 ) — Long-term borrowings 547 (9 ) 2 289 (256 ) — 0 23 (99 ) 511 Other liabilities 35 (4 ) — 0 (15 ) — 0 0 0 24 Total ¥ 694 ¥ (20 ) ¥ 2 ¥ 384 ¥ (363 ) ¥ — ¥ 0 ¥ 35 ¥ (139 ) ¥ 629 Billions of yen Three months ended September 30, 2020 Beginning balance as of three months ended September 30, 2020 Total gains (losses) recognized in net (1) Total gains (losses) recognized in other comprehensive income Purchases / issues (2) Sales / redemptions (2) Settlements Foreign exchange movements Transfers into Level 3 (4)(5) Transfers out of Level 3 (5) Balance as of three months ended September 30, 2020 Assets: Trading assets and private equity and debt investments Equities ¥ 11 ¥ 2 ¥ — ¥ 22 ¥ (24 ) ¥ — ¥ 0 ¥ 0 ¥ (1 ) ¥ 10 Private equity and debt investments 37 1 — 11 — — 0 — — 49 Japanese agency and municipal securities 2 0 — 0 0 — — — 0 2 Foreign government, agency and municipal securities 10 0 — 5 (4 ) — 0 2 0 13 Bank and corporate debt securities and loans for trading purposes 207 2 — 14 (86 ) — (3 ) 4 (9 ) 129 Commercial mortgage-backed securities (“CMBS”) 1 1 — — 0 — — — — 2 Residential mortgage-backed securities (“RMBS”) 21 0 — — (1 ) — 0 — — 20 Real estate-backed securities 82 0 — 25 (44 ) — (1 ) — — 62 Collateralized debt obligations (“CDOs”) and other 11 1 — 23 (24 ) — 0 0 — 11 Investment trust funds and other 0 0 — — — — 0 — — 0 Total trading assets and private equity and debt investments 382 7 — 100 (183 ) — (4 ) 6 (10 ) 298 Derivatives, net (3) Equity contracts (16 ) (6 ) — — — (8 ) 0 5 6 (19 ) Interest rate contracts (66 ) 2 — — — 4 0 (2 ) 4 (58 ) Credit contracts (8 ) (4 ) — — — (4 ) 0 — 1 (15 ) Foreign exchange contracts 0 0 — — — (2 ) 0 0 2 0 Total derivatives, net (90 ) (8 ) — — — (10 ) 0 3 13 (92 ) Subtotal ¥ 292 ¥ (1 ) ¥ — ¥ 100 ¥ (183 ) ¥ (10 ) ¥ (4 ) ¥ 9 ¥ 3 ¥ 206 Loans and receivables 98 2 — 8 (15 ) — (1 ) 2 (6 ) 88 Collateralized agreements 19 (1 ) — — — — 0 — — 18 Other assets Other 147 6 — 0 0 — (3 ) — — 150 Total ¥ 556 ¥ 6 ¥ — ¥ 108 ¥ (198 ) ¥ (10 ) ¥ (8 ) ¥ 11 ¥ (3 ) ¥ 462 Liabilities: Trading liabilities Equities ¥ 1 ¥ 0 ¥ — ¥ (1 ) ¥ 0 ¥ — ¥ 0 ¥ — ¥ 0 ¥ 0 Foreign government, agency and municipal securities 0 0 — 0 — — 0 — — 0 Bank and corporate debt securities 2 0 — 1 0 — 0 0 (1 ) 2 Collateralized debt obligations (“CDOs”) and other 1 0 — 5 (3 ) — 0 — — 3 Investment trust funds and other 0 0 — — 0 — 0 — — 0 Total trading liabilities ¥ 4 ¥ 0 ¥ — ¥ 5 ¥ (3 ) ¥ — ¥ 0 ¥ 0 ¥ (1 ) ¥ 5 Short-term borrowings 30 0 0 59 (21 ) — 0 8 (2 ) 74 Payables and deposits 1 0 0 — 0 — — — — 1 Long-term borrowings 447 (4 ) (2 ) 61 (60 ) — 0 16 (11 ) 459 Other liabilities 5 (5 ) — 3 — — 0 1 (1 ) 13 Total ¥ 487 ¥ (9 ) ¥ (2 ) ¥ 128 ¥ (84 ) ¥ — ¥ 0 ¥ 25 ¥ (15 ) ¥ 552 Billions of yen Three months ended September 30, 2021 Beginning balance as of three months ended September 30, 2021 Total gains (losses) recognized in net (1) Total gains (losses) recognized in other comprehensive income Purchases / issues (2) Sales / redemptions (2) Settlements Foreign exchange movements Transfers into Level 3 (4)(5) Transfers out of Level 3 (5) Balance as of three months ended September 30, 2021 Assets: Trading assets and private equity and debt investments Equities ¥ 11 ¥ 0 ¥ — ¥ 1 ¥ (1 ) ¥ — ¥ 0 ¥ 1 ¥ 0 ¥ 12 Private equity and debt investments 45 (1 ) — 4 (1 ) — 0 — — 47 Japanese agency and municipal securities 2 0 — 0 0 — — — — 2 Foreign government, agency and municipal securities 13 0 — 1 (5 ) — 0 1 0 10 Bank and corporate debt securities and loans for trading purposes 131 1 — 18 (27 ) — 1 12 (4 ) 132 Commercial mortgage-backed securities (“CMBS”) 8 0 — — 0 — 0 — 0 8 Residential mortgage-backed securities (“RMBS”) 7 1 — 1 (2 ) — 0 — — 7 Real estate-backed securities 158 0 — 84 (121 ) — 2 — — 123 Collateralized debt obligations (“CDOs”) and other 21 0 — 15 (13 ) — 0 — — 23 Investment trust funds and other 1 0 — 15 (16 ) — 0 — — 0 Total trading assets and private equity and debt investments 397 1 — 139 (186 ) — 3 14 (4 ) 364 Derivatives, net (3) Equity contracts (39 ) 21 — — — 3 (1 ) 6 19 9 Interest rate contracts (41 ) (1 ) — — — 9 0 5 0 (28 ) Credit contracts (31 ) (5 ) — — — 1 0 (2 ) 0 (37 ) Foreign exchange contracts 9 4 — — — (2 ) 0 0 (1 ) 10 Total derivatives, net (102 ) 19 — — — 11 (1 ) 9 18 (46 ) Subtotal ¥ 295 ¥ 20 ¥ — ¥ 139 ¥ (186 ) ¥ 11 ¥ 2 ¥ 23 ¥ 14 ¥ 318 Loans and receivables 111 3 — 8 (11 ) — 1 18 (7 ) 123 Collateralized agreements 16 0 — — (3 ) — 0 — — 13 Other assets Other 202 5 — — — — 2 0 — 209 Total ¥ 624 ¥ 28 ¥ — ¥ 147 ¥ (200 ) ¥ 11 ¥ 5 ¥ 41 ¥ 7 ¥ 663 Liabilities: Trading liabilities Equities ¥ 0 ¥ 0 ¥ — ¥ — ¥ 0 ¥ — ¥ 0 ¥ — ¥ — ¥ 0 Foreign government, agency and municipal securities 0 0 — — 0 — 0 — — 0 Bank and corporate debt securities 2 0 — 2 (1 ) — 0 4 (1 ) 6 Collateralized debt obligations (“CDOs”) and other 0 0 — 0 0 — 0 — — 0 Investment trust funds and other 0 0 — — 0 — 0 — — 0 Total trading liabilities ¥ 2 ¥ 0 ¥ — ¥ 2 ¥ (1 ) ¥ — ¥ 0 ¥ 4 ¥ (1 ) ¥ 6 Short-term borrowings 94 2 0 49 (48 ) — 0 3 (10 ) 86 Payables and deposits 2 0 0 0 — — — 0 0 2 Long-term borrowings 508 5 0 129 (110 ) — 0 7 (18 ) 511 Other liabilities 33 (2 ) — 0 (11 ) — 0 — 0 24 Total ¥ 639 ¥ 5 ¥ 0 ¥ 180 ¥ (170 ) ¥ — ¥ 0 ¥ 14 ¥ (29 ) ¥ 629 (1) Includes gains and losses reported primarily within Net gain on trading, Gain on private equity and debt 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) 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. (4) Amounts of gains and losses on these transfers which were recognized in the period when the Transfers into Level 3 (5) Transfers into Level 3 Transfers out of Level 3 Quantitative and qualitative information regarding significant unobservable inputs
Fair value, level 3 assets and liabilities measured on recurring basis, unrealized gains (losses)	Billions of yen Six months ended September 30 2020 2021 Unrealized gains / (losses) (1) Assets: Trading assets and private equity and debt investments Equities ¥ 1 ¥ 0 Private equity and debt investments 2 2 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 0 1 Commercial mortgage-backed securities (“CMBS”) 0 0 Residential mortgage-backed securities (“RMBS”) 0 0 Real estate-backed securities (2 ) 2 Collateralized debt obligations (“CDOs”) and other (3 ) (2 ) Investment trust funds and other — 0 Total trading assets and private equity and debt investments (2 ) 3 Derivatives, net (2) Equity contracts (38 ) 24 Interest rate contracts (10 ) (9 ) Credit contracts 12 2 Foreign exchange contracts (15 ) (1 ) Total derivatives, net (51 ) 16 Subtotal ¥ (53 ) ¥ 19 Loans and receivables 1 1 Collateralized agreements 0 0 Other assets Other 21 23 Total ¥ (31 ) ¥ 43 Liabilities: Trading liabilities Equities ¥ 0 ¥ — Foreign government, agency and municipal securities 0 0 Bank and corporate debt securities 0 0 Collateralized debt obligations (“CDOs”) and other 0 0 Total trading liabilities ¥ 0 ¥ 0 Short-term borrowings (3) 2 3 Payables and deposits (3) 0 0 Long-term borrowings (3) (15 ) 4 Other liabilities (7 ) (1 ) Total ¥ (20 ) ¥ 6 Billions of yen Three months ended September 30 2020 2021 Unrealized gains / (losses) (1) Assets: Trading assets and private equity and debt investments Equities ¥ 0 ¥ 1 Private equity and debt investments 1 1 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 1 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 0 (2 ) Investment trust funds and other 0 0 Total trading assets and private equity and debt investments 2 (1 ) Derivatives, net (2) Equity contracts (12 ) 25 Interest rate contracts 2 (4 ) Credit contracts (4 ) (3 ) Foreign exchange contracts 0 5 Total derivatives, net (14 ) 23 Subtotal ¥ (12 ) ¥ 22 Loans and receivables 2 2 Collateralized agreements 0 — Other assets Other 6 5 Total ¥ (4 ) ¥ 29 Liabilities: Trading liabilities Foreign government, agency and municipal securities ¥ 0 ¥ — Bank and corporate debt securities 0 0 Collateralized debt obligations (“CDOs”) and other 0 0 Total trading liabilities ¥ 0 ¥ 0 Short-term borrowings (3) 1 5 Payables and deposits (3) 0 0 Long-term borrowings (3) (3 ) 8 Other liabilities (4 ) 0 Total ¥ (6 ) ¥ 13 (1) Includes gains and losses reported within Net gain on trading, Gain (loss) on private equity and debt 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. (3) Includes changes in unrealized gains and losses in Other comprehensive income (loss)
Information on investments where net asset value per share is calculated	Billions of yen March 31, 2021 Fair value Unfunded commitments (1) Redemption frequency (if currently eligible) (2) Redemption notice (3) Hedge funds ¥ 2 ¥ — Monthly Same day Venture capital funds 4 2 — — Private equity funds 18 21 — — Real estate funds 4 1 — — Total ¥ 28 ¥ 24 Billions of yen September 30, 2021 Fair value Unfunded commitments (1) Redemption frequency (if currently eligible) (2) Redemption notice (3) Hedge funds ¥ 11 ¥ — Monthly Same day Venture capital funds 4 4 — — Private equity funds 17 21 — — Real estate funds 3 1 — — Total ¥ 35 ¥ 26 (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	The following table presents gains (losses) due to changes in fair value for financial instruments measured at fair value using the fair value option for the six and three months ended September 30, 2020 and 2021. Billions of yen Six months ended September 30 2020 2021 Gains / (Losses) (1) Assets: Trading assets and private equity and debt investments (2) Trading assets ¥ 1 ¥ 0 Private equity and debt investments 0 1 Loans and receivables 4 8 Collateralized agreements (3) 2 0 Other assets (2) 24 16 Total ¥ 31 ¥ 25 Liabilities: Short-term borrowings (4) ¥ (27 ) ¥ 21 Payables and deposits 1 3 Collateralized financing (3) (1 ) 6 Long-term borrowings (4)(5) (190 ) (25 ) Other liabilities (6) (4 ) (10 ) Total ¥ (221 ) ¥ (5 ) Billions of yen Three months ended September 30 2020 2021 Gains / (Losses) (1) Assets: Trading assets and private equity and debt investments (2) Trading assets ¥ 1 ¥ — Private equity and debt investments 0 1 Loans and receivables 2 4 Collateralized agreements (3) 3 0 Other assets (2) 4 5 Total ¥ 10 ¥ 10 Liabilities: Short-term borrowings (4) ¥ 19 ¥ 33 Payables and deposits 0 0 Collateralized financing (3) (2 ) 8 Long-term borrowings (4)(5) (36 ) 30 Other liabilities (6) (5 ) (6 ) Total ¥ (24 ) ¥ 65 (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 ended September 30 2020 2021 Changes recognized as a credit (debit) to other comprehensive income ¥ (53 ) ¥ 6 Credit (debit) amounts reclassified to earnings (11 ) 1 Cumulative credit (debit) balance recognized in accumulated other comprehensive income 27 (5 ) Billions of yen Three months ended September 30 2020 2021 Changes recognized as a credit (debit) to other comprehensive income ¥ (54 ) ¥ 1 Credit (debit) amounts reclassified to earnings (2 ) 0
Geographic allocations of trading assets related to government, agency, municipal securities	Billions of yen March 31, 2021 Japan U.S. EU & U.K. Other Total (1) Government, agency and municipal securities ¥ 1,715 ¥ 1,888 ¥ 2,329 ¥ 620 ¥ 6,552 Billions of yen September 30, 2021 Japan U.S. EU & U.K. Other Total (1) Government, agency and municipal securities ¥ 2,174 ¥ 2,685 ¥ 2,696 ¥ 654 ¥ 8,209 (1) Other than above, there were ¥299 billion and ¥301 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	(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, 2021
Derivative Instruments and Hedging Activities [Abstract]
Significant concentration of exposures to credit risk in OTC derivatives	Billions of yen March 31, 2021 Gross fair value of Impact of Impact of Net exposure to Financial institutions ¥ 13,474 ¥ (11,473 ) ¥ (1,500 ) ¥ 501 Billions of yen September 30, 2021 Gross fair value of derivative assets Impact of master netting agreements Impact of collateral Net exposure to credit risk Financial institutions ¥ 11,375 ¥ (9,566 ) ¥ (1,466 ) ¥ 343
Volume of derivative activity in statement of financial position	Billions of yen March 31, 2021 Derivative assets Derivative liabilities Total Notional (1) Fair value Fair value (1) Derivatives used for trading and non-trading (2)(3) Equity contracts ¥ 40,396 ¥ 1,402 ¥ 2,229 Interest rate contracts 2,524,407 9,617 9,023 Credit contracts 38,850 455 523 Foreign exchange contracts 351,662 4,511 4,402 Commodity contracts 334 1 0 Total ¥ 2,955,649 ¥ 15,986 ¥ 16,177 Derivatives designated as hedging instruments: Interest rate contracts ¥ 1,168 ¥ 15 ¥ 14 Foreign exchange contracts 130 5 — Total ¥ 1,298 ¥ 20 ¥ 14 Total derivatives ¥ 2,956,947 ¥ 16,006 ¥ 16,191 Billions of yen September 30, 2021 Derivative assets Derivative liabilities Total Notional (1) Fair value Fair value (1) Derivatives used for trading and non-trading (2)(3) Equity contracts ¥ 36,347 ¥ 1,154 ¥ 1,540 Interest rate contracts 2,660,846 8,291 7,669 Credit contracts 40,917 426 479 Foreign exchange contracts 359,352 3,616 3,570 Commodity contracts 338 3 0 Total ¥ 3,097,800 ¥ 13,490 ¥ 13,258 Derivatives designated as hedging instruments: Interest rate contracts ¥ 1,779 ¥ 6 ¥ 6 Foreign exchange contracts 136 2 — Total ¥ 1,915 ¥ 8 ¥ 6 Total derivatives ¥ 3,099,715 ¥ 13,498 ¥ 13,264 (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, certain 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, 2021 and September 30, 2021, the amounts reported include derivatives used for non-trading
Offsetting of derivatives instruments and related collateral amounts	Notes to the Interim Consolidated Financial Statements—(Continued) (UNAUDITED) Billions of yen Billions of yen March 31, 2021 September 30, 2021 Derivative assets Derivative liabilities (1) Derivative assets Derivative liabilities (1) Equity contracts OTC settled bilaterally ¥ 904 ¥ 1,439 ¥ 720 ¥ 904 Exchange-traded 498 790 434 636 Interest rate contracts OTC settled bilaterally 8,456 7,871 7,446 6,810 OTC centrally-cleared 1,147 1,146 826 844 Exchange-traded 29 20 25 21 Credit contracts OTC settled bilaterally 169 251 157 224 OTC centrally-cleared 282 269 267 254 Exchange-traded 4 3 2 1 Foreign exchange contracts OTC settled bilaterally 4,516 4,402 3,618 3,570 Commodity contracts OTC settled bilaterally 0 0 0 0 Exchange-traded 1 0 3 0 Total gross derivative balances (2) ¥ 16,006 ¥ 16,191 ¥ 13,498 ¥ 13,264 Less: Amounts offset in the consolidated balance sheets (3) (14,786 ) (14,697 ) (12,333 ) (11,994 ) Total net amounts reported on the face of the consolidated balance sheets (4) ¥ 1,220 ¥ 1,494 ¥ 1,165 ¥ 1,270 Less: Additional amounts not offset in the consolidated balance sheets (5) Financial instruments and non-cash (240 ) (310 ) (334 ) (232 ) Net amount ¥ 980 ¥ 1,184 ¥ 831 ¥ 1,038 (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, 2021, 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 ¥392 billion and ¥589 billion, respectively. As of September 30, 2021, the gross balance of such derivative assets and derivative liabilities was ¥364 billion and ¥565 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, 2021, Nomura offset a total of ¥1,594 billion of cash collateral receivables against net derivative liabilities and ¥1,683 billion of cash collateral payables against net derivative assets. As of September 30, 2021, Nomura offset a total of ¥1,158 billion of cash collateral receivables against net derivative liabilities and ¥1,497 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 and debt 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
Derivative amounts included in consolidated statements of income	The following table presents amounts included in the consolidated statements of income for the six months ended September 30, 2020 and 2021 related to derivatives used for trading and non-trading Billions of yen Six months ended September 30 2020 2021 Derivatives used for trading and non-trading (1)(2) Equity contracts ¥ 90 ¥ (185 ) Interest rate contracts 176 16 Credit contracts (85 ) 2 Foreign exchange contracts (52 ) 26 Commodity contracts (10 ) 33 Total ¥ 119 ¥ (108) Billions of yen Three months ended September 30 2020 2021 Derivatives used for trading and non-trading (1)(2) Equity contracts ¥ (47 ) ¥ (117 ) Interest rate contracts 40 7 Credit contracts (78 ) (8 ) Foreign exchange contracts 7 (43 ) Commodity contracts (5 ) 10 Total ¥ (83 ) ¥ (151) (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
Schedule of carrying value hedged items	Billions of yen Line items in the statement of financial position in which the hedged item is included: Carrying amount of the hedged assets/liabilities Cumulative gains/(losses) of fair value hedging adjustment included in the carrying amount of the hedged assets/liabilities March 31, 2021 September 30, 2021 March 31, 2021 September 30, 2021 Long-term borrowings ¥ 1,164 ¥ 1,773 ¥ 2 ¥ 5 Total ¥ 1,164 ¥ 1,773 ¥ 2 ¥ 5
Fair value hedges	The following table presents amounts included in the consolidated statements of income for the six and three months ended September 30, 2020 and 2021 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 2020 2021 Derivatives designated as hedging instruments: Interest rate contracts ¥ (1 ) ¥ (3 ) Total ¥ (1 ) ¥ (3 ) Hedged items: Long-term borrowings ¥ 1 ¥ 3 Total ¥ 1 ¥ 3 Billions of yen Three months ended September 30 2020 2021 Derivatives designated as hedging instruments: Interest rate contracts ¥ 1 ¥ 5 Total ¥ 1 ¥ 5 Hedged items: Long-term borrowings ¥ (1 ) ¥ (5 ) Total ¥ (1 ) ¥ (5 )
Net investment hedges	Billions of yen Six months ended September 30 2020 2021 Hedging instruments: Foreign exchange contracts ¥ (7 ) ¥ 2 Total ¥ (7 ) ¥ 2 Billions of yen Three months ended September 30 2020 2021 Hedging instruments: Foreign exchange contracts ¥ (5 ) ¥ 4 Total ¥ (5 ) ¥ 4
Written credit derivatives and purchased credit protection	Billions of yen March 31, 2021 Maximum potential payout/Notional Notional Years to maturity Purchased credit protection Carrying value (Asset) / Liability (1) Total Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Single-name credit default swaps ¥ (80 ) ¥ 7,035 ¥ 1,318 ¥ 2,297 ¥ 2,642 ¥ 778 ¥ 5,452 Credit default indices (246 ) 10,235 1,271 4,065 3,989 910 7,737 Other credit risk related portfolio products 10 396 73 180 131 12 280 Credit-risk related options and swaptions 0 39 — — 39 — 33 Total ¥ (316 ) ¥ 17,705 ¥ 2,662 ¥ 6,542 ¥ 6,801 ¥ 1,700 ¥ 13,502 Billions of yen September 30, 2021 Maximum potential payout/Notional Notional Years to maturity Purchased credit protection Carrying value (Asset) / Liability (1) Total Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Single-name credit default swaps ¥ (93 ) ¥ 7,037 ¥ 1,147 ¥ 2,645 ¥ 2,393 ¥ 852 ¥ 5,400 Credit default indices (231 ) 10,826 1,621 4,809 3,429 967 8,356 Other credit risk related portfolio products 5 473 51 162 244 16 358 Credit-risk related options and swaptions 0 7 — — 7 — 7 Total ¥ (319 ) ¥ 18,343 ¥ 2,819 ¥ 7,616 ¥ 6,073 ¥ 1,835 ¥ 14,121 (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, 2021 Maximum potential payout/Notional AAA AA A BBB BB Other (1) Total Single-name credit default swaps ¥ 198 ¥ 1,218 ¥ 1,887 ¥ 2,098 ¥ 753 ¥ 881 ¥ 7,035 Credit default indices 114 128 1,880 6,294 1,415 404 10,235 Other credit risk related portfolio products — — 4 237 58 97 396 Credit-risk related options and swaptions — — — 32 7 — 39 Total ¥ 312 ¥ 1,346 ¥ 3,771 ¥ 8,661 ¥ 2,233 ¥ 1,382 ¥ 17,705 Billions of yen September 30, 2021 Maximum potential payout/Notional AAA AA A BBB BB Other (1) Total Single-name credit default swaps ¥ 200 ¥ 1,226 ¥ 1,920 ¥ 2,153 ¥ 738 ¥ 800 ¥ 7,037 Credit default indices 96 193 2,982 5,719 1,431 405 10,826 Other credit risk related portfolio products — — 3 309 58 103 473 Credit-risk related options and swaptions — — — — 7 — 7 Total ¥ 296 ¥ 1,419 ¥ 4,905 ¥ 8,181 ¥ 2,234 ¥ 1,308 ¥ 18,343 (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, 2021
Revenue from Contract with Customer [Abstract]
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, 2020 and September 30, 2021. Millions of yen Six months ended September 30 2020 2021 Commissions ¥ 177,765 ¥ 174,522 Fees from investment banking 37,859 69,604 Asset management and portfolio service fees 111,073 131,237 Other revenue 22,493 17,641 Total ¥ 349,190 ¥ 393,004 Millions of yen Three months ended September 30 2020 2021 Commissions ¥ 92,253 ¥ 91,636 Fees from investment banking 27,031 33,901 Asset management and portfolio service fees 57,417 67,193 Other revenue 10,689 9,278 Total ¥ 187,390 ¥ 202,008
Schedule of disaggregation of brokerage commissions revenue	Commissions represent revenue principally from trade execution, clearing services and distribution of fund units provided by both the Retail and Wholesale Divisions approximately equally across the divisions. The following table shows the breakdown of Commissions Millions of yen Six months ended September 30 2020 2021 Stock Brokerage Commissions ¥ 123,938 ¥ 125,958 Commissions for distributing of investment trusts 33,352 25,573 Other 20,475 22,991 Total ¥ 177,765 ¥ 174,522 Millions of yen Three months ended September 30 2020 2021 Stock Brokerage Commissions ¥ 60,989 ¥ 67,725 Commissions for distributing of investment trusts 19,275 11,166 Other 11,989 12,745 Total ¥ 92,253 ¥ 91,636
Schedule of disaggregation of investment banking revenue	The following table shows the breakdown of Fees from investment banking Millions of yen Six months ended September 30 2020 2021 Equity underwriting and distribution ¥ 12,089 ¥ 20,231 Bond underwriting and distribution 9,007 13,445 Financial advisory fees 11,435 26,776 Other 5,328 9,152 Total ¥ 37,859 ¥ 69,604 Millions of yen Three months ended September 30 2020 2021 Equity underwriting and distribution ¥ 10,539 ¥ 10,276 Bond underwriting and distribution 5,677 6,123 Financial advisory fees 6,724 13,661 Other 4,091 3,841 Total ¥ 27,031 ¥ 33,901
Schedule of disaggregation of asset management fees and custody fee	The following table shows the breakdown of Asset management and portfolio service fees Millions of yen Six months ended September 30 2020 2021 Asset management fees ¥ 72,836 ¥ 82,579 Administration fees 30,208 39,266 Custodial fees 8,029 9,392 Total ¥ 111,073 ¥ 131,237 Millions of yen Three months ended September 30 2020 2021 Asset management fees ¥ 37,598 ¥ 41,994 Administration fees 15,684 20,361 Custodial fees 4,135 4,838 Total ¥ 57,417 ¥ 67,193
Customer contract receivables, customer contract assets and customer contract liabilities	The following table presents the balances of customer contract receivables and contract liabilities in scope of ASC 606. The amount of contract assets as of March 31, 2021 and September 30, 2021 was immaterial. Millions of yen March 31, 2021 September 30, 2021 Customer contract receivables ¥ 85,205 ¥ 83,424 Contract liabilities (1) 3,497 3,391 (1) Contract liabilities primarily rise from investment advisory services and recognized in connection with the term of the contract based on time elapsed.

Collateralized transactions (Ta

Collateralized transactions (Tables)	6 Months Ended
	Sep. 30, 2021
Collateralized Transactions
Offsetting of the transactions in the consolidated balance sheets	Billions of yen March 31, 2021 Assets Liabilities Reverse repurchase agreements Securities borrowing transactions Repurchase agreements Securities lending transactions Total gross balance (1) ¥ 31,568 ¥ 5,241 ¥ 34,154 ¥ 1,781 Less: Amounts offset in the consolidated balance sheets (2) (20,793 ) — (20,794 ) — Total net amounts of reported on the face of the consolidated balance sheets (3) ¥ 10,775 ¥ 5,241 ¥ 13,360 ¥ 1,781 Less: Additional amounts not offset in the consolidated balance sheets (4) Financial instruments and non-cash (9,390 ) (3,211 ) (9,448 ) (1,488 ) Cash collateral (1 ) — (1 ) — Net amount ¥ 1,384 ¥ 2,030 ¥ 3,911 ¥ 293 Billions of yen September 30, 2021 Assets Liabilities Reverse repurchase agreements Securities borrowing transactions Repurchase agreements Securities lending transactions Total gross balance (1) ¥ 31,691 ¥ 4,652 ¥ 33,881 ¥ 1,687 Less: Amounts offset in the consolidated balance sheets (2) (20,418 ) — (20,418 ) — Total net amounts of reported on the face of the consolidated balance sheets (3) ¥ 11,273 ¥ 4,652 ¥ 13,463 ¥ 1,687 Less: Additional amounts not offset in the consolidated balance sheets (4) Financial instruments and non-cash (9,592 ) (3,148 ) (9,405 ) (1,426 ) Cash collateral (5 ) — (2 ) — Net amount ¥ 1,676 ¥ 1,504 ¥ 4,056 ¥ 261 (1) Includes all recognized balances irrespective of whether they are transacted under a master netting agreement or whether Nomura has obtained sufficient evidence of enforceability of the master netting agreement. Amounts include transactions carried at fair value through election of the fair value option. As of March 31, 2021, the gross balance of reverse repurchase agreements and repurchase agreements which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥480 billion and ¥2,653 billion, respectively. As of March 31, 2021, the gross balance of securities borrowing transactions and securities lending transactions which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥1,947 billion and ¥213 billion, respectively. As of September 30, 202 1 (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, 2021 Overnight and open (1) Up to 30 days 30 – 90 days 90 days – 1 year Greater than 1 year Total Repurchase agreements ¥ 13,837 ¥ 16,452 ¥ 1,991 ¥ 1,590 ¥ 284 ¥ 34,154 Securities lending transactions 872 351 291 266 1 1,781 Total gross recognized liabilities (2) ¥ 14,709 ¥ 16,803 ¥ 2,282 ¥ 1,856 ¥ 285 ¥ 35,935 Billions of yen September 30, 2021 Overnight and open (1) Up to 30 days 30 – 90 days 90 days – 1 year Greater than 1 year Total Repurchase agreements ¥ 13,432 ¥ 16,648 ¥ 1,966 ¥ 1,448 ¥ 387 ¥ 33,881 Securities lending transactions 971 259 159 280 18 1,687 Total gross recognized liabilities (2) ¥ 14,403 ¥ 16,907 ¥ 2,125 ¥ 1,728 ¥ 405 ¥ 35,568 (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, 2021 Repurchase agreements Securities lending transactions Total Equities and convertible securities ¥ 724 ¥ 1,600 ¥ 2,324 Japanese government, agency and municipal securities 1,168 0 1,168 Foreign government, agency and municipal securities 27,531 8 27,539 Bank and corporate debt securities 1,926 117 2,043 Commercial mortgage-backed securities (“CMBS”) 6 — 6 Residential mortgage-backed securities (“RMBS”) (1) 2,532 — 2,532 Collateralized debt obligations (“CDOs”) and other 223 — 223 Investment trust funds and other 44 56 100 Total gross recognized liabilities (2) ¥ 34,154 ¥ 1,781 ¥ 35,935 Billions of yen September 30, 2021 Repurchase agreements Securities lending transactions Total Equities and convertible securities ¥ 429 ¥ 1,466 ¥ 1,895 Japanese government, agency and municipal securities 895 0 895 Foreign government, agency and municipal securities 28,204 27 28,231 Bank and corporate debt securities 2,092 125 2,217 Commercial mortgage-backed securities (“CMBS”) 2 — 2 Residential mortgage-backed securities (“RMBS”) (1) 2,069 — 2,069 Collateralized debt obligations (“CDOs”) and other 148 — 148 Investment trust funds and other 42 69 111 Total gross recognized liabilities (2) ¥ 33,881 ¥ 1,687 ¥ 35,568 (1) Includes ¥2,170 billion as of March 31, 2021 and ¥1,717 billion as of September 30, 2021 of U.S. government sponsored agency mortgage pass-through securities and collateralized mortgage obligations . (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, 2021 September 30, 2021 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 ¥ 50,466 ¥ 54,613 The portion of the above that has been sold (reported within Trading liabilities 38,342 36,493
Assets owned, pledged as collateral	Millions of yen March 31, 2021 September 30, 2021 Trading assets: Equities and convertible securities ¥ 239,393 ¥ 396,002 Government and government agency securities 1,064,164 1,044,019 Bank and corporate debt securities 32,262 45,649 Residential mortgage-backed securities (“RMBS”) 1,790,395 1,386,562 Collateralized debt obligations (“CDOs”) and other (1) 32,081 10,394 Investment trust funds and other 43,805 34,991 ¥ 3,202,100 ¥ 2,917,617 Non-trading ¥ 115,659 ¥ 130,423 Investments in and advances to affiliated companies ¥ 4,136 ¥ 1,274 (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, 2021 September 30, 2021 Loans and receivables ¥ 114,051 ¥ 202,436 Trading assets and private equity and debt 1,344,361 1,428,598 Office buildings, land, equipment and facilities 5,076 4,962 Non-trading 1,047 204 Other 5,823 450 ¥ 1,470,358 ¥ 1,636,650

Securitizations and Variable _2

Securitizations and Variable Interest Entities (Tables)	6 Months Ended
	Sep. 30, 2021
Securitizations and Variable Interest Entities [Abstract]
Fair value of retained interests	Billions of yen March 31, 2021 Level 1 Level 2 Level 3 Total Investment grade Other Government, agency and municipal securities ¥ — ¥ 154 ¥ — ¥ 154 ¥ 154 ¥ — Bank and corporate debt securities — — — — — — CMBS and RMBS — — 6 6 0 6 Total ¥ — ¥ 154 ¥ 6 ¥ 160 ¥ 154 ¥ 6 Billions of yen September 30, 2021 Level 1 Level 2 Level 3 Total Investment grade Other Government, agency and municipal securities ¥ — ¥ 118 ¥ — ¥ 118 ¥ 118 ¥ — Bank and corporate debt securities — — — — — — CMBS and RMBS — — 8 8 2 6 Total ¥ — ¥ 118 ¥ 8 ¥ 126 ¥ 120 ¥ 6
Type and carrying value of financial assets	Billions of yen March 31, 2021 September 30, 2021 Assets Trading assets Foreign government, agency and municipal securities ¥ — ¥ 7 Loans for trading purposes 106 9 Loans receivable — 157 Total ¥ 106 ¥ 173 Liabilities Long-term borrowings ¥ 106 ¥ 173
Classification of consolidated VIEs' assets and liabilities	Billions of yen March 31, 2021 September 30, 2021 Consolidated VIE assets Cash and cash equivalents ¥ 13 ¥ 9 Trading assets Equities 524 584 Debt securities 414 462 CMBS and RMBS 20 20 Investment trust funds and other 4 — Derivatives 1 1 Private equity and debt investments 21 21 Office buildings, land, equipment and facilities 51 56 Other 26 163 Total ¥ 1,074 ¥ 1,316 Consolidated VIE liabilities Trading liabilities Derivatives ¥ 2 ¥ 2 Borrowings Short-term borrowings 74 122 Long-term borrowings 763 808 Other 2 2 Total ¥ 841 ¥ 934
Carrying amount of assets and liabilities of unconsolidated VIEs	Billions of yen March 31, 2021 Carrying amount of variable interests Maximum exposure to loss to unconsolidated VIEs Assets Liabilities Trading assets and liabilities Equities ¥ 30 ¥ — ¥ 30 Debt securities 60 — 60 CMBS and RMBS 2,362 — 2,362 Investment trust funds and other 195 — 195 Private equity and debt investments 3 — 3 Loans 556 — 556 Other 19 — 19 Commitments to extend credit and other guarantees — — 110 Total ¥ 3,225 ¥ — ¥ 3,335 Billions of yen September 30, 2021 Carrying amount of variable interests Maximum exposure to loss to unconsolidated VIEs Assets Liabilities Trading assets and liabilities Equities ¥ 37 ¥ — ¥ 37 Debt securities 50 — 50 CMBS and RMBS 2,015 — 2,015 Investment trust funds and other 149 — 149 Private equity and debt investments 15 — 15 Loans 721 — 721 Other 18 — 18 Commitments to extend credit and other guarantees — — 111 Total ¥ 3,005 ¥ — ¥ 3,116

Financing receivables (Tables)

Financing receivables (Tables)	6 Months Ended
	Sep. 30, 2021
Financing Receivables [Abstract]
Summary of loans receivable reported within loans receivable or investments in and advances to affiliated companies	Millions of yen March 31, 2021 Carried at amortized cost Carried at fair value (1) Total Loans receivable Loans at banks ¥ 605,200 ¥ — ¥ 605,200 Short-term secured margin loans 436,221 — 436,221 Inter-bank money market loans 1,289 — 1,289 Corporate loans 1,082,239 818,523 1,900,762 Total loans receivable ¥ 2,124,949 ¥ 818,523 ¥ 2,943,472 Advances to affiliated companies 1,000 — 1,000 Total ¥ 2,125,949 ¥ 818,523 ¥ 2,944,472 Millions of yen September 30, 2021 Carried at amortized cost Carried at fair value (1) Total Loans receivable Loans at banks ¥ 646,698 ¥ — ¥ 646,698 Short-term secured margin loans 440,239 — 440,239 Inter-bank money market loans 1,476 — 1,476 Corporate loans 1,137,996 916,938 2,054,934 Total loans receivable ¥ 2,226,409 ¥ 916,938 ¥ 3,143,347 Advances to affiliated companies 1,000 — 1,000 Total ¥ 2,227,409 ¥ 916,938 ¥ 3,144,347 (1) Includes loans receivable and loan commitments carried at fair value through election of the fair value option.
Changes in allowance for doubtful accounts	Millions of yen Six months ended September 30, 2020 Allowance for current expected credit losses Allowance for receivables other than loans (2) Total allowance for current expected credit losses Loans at banks Short-term secured margin loans Corporate loans Subtotal Opening balance prior to CECL adoption ¥ 1,564 ¥ 352 ¥ 7,944 ¥ 9,860 ¥ 3,152 ¥ 13,012 Impact of CECL adoption (1) 232 — 1,738 1,970 2 1,972 Opening balance after CECL adoption 1,796 352 9,682 11,830 3,154 14,984 Provision for credit losses (232 ) — (2,244 ) (2,476 ) 1,075 (1,401 ) Charge-offs (318 ) (359 ) 0 (677 ) (1,315 ) (1,992 ) Other (4) — 7 (225 ) (218 ) (17 ) (235 ) Ending balance ¥ 1,246 ¥ — ¥ 7,213 ¥ 8,459 ¥ 2,897 ¥ 11,356 Millions of yen Six months ended September 30, 2021 Allowance for current expected credit losses Allowance for (2) Total Loans Short-term Corporate Subtotal Opening balance ¥ 1,282 ¥ — ¥ 47,985 ¥ 49,267 ¥ 4,517 ¥ 53,784 Provision for credit losses (3) — — 8,924 8,924 78 9,002 Charge-offs — — (17 ) (17 ) (62 ) (79 ) Other (4) 161 — 718 879 (1,875 ) (996 ) Ending balance ¥ 1,443 ¥ — ¥ 57,610 ¥ 59,053 ¥ 2,658 ¥ 61,711 Millions of yen Three months ended September 30, 2020 Allowance for current expected credit losses Allowance for (2) Total Loans Short-term Corporate Subtotal Opening balance ¥ 1,454 ¥ 292 ¥ 7,727 ¥ 9,473 ¥ 2,881 ¥ 12,354 Provision for credit losses 110 76 (392 ) (206 ) 31 (175 ) Charge-offs (318 ) (359 ) 0 (677 ) 7 (670 ) Other (4) — (9 ) (122 ) (131 ) (22 ) (153 ) Ending balance ¥ 1,246 ¥ — ¥ 7,213 ¥ 8,459 ¥ 2,897 ¥ 11,356 (1) The balance recognized on April 1, 2020 on adoption of ASC 326. (2) Includes collateralized agreements, customer contract assets and receivables and other receivables. (3) As of September 30, 2021, following the default of a client arising from the U.S. Prime Brokerage Event, an additional allowance for current expected credit losses of million was taken on the loans with the client. (4) Includes recoveries collected and the effect of foreign exchange movements.
Analysis of each class of loans not carried at fair value using internal ratings or equivalent credit quality indicators	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 by years of origination as of March 31 and September 30, 2021. Millions of yen March 31, 2021 2021 2020 2019 2018 2017 2016 or earlier Revolving Total Secured loans at banks: AAA-BBB ¥ 54,179 ¥ 115,003 ¥ 17,106 ¥ 12,450 ¥ 4,240 ¥ 17,634 ¥ — ¥ 220,612 BB-CCC 75,680 115,131 3,864 2,324 — 5,484 — 202,483 CC-D — — — — — — — — Others(1) — 61,185 — — — — — 61,185 Total secured loans at banks ¥ 129,859 ¥ 291,319 ¥ 20,970 ¥ 14,774 ¥ 4,240 ¥ 23,118 ¥ — ¥ 484,280 Unsecured loans at banks: AAA-BBB ¥ 9,101 ¥ 22,955 ¥ 27,863 ¥ 17,563 ¥ 8,484 ¥ 34,719 ¥ — ¥ 120,685 BB-CCC — — 235 — — — — 235 CC-D — — — — — — — — Others(1) — — — — — — — — Total unsecured loans at banks ¥ 9,101 ¥ 22,955 ¥ 28,098 ¥ 17,563 ¥ 8,484 ¥ 34,719 ¥ — ¥ 120,920 Short-term secured margin loans: AAA-BBB ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) 170,514 141 — — — — 265,566 436,221 Total short-term secured margin loans ¥ 170,514 ¥ 141 ¥ — ¥ — ¥ — ¥ — ¥ 265,566 ¥ 436,221 Unsecured inter-bank money market loans: AAA-BBB ¥ 1,289 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,289 BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) — — — — — — — — Total unsecured inter-bank money market loans ¥ 1,289 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,289 Secured corporate loans: AAA-BBB ¥ 33,965 ¥ 261,182 ¥ 45,880 ¥ 9,817 ¥ 6,406 ¥ 27,672 ¥ 97 ¥ 385,019 BB-CCC 20,093 102,941 34,435 29,869 13,067 17,573 173,178 391,156 CC-D(2) 197,859 — — — — — — 197,859 Others(1) — 39 40 11 30 4,697 428 5,245 Total secured corporate loans ¥ 251,917 ¥ 364,162 ¥ 80,355 ¥ 39,697 ¥ 19,503 ¥ 49,942 ¥ 173,703 ¥ 979,279 Unsecured corporate loans: AAA-BBB ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — BB-CCC 84 — 450 — — — — 534 CC-D — — — — — — — — Others(1) 1 191 8 97,212 — 5,014 — 102,426 Total unsecured corporate loans ¥ 85 ¥ 191 ¥ 458 ¥ 97,212 ¥ — ¥ 5,014 ¥ — ¥ 102,960 Advances to affiliated companies AAA-BBB ¥ 1,000 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,000 BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) — — — — — — — — Total advances to affiliated companies ¥ 1,000 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,000 Total ¥ 563,765 ¥ 678,768 ¥ 129,881 ¥ 169,246 ¥ 32,227 ¥ 112,793 ¥ 439,269 ¥ 2,125,949 (1) Relate to collateralized exposures where a specified ratio of LTV is maintained. (2) Includes loans of ¥197,859 million in relation to the U.S. Prime Brokerage Event. Millions of yen September 30, 2021 2021 2020 2019 2018 2017 2016 or earlier Revolving Total Secured loans at banks: AAA-BBB ¥ 151,255 ¥ 58,432 ¥ 17,059 ¥ 9,465 ¥ 4,070 ¥ 15,612 ¥ — ¥ 255,893 BB-CCC 177,829 29,544 3,136 2,236 — 4,370 — 217,115 CC-D — — — — — — — — Others(1) 71,377 — — — — — — 71,377 Total secured loans at banks ¥ 400,461 ¥ 87,976 ¥ 20,195 ¥ 11,701 ¥ 4,070 ¥ 19,982 ¥ — ¥ 544,385 Unsecured loans at banks: AAA-BBB ¥ 15,136 ¥ 18,681 ¥ 22,350 ¥ 14,798 ¥ 4,903 ¥ 26,445 ¥ — ¥ 102,313 BB-CCC — — — — — — — — CC-D — — — — — 0 — 0 Others(1) — — — — — — — — Total unsecured loans at banks ¥ 15,136 ¥ 18,681 ¥ 22,350 ¥ 14,798 ¥ 4,903 ¥ 26,445 ¥ — ¥ 102,313 Short-term secured margin loans: AAA-BBB ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) 164,405 — — — — — 275,834 440,239 Total short-term secured margin loans ¥ 164,405 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 275,834 ¥ 440,239 Unsecured inter-bank money market loans: AAA-BBB ¥ 1,476 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,476 BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) — — — — — — — — Total unsecured inter-bank money market loans ¥ 1,476 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,476 Secured corporate loans: AAA-BBB ¥ 43,117 ¥ 205,431 ¥ 78,930 ¥ 12,067 ¥ 235 ¥ 17,958 ¥ 9,089 ¥ 366,827 BB-CCC 166,917 17,740 44,837 76,746 10,179 26,886 274,120 617,425 CC-D(2) 53,276 — — — — — — 53,276 Others(1) 19 36 27 10 26 73 82 273 Total secured corporate loans ¥ 263,329 ¥ 223,207 ¥ 123,794 ¥ 88,823 ¥ 10,440 ¥ 44,917 ¥ 283,291 ¥ 1,037,801 Unsecured corporate loans: AAA-BBB ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — BB-CCC 299 — 2,651 — — — — 2,950 CC-D — — — — — — — — Others(1) 400 196 — 96,646 — 3 — 97,245 Total unsecured corporate loans ¥ 699 ¥ 196 ¥ 2,651 ¥ 96,646 ¥ — ¥ 3 ¥ — ¥ 100,195 Advances to affiliated companies AAA-BBB ¥ 1,000 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,000 BB-CCC — — — — — — — — CC-D — — — — — — — — Others(1) — — — — — — — — Total advances to affiliated companies ¥ 1,000 ¥ — ¥ — ¥ — ¥ — ¥ — ¥ — ¥ 1,000 Total ¥ 846,506 ¥ 330,060 ¥ 168,990 ¥ 211,968 ¥ 19,413 ¥ 91,347 ¥ 559,125 ¥ 2,227,409 (1) Relate to collateralized exposures where a specified ratio of LTV is maintained. (2) Includes loans of ¥53,276 million in relation to the U.S. Prime Brokerage Event.

Leases (Tables)

Leases (Tables)	6 Months Ended
	Sep. 30, 2021
Leases [Abstract]
Types of assets which Nomura leases under operating leases	Millions of yen March 31, 2021 September 30, 2021 Cost Accumulated depreciation Net carrying amount Cost Accumulated depreciation Net carrying amount Real estate (1) ¥ 354 ¥ (288 ) ¥ 66 ¥ 354 ¥ (290 ) ¥ 64 Aircraft 39,736 (1,382 ) 38,354 58,622 (2,340 ) 56,282 Total ¥ 40,090 ¥ (1,670 ) ¥ 38,420 ¥ 58,976 ¥ (2,630 ) ¥ 56,346 (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 September 30, 2021 Minimum lease payments to be received Years of receipt Less than 1 year ¥ 4,411 1 to 2 years 4,352 2 to 3 years 4,352 3 to 4 years 4,352 4 to 5 years 4,352 More than 5 years 27,161 Total ¥ 48,980

Other assets-Other _ Other li_2

Other assets-Other / Other liabilitie (Tables)	6 Months Ended
	Sep. 30, 2021
Other assets-Other / Other liabilities [Abstract]
Schedule of Other assets—Other and Other liabilities	Millions of yen March 31, 2021 September 30, 2021 Other assets—Other: Securities received as collateral ¥ 399,975 ¥ 171,503 Goodwill and other intangible assets (1) 29,040 28,407 Deferred tax assets 30,433 28,615 Investments in equity securities for other than operating purposes (2) 270,246 259,995 Prepaid expenses 18,741 19,324 Other 300,997 276,018 Total ¥ 1,049,432 ¥ 783,862 Other liabilities: Obligation to return securities received as collateral ¥ 399,975 ¥ 171,503 Accrued income taxes 60,275 15,987 Other accrued expenses 424,961 392,391 Other (3) 353,956 348,073 Total ¥ 1,239,167 ¥ 927,954 (1) For the year ended March 31, 2021, Nomura recognized goodwill attributable to the Wholesale segment as a result of acquiring 100% of the ownership interests in Greentech Capital, LLC. See Note.9 “ Business combination“ (2) Includes equity securities without readily determinable fair value of ¥65,365 million as of March 31, 2021 and as of September 30, 2021 respectively. (3) Includes operating lease liabilities.

Earnings per share (Tables)

Earnings per share (Tables)	6 Months Ended
	Sep. 30, 2021
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 2020 2021 Basic— Net income attributable to NHI shareholders ¥ 210,158 ¥ 51,700 Weighted average number of shares outstanding 3,051,543,718 3,085,218,332 Net income attributable to NHI shareholders per share ¥ 68.87 ¥ 16.76 Diluted— Net income attributable to NHI shareholders ¥ 210,117 ¥ 51,645 Weighted average number of shares outstanding 3,131,423,608 3,177,220,033 Net income attributable to NHI shareholders per share ¥ 67.10 ¥ 16.25 Millions of yen except per share data presented in yen Three months ended September 30 2020 2021 Basic— Net income attributable to NHI shareholders ¥ 67,642 ¥ 3,213 Weighted average number of shares outstanding 3,056,897,704 3,094,089,105 Net income attributable to NHI shareholders per share ¥ 22.13 ¥ 1.04 Diluted— Net income attributable to NHI shareholders ¥ 67,625 ¥ 3,202 Weighted average number of shares outstanding 3,143,092,237 3,179,898,312 Net income attributable to NHI shareholders per share ¥ 21.52 ¥ 1.01

Employee benefit plans (Tables)

Employee benefit plans (Tables)	6 Months Ended
	Sep. 30, 2021
Employee Benefit Plans [Abstract]
Net periodic benefit cost for defined benefit plans	Millions of yen Six months ended September 30 2020 2021 Service cost ¥ 3,361 ¥ 3,226 Interest cost 893 1,021 Expected return on plan assets (2,913 ) (3,028 ) Amortization of net actuarial losses 2,759 1,978 Amortization of prior service cost (761 ) (800 ) Net periodic benefit cost ¥ 3,339 ¥ 2,397 Millions of yen Three months ended September 30 2020 2021 Service cost ¥ 1,681 ¥ 1,613 Interest cost 447 510 Expected return on plan assets (1,457 ) (1,514 ) Amortization of net actuarial losses 1,379 989 Amortization of prior service cost (381 ) (400 ) Net periodic benefit cost ¥ 1,669 ¥ 1,198

Other comprehensive income (l_2

Other comprehensive income (loss) (Tables)	6 Months Ended
	Sep. 30, 2021
Accumulated Other Comprehensive Income (loss)
Changes in accumulated other comprehensive income (loss)	Changes in accumulated other comprehensive income (loss) are as follows: Millions of yen Six months ended September 30, 2020 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 ¥ (26,274 ) ¥ (18,395 ) ¥ (1,812 ) ¥ (20,207 ) ¥ (46,481 ) Pension liability adjustment (62,571 ) 1,051 2,339 3,390 (59,181 ) Own credit adjustments 62,740 (35,083 ) (10,701 ) (45,784 ) 16,956 Total ¥ (26,105 ) ¥ (52,427 ) ¥ (10,174 ) ¥ (62,601 ) ¥ (88,706 ) (1) Change in own credit adjustments, net of tax in other comprehensive income (loss) for six months ended September 30, 2020 includes reclassification adjustment of ¥12,846 million recognized in Revenue—Net gain on trading Income tax expense Fair value measurements Millions of yen Six months ended September 30, 2021 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 ¥ 18,316 ¥ 5,268 ¥ 61 ¥ 5,329 ¥ 23,645 Pension liability adjustment (43,477 ) (358 ) 842 484 (42,993 ) Own credit adjustments (12,983 ) 3,117 708 3,825 (9,158 ) Total ¥ (38,144 ) ¥ 8,027 ¥ 1,611 ¥ 9,638 ¥ (28,506 ) (1) Reclassifications out of accumulated other comprehensive income were not significant.
Reclassifications out of accumulated other comprehensive income (loss)	Millions of yen Three months ended September 30, 2020 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 ¥ (26,958 ) ¥ (17,731 ) ¥ (1,792 ) ¥ (19,523 ) ¥ (46,481 ) Pension liability adjustment (60,263 ) (277 ) 1,359 1,082 (59,181 ) Own credit adjustments 61,248 (42,841 ) (1,451 ) (44,292 ) 16,956 Total ¥ (25,973 ) ¥ (60,849 ) ¥ (1,884 ) ¥ (62,733 ) ¥ (88,706 ) (1) Reclassifications out of accumulated other comprehensive income (loss) were not significant. Millions of yen Three months ended September 30, 2021 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 ¥ 14,982 ¥ 8,663 ¥ — ¥ 8,663 ¥ 23,645 Pension liability adjustment (43,468 ) 176 299 475 (42,993 ) Own credit adjustments (8,690 ) (775 ) 307 (468 ) (9,158 ) Total ¥ (37,176 ) ¥ 8,064 ¥ 606 ¥ 8,670 ¥ (28,506 ) (1) Reclassifications out of accumulated other comprehensive income were not significant.

Commitments, contingencies an_2

Commitments, contingencies and guarantees (Tables)	6 Months Ended
	Sep. 30, 2021
Commitments, Contingencies and Guarantees [Abstract]
Commitments outstanding	Millions of yen March 31, 2021 September 30, 2021 Commitments to extend credit Liquidity facilities to central clearing counterparties ¥ 1,400,076 ¥ 1,214,587 Other commitments to extend credit 901,867 1,056,581 Total ¥ 2,301,943 ¥ 2,271,168 Commitments to invest ¥ 136,367 ¥ 26,511
Maturity schedule of commitments	Millions of yen Years to Maturity Total contractual amount Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Commitments to extend credit Liquidity facilities to central clearing counterparties ¥ 1,214,587 ¥ 1,214,587 ¥ — ¥ — ¥ — Other commitments to extend credit 1,056,581 305,693 226,516 188,982 335,390 Total ¥ 2,271,168 ¥ 1,520,280 ¥ 226,516 ¥ 188,982 ¥ 335,390 Commitments to invest ¥ 26,511 ¥ 136 ¥ 2,038 ¥ 4,239 ¥ 20,099
Information on derivative contracts and standby letters of credit and other guarantees	Millions of yen March 31, 2021 September 30, 2021 Carrying value Maximum Potential Payout/ Notional Total Carrying value Maximum Potential Payout/ Notional Total Derivative contracts (1)(2) ¥ 5,207,911 ¥ 322,635,226 ¥ 4,192,556 ¥ 335,257,050 Standby letters of credit and other guarantees (3) — 206,072 — 592,318 (1) Credit derivatives are disclosed in Note 3. “ Derivative instruments and hedging activities (2) Derivative contracts primarily consist of equity, interest rate and foreign exchange contracts. (3) As of March 31, 2021 and September 30, 2021, primarily related to a certain sponsored repo program where Nomura guarantees to a 3rd party clearing house the payment of its clients’ obligations. Our exposure under this guarantee is minimized through effectively obtaining collaterals whose amount is approximately equal to the maximum potential payout of the guarantee.
Maturity information on derivative contracts and standby letters of credit and other guarantees	Millions of yen Carrying value Maximum Potential Payout/Notional Total Years to Maturity Less than 1 year 1 to 3 years 3 to 5 years More than 5 years Derivative contracts ¥ 4,192,556 ¥ 335,257,050 ¥ 74,966,306 ¥ 88,589,281 ¥ 49,474,447 ¥ 122,227,016 Standby letters of credit and other guarantees — 592,318 574,803 14,028 283 3,204

Segment and geographic inform_2

Segment and geographic information (Tables)	6 Months Ended
	Sep. 30, 2021
Segment and Geographic Information [Abstract]
Business segments' results	Millions of yen Retail Investment Management Wholesale (1) Other (Incl. elimination) Total Six months ended September 30, 2020 Non-interest ¥ 172,676 ¥ 69,888 ¥ 376,148 ¥ 121,385 ¥ 740,097 Net interest revenue 1,197 (146 ) 92,826 (8,486 ) 85,391 Net revenue 173,873 69,742 468,974 112,899 825,488 Non-interest 135,979 35,521 315,628 77,179 564,307 Income before income taxes ¥ 37,894 ¥ 34,221 ¥ ¥ 35,720 ¥ 261,181 Six months ended September 30, 2021 Non-interest ¥ 168,475 ¥ 97,944 ¥ 255,957 ¥ 122,305 ¥ 644,681 Net interest revenue 1,702 (133 ) 49,489 (28,837 ) 22,221 Net revenue 170,177 97,811 305,446 93,468 666,902 Non-interest 134,171 37,869 308,834 94,267 575,141 Income (loss) before income taxes ¥ 36,006 ¥ 59,942 ¥ (3,388 ) ¥ (799 ) ¥ 91,761 Millions of yen Retail Investment Management Wholesale Other (Incl. elimination) Total Three months ended September 30, 2020 Non-interest ¥ 92,331 ¥ 29,731 ¥ 185,601 ¥ 27,230 ¥ 334,893 Net interest revenue 464 337 34,704 (3,354 ) 32,151 Net revenue 92,795 30,068 220,305 23,876 367,044 Non-interest 69,970 18,018 154,828 42,555 285,371 Income (loss) before income taxes ¥ 22,825 ¥ 12,050 ¥ 65,477 ¥ (18,679 ) ¥ 81,673 Three months ended September 30, 2021 Non-interest ¥ ¥ ¥ ¥ 43,590 ¥ 307,416 Net interest revenue 796 85 27,482 (18,781 ) 9,582 Net revenue 85,191 34,329 172,669 24,809 316,998 Non-interest 68,207 19,300 147,700 65,192 300,399 Income (loss) before income taxes ¥ 16,984 ¥ 15,029 ¥ 24,969 ¥ (40,383 ) ¥ 16,599
Major components of income (loss) before income taxes in "Other"	The following table presents the major components of Income (loss) before income taxes Other Millions of yen Six months ended September 30 2020 2021 Net gain (loss) related to economic hedging transactions ¥ 612 ¥ (381 ) Realized gain on investments in equity securities held for operating purposes 809 196 Equity in earnings of affiliates 11,860 15,188 Corporate items (1)(2) 29,085 (54,838 ) Other (3)(4) (6,646 ) 39,036 Total ¥ 35,720 ¥ (799 ) Millions of yen Three months ended September 30 2020 2021 Net gain (loss) related to economic hedging transactions ¥ (4,965 ) ¥ (3,825 ) Realized gain on investments in equity securities held for operating purposes 124 23 Equity in earnings of affiliates 5,251 5,571 Corporate items (16,005 ) (45,566 ) Other (4) (3,084 ) 3,414 Total ¥ (18,679 ) ¥ (40,383 ) (1) The income before income taxes for the six months ended September 30, 2020 includes a gain of ¥71,075 million which represents the difference between the fair value of the assets acquired and the carrying value of the assets transferred by Nomura as a result of the rights conversion of the Tokyo Nihonbashi district redevelopment project. (2) The loss before income taxes for the six months ended September 30, 2021 includes losses of approximately ¥40 billion related to legacy transactions. (3) The income before income taxes for the six months ended September 30, 2021 includes a gain of ¥36,249 million from the sale of Nomura Research Institute, Ltd. ordinary shares. (4) 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 2020 2021 Net revenue ¥ 825,488 ¥ 666,902 Unrealized gain on investments in equity securities held for operating purposes 4,257 5,239 Consolidated net revenue ¥ 829,745 ¥ 672,141 Non-interest ¥ 564,307 ¥ 575,141 Unrealized gain (loss) on investments in equity securities held for operating purposes — — Consolidated non-interest ¥ 564,307 ¥ 575,141 Income before income taxes ¥ 261,181 ¥ 91,761 Unrealized gain on investments in equity securities held for operating purposes 4,257 5,239 Consolidated income before income taxes ¥ 265,438 ¥ 97,000 Millions of yen Three months ended September 30 2020 2021 Net revenue ¥ 367,044 ¥ 316,998 Unrealized gain on investments in equity securities held for operating purposes 1,954 1,868 Consolidated net revenue ¥ 368,998 ¥ 318,866 Non-interest ¥ 285,371 ¥ 300,399 Unrealized gain (loss) on investments in equity securities held for operating purposes — — Consolidated non-interest ¥ 285,371 ¥ 300,399 Income before income taxes ¥ 81,673 ¥ 16,599 Unrealized gain on investments in equity securities held for operating purposes 1,954 1,868 Consolidated income before income taxes ¥ 83,627 ¥ 18,467
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 2020 2021 Net revenue (1)(2) Americas ¥ 222,091 ¥ 122,906 Europe 59,681 66,997 Asia and Oceania 27,605 43,876 Subtotal 309,377 233,779 Japan 520,368 438,362 Consolidated ¥ 829,745 ¥ 672,141 Income (loss) before income taxes (2) Americas ¥ 79,157 ¥ (53,824 ) Europe 6,580 (14,150 ) Asia and Oceania 21,915 13,724 Subtotal 107,652 (54,250 ) Japan 157,786 151,250 Consolidated ¥ 265,438 ¥ 97,000 Millions of yen Three months ended September 30 2020 2021 Net revenue (1) : Americas ¥ 112,903 ¥ 84,602 Europe 39,510 33,629 Asia and Oceania 17,369 22,715 Subtotal 169,782 140,946 Japan 199,216 177,920 Consolidated ¥ 368,998 ¥ 318,866 Income (loss) before income taxes: Americas ¥ 39,159 ¥ (17,225 ) Europe (8,437 ) (8,863 ) Asia and Oceania 12,720 7,103 Subtotal 43,442 (18,985 ) Japan 40,185 37,452 Consolidated ¥ 83,627 ¥ 18,467 (1) There is no revenue derived from transactions with a single major external customer. (2) Includes losses arising from the U.S. Prime Brokerage Event. Millions of yen March 31, 2021 September 30, 2021 Long-lived assets: Americas ¥ 98,611 ¥ 96,974 Europe 65,165 52,134 Asia and Oceania 26,690 25,685 Subtotal 190,466 174,793 Japan 303,355 313,968 Consolidated ¥ 493,821 ¥ 488,761

Summary of accounting policie_2

Summary of accounting policies - Additional information (Detail)	6 Months Ended
	Sep. 30, 2021Segment
Accounting Policy [Line Items]
Number of business segments	3

Fair value measurements - Fair

Fair value measurements - Fair value of financial instruments measured on recurring basis (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2021	Mar. 31, 2021
Assets:
Derivative assets		¥ 13,498,000	¥ 16,006,000
Netting	[1]	(12,333,000)	(14,786,000)
Collateralized agreements		15,931,426	16,039,438
Other assets		783,862	1,049,432
Liabilities:
Derivative liabilities	[2]	13,264,000	16,191,000
Netting	[1],[2]	(11,994,000)	(14,697,000)
Short-term borrowings		683,253	634,714
Collateralized financing		15,359,927	15,133,573
Long-term borrowings		4,369,366	4,098,457
Recurring [Member]
Assets:
Trading assets and private equity and debt investments	[3]	15,214,000	14,494,000
Derivative assets	[4]	1,165,000	1,220,000
Netting	[4]	(12,333,000)	(14,786,000)
Subtotal, Assets		16,379,000	15,714,000
Loans and receivables	[5]	1,064,000	982,000
Collateralized agreements	[6]	314,000	367,000
Total Assets		18,698,000	18,201,000
Liabilities:
Trading liabilities		8,367,000	7,978,000
Derivative liabilities	[4]	1,279,000	1,495,000
Netting	[4]	(11,994,000)	(14,697,000)
Subtotal, Liabilities		9,646,000	9,473,000
Short-term borrowings	[7]	683,000	635,000
Payables and deposits	[8]	56,000	50,000
Collateralized financing	[6]	475,000	353,000
Long-term borrowings	[7],[9],[10]	4,369,000	4,098,000
Other liabilities	[11]	211,000	445,000
Total Liabilities		15,440,000	15,054,000
Recurring [Member] | Equities [Member]
Assets:
Trading assets and private equity and debt investments	[3],[12]	3,053,000	3,322,000
Liabilities:
Trading liabilities		1,602,000	2,361,000
Recurring [Member] | Private equity and debt investments [Member]
Assets:
Trading assets and private equity and debt investments	[3],[13]	70,000	58,000
Recurring [Member] | Japanese government securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	2,110,000	1,637,000
Liabilities:
Trading liabilities		988,000	1,039,000
Recurring [Member] | Japanese agency and municipal securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	64,000	78,000
Liabilities:
Trading liabilities		0	1,000
Recurring [Member] | Foreign government, agency and municipal securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	6,035,000	4,837,000
Liabilities:
Trading liabilities		5,337,000	4,085,000
Recurring [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets:
Trading assets and private equity and debt investments	[3]	1,363,000	1,394,000
Recurring [Member] | Bank and corporate debt securities [Member]
Liabilities:
Trading liabilities		247,000	235,000
Recurring [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets:
Trading assets and private equity and debt investments	[3]	8,000	8,000
Recurring [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets:
Trading assets and private equity and debt investments	[3]	2,039,000	2,393,000
Liabilities:
Trading liabilities		0	0
Recurring [Member] | Residential mortgage-backed securities ("RMBS") [Member] | Issued/Guaranteed by government sponsored entity [Member]
Assets:
Trading assets and private equity and debt investments	[3]	1,967,000	2,325,000
Recurring [Member] | Residential mortgage-backed securities ("RMBS") [Member] | Other [Member]
Assets:
Trading assets and private equity and debt investments	[3]	72,000	68,000
Recurring [Member] | Real estate-backed securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	123,000	106,000
Recurring [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets:
Trading assets and private equity and debt investments	[3],[14]	51,000	59,000
Liabilities:
Trading liabilities	[14]	0	1,000
Recurring [Member] | Investment trust funds and other [Member]
Assets:
Trading assets and private equity and debt investments	[3]	298,000	602,000
Liabilities:
Trading liabilities		193,000	256,000
Recurring [Member] | Equity contracts [Member]
Assets:
Derivative assets	[4]	1,154,000	1,402,000
Liabilities:
Derivative liabilities	[4]	1,540,000	2,229,000
Recurring [Member] | Interest rate contracts [Member]
Assets:
Derivative assets	[4]	8,297,000	9,632,000
Liabilities:
Derivative liabilities	[4]	7,684,000	9,038,000
Recurring [Member] | Credit contracts [Member]
Assets:
Derivative assets	[4]	426,000	455,000
Liabilities:
Derivative liabilities	[4]	479,000	523,000
Recurring [Member] | Foreign exchange contracts [Member]
Assets:
Derivative assets	[4]	3,618,000	4,516,000
Liabilities:
Derivative liabilities	[4]	3,570,000	4,402,000
Recurring [Member] | Commodity contracts [Member]
Assets:
Derivative assets	[4]	3,000	1,000
Liabilities:
Derivative liabilities	[4]	0	0
Recurring [Member] | Non-trading debt securities [Member]
Assets:
Other assets		444,000	427,000
Recurring [Member] | Other [Member]
Assets:
Other assets	[3],[12]	497,000	711,000
Recurring [Member] | Counterparty and Cash Collateral Netting [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Derivative assets	[4],[15]	(12,333,000)	(14,786,000)
Netting	[4],[15]	(12,333,000)	(14,786,000)
Subtotal, Assets	[15]	(12,333,000)	(14,786,000)
Loans and receivables	[5],[15]
Collateralized agreements	[6],[15]
Total Assets	[15]	(12,333,000)	(14,786,000)
Liabilities:
Trading liabilities	[15]
Derivative liabilities	[4],[15]	(11,994,000)	(14,697,000)
Netting	[4],[15]	(11,994,000)	(14,697,000)
Subtotal, Liabilities	[15]	(11,994,000)	(14,697,000)
Short-term borrowings	[7],[15]
Payables and deposits	[8],[15]
Collateralized financing	[6],[15]
Long-term borrowings	[7],[9],[10],[15]
Other liabilities	[11],[15]
Total Liabilities	[15]	(11,994,000)	(14,697,000)
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Equities [Member]
Assets:
Trading assets and private equity and debt investments	[3],[12],[15]
Liabilities:
Trading liabilities	[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Private equity and debt investments [Member]
Assets:
Trading assets and private equity and debt investments	[3],[13],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Japanese government securities [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Liabilities:
Trading liabilities	[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Japanese agency and municipal securities [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Liabilities:
Trading liabilities	[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Foreign government, agency and municipal securities [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Liabilities:
Trading liabilities	[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Bank and corporate debt securities [Member]
Liabilities:
Trading liabilities	[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Liabilities:
Trading liabilities	[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Residential mortgage-backed securities ("RMBS") [Member] | Issued/Guaranteed by government sponsored entity [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Residential mortgage-backed securities ("RMBS") [Member] | Other [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Real estate-backed securities [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets:
Trading assets and private equity and debt investments	[3],[14],[15]
Liabilities:
Trading liabilities	[14],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Investment trust funds and other [Member]
Assets:
Trading assets and private equity and debt investments	[3],[15]
Liabilities:
Trading liabilities	[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Equity contracts [Member]
Assets:
Derivative assets	[4],[15]
Liabilities:
Derivative liabilities	[4],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Interest rate contracts [Member]
Assets:
Derivative assets	[4],[15]
Liabilities:
Derivative liabilities	[4],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Credit contracts [Member]
Assets:
Derivative assets	[4],[15]
Liabilities:
Derivative liabilities	[4],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Foreign exchange contracts [Member]
Assets:
Derivative assets	[4],[15]
Liabilities:
Derivative liabilities	[4],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Commodity contracts [Member]
Assets:
Derivative assets	[4],[15]
Liabilities:
Derivative liabilities	[4],[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Non-trading debt securities [Member]
Assets:
Other assets	[15]
Recurring [Member] | Counterparty and Cash Collateral Netting [Member] | Other [Member]
Assets:
Other assets	[3],[12],[15]
Recurring [Member] | Level 1 [Member]
Assets:
Trading assets and private equity and debt investments	[3]	8,716,000	7,386,000
Derivative assets	[4]	32,000	43,000
Netting	[4]
Subtotal, Assets		8,748,000	7,429,000
Loans and receivables	[5]
Collateralized agreements	[6]
Total Assets		9,054,000	7,905,000
Liabilities:
Trading liabilities		6,894,000	6,535,000
Derivative liabilities	[4]	22,000	25,000
Netting	[4]
Subtotal, Liabilities		6,916,000	6,560,000
Short-term borrowings	[7]
Payables and deposits	[8]
Collateralized financing	[6]
Long-term borrowings	[7],[9],[10]	11,000	5,000
Other liabilities	[11]	70,000	231,000
Total Liabilities		6,997,000	6,796,000
Recurring [Member] | Level 1 [Member] | Equities [Member]
Assets:
Trading assets and private equity and debt investments	[3],[12]	2,100,000	2,338,000
Liabilities:
Trading liabilities		1,586,000	2,341,000
Recurring [Member] | Level 1 [Member] | Private equity and debt investments [Member]
Assets:
Trading assets and private equity and debt investments	[3],[13]	23,000
Recurring [Member] | Level 1 [Member] | Japanese government securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	2,110,000	1,637,000
Liabilities:
Trading liabilities		988,000	1,039,000
Recurring [Member] | Level 1 [Member] | Japanese agency and municipal securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]
Liabilities:
Trading liabilities
Recurring [Member] | Level 1 [Member] | Foreign government, agency and municipal securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	4,206,000	2,838,000
Liabilities:
Trading liabilities		4,152,000	2,912,000
Recurring [Member] | Level 1 [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets:
Trading assets and private equity and debt investments	[3]
Recurring [Member] | Level 1 [Member] | Bank and corporate debt securities [Member]
Liabilities:
Trading liabilities
Recurring [Member] | Level 1 [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets:
Trading assets and private equity and debt investments	[3]
Recurring [Member] | Level 1 [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets:
Trading assets and private equity and debt investments	[3]
Liabilities:
Trading liabilities
Recurring [Member] | Level 1 [Member] | Residential mortgage-backed securities ("RMBS") [Member] | Issued/Guaranteed by government sponsored entity [Member]
Assets:
Trading assets and private equity and debt investments	[3]
Recurring [Member] | Level 1 [Member] | Residential mortgage-backed securities ("RMBS") [Member] | Other [Member]
Assets:
Trading assets and private equity and debt investments	[3]
Recurring [Member] | Level 1 [Member] | Real estate-backed securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]
Recurring [Member] | Level 1 [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets:
Trading assets and private equity and debt investments	[3],[14]
Liabilities:
Trading liabilities	[14]
Recurring [Member] | Level 1 [Member] | Investment trust funds and other [Member]
Assets:
Trading assets and private equity and debt investments	[3]	277,000	573,000
Liabilities:
Trading liabilities		168,000	243,000
Recurring [Member] | Level 1 [Member] | Equity contracts [Member]
Assets:
Derivative assets	[4]	0	9,000
Liabilities:
Derivative liabilities	[4]	1,000	1,000
Recurring [Member] | Level 1 [Member] | Interest rate contracts [Member]
Assets:
Derivative assets	[4]	25,000	29,000
Liabilities:
Derivative liabilities	[4]	20,000	21,000
Recurring [Member] | Level 1 [Member] | Credit contracts [Member]
Assets:
Derivative assets	[4]	3,000	4,000
Liabilities:
Derivative liabilities	[4]	1,000	3,000
Recurring [Member] | Level 1 [Member] | Foreign exchange contracts [Member]
Assets:
Derivative assets	[4]	1,000	0
Liabilities:
Derivative liabilities	[4]
Recurring [Member] | Level 1 [Member] | Commodity contracts [Member]
Assets:
Derivative assets	[4]	3,000	1,000
Liabilities:
Derivative liabilities	[4]	0	0
Recurring [Member] | Level 1 [Member] | Non-trading debt securities [Member]
Assets:
Other assets		122,000	123,000
Recurring [Member] | Level 1 [Member] | Other [Member]
Assets:
Other assets	[3],[12]	184,000	353,000
Recurring [Member] | Level 2 [Member]
Assets:
Trading assets and private equity and debt investments	[3]	6,134,000	6,742,000
Derivative assets	[4]	13,279,000	15,801,000
Netting	[4]
Subtotal, Assets		19,413,000	22,543,000
Loans and receivables	[5]	941,000	878,000
Collateralized agreements	[6]	301,000	349,000
Total Assets		21,081,000	24,247,000
Liabilities:
Trading liabilities		1,467,000	1,436,000
Derivative liabilities	[4]	13,018,000	15,898,000
Netting	[4]
Subtotal, Liabilities		14,485,000	17,334,000
Short-term borrowings	[7]	597,000	532,000
Payables and deposits	[8]	54,000	49,000
Collateralized financing	[6]	475,000	352,000
Long-term borrowings	[7],[9],[10]	3,847,000	3,546,000
Other liabilities	[11]	117,000	179,000
Total Liabilities		19,575,000	21,992,000
Recurring [Member] | Level 2 [Member] | Equities [Member]
Assets:
Trading assets and private equity and debt investments	[3],[12]	941,000	968,000
Liabilities:
Trading liabilities		16,000	20,000
Recurring [Member] | Level 2 [Member] | Private equity and debt investments [Member]
Assets:
Trading assets and private equity and debt investments	[3],[13]
Recurring [Member] | Level 2 [Member] | Japanese government securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]
Liabilities:
Trading liabilities
Recurring [Member] | Level 2 [Member] | Japanese agency and municipal securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	62,000	76,000
Liabilities:
Trading liabilities		0	1,000
Recurring [Member] | Level 2 [Member] | Foreign government, agency and municipal securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	1,819,000	1,987,000
Liabilities:
Trading liabilities		1,185,000	1,172,000
Recurring [Member] | Level 2 [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets:
Trading assets and private equity and debt investments	[3]	1,231,000	1,259,000
Recurring [Member] | Level 2 [Member] | Bank and corporate debt securities [Member]
Liabilities:
Trading liabilities		241,000	230,000
Recurring [Member] | Level 2 [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets:
Trading assets and private equity and debt investments	[3]	0	0
Recurring [Member] | Level 2 [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets:
Trading assets and private equity and debt investments	[3]	2,032,000	2,387,000
Liabilities:
Trading liabilities		0	0
Recurring [Member] | Level 2 [Member] | Residential mortgage-backed securities ("RMBS") [Member] | Issued/Guaranteed by government sponsored entity [Member]
Assets:
Trading assets and private equity and debt investments	[3]	1,967,000	2,325,000
Recurring [Member] | Level 2 [Member] | Residential mortgage-backed securities ("RMBS") [Member] | Other [Member]
Assets:
Trading assets and private equity and debt investments	[3]	65,000	62,000
Recurring [Member] | Level 2 [Member] | Real estate-backed securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	0	0
Recurring [Member] | Level 2 [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets:
Trading assets and private equity and debt investments	[3],[14]	28,000	36,000
Liabilities:
Trading liabilities	[14]	0	0
Recurring [Member] | Level 2 [Member] | Investment trust funds and other [Member]
Assets:
Trading assets and private equity and debt investments	[3]	21,000	29,000
Liabilities:
Trading liabilities		25,000	13,000
Recurring [Member] | Level 2 [Member] | Equity contracts [Member]
Assets:
Derivative assets	[4]	1,047,000	1,318,000
Liabilities:
Derivative liabilities	[4]	1,441,000	2,112,000
Recurring [Member] | Level 2 [Member] | Interest rate contracts [Member]
Assets:
Derivative assets	[4]	8,247,000	9,577,000
Liabilities:
Derivative liabilities	[4]	7,611,000	8,948,000
Recurring [Member] | Level 2 [Member] | Credit contracts [Member]
Assets:
Derivative assets	[4]	398,000	427,000
Liabilities:
Derivative liabilities	[4]	416,000	458,000
Recurring [Member] | Level 2 [Member] | Foreign exchange contracts [Member]
Assets:
Derivative assets	[4]	3,587,000	4,479,000
Liabilities:
Derivative liabilities	[4]	3,550,000	4,380,000
Recurring [Member] | Level 2 [Member] | Commodity contracts [Member]
Assets:
Derivative assets	[4]	0	0
Liabilities:
Derivative liabilities	[4]	0	0
Recurring [Member] | Level 2 [Member] | Non-trading debt securities [Member]
Assets:
Other assets		322,000	304,000
Recurring [Member] | Level 2 [Member] | Other [Member]
Assets:
Other assets	[3],[12]	104,000	173,000
Recurring [Member] | Level 3 [Member]
Assets:
Trading assets and private equity and debt investments	[3]	364,000	366,000
Derivative assets	[4]	187,000	162,000
Netting	[4]
Subtotal, Assets		551,000	528,000
Loans and receivables	[5]	123,000	104,000
Collateralized agreements	[6]	13,000	18,000
Total Assets		896,000	835,000
Liabilities:
Trading liabilities		6,000	7,000
Derivative liabilities	[4]	233,000	269,000
Netting	[4]
Subtotal, Liabilities		239,000	276,000
Short-term borrowings	[7]	86,000	103,000
Payables and deposits	[8]	2,000	1,000
Collateralized financing	[6]		1,000
Long-term borrowings	[7],[9],[10]	511,000	547,000
Other liabilities	[11]	24,000	35,000
Total Liabilities		862,000	963,000
Recurring [Member] | Level 3 [Member] | Equities [Member]
Assets:
Trading assets and private equity and debt investments	[3],[12]	12,000	16,000
Liabilities:
Trading liabilities		0	0
Recurring [Member] | Level 3 [Member] | Private equity and debt investments [Member]
Assets:
Trading assets and private equity and debt investments	[3],[13]	47,000	58,000
Recurring [Member] | Level 3 [Member] | Japanese government securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]
Liabilities:
Trading liabilities
Recurring [Member] | Level 3 [Member] | Japanese agency and municipal securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	2,000	2,000
Liabilities:
Trading liabilities
Recurring [Member] | Level 3 [Member] | Foreign government, agency and municipal securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	10,000	12,000
Liabilities:
Trading liabilities		0	1,000
Recurring [Member] | Level 3 [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets:
Trading assets and private equity and debt investments	[3]	132,000	135,000
Recurring [Member] | Level 3 [Member] | Bank and corporate debt securities [Member]
Liabilities:
Trading liabilities		6,000	5,000
Recurring [Member] | Level 3 [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets:
Trading assets and private equity and debt investments	[3]	8,000	8,000
Recurring [Member] | Level 3 [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets:
Trading assets and private equity and debt investments	[3]	7,000	6,000
Liabilities:
Trading liabilities
Recurring [Member] | Level 3 [Member] | Residential mortgage-backed securities ("RMBS") [Member] | Issued/Guaranteed by government sponsored entity [Member]
Assets:
Trading assets and private equity and debt investments	[3]
Recurring [Member] | Level 3 [Member] | Residential mortgage-backed securities ("RMBS") [Member] | Other [Member]
Assets:
Trading assets and private equity and debt investments	[3]	7,000	6,000
Recurring [Member] | Level 3 [Member] | Real estate-backed securities [Member]
Assets:
Trading assets and private equity and debt investments	[3]	123,000	106,000
Recurring [Member] | Level 3 [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets:
Trading assets and private equity and debt investments	[3],[14]	23,000	23,000
Liabilities:
Trading liabilities	[14]	0	1,000
Recurring [Member] | Level 3 [Member] | Investment trust funds and other [Member]
Assets:
Trading assets and private equity and debt investments	[3]	0	0
Liabilities:
Trading liabilities		0	0
Recurring [Member] | Level 3 [Member] | Equity contracts [Member]
Assets:
Derivative assets	[4]	107,000	75,000
Liabilities:
Derivative liabilities	[4]	98,000	116,000
Recurring [Member] | Level 3 [Member] | Interest rate contracts [Member]
Assets:
Derivative assets	[4]	25,000	26,000
Liabilities:
Derivative liabilities	[4]	53,000	69,000
Recurring [Member] | Level 3 [Member] | Credit contracts [Member]
Assets:
Derivative assets	[4]	25,000	24,000
Liabilities:
Derivative liabilities	[4]	62,000	62,000
Recurring [Member] | Level 3 [Member] | Foreign exchange contracts [Member]
Assets:
Derivative assets	[4]	30,000	37,000
Liabilities:
Derivative liabilities	[4]	20,000	22,000
Recurring [Member] | Level 3 [Member] | Commodity contracts [Member]
Assets:
Derivative assets	[4]
Liabilities:
Derivative liabilities	[4]
Recurring [Member] | Level 3 [Member] | Non-trading debt securities [Member]
Assets:
Other assets
Recurring [Member] | Level 3 [Member] | Other [Member]
Assets:
Other assets	[3],[12]	¥ 209,000	¥ 185,000
[1]	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, 2021, Nomura offset a total of ¥1,594 billion of cash collateral receivables against net derivative liabilities and ¥1,683 billion of cash collateral payables against net derivative assets. As of September 30, 2021, Nomura offset a total of ¥1,158 billion of cash collateral receivables against net derivative liabilities and ¥1,497 billion of cash collateral payables against net derivative assets.
[2]	Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.
[3]	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, 2021 and September 30, 2021, the fair values of these investments which are included in Trading assets and private equity and debt investments were ¥24 billion and ¥32 billion, respectively. As of March 31, 2021 and September 30, 2021, the fair values of these investments which are included in Other assets—Others were ¥4 billion and ¥3 billion, respectively.
[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.
[5]	Includes loans for which the fair value option has been elected.
[6]	Includes collateralized agreements or collateralized financing for which the fair value option has been elected.
[7]	Includes structured notes for which the fair value option has been elected.
[8]	Includes embedded derivatives bifurcated from deposits received at banks. If unrealized gains are greater than unrealized losses, deposits are reduced by the excess amount.
[9]	Includes embedded derivatives bifurcated from issued structured notes. If unrealized gains are greater than unrealized losses, borrowings are reduced by the excess amount.
[10]	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.
[11]	Includes loan commitments for which the fair value option has been elected.
[12]	Includes equity investments that would have been accounted for under the equity method had Nomura not chosen to elect the fair value option.
[13]	Private equity and debt investments are typically private non-traded financial instruments including ownership or other forms of junior capital (such as mezzanine loan). Includes equity investments that would have been accounted for under the equity method had Nomura not chosen to elect the fair value option.
[14]	Includes collateralized loan obligations (“CLOs”) and asset-backed securities (“ABS”) such as those secured on credit card loans, auto loans and student loans.
[15]	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, 2021	Mar. 31, 2021
Fair value measurements
Other assets		¥ 783,862	¥ 1,049,432
Recurring [Member]
Fair value measurements
Trading assets and private equity and debt investments	[1]	15,214,000	14,494,000
Recurring [Member] | Other [Member]
Fair value measurements
Other assets	[1],[2]	497,000	711,000
Recurring [Member] | Net asset value per share [Member]
Fair value measurements
Trading assets and private equity and debt investments		32,000	24,000
Recurring [Member] | Net asset value per share [Member] | Other [Member]
Fair value measurements
Other assets		¥ 3,000	¥ 4,000
[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, 2021 and September 30, 2021, the fair values of these investments which are included in Trading assets and private equity and debt investments were ¥24 billion and ¥32 billion, respectively. As of March 31, 2021 and September 30, 2021, the fair values of these investments which are included in Other assets—Others were ¥4 billion and ¥3 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 Millions	6 Months Ended	12 Months Ended
	Sep. 30, 2021	Mar. 31, 2021
Fair Value Measurement Inputs and Valuation Techniques [Abstract]
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	¥ 273,000	¥ 219,000
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	¥ 31,000	¥ 45,000
Concentrations of credit risk, percentage	19.00%	15.00%
The amount of loans and receivables with fair value options that are past due for 90 days or more	¥ 267,000
Investments in and advances to affiliated companies [Member]
Fair Value Measurement Inputs and Valuation Techniques [Abstract]
Asset impairment charges		¥ 47,661
American Century Companies, Inc. [Member]
Fair Value Measurement Inputs and Valuation Techniques [Abstract]
Percentage of economic interest	39.85%	39.27%

Fair value measurements - Sched

Fair value measurements - Schedule of quantitative and qualitative information regarding significant unobservable inputs (Detail) - Recurring [Member] - Level 3 [Member] ¥ in Billions		6 Months Ended		12 Months Ended
		Sep. 30, 2021JPY (¥)		Mar. 31, 2021JPY (¥)		Jun. 30, 2021JPY (¥)	Sep. 30, 2020JPY (¥)	Jun. 30, 2020JPY (¥)	Mar. 31, 2020JPY (¥)
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 663		¥ 566		¥ 624	¥ 462	¥ 556	¥ 722
Fair Value, Financial Instrument, Liabilities		629		694		639	552	487	441
Trading assets and private equity and debt investments [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		364		366		397	298	382	472
Trading assets and private equity and debt investments [Member] | Equities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 12		¥ 16		11	10	11	14
Trading assets and private equity and debt 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 and debt investments [Member] | Equities [Member] | DCF [Member] | Liquidity discounts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.750		0.750
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value		Lower fair value
Trading assets and private equity and debt 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 and debt investments	[5]	0.750		0.750
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 47		¥ 58		45	49	37	31
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [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 and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | WACC [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 and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | WACC [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.067		0.063
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | WACC [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.114		0.115
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | WACC [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[5]	0.095		0.084
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Growth 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 and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Growth rates [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0		0
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Growth rates [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.003		0.010
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Growth rates [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[5]	0.001		0.005
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [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 and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Credit spreads [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.080		0.076
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Credit spreads [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.086		0.088
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Credit spreads [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[5]	0.082		0.081
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Liquidity discounts [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 and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Liquidity discounts [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.050		0.050
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Liquidity discounts [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.300		0.300
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | DCF [Member] | Liquidity discounts [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[5]	0.162		0.128
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | Market multiples [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 and debt investments [Member] | Private equity and debt investments [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]	Higher fair value		Higher fair value
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | Market multiples [Member] | EV/EBITDA ratios [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.4		1.9
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | Market multiples [Member] | EV/EBITDA ratios [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	11		10.8
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | Market multiples [Member] | EV/EBITDA ratios [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[5]	5.4		6.5
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | Market multiples [Member] | PE Ratios [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	11.6		11.1
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value		Higher fair value
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | Market multiples [Member] | PE Ratios [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[5]	11.6		11.1
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [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]	Lower fair value		Lower fair value
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | Market multiples [Member] | Liquidity discounts [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.050		0.050
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | Market multiples [Member] | Liquidity discounts [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.200		0.200
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member] | Market multiples [Member] | Liquidity discounts [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[5]	0.129		0.122
Trading assets and private equity and debt investments [Member] | Foreign government, agency and municipal securities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 10		¥ 12		13	13	10	8
Trading assets and private equity and debt investments [Member] | Foreign government, agency and municipal 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 and debt 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 and debt 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 and debt investments	[2]	0		0
Trading assets and private equity and debt 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 and debt investments	[2]	0.016		0.015
Trading assets and private equity and debt 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 and debt investments	[5]	0.006		0.004
Trading assets and private equity and debt investments [Member] | Foreign government, agency and municipal securities [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 and debt investments [Member] | Foreign government, agency and municipal securities [Member] | DCF [Member] | Recovery rates [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.097		0.092
Trading assets and private equity and debt investments [Member] | Foreign government, agency and municipal securities [Member] | DCF [Member] | Recovery rates [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.270		0.093
Trading assets and private equity and debt investments [Member] | Foreign government, agency and municipal securities [Member] | DCF [Member] | Recovery rates [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[5]	0.123		0.092
Trading assets and private equity and debt 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		¥ 132		¥ 135		131	129	207	228
Trading assets and private equity and debt 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 and debt 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 and debt 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 and debt investments	[2]	0.004		0
Trading assets and private equity and debt 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 and debt investments	[2]	1.830		0.231
Trading assets and private equity and debt 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 and debt investments	[5]	0.067		0.074
Trading assets and private equity and debt 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 and debt 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 and debt investments	[2]	0		0
Trading assets and private equity and debt 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 and debt investments	[2]	1		1
Trading assets and private equity and debt 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 and debt investments	[5]	0.783		0.733
Trading assets and private equity and debt investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 8		¥ 8		8	2	1	1
Trading assets and private equity and debt investments [Member] | Commercial mortgage-backed securities ("CMBS") [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 and debt 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		Lower fair value
Trading assets and private equity and debt 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 and debt investments	[2]	0.041		0.042
Trading assets and private equity and debt 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 and debt investments	[2]	0.101		0.106
Trading assets and private equity and debt 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 and debt investments	[5]	0.048		0.050
Trading assets and private equity and debt investments [Member] | Commercial mortgage-backed securities ("CMBS") [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 and debt investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member] | DCF [Member] | Loss severities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.283		0.275
Trading assets and private equity and debt investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member] | DCF [Member] | Loss severities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.730		0.695
Trading assets and private equity and debt investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member] | DCF [Member] | Loss severities [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[5]	0.414		0.503
Trading assets and private equity and debt investments [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 7		¥ 6		7	20	21	62
Trading assets and private equity and debt 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		No predictable interrelationship
Trading assets and private equity and debt 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		Lower fair value
Trading assets and private equity and debt 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 and debt investments	[2]	0		0
Trading assets and private equity and debt 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 and debt investments	[2]	0.233		0.143
Trading assets and private equity and debt 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 and debt investments	[5]	0.010		0.014
Trading assets and private equity and debt 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		Lower fair value
Trading assets and private equity and debt 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 and debt investments	[2]	0.067		0.064
Trading assets and private equity and debt 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 and debt investments	[2]	0.150		0.150
Trading assets and private equity and debt 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 and debt investments	[5]	0.070		0.072
Trading assets and private equity and debt 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		Lower fair value
Trading assets and private equity and debt 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 and debt investments	[2]	0		0.008
Trading assets and private equity and debt 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 and debt investments	[2]	0.999		1
Trading assets and private equity and debt 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 and debt investments	[5]	0.084		0.058
Trading assets and private equity and debt investments [Member] | Real estate-backed securities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 123		¥ 106		158	62	82	94
Trading assets and private equity and debt investments [Member] | Real estate-backed 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 and debt 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 and debt 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 and debt investments	[2]	0		0
Trading assets and private equity and debt 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 and debt investments	[2]	0.286		0.186
Trading assets and private equity and debt 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 and debt investments	[5]	0.010		0.024
Trading assets and private equity and debt investments [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 23		¥ 23		21	11	11	32
Trading assets and private equity and debt 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
Trading assets and private equity and debt 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 and debt 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 and debt investments	[2]	0.054		0.054
Trading assets and private equity and debt 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 and debt investments	[2]	0.374		0.350
Trading assets and private equity and debt 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 and debt investments	[5]	0.119		0.110
Trading assets and private equity and debt 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 and debt investments	[2]	0.200		0.200
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value		Lower fair value
Trading assets and private equity and debt 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 and debt investments	[5]	0.200		0.200
Trading assets and private equity and debt investments [Member] | Collateralized debt obligations ("CDOs") and other [Member] | DCF [Member] | Default probabilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading assets and private equity and debt investments	[2]	0.020		0.020
Impact of increases in significant unobservable valuation inputs	[3],[4]	Lower fair value		Lower fair value
Trading assets and private equity and debt 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 and debt investments	[5]	0.020		0.020
Trading assets and private equity and debt 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 and debt 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 and debt investments	[2]	0.400		0.770
Trading assets and private equity and debt 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 and debt investments	[2]	1		1
Trading assets and private equity and debt 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 and debt investments	[5]	0.879		0.881
Equity contracts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets	[6]	¥ 9		¥ (41)		(39)	(19)	(16)	19
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]	0.156		0.098
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]	0.049		0.040
Equity contracts [Member] | Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.828		1.020
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]	(0.80)		(0.80)
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		0.98
Interest rate contracts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets	[6]	¥ (28)		¥ (43)		(41)	(58)	(66)	(54)
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]	0.002		0.001
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]	0.022		0.023
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]	0.087		0.096
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]	0.134		0.131
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]	0.00252		0.00249
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]	0.00751		0.0094
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)		(1)
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]	0.97		0.98
Credit contracts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets	[6]	¥ (37)		¥ (38)		(31)	(15)	(8)	(1)
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]	0.490		0.208
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]	1.063		1.004
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]	0.397		0.419
Credit contracts [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.500		0.650
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]	0.29		0.29
Credit contracts [Member] | DCF / Option models [Member] | Correlations [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.90		0.72
Foreign exchange contracts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets	[6]	¥ 10		¥ 15		9	0	0	7
Foreign exchange contracts [Member] | Option models [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship		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		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]	0.002		0.001
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]	0.021		0.021
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		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]	0.024		0.026
Foreign exchange contracts [Member] | Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.250		0.315
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		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]	0.00117		0.00162
Foreign exchange contracts [Member] | Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Derivatives, net	[2]	0.00213		0.00255
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		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]	(1)		(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]	0.74		0.80
Loans and receivables [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 123		¥ 104		111	88	98	96
Loans and receivables [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship		No predictable interrelationship
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]	0.227		0.256
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]	0.077		0.066
Loans and receivables [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
Loans and receivables [Member] | DCF [Member] | Recovery rates [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Loans and receivables	[2]	0.540		0.264
Loans and receivables [Member] | DCF [Member] | Recovery rates [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Loans and receivables	[2]	1		1
Loans and receivables [Member] | DCF [Member] | Recovery rates [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Loans and receivables	[5]	0.977		0.958
Collateralized agreements [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 13		¥ 18		16	18	19	15
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]
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]	0.028		0.028
Collateralized agreements [Member] | DCF [Member] | Repo rate [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Collateralized agreements	[2]	0.038		0.058
Collateralized agreements [Member] | DCF [Member] | Repo rate [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Collateralized agreements	[5]	0.032		0.040
Other [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Assets		¥ 209	[7]	¥ 185	[7]	202	150	147	168
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]	0.088		0.092
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]	0.088		0.092
Other [Member] | DCF [Member] | Growth rates [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[5],[7]			0.020
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]	0.020		0.020
Other [Member] | DCF [Member] | Liquidity discounts [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	0.100		0.100
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]	0.100		0.100
Other [Member] | Market multiples [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1],[7]	Generally changes in multiples result in a corresponding similar directional change in a fair value measurement, assuming earnings levels remain constant.		Generally changes in multiples result 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]	4.4		5
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]	6.2		6.2
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]	5.1		5.4
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]	8.1		8.2
Other [Member] | Market multiples [Member] | PE Ratios [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	30.8		32
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]	13.1		13.8
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]	0.2		0.3
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]	1.5		1.6
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]	0.9		0.9
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]	0.250		0.100
Other [Member] | Market multiples [Member] | Liquidity discounts [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other assets	[2],[7]	0.400		0.400
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]	0.306		0.306
Trading Liabilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		¥ 6		¥ 7		2	5	4	2
Trading Liabilities [Member] | Equities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		0		0		0	0	1	0
Trading Liabilities [Member] | Foreign government, agency and municipal securities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		0		1		0	0	0	0
Trading Liabilities [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		0		1		0	3	1	1
Trading Liabilities [Member] | Bank and corporate debt securities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		¥ 6		¥ 5		2	2	2	1
Trading Liabilities [Member] | Bank and corporate debt securities [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	Not applicable		Not applicable
Trading Liabilities [Member] | Bank and corporate debt securities [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 Liabilities [Member] | Bank and corporate debt securities [Member] | DCF [Member] | Recovery rates [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading Liabilities	[2]	0.043		0.034
Trading Liabilities [Member] | Bank and corporate debt securities [Member] | DCF [Member] | Recovery rates [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading Liabilities	[2]	0.970		0.035
Trading Liabilities [Member] | Bank and corporate debt securities [Member] | DCF [Member] | Recovery rates [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Trading Liabilities	[5]	0.559		0.034
Short-term borrowings [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		¥ 86		¥ 103		94	74	30	29
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]	0.134		0.138
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]	0.681		0.823
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]	(0.74)		(0.69)
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]	0.94		0.96
Payables and deposits [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		¥ 2		¥ 1		2	1	1	1
Payables and deposits [Member] | DCF / Option models [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	No predictable interrelationship
Payables and deposits [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
Payables and deposits [Member] | DCF / Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Payables and deposits	[2]	0.087
Payables and deposits [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Payables and deposits	[2]	0.106
Payables and deposits [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
Payables and deposits [Member] | DCF / Option models [Member] | Volatilities [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Payables and deposits	[2]	0.00297
Payables and deposits [Member] | DCF / Option models [Member] | Volatilities [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Payables and deposits	[2]	0.00587
Payables and deposits [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
Payables and deposits [Member] | DCF / Option models [Member] | Correlations [Member] | Minimum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Payables and deposits	[2]	(1)
Payables and deposits [Member] | DCF / Option models [Member] | Correlations [Member] | Maximum [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Payables and deposits	[2]	0.97
Long-term borrowings [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		¥ 511		¥ 547		508	459	447	409
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]	0.087		0.095
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]	0.681		0.823
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
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]	0.00297		0.00296
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]	0.00587		0.0077
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)		(1)
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]	0.97		0.98
Other liabilities [Member]
Quantitative information about significant unobservable inputs [Line Items]
Fair Value, Financial Instrument, Liabilities		¥ 24		¥ 35		¥ 33	¥ 13	¥ 5	¥ 0
Other liabilities [Member] | DCF [Member]
Quantitative information about significant unobservable inputs [Line Items]
Interrelationships between valuation inputs	[1]	Not applicable
Other liabilities [Member] | DCF [Member] | Recovery rates [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other liabilities	[2]	0.888
Impact of increases in significant unobservable valuation inputs	[3],[4]	Higher fair value
Other liabilities [Member] | DCF [Member] | Recovery rates [Member] | Weighted Average [Member]
Quantitative information about significant unobservable inputs [Line Items]
Valuation inputs, Other liabilities	[5]	0.888
[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 [Member] - Level 3 [Member] - JPY (¥) ¥ in Billions		3 Months Ended			6 Months Ended
		Sep. 30, 2021		Sep. 30, 2020	Sep. 30, 2021		Sep. 30, 2020
Assets [Abstract]
Beginning balance, Assets		¥ 624		¥ 556	¥ 566		¥ 722
Total gains (losses) recognized in net revenue, Assets	[1]	28		6	44		(19)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	147		108	306		188
Sales/ redemptions, Assets	[2]	(200)		(198)	(321)		(366)
Settlements, Assets		11		(10)	14		(25)
Foreign exchange movements, Assets		5		(8)	4		(11)
Transfers into Level 3, Assets	[3],[4]	41		11	55		37
Transfers out of Level 3, Assets	[4]	7		(3)	(5)		(64)
Ending balance, Assets		663		462	663		462
Liabilities [Abstract]
Beginning balance, Liabilities		639		487	694		441
Total gains (losses) recognized in net revenue, Liabilities	[1]	5		(9)	(20)		(32)
Total gains (losses) recognized in other comprehensive income, Liabilities		0		(2)	2		2
Purchases/ issues, Liabilities	[2]	180		128	384		232
Sales/ redemptions, Liabilities	[2]	(170)		(84)	(363)		(175)
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0	0		(1)
Transfers into Level 3, Liabilities	[3],[4]	14		25	35		49
Transfers out of Level 3, Liabilities	[4]	(29)		(15)	(139)		(24)
Ending balance, Liabilities		629		552	629		552
Trading assets and private equity and debt investments [Member]
Assets [Abstract]
Beginning balance, Assets		397		382	366		472
Total gains (losses) recognized in net revenue, Assets	[1]	1		7	6		(3)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	139		100	292		163
Sales/ redemptions, Assets	[2]	(186)		(183)	(298)		(294)
Settlements, Assets
Foreign exchange movements, Assets		3		(4)	2		(6)
Transfers into Level 3, Assets	[3],[4]	14		6	26		22
Transfers out of Level 3, Assets	[4]	(4)		(10)	(30)		(56)
Ending balance, Assets		364		298	364		298
Trading assets and private equity and debt investments [Member] | Equities [Member]
Assets [Abstract]
Beginning balance, Assets		11		11	16		14
Total gains (losses) recognized in net revenue, Assets	[1]	0		2	0		2
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	1		22	1		22
Sales/ redemptions, Assets	[2]	(1)		(24)	(6)		(27)
Settlements, Assets
Foreign exchange movements, Assets		0		0	0		0
Transfers into Level 3, Assets	[3],[4]	1		0	2		0
Transfers out of Level 3, Assets	[4]	0		(1)	(1)		(1)
Ending balance, Assets		12		10	12		10
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member]
Assets [Abstract]
Beginning balance, Assets		45		37	58		31
Total gains (losses) recognized in net revenue, Assets	[1]	(1)		1	2		3
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	4		11	3		17
Sales/ redemptions, Assets	[2]	(1)			(3)		(2)
Settlements, Assets
Foreign exchange movements, Assets		0		0	0		0
Transfers into Level 3, Assets	[3],[4]
Transfers out of Level 3, Assets	[4]				(13)
Ending balance, Assets		47		49	47		49
Trading assets and private equity and debt investments [Member] | Japanese agency and municipal securities [Member]
Assets [Abstract]
Beginning balance, Assets		2		2	2		2
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]	0		0	0		0
Sales/ redemptions, Assets	[2]	0		0	0		0
Settlements, Assets
Foreign exchange movements, Assets
Transfers into Level 3, Assets	[3],[4]						0
Transfers out of Level 3, Assets	[4]			0			0
Ending balance, Assets		2		2	2		2
Trading assets and private equity and debt investments [Member] | Foreign government, agency and municipal securities [Member]
Assets [Abstract]
Beginning balance, Assets		13		10	12		8
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		5	6		11
Sales/ redemptions, Assets	[2]	(5)		(4)	(9)		(7)
Settlements, Assets
Foreign exchange movements, Assets		0		0	0		0
Transfers into Level 3, Assets	[3],[4]	1		2	2		3
Transfers out of Level 3, Assets	[4]	0		0	(1)		(2)
Ending balance, Assets		10		13	10		13
Trading assets and private equity and debt investments [Member] | Bank and corporate debt securities and loans for trading purposes [Member]
Assets [Abstract]
Beginning balance, Assets		131		207	135		228
Total gains (losses) recognized in net revenue, Assets	[1]	1		2	2		(1)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	18		14	32		25
Sales/ redemptions, Assets	[2]	(27)		(86)	(45)		(115)
Settlements, Assets
Foreign exchange movements, Assets		1		(3)	1		(3)
Transfers into Level 3, Assets	[3],[4]	12		4	22		19
Transfers out of Level 3, Assets	[4]	(4)		(9)	(15)		(24)
Ending balance, Assets		132		129	132		129
Trading assets and private equity and debt investments [Member] | Commercial mortgage-backed securities ("CMBS") [Member]
Assets [Abstract]
Beginning balance, Assets		8		1	8		1
Total gains (losses) recognized in net revenue, Assets	[1]	0		1	0		0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]				0		1
Sales/ redemptions, Assets	[2]	0		0	0		0
Settlements, Assets
Foreign exchange movements, Assets		0			0
Transfers into Level 3, Assets	[3],[4]
Transfers out of Level 3, Assets	[4]	0			0		0
Ending balance, Assets		8		2	8		2
Trading assets and private equity and debt investments [Member] | Residential mortgage-backed securities ("RMBS") [Member]
Assets [Abstract]
Beginning balance, Assets		7		21	6		62
Total gains (losses) recognized in net revenue, Assets	[1]	1		0	0		0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	1			3		10
Sales/ redemptions, Assets	[2]	(2)		(1)	(2)		(29)
Settlements, Assets
Foreign exchange movements, Assets		0		0	0		(1)
Transfers into Level 3, Assets	[3],[4]
Transfers out of Level 3, Assets	[4]						(22)
Ending balance, Assets		7		20	7		20
Trading assets and private equity and debt investments [Member] | Real estate-backed securities [Member]
Assets [Abstract]
Beginning balance, Assets		158		82	106		94
Total gains (losses) recognized in net revenue, Assets	[1]	0		0	3		(5)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	84		25	195		41
Sales/ redemptions, Assets	[2]	(121)		(44)	(182)		(66)
Settlements, Assets
Foreign exchange movements, Assets		2		(1)	1		(2)
Transfers into Level 3, Assets	[3],[4]
Transfers out of Level 3, Assets	[4]						0
Ending balance, Assets		123		62	123		62
Trading assets and private equity and debt investments [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Assets [Abstract]
Beginning balance, Assets		21		11	23		32
Total gains (losses) recognized in net revenue, Assets	[1]	0		1	(1)		(2)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	15		23	36		36
Sales/ redemptions, Assets	[2]	(13)		(24)	(35)		(48)
Settlements, Assets
Foreign exchange movements, Assets		0		0	0		0
Transfers into Level 3, Assets	[3],[4]			0			0
Transfers out of Level 3, Assets	[4]						(7)
Ending balance, Assets		23		11	23		11
Trading assets and private equity and debt investments [Member] | Investment trust funds and other [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]	15			16
Sales/ redemptions, Assets	[2]	(16)			(16)
Settlements, Assets
Foreign exchange movements, Assets		0		0	0		0
Transfers into Level 3, Assets	[3],[4]				0
Transfers out of Level 3, Assets	[4]
Ending balance, Assets		0		0	0		0
Equity contracts [Member]
Assets [Abstract]
Beginning balance, Assets	[5]	(39)		(16)	(41)		19
Total gains (losses) recognized in net revenue, Assets	[1],[5]	21		(6)	20		(28)
Total gains (losses) recognized in other comprehensive income, Assets	[5]
Purchases/ issues, Assets	[2],[5]
Sales/ redemptions, Assets	[2],[5]
Settlements, Assets	[5]	3		(8)	1		(15)
Foreign exchange movements, Assets	[5]	(1)		0	(1)		0
Transfers into Level 3, Assets	[3],[4],[5]	6		5	(2)		13
Transfers out of Level 3, Assets	[4],[5]	19		6	32		(8)
Ending balance, Assets	[5]	9		(19)	9		(19)
Interest rate contracts [Member]
Assets [Abstract]
Beginning balance, Assets	[5]	(41)		(66)	(43)		(54)
Total gains (losses) recognized in net revenue, Assets	[1],[5]	(1)		2	(3)		(4)
Total gains (losses) recognized in other comprehensive income, Assets	[5]
Purchases/ issues, Assets	[2],[5]
Sales/ redemptions, Assets	[2],[5]
Settlements, Assets	[5]	9		4	11		1
Foreign exchange movements, Assets	[5]	0		0	(1)		0
Transfers into Level 3, Assets	[3],[4],[5]	5		(2)	6		(4)
Transfers out of Level 3, Assets	[4],[5]	0		4	2		3
Ending balance, Assets	[5]	(28)		(58)	(28)		(58)
Credit contracts [Member]
Assets [Abstract]
Beginning balance, Assets	[5]	(31)		(8)	(38)		(1)
Total gains (losses) recognized in net revenue, Assets	[1],[5]	(5)		(4)	(1)		(10)
Total gains (losses) recognized in other comprehensive income, Assets	[5]
Purchases/ issues, Assets	[2],[5]
Sales/ redemptions, Assets	[2],[5]
Settlements, Assets	[5]	1		(4)	3		(2)
Foreign exchange movements, Assets	[5]	0		0	0		0
Transfers into Level 3, Assets	[3],[4],[5]	(2)			(2)		(3)
Transfers out of Level 3, Assets	[4],[5]	0		1	1		1
Ending balance, Assets	[5]	(37)		(15)	(37)		(15)
Foreign exchange contracts [Member]
Assets [Abstract]
Beginning balance, Assets	[5]	9		0	15		7
Total gains (losses) recognized in net revenue, Assets	[1],[5]	4		0	(3)		2
Total gains (losses) recognized in other comprehensive income, Assets	[5]
Purchases/ issues, Assets	[2],[5]
Sales/ redemptions, Assets	[2],[5]
Settlements, Assets	[5]	(2)		(2)	(1)		(9)
Foreign exchange movements, Assets	[5]	0		0	0		0
Transfers into Level 3, Assets	[3],[4],[5]	0		0	0		(3)
Transfers out of Level 3, Assets	[4],[5]	(1)		2	(1)		3
Ending balance, Assets	[5]	10		0	10		0
Derivatives, net [Member]
Assets [Abstract]
Beginning balance, Assets	[5]	(102)		(90)	(107)		(29)
Total gains (losses) recognized in net revenue, Assets	[1],[5]	19		(8)	13		(40)
Total gains (losses) recognized in other comprehensive income, Assets	[5]
Purchases/ issues, Assets	[2],[5]
Sales/ redemptions, Assets	[2],[5]
Settlements, Assets	[5]	11		(10)	14		(25)
Foreign exchange movements, Assets	[5]	(1)		0	(2)		0
Transfers into Level 3, Assets	[3],[4],[5]	9		3	2		3
Transfers out of Level 3, Assets	[4],[5]	18		13	34		(1)
Ending balance, Assets	[5]	(46)		(92)	(46)		(92)
Subtotal [Member]
Assets [Abstract]
Beginning balance, Assets		295		292	259		443
Total gains (losses) recognized in net revenue, Assets	[1]	20		(1)	19		(43)
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	139		100	292		163
Sales/ redemptions, Assets	[2]	(186)		(183)	(298)		(294)
Settlements, Assets		11		(10)	14		(25)
Foreign exchange movements, Assets		2		(4)	0		(6)
Transfers into Level 3, Assets	[3],[4]	23		9	28		25
Transfers out of Level 3, Assets	[4]	14		3	4		(57)
Ending balance, Assets		318		206	318		206
Loans and receivables [Member]
Assets [Abstract]
Beginning balance, Assets		111		98	104		96
Total gains (losses) recognized in net revenue, Assets	[1]	3		2	2		3
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]	8		8	14		25
Sales/ redemptions, Assets	[2]	(11)		(15)	(18)		(36)
Settlements, Assets
Foreign exchange movements, Assets		1		(1)	2		(2)
Transfers into Level 3, Assets	[3],[4]	18		2	27		9
Transfers out of Level 3, Assets	[4]	(7)		(6)	(8)		(7)
Ending balance, Assets		123		88	123		88
Collateralized agreements [Member]
Assets [Abstract]
Beginning balance, Assets		16		19	18		15
Total gains (losses) recognized in net revenue, Assets	[1]	0		(1)	0		0
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]
Sales/ redemptions, Assets	[2]	(3)			(5)
Settlements, Assets
Foreign exchange movements, Assets		0		0	0		0
Transfers into Level 3, Assets	[3],[4]						3
Transfers out of Level 3, Assets	[4]
Ending balance, Assets		13		18	13		18
Other [Member]
Assets [Abstract]
Beginning balance, Assets		202		147	185	[6]	168
Total gains (losses) recognized in net revenue, Assets	[1]	5		6	23		21
Total gains (losses) recognized in other comprehensive income, Assets
Purchases/ issues, Assets	[2]			0	0		0
Sales/ redemptions, Assets	[2]			0	0		(36)
Settlements, Assets
Foreign exchange movements, Assets		2		(3)	2		(3)
Transfers into Level 3, Assets	[3],[4]	0			0
Transfers out of Level 3, Assets	[4]				(1)		0
Ending balance, Assets		209	[6]	150	209	[6]	150
Trading liabilities [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		2		4	7		2
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]	2		5	3		8
Sales/ redemptions, Liabilities	[2]	(1)		(3)	(3)		(5)
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0	0		0
Transfers into Level 3, Liabilities	[3],[4]	4		0	3		1
Transfers out of Level 3, Liabilities	[4]	(1)		(1)	(4)		(1)
Ending balance, Liabilities		6		5	6		5
Trading liabilities [Member] | Equities [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		0		1	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)	0		0
Sales/ redemptions, Liabilities	[2]	0		0	0		0
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0	0		0
Transfers into Level 3, Liabilities	[3],[4]						0
Transfers out of Level 3, Liabilities	[4]			0	0		0
Ending balance, Liabilities		0		0	0		0
Trading liabilities [Member] | Foreign government, agency and municipal securities [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
Sales/ redemptions, Liabilities	[2]	0			(1)		0
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0	0		0
Transfers into Level 3, Liabilities	[3],[4]
Transfers out of Level 3, Liabilities	[4]
Ending balance, Liabilities		0		0	0		0
Trading liabilities [Member] | Bank and corporate debt securities [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		2		2	5		1
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]	2		1	3		2
Sales/ redemptions, Liabilities	[2]	(1)		0	(1)		(1)
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0	0		0
Transfers into Level 3, Liabilities	[3],[4]	4		0	3		1
Transfers out of Level 3, Liabilities	[4]	(1)		(1)	(4)		(1)
Ending balance, Liabilities		6		2	6		2
Trading liabilities [Member] | Collateralized debt obligations ("CDOs") and other [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		0		1	1		1
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		5	0		6
Sales/ redemptions, Liabilities	[2]	0		(3)	(1)		(4)
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0	0		0
Transfers into Level 3, Liabilities	[3],[4]				0
Transfers out of Level 3, Liabilities	[4]
Ending balance, Liabilities		0		3	0		3
Trading liabilities [Member] | Investment trust funds and other [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		0		0	0		0
Total gains (losses) recognized in net revenue, Liabilities	[1]	0		0	0		0
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities	[2]				0
Sales/ redemptions, Liabilities	[2]	0		0	0		0
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0	0		0
Transfers into Level 3, Liabilities	[3],[4]
Transfers out of Level 3, Liabilities	[4]
Ending balance, Liabilities		0		0	0		0
Short-term borrowings [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		94		30	103		29
Total gains (losses) recognized in net revenue, Liabilities	[1]	2		0	(7)		(2)
Total gains (losses) recognized in other comprehensive income, Liabilities		0		0	0		0
Purchases/ issues, Liabilities	[2]	49		59	92		84
Sales/ redemptions, Liabilities	[2]	(48)		(21)	(89)		(46)
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0	0		(1)
Transfers into Level 3, Liabilities	[3],[4]	3		8	8		11
Transfers out of Level 3, Liabilities	[4]	(10)		(2)	(35)		(5)
Ending balance, Liabilities		86		74	86		74
Payables and deposits [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		2		1	1		1
Total gains (losses) recognized in net revenue, Liabilities	[1]	0		0	0		0
Total gains (losses) recognized in other comprehensive income, Liabilities		0		0	0		0
Purchases/ issues, Liabilities	[2]	0			0
Sales/ redemptions, Liabilities	[2]			0			0
Settlements, Liabilities
Foreign exchange movements, Liabilities
Transfers into Level 3, Liabilities	[3],[4]	0			1
Transfers out of Level 3, Liabilities	[4]	0			0
Ending balance, Liabilities		2		1	2		1
Collateralized financing [Member]
Liabilities [Abstract]
Beginning balance, Liabilities					1
Total gains (losses) recognized in net revenue, Liabilities	[1]
Total gains (losses) recognized in other comprehensive income, Liabilities					0
Purchases/ issues, Liabilities	[2]
Sales/ redemptions, Liabilities	[2]
Settlements, Liabilities
Foreign exchange movements, Liabilities
Transfers into Level 3, Liabilities	[3],[4]
Transfers out of Level 3, Liabilities	[4]				(1)
Ending balance, Liabilities
Long-term borrowings [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		508		447	547		409
Total gains (losses) recognized in net revenue, Liabilities	[1]	5		(4)	(9)		(21)
Total gains (losses) recognized in other comprehensive income, Liabilities		0		(2)	2		2
Purchases/ issues, Liabilities	[2]	129		61	289		136
Sales/ redemptions, Liabilities	[2]	(110)		(60)	(256)		(124)
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0	0		0
Transfers into Level 3, Liabilities	[3],[4]	7		16	23		36
Transfers out of Level 3, Liabilities	[4]	(18)		(11)	(99)		(17)
Ending balance, Liabilities		511		459	511		459
Other liabilities [Member]
Liabilities [Abstract]
Beginning balance, Liabilities		33		5	35		0
Total gains (losses) recognized in net revenue, Liabilities	[1]	(2)		(5)	(4)		(9)
Total gains (losses) recognized in other comprehensive income, Liabilities
Purchases/ issues, Liabilities	[2]	0		3	0		4
Sales/ redemptions, Liabilities	[2]	(11)			(15)		0
Settlements, Liabilities
Foreign exchange movements, Liabilities		0		0	0		0
Transfers into Level 3, Liabilities	[3],[4]			1	0		1
Transfers out of Level 3, Liabilities	[4]	0		(1)	0		(1)
Ending balance, Liabilities		¥ 24		¥ 13	¥ 24		¥ 13
[1]	Includes gains and losses reported primarily within Net gain on trading, Gain on private equity and debt 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]	Amounts of gains and losses on these transfers which were recognized in the period when the Transfers into Level 3 occurred were not significant for the six and three months ended September 30, 2020 and 2021.
[4]	Transfers into Level 3 indicate certain valuation inputs of a financial instrument become unobservable or significant. Transfers out of Level 3 indicate certain valuation inputs of a financial instrument become observable or insignificant. See Quantitative and qualitative information regarding significant unobservable inputs above for the valuation inputs of each financial instruments.
[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]	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_3

Fair value measurements - Schedule of unrealized gains and losses recognized for Level 3 financial instruments (Detail) - Recurring [Member] - Level 3 [Member] - JPY (¥) ¥ in Billions		3 Months Ended		6 Months Ended
		Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1]	¥ 29	¥ (4)	¥ 43	¥ (31)
Unrealized gains/(losses), Liabilities	[1]	13	(6)	6	(20)
Trading assets and private equity and debt investments [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1]	(1)	2	3	(2)
Trading assets and private equity and debt investments [Member] | Equities [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1]	1	0	0	1
Trading assets and private equity and debt investments [Member] | Private equity and debt investments [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1]	1	1	2	2
Trading assets and private equity and debt 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 and debt 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 and debt 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	1	1	0
Trading assets and private equity and debt 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 and debt 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 and debt 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	2	(2)
Trading assets and private equity and debt 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]	(2)	0	(2)	(3)
Trading assets and private equity and debt 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
Equity contracts [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1],[2]	25	(12)	24	(38)
Interest rate contracts [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1],[2]	(4)	2	(9)	(10)
Credit contracts [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1],[2]	(3)	(4)	2	12
Foreign exchange contracts [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1],[2]	5	0	(1)	(15)
Derivatives, net [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1],[2]	23	(14)	16	(51)
Subtotal [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1]	22	(12)	19	(53)
Loans and receivables [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1]	2	2	1	1
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
Other [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Assets	[1]	5	6	23	21
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
Trading liabilities [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), Liabilities	[1]		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	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],[3]	5	1	3	2
Payables and deposits [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Liabilities	[1],[3]	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],[3]	8	(3)	4	(15)
Other liabilities [Member]
Fair value, assets and liabilities measured on recurring basis, unobservable input reconciliation [Line items]
Unrealized gains/(losses), Liabilities	[1]	¥ 0	¥ (4)	¥ (1)	¥ (7)
[1]	Includes gains and losses reported within Net gain on trading, Gain (loss) on private equity and debt 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.
[3]	Includes changes in unrealized gains and losses in Other comprehensive income (loss) for recurring Level 3 fair value measurements held at the end of the reporting period. They were ¥2 billion and ¥2 billion for the six months ended September 30, 2020 and 2021, respectively and ¥(2) billion and ¥0 billion for the three months ended September 30, 2020 and 2021, respectively.

Fair value measurements - Sch_4

Fair value measurements - Schedule of unrealized gains and losses recognized for Level 3 financial instruments (Detail) (Parenthetical) - JPY (¥) ¥ in Billions	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Level 3 [Member]
Fair Value Assets And Liabilities Measured On Recurring Basis Unobservable Input Reconciliation [Line Items]
Unrealized gains and losses from financial liability in Other comprehensive income (loss)	¥ 0	¥ (2)	¥ 2	¥ 2

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, 2021	Mar. 31, 2021
Fair value, balance sheet grouping, financial statement captions [Line Items]
Fair value		¥ 35	¥ 28
Unfunded commitments	[1]	26	24
Hedge funds [Member]
Fair value, balance sheet grouping, financial statement captions [Line Items]
Fair value		11	2
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]	30 days	30 days
Venture capital funds [Member]
Fair value, balance sheet grouping, financial statement captions [Line Items]
Fair value		¥ 4	¥ 4
Unfunded commitments	[1]	¥ 4	¥ 2
Redemption frequency (if currently eligible)	[2]
Redemption notice	[3]
Private equity funds [Member]
Fair value, balance sheet grouping, financial statement captions [Line Items]
Fair value		¥ 17	¥ 18
Unfunded commitments	[1]	¥ 21	¥ 21
Redemption frequency (if currently eligible)	[2]
Redemption notice	[3]
Real estate funds [Member]
Fair value, balance sheet grouping, financial statement captions [Line Items]
Fair value		¥ 3	¥ 4
Unfunded commitments	[1]	¥ 1	¥ 1
Redemption frequency (if currently eligible)	[2]
Redemption notice	[3]
[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, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Short-term borrowings [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[2]	¥ 33	¥ 19	¥ 21	¥ (27)
Payables and deposits [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1]	0	0	3	1
Collateralized financing [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[3]	8	(2)	6	(1)
Long-term borrowings [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[2],[4]	30	(36)	(25)	(190)
Other liabilities [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[5]	(6)	(5)	(10)	(4)
Total [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1]	65	(24)	(5)	(221)
Trading assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[6]		1	0	1
Private equity and debt investments [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[6]	1	0	1	0
Loans and receivables [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1]	4	2	8	4
Collateralized agreements [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[3]	0	3	0	2
Other assets [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1],[6]	5	4	16	24
Total [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Gains/(Losses)	[1]	¥ 10	¥ 10	¥ 25	¥ 31
[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, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Fair Value Disclosures [Abstract]
Changes recognized as a credit (debit) to other comprehensive income	¥ 1	¥ (54)	¥ 6	¥ (53)
Credit (debit) amounts reclassified to earnings	¥ 0	¥ (2)	1	(11)
Cumulative credit (debit) balance recognized in accumulated other comprehensive income			¥ (5)	¥ 27

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, 2021	Mar. 31, 2021
Fair value, concentration of credit risk [Line items]
Trading assets	[1]	¥ 8,209	¥ 6,552
Japan [Member]
Fair value, concentration of credit risk [Line items]
Trading assets		2,174	1,715
U.S. [Member]
Fair value, concentration of credit risk [Line items]
Trading assets		2,685	1,888
EU & U.K. [Member]
Fair value, concentration of credit risk [Line items]
Trading assets		2,696	2,329
Other [Member]
Fair value, concentration of credit risk [Line items]
Trading assets		¥ 654	¥ 620
[1]	Other than above, there were ¥299 billion and ¥301 billion of government, agency and municipal securities reported within Other assets—Non-trading debt securities in the consolidated balance sheets as of March 31, 2021 and September 30 2021, 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, 2021	Mar. 31, 2021
Fair value, concentration of credit risk [Line items]
Non-trading debt securities	¥ 444,123	¥ 426,758
Government, agency and municipal securities [Member]
Fair value, concentration of credit risk [Line items]
Non-trading debt securities	¥ 301,000	¥ 299,000

Fair value measurements - Sch_5

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 Millions		Sep. 30, 2021	Mar. 31, 2021
Liabilities:
Deposits received at banks		¥ 56,180	¥ 49,874
Level 1 [Member]
Assets:
Cash and cash equivalents	[1]	3,836,000	3,510,000
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]	3,836,000	3,510,000
Liabilities:
Short-term borrowings	[1]
Deposits received at banks	[1]
Securities sold under agreements to repurchase	[1]
Securities loaned	[1]
Other secured borrowings	[1]
Long-term borrowings	[1]	11,000	5,000
Total Liabilities	[1]	11,000	5,000
Level 2 [Member]
Assets:
Cash and cash equivalents	[1]
Time deposits	[1]	343,000	281,000
Deposits with stock exchanges and other segregated cash	[1]	313,000	374,000
Loans receivable	[1],[2]	2,214,000	2,120,000
Securities purchased under agreements to resell	[1]	11,260,000	10,757,000
Securities borrowed	[1]	4,657,000	5,264,000
Total Assets	[1]	18,787,000	18,796,000
Liabilities:
Short-term borrowings	[1]	1,103,000	1,265,000
Deposits received at banks	[1]	1,462,000	1,342,000
Securities sold under agreements to repurchase	[1]	13,463,000	13,360,000
Securities loaned	[1]	1,515,000	1,381,000
Other secured borrowings	[1]	381,000	393,000
Long-term borrowings	[1]	8,152,000	7,370,000
Total Liabilities	[1]	26,076,000	25,111,000
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]	870,000	817,000
Securities purchased under agreements to resell	[1]	13,000	18,000
Securities borrowed	[1]
Total Assets	[1]	883,000	835,000
Liabilities:
Short-term borrowings	[1]	86,000	103,000
Deposits received at banks	[1]	2,000	1,000
Securities sold under agreements to repurchase	[1]		0
Securities loaned	[1]
Other secured borrowings	[1]
Long-term borrowings	[1]	553,000	603,000
Total Liabilities	[1]	641,000	707,000
Carrying value [Member]
Assets:
Cash and cash equivalents	[1]	3,836,000	3,510,000
Time deposits	[1]	343,000	281,000
Deposits with stock exchanges and other segregated cash	[1]	313,000	374,000
Loans receivable	[1],[2]	3,084,000	2,937,000
Securities purchased under agreements to resell	[1]	11,273,000	10,775,000
Securities borrowed	[1]	4,659,000	5,264,000
Total Assets	[1]	23,508,000	23,141,000
Liabilities:
Short-term borrowings	[1]	1,189,000	1,368,000
Deposits received at banks	[1]	1,464,000	1,342,000
Securities sold under agreements to repurchase	[1]	13,463,000	13,360,000
Securities loaned	[1]	1,516,000	1,381,000
Other secured borrowings	[1]	381,000	393,000
Long-term borrowings	[1]	8,696,000	7,975,000
Total Liabilities	[1]	26,709,000	25,819,000
Fair value [Member]
Assets:
Cash and cash equivalents	[1]	3,836,000	3,510,000
Time deposits	[1]	343,000	281,000
Deposits with stock exchanges and other segregated cash	[1]	313,000	374,000
Loans receivable	[1],[2]	3,084,000	2,937,000
Securities purchased under agreements to resell	[1]	11,273,000	10,775,000
Securities borrowed	[1]	4,657,000	5,264,000
Total Assets	[1]	23,506,000	23,141,000
Liabilities:
Short-term borrowings	[1]	1,189,000	1,368,000
Deposits received at banks	[1]	1,464,000	1,343,000
Securities sold under agreements to repurchase	[1]	13,463,000	13,360,000
Securities loaned	[1]	1,515,000	1,381,000
Other secured borrowings	[1]	381,000	393,000
Long-term borrowings	[1]	8,716,000	7,978,000
Total Liabilities	[1]	¥ 26,728,000	¥ 25,823,000
[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, 2021	Mar. 31, 2021
Derivative [Line Items]
Gross fair value of derivative assets	¥ 13,498	¥ 16,006
Financial institutions [Member]
Derivative [Line Items]
Gross fair value of derivative assets	11,375	13,474
Impact of master netting agreements	(9,566)	(11,473)
Impact of collateral	(1,466)	(1,500)
Net exposure to credit risk	¥ 343	¥ 501

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, 2021	Mar. 31, 2021
Derivatives, Fair Value [Line Items]
Total Notional	[1]	¥ 3,099,715	¥ 2,956,947
Derivative assets, Fair value		13,498	16,006
Derivative liabilities, Fair value	[1]	13,264	16,191
Derivatives used for trading and non-trading purposes [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[2],[3]	3,097,800	2,955,649
Derivative assets, Fair value	[2],[3]	13,490	15,986
Derivative liabilities, Fair value	[1],[2],[3]	13,258	16,177
Derivatives used for trading and non-trading purposes [Member] | Equity contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[2],[3]	36,347	40,396
Derivative assets, Fair value	[2],[3]	1,154	1,402
Derivative liabilities, Fair value	[1],[2],[3]	1,540	2,229
Derivatives used for trading and non-trading purposes [Member] | Interest rate contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[2],[3]	2,660,846	2,524,407
Derivative assets, Fair value	[2],[3]	8,291	9,617
Derivative liabilities, Fair value	[1],[2],[3]	7,669	9,023
Derivatives used for trading and non-trading purposes [Member] | Credit contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[2],[3]	40,917	38,850
Derivative assets, Fair value	[2],[3]	426	455
Derivative liabilities, Fair value	[1],[2],[3]	479	523
Derivatives used for trading and non-trading purposes [Member] | Foreign exchange contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[2],[3]	359,352	351,662
Derivative assets, Fair value	[2],[3]	3,616	4,511
Derivative liabilities, Fair value	[1],[2],[3]	3,570	4,402
Derivatives used for trading and non-trading purposes [Member] | Commodity contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1],[2],[3]	338	334
Derivative assets, Fair value	[2],[3]	3	1
Derivative liabilities, Fair value	[1],[2],[3]	0	0
Derivatives designated as hedging instruments [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1]	1,915	1,298
Derivative assets, Fair value		8	20
Derivative liabilities, Fair value	[1]	6	14
Derivatives designated as hedging instruments [Member] | Interest rate contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1]	1,779	1,168
Derivative assets, Fair value		6	15
Derivative liabilities, Fair value	[1]	6	14
Derivatives designated as hedging instruments [Member] | Foreign exchange contracts [Member]
Derivatives, Fair Value [Line Items]
Total Notional	[1]	136	130
Derivative assets, Fair value		2	5
Derivative liabilities, Fair value	[1]
[1]	Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.
[2]	As of March 31, 2021 and September 30, 2021, 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.
[3]	Each derivative classification includes derivatives referencing multiple risk components. For example, certain 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, 2021	Mar. 31, 2021
Derivative assets
Gross derivative balances, Derivative assets	[1]	¥ 13,498	¥ 16,006
Less: Amounts offset in the consolidated balance sheets	[2]	(12,333)	(14,786)
Total net amounts reported on the face of the consolidated balance sheets	[3]	1,165	1,220
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[4]	(334)	(240)
Net amount		831	980
Derivative liabilities
Gross derivative balances, Derivative liabilities	[1],[5]	13,264	16,191
Less: Amounts offset in the consolidated balance sheets	[2],[5]	(11,994)	(14,697)
Total net amounts reported on the face of the consolidated balance sheets	[3],[5]	1,270	1,494
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[4],[5]	(232)	(310)
Net amount	[5]	1,038	1,184
Equity contracts [Member] | OTC settled bilaterally [Member]
Derivative assets
Gross derivative balances, Derivative assets		720	904
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	904	1,439
Equity contracts [Member] | Exchange-traded [Member]
Derivative assets
Gross derivative balances, Derivative assets		434	498
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	636	790
Interest rate contracts [Member] | OTC settled bilaterally [Member]
Derivative assets
Gross derivative balances, Derivative assets		7,446	8,456
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	6,810	7,871
Interest rate contracts [Member] | OTC centrally-cleared [Member]
Derivative assets
Gross derivative balances, Derivative assets		826	1,147
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	844	1,146
Interest rate contracts [Member] | Exchange-traded [Member]
Derivative assets
Gross derivative balances, Derivative assets		25	29
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	21	20
Credit contracts [Member] | OTC settled bilaterally [Member]
Derivative assets
Gross derivative balances, Derivative assets		157	169
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	224	251
Credit contracts [Member] | OTC centrally-cleared [Member]
Derivative assets
Gross derivative balances, Derivative assets		267	282
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	254	269
Credit contracts [Member] | Exchange-traded [Member]
Derivative assets
Gross derivative balances, Derivative assets		2	4
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	1	3
Foreign exchange contracts [Member] | OTC settled bilaterally [Member]
Derivative assets
Gross derivative balances, Derivative assets		3,618	4,516
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	3,570	4,402
Commodity contracts [Member] | OTC settled bilaterally [Member]
Derivative assets
Gross derivative balances, Derivative assets		0	0
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	0	0
Commodity contracts [Member] | Exchange-traded [Member]
Derivative assets
Gross derivative balances, Derivative assets		3	1
Derivative liabilities
Gross derivative balances, Derivative liabilities	[5]	¥ 0	¥ 0
[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, 2021, 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 ¥392 billion and ¥589 billion, respectively. As of September 30, 2021, the gross balance of such derivative assets and derivative liabilities was ¥364 billion and ¥565 billion, respectively.
[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, 2021, Nomura offset a total of ¥1,594 billion of cash collateral receivables against net derivative liabilities and ¥1,683 billion of cash collateral payables against net derivative assets. As of September 30, 2021, Nomura offset a total of ¥1,158 billion of cash collateral receivables against net derivative liabilities and ¥1,497 billion of cash collateral payables against net derivative assets.
[3]	Net derivative assets and net derivative liabilities are generally reported within Trading assets and private equity and debt 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.
[4]	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, 2021, a total of ¥283 billion of cash collateral receivables and ¥572 billion of cash collateral payables, including amounts reported in the table, have not been offset against net derivatives. As of September 30, 2021, a total of ¥241 billion of cash collateral receivables and ¥523 billion of cash collateral payables, including amounts reported in the table, have not been offset against net derivatives.
[5]	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, 2021	Mar. 31, 2021
Derivative Instruments and Hedging Activities [Abstract]
Gross balances of derivative assets, not subject to enforceable master netting arrangements or similar agreements	¥ 364	¥ 392
Gross balances of derivative liabilities, not subject to enforceable master netting arrangements or similar agreements	565	589
Cash collateral receivables against net derivative liabilities	1,158	1,594
Cash collateral payables against net derivative assets	1,497	1,683
Cash collateral receivables, not being offset against net derivatives	241	283
Cash collateral payables, not being offset against net derivatives	¥ 523	¥ 572

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, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	¥ (151)	¥ (83)	¥ (108)	¥ 119
Equity contracts [Member]
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	(117)	(47)	(185)	90
Interest rate contracts [Member]
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	7	40	16	176
Credit contracts [Member]
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	(8)	(78)	2	(85)
Foreign exchange contracts [Member]
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	(43)	7	26	(52)
Commodity contracts [Member]
Derivative [Line Items]
Gains (losses) on derivatives used for trading and non-trading purposes	[1],[2]	¥ 10	¥ (5)	¥ 33	¥ (10)
[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, 2020 and 2021, 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 derivative instruments in statement of financial position fair value (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2021	Mar. 31, 2021
Carrying amount of the hedged assets/liabilities	¥ 1,773	¥ 1,164
Cumulative gains/(losses) of fair value hedging adjustment included in the carrying amount of the hedged assets/liabilities	5	2
Long-term borrowings [Member]
Carrying amount of the hedged assets/liabilities	1,773	1,164
Cumulative gains/(losses) of fair value hedging adjustment included in the carrying amount of the hedged assets/liabilities	¥ 5	¥ 2

Derivative instruments and he_9

Derivative instruments and hedging activities - Schedule of derivative instruments in statement of financial position fair value (Detail) (Parenthetical) - JPY (¥) ¥ in Millions	Sep. 30, 2021	Mar. 31, 2021
Derivative Instruments and Hedging Activities [Abstract]
Cumulative amount of fair value hedging adjustments remaining for the liabilities	¥ 482	¥ 87

Derivative instruments and h_10

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, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Hedged Items [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on fair value hedges recognized	¥ (5)	¥ (1)	¥ 3	¥ 1
Hedged Items [Member] | Long-term borrowings [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on fair value hedges recognized	(5)	(1)	3	1
Derivatives designated as hedging instruments [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on fair value hedges recognized	5	1	(3)	(1)
Derivatives designated as hedging instruments [Member] | Interest rate contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on fair value hedges recognized	¥ 5	¥ 1	¥ (3)	¥ (1)

Derivative instruments and h_11

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, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) from derivatives designated as net investment hedges	¥ 4	¥ (5)	¥ 2	¥ (7)
Foreign exchange contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) from derivatives designated as net investment hedges	¥ 4	¥ (5)	¥ 2	¥ (7)

Derivative instruments and h_12

Derivative instruments and hedging activities - Additional information (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2021	Mar. 31, 2021
Derivative Instruments, Gain (Loss) [Line Items]
Derivative liability position with credit-risk-related contingent features		¥ 430,000	¥ 727,000
Collateral pledged for derivative instruments with credit-risk-related contingent features that are in a liability position		298,000	583,000
Additional collateral required to be posted, aggregate fair value		2,000	2,000
Gross liability balance of total return swaps in respect of financial assets derecognized	[1]	13,264,000	16,191,000
Sale and Total Return Swap [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Transfer of financial assets accounted for sale amount derecognized		69,737	69,405
Cash proceeds received from derecognition of financial assets amount		69,868	69,535
Transfer of financial assets accounted for sale fair value of derecognized assets		68,423	67,773
Gross liability balance of total return swaps in respect of financial assets derecognized		¥ 1,214	¥ 1,539
[1]	Includes the amount of embedded derivatives bifurcated in accordance with ASC 815.

Derivative instruments and h_13

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, 2021	Mar. 31, 2021
Credit Derivatives [Line Items]
Carrying value (Asset) / Liability	[1]	¥ (319)	¥ (316)
Maximum potential payout / Notional		18,343	17,705
Notional, Purchased credit protection		14,121	13,502
Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Carrying value (Asset) / Liability	[1]	(93)	(80)
Maximum potential payout / Notional		7,037	7,035
Notional, Purchased credit protection		5,400	5,452
Credit default indices [Member]
Credit Derivatives [Line Items]
Carrying value (Asset) / Liability	[1]	(231)	(246)
Maximum potential payout / Notional		10,826	10,235
Notional, Purchased credit protection		8,356	7,737
Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Carrying value (Asset) / Liability	[1]	5	10
Maximum potential payout / Notional		473	396
Notional, Purchased credit protection		358	280
Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Carrying value (Asset) / Liability	[1]	0	0
Maximum potential payout / Notional		7	39
Notional, Purchased credit protection		7	33
Less than 1 year [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,819	2,662
Less than 1 year [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,147	1,318
Less than 1 year [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,621	1,271
Less than 1 year [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		51	73
Less than 1 year [Member] | Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional
1 to 3 years [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		7,616	6,542
1 to 3 years [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,645	2,297
1 to 3 years [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		4,809	4,065
1 to 3 years [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		162	180
1 to 3 years [Member] | Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional
3 to 5 years [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		6,073	6,801
3 to 5 years [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,393	2,642
3 to 5 years [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		3,429	3,989
3 to 5 years [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		244	131
3 to 5 years [Member] | Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		7	39
More than 5 years [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,835	1,700
More than 5 years [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		852	778
More than 5 years [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		967	910
More than 5 years [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		16	12
More than 5 years [Member] | Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional
[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_14

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, 2021	Mar. 31, 2021
Credit Derivatives [Line Items]
Maximum potential payout / Notional		¥ 18,343	¥ 17,705
Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		7,037	7,035
Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		10,826	10,235
Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		473	396
Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		7	39
AAA [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		296	312
AAA [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		200	198
AAA [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		96	114
AAA [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional
AAA [Member] | Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional
AA [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,419	1,346
AA [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,226	1,218
AA [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		193	128
AA [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional
AA [Member] | Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional
A [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		4,905	3,771
A [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,920	1,887
A [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,982	1,880
A [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		3	4
A [Member] | Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional
BBB [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		8,181	8,661
BBB [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,153	2,098
BBB [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		5,719	6,294
BBB [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		309	237
BBB [Member] | Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional			32
BB [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		2,234	2,233
BB [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		738	753
BB [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		1,431	1,415
BB [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		58	58
BB [Member] | Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional		7	7
Other [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional	[1]	1,308	1,382
Other [Member] | Single-name credit default swaps [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional	[1]	800	881
Other [Member] | Credit default indices [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional	[1]	405	404
Other [Member] | Other credit risk related portfolio products [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional	[1]	103	97
Other [Member] | Credit-risk related options and swaptions [Member]
Credit Derivatives [Line Items]
Maximum potential payout / Notional	[1]
[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, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Disaggregation of Revenue [Abstract]
Commissions	¥ 91,636	¥ 92,253	¥ 174,522	¥ 177,765
Fees from investment banking	33,901	27,031	69,604	37,859
Asset management and portfolio service fees	67,193	57,417	131,237	111,073
Other revenue	9,278	10,689	17,641	22,493
Total	¥ 202,008	¥ 187,390	¥ 393,004	¥ 349,190

Revenue from services provide_4

Revenue from services provided to customers - Schedule of disaggregation of brokerage commissions revenue (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Product Information [Line Items]
Commissions	¥ 91,636	¥ 92,253	¥ 174,522	¥ 177,765
Stock Brokerage Commissions [Member]
Product Information [Line Items]
Commissions	67,725	60,989	125,958	123,938
Commissions for distributing of investment trusts [Member]
Product Information [Line Items]
Commissions	11,166	19,275	25,573	33,352
Other [Member]
Product Information [Line Items]
Commissions	¥ 12,745	¥ 11,989	¥ 22,991	¥ 20,475

Revenue from services provide_5

Revenue from services provided to customers - Schedule of disaggregation of investment banking revenue (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Disaggregation Of Investment Banking Revenue [Abstract]
Equity underwriting and distribution	¥ 10,276	¥ 10,539	¥ 20,231	¥ 12,089
Bond underwriting and distribution	6,123	5,677	13,445	9,007
Financial advisory fees	13,661	6,724	26,776	11,435
Other	3,841	4,091	9,152	5,328
Total	¥ 33,901	¥ 27,031	¥ 69,604	¥ 37,859

Revenue from services provide_6

Revenue from services provided to customers - Schedule of disaggregation of asset management fees and custody fee (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Disaggregation Of Asset Management Fees And Custody Fee [Abstract]
Asset management fees	¥ 41,994	¥ 37,598	¥ 82,579	¥ 72,836
Administration fees	20,361	15,684	39,266	30,208
Custodial fees	4,838	4,135	9,392	8,029
Total	¥ 67,193	¥ 57,417	¥ 131,237	¥ 111,073

Revenue from services provide_7

Revenue from services provided to customers - Additional information (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended		12 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020	Mar. 31, 2021
Disaggregation of Revenue [Line Items]
Revenue from performance obligations satisfied in previous periods	¥ 1,817	¥ 458	¥ 5,930	¥ 538
Remaining performance obligations, Transaction price	¥ 1,657		¥ 1,657		¥ 1,187
Estimated contract period			1 year		1 year

Revenue from services provide_8

Revenue from services provided to customers - Customer contract balances (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2021	Mar. 31, 2021
Contract with Customer, Asset and Liability [Abstract]
Customer contract receivables		¥ 83,424	¥ 85,205
Contract liabilities	[1]	¥ 3,391	¥ 3,497
[1]	Contract liabilities primarily rise from investment advisory services and 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, 2021	Mar. 31, 2021
Reverse repurchase agreements
Total gross balance	[1]	¥ 31,691	¥ 31,568
Less: Amounts offset in the consolidated balance sheets	[2]	(20,418)	(20,793)
Total net amounts of reported on the face of the consolidated balance sheets	[3]	11,273	10,775
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[4]	(9,592)	(9,390)
Cash collateral	[4]	(5)	(1)
Net amount		1,676	1,384
Securities borrowing transactions
Total gross balance	[1]	4,652	5,241
Less: Amounts offset in the consolidated balance sheets	[2]
Total net amounts of reported on the face of the consolidated balance sheets	[3]	4,652	5,241
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[4]	(3,148)	(3,211)
Cash collateral	[4]
Net amount		1,504	2,030
Repurchase agreements
Total gross balance	[1],[5]	33,881	34,154
Less: Amounts offset in the consolidated balance sheets	[2]	(20,418)	(20,794)
Total net amounts of reported on the face of the consolidated balance sheets	[3]	13,463	13,360
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[4]	(9,405)	(9,448)
Cash collateral	[4]	(2)	(1)
Net amount		4,056	3,911
Securities lending transactions
Total gross balance	[1],[5]	1,687	1,781
Less: Amounts offset in the consolidated balance sheets	[2]
Total net amounts of reported on the face of the consolidated balance sheets	[3]	1,687	1,781
Less: Additional amounts not offset in the consolidated balance sheets [Abstract]
Financial instruments and non-cash collateral	[4]	(1,426)	(1,488)
Cash collateral	[4]
Net amount		¥ 261	¥ 293
[1]	Includes all recognized balances irrespective of whether they are transacted under a master netting agreement or whether Nomura has obtained sufficient evidence of enforceability of the master netting agreement. Amounts include transactions carried at fair value through election of the fair value option. As of March 31, 2021, the gross balance of reverse repurchase agreements and repurchase agreements which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥480 billion and ¥2,653 billion, respectively. As of March 31, 2021, the gross balance of securities borrowing transactions and securities lending transactions which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥1,947 billion and ¥213 billion, respectively. As of September 30, 2021, the gross balance of reverse repurchase agreements and repurchase agreements which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥311 billion and ¥2,316 billion, respectively. As of September 30, 2021, the gross balance of securities borrowing transactions and securities lending transactions which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥1,407 billion and ¥191 billion, respectively.
[2]	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, 2021	Mar. 31, 2021
Collateralized Transactions
Gross balances of reverse repurchase agreements, not subject to enforceable master netting arrangements or similar agreements	¥ 311	¥ 480
Gross balances of repurchase agreements, not subject to enforceable master netting arrangements or similar agreements	2,316	2,653
Gross balances of securities borrowing transactions, not subject to enforceable master netting arrangements or similar agreements	1,407	1,947
Gross balances of securities lending transactions, not subject to enforceable master netting arrangements or similar agreements	¥ 191	¥ 213

Collateralized transactions - M

Collateralized transactions - Maturity analysis of repurchase agreements and securities lending transactions (Detail) - JPY (¥) ¥ in Billions		Sep. 30, 2021	Mar. 31, 2021
Offsetting Liabilities [Line Items]
Repurchase agreements	[1],[2]	¥ 33,881	¥ 34,154
Securities lending transactions	[1],[2]	1,687	1,781
Total	[2]	35,568	35,935
Overnight and open [Member]
Offsetting Liabilities [Line Items]
Repurchase agreements		13,432	13,837
Securities lending transactions		971	872
Total	[2],[3]	14,403	14,709
Up to 30 days [Member]
Offsetting Liabilities [Line Items]
Repurchase agreements		16,648	16,452
Securities lending transactions		259	351
Total		16,907	16,803
30 - 90 days [Member]
Offsetting Liabilities [Line Items]
Repurchase agreements		1,966	1,991
Securities lending transactions		159	291
Total		2,125	2,282
90 days - 1 year [Member]
Offsetting Liabilities [Line Items]
Repurchase agreements		1,448	1,590
Securities lending transactions		280	266
Total		1,728	1,856
Greater than 1 year [Member]
Offsetting Liabilities [Line Items]
Repurchase agreements		387	284
Securities lending transactions		18	1
Total		¥ 405	¥ 285
[1]	Includes all recognized balances irrespective of whether they are transacted under a master netting agreement or whether Nomura has obtained sufficient evidence of enforceability of the master netting agreement. Amounts include transactions carried at fair value through election of the fair value option. As of March 31, 2021, the gross balance of reverse repurchase agreements and repurchase agreements which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥480 billion and ¥2,653 billion, respectively. As of March 31, 2021, the gross balance of securities borrowing transactions and securities lending transactions which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥1,947 billion and ¥213 billion, respectively. As of September 30, 2021, the gross balance of reverse repurchase agreements and repurchase agreements which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥311 billion and ¥2,316 billion, respectively. As of September 30, 2021, the gross balance of securities borrowing transactions and securities lending transactions which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥1,407 billion and ¥191 billion, respectively.
[2]	Repurchase agreements and securities lending transactions are reported within Collateralized financing—Securities sold under agreements to repurchase and Collateralized financing—Securities loaned in the consolidated balance sheets, respectively. Amounts reported for securities lending transactions also include transactions where Nomura lends securities and receives securities that can be sold or pledged as collateral. Nomura recognizes the securities received at fair value and a liability for the same amount, representing the obligation to return those securities. The liability is reported within Other liabilities in the consolidated balance sheets. The total gross recognized liabilities reported for repurchase agreements and securities lending transactions are consistent with the total gross balances reported in the offsetting disclosures above.
[3]	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, 2021	Mar. 31, 2021
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements	[1],[2]	¥ 33,881	¥ 34,154
Securities lending transactions	[1],[2]	1,687	1,781
Total	[2]	35,568	35,935
Equities and convertible securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		429	724
Securities lending transactions		1,466	1,600
Total		1,895	2,324
Japanese government, agency and municipal securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		895	1,168
Securities lending transactions		0	0
Total		895	1,168
Foreign government, agency and municipal securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		28,204	27,531
Securities lending transactions		27	8
Total		28,231	27,539
Bank and corporate debt securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		2,092	1,926
Securities lending transactions		125	117
Total		2,217	2,043
Commercial mortgage-backed securities ("CMBS") [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		2	6
Securities lending transactions
Total		2	6
Residential mortgage-backed securities ("RMBS") [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements	[3]	2,069	2,532
Securities lending transactions	[3]
Total	[3]	2,069	2,532
Collateralized debt obligations ("CDOs") and other [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		148	223
Securities lending transactions
Total		148	223
Investment trust funds and other [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Repurchase agreements		42	44
Securities lending transactions		69	56
Total		¥ 111	¥ 100
[1]	Includes all recognized balances irrespective of whether they are transacted under a master netting agreement or whether Nomura has obtained sufficient evidence of enforceability of the master netting agreement. Amounts include transactions carried at fair value through election of the fair value option. As of March 31, 2021, the gross balance of reverse repurchase agreements and repurchase agreements which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥480 billion and ¥2,653 billion, respectively. As of March 31, 2021, the gross balance of securities borrowing transactions and securities lending transactions which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥1,947 billion and ¥213 billion, respectively. As of September 30, 2021, the gross balance of reverse repurchase agreements and repurchase agreements which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥311 billion and ¥2,316 billion, respectively. As of September 30, 2021, the gross balance of securities borrowing transactions and securities lending transactions which were not transacted under master netting agreements or are documented under master netting agreements for which Nomura has not yet obtained sufficient evidence of enforceability was ¥1,407 billion and ¥191 billion, respectively.
[2]	Repurchase agreements and securities lending transactions are reported within Collateralized financing—Securities sold under agreements to repurchase and Collateralized financing—Securities loaned in the consolidated balance sheets, respectively. Amounts reported for securities lending transactions also include transactions where Nomura lends securities and receives securities that can be sold or pledged as collateral. Nomura recognizes the securities received at fair value and a liability for the same amount, representing the obligation to return those securities. The liability is reported within Other liabilities in the consolidated balance sheets. The total gross recognized liabilities reported for repurchase agreements and securities lending transactions are consistent with the total gross balances reported in the offsetting disclosures above.
[3]	Includes ¥2,170 billion as of March 31, 2021 and ¥1,717 billion as of September 30, 2021 of U.S. government sponsored agency mortgage pass-through securities and collateralized mortgage obligations

Collateralized transactions -_3

Collateralized transactions - Securities transferred in repurchase agreements and securities lending transactions (Parenthetical) (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2021	Mar. 31, 2021
Collateralized Transactions
U.S. government sponsored agency mortgage pass through securities and collateralized mortgage obligations	¥ 1,717	¥ 2,170

Collateralized transactions -_4

Collateralized transactions - Schedule of securities received as collateral (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2021	Mar. 31, 2021
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	¥ 54,613	¥ 50,466
The portion of the above that has been sold (reported within Trading liabilities in the consolidated balance sheets) or repledged	¥ 36,493	¥ 38,342

Collateralized transactions - A

Collateralized transactions - Assets owned, pledged as collateral ,primarily to stock exchanges and clearing organizations (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2021	Mar. 31, 2021
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		¥ 2,917,617	¥ 3,202,100
Non-trading debt securities		130,423	115,659
Investments in and advances to affiliated companies		1,274	4,136
Equities and convertible securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		396,002	239,393
Government and government agency securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		1,044,019	1,064,164
Bank and corporate debt securities [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		45,649	32,262
Residential mortgage-backed securities ("RMBS") [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		1,386,562	1,790,395
Collateralized debt obligations ("CDOs") and other [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets	[1]	10,394	32,081
Investment trust funds and other [Member]
Financial Instruments Owned and Pledged as Collateral [Line Items]
Trading assets		¥ 34,991	¥ 43,805
[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, 2021	Mar. 31, 2021
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	¥ 1,636,650	¥ 1,470,358
Loans and receivables [Member]
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	202,436	114,051
Trading assets and private equity and debt [Member]
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	1,428,598	1,344,361
Office buildings, land, equipment and facilities [Member]
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	4,962	5,076
Non-trading debt securities [Member]
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	204	1,047
Other [Member]
Collateralized Transactions Assets Subject to Lien [Line Items]
Assets subject to lien, amount	¥ 450	¥ 5,823

Securitizations and Variable _3

Securitizations and Variable Interest Entities - Additional information (Detail) - JPY (¥) ¥ in Billions	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020	Mar. 31, 2021
Variable Interest Entity [Line Items]
Cash proceeds from SPEs in new securitizations	¥ 141	¥ 61	¥ 196	¥ 184
Securitization or asset-backed financing arrangement, financial asset for which transfer is accounted as sale, gain on sale	2	8	9	11
Debt securities issued by SPEs with an initial fair value	489	744	1,171	1,270
Cash inflows from third parties on the sale of debt securities	519	723	1,100	1,208
Cumulative balance of financial assets transferred to SPEs	5,445		5,445		¥ 5,323
Retained interests	126		126		¥ 160
Cash flow on the interests held on SPEs	¥ 10	¥ 5	¥ 19	¥ 10

Securitizations and Variable _4

Securitizations and Variable Interest Entities - Fair value of retained interests (Detail) - JPY (¥) ¥ in Billions	Sep. 30, 2021	Mar. 31, 2021
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	¥ 126	¥ 160
Government, agency and municipal securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	118	154
Bank and corporate debt securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
CMBS and RMBS [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	8	6
Investment grade [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	120	154
Investment grade [Member] | Government, agency and municipal securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	118	154
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 [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	2	0
Other [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	6	6
Other [Member] | Government, agency and municipal securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests
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 [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	6	6
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 [Member]
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	118	154
Level 2 [Member] | Government, agency and municipal securities [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	118	154
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 [Member]
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	8	6
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 [Member]
Schedule of fair value of retained interests [Line Items]
Fair value of retained interests	¥ 8	¥ 6

Securitizations and Variable _5

Securitizations and Variable Interest Entities - Type and carrying value of financial assets (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2021	Mar. 31, 2021
Liabilities [Abstract]
Long-term borrowings	¥ 8,695,951	¥ 7,975,012
Transferred to SPEs [Member]
Trading assets
Foreign government, agency and municipal securities	7,000
Loans for trading purposes	9,000	106,000
Loans receivable	157,000
Total	173,000	106,000
Liabilities [Abstract]
Long-term borrowings	¥ 173,000	¥ 106,000

Securitizations and Variable _6

Securitizations and Variable Interest Entities - Classification of consolidated VIEs' assets and liabilities (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2021	Mar. 31, 2021	Sep. 30, 2020
Consolidated VIE assets
Cash and cash equivalents		¥ 3,836,088	¥ 3,509,754	¥ 3,941,802
Trading assets
Derivatives	[1]	1,165,000	1,220,000
Office buildings, land, equipment and facilities		460,051	464,449
Other		783,862	1,049,432
Total		43,346,552	42,516,480
Trading liabilities
Derivatives	[1],[2]	1,270,000	1,494,000
Borrowings
Short-term borrowings		1,188,794	1,368,098
Long-term borrowings		8,695,951	7,975,012
Total		40,544,920	39,760,029
Variable Interest Entity, primary beneficiary [Member]
Consolidated VIE assets
Cash and cash equivalents		9,000	13,000
Trading assets
Equities		584,000	524,000
Debt securities		462,000	414,000
CMBS and RMBS		20,000	20,000
Investment trust funds and other			4,000
Derivatives		1,000	1,000
Private equity and debt investments		21,000	21,000
Office buildings, land, equipment and facilities		56,000	51,000
Other		163,000	26,000
Total		1,316,000	1,074,000
Trading liabilities
Derivatives		2,000	2,000
Borrowings
Short-term borrowings		122,000	74,000
Long-term borrowings		808,000	763,000
Other		2,000	2,000
Total		¥ 934,000	¥ 841,000
[1]	Net derivative assets and net derivative liabilities are generally reported within Trading assets and private equity and debt 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]	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 Millions	Sep. 30, 2021	Mar. 31, 2021
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	¥ 43,346,552	¥ 42,516,480
Carrying amount of variable interests, Liabilities	40,544,920	39,760,029
Variable Interest Entity, Not Primary Beneficiary [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	3,005,000	3,225,000
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	3,116,000	3,335,000
Variable Interest Entity, Not Primary Beneficiary [Member] | Equities [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	37,000	30,000
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	37,000	30,000
Variable Interest Entity, Not Primary Beneficiary [Member] | Debt securities [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	50,000	60,000
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	50,000	60,000
Variable Interest Entity, Not Primary Beneficiary [Member] | CMBS and RMBS [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	2,015,000	2,362,000
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	2,015,000	2,362,000
Variable Interest Entity, Not Primary Beneficiary [Member] | Investment trust funds and other [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	149,000	195,000
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	149,000	195,000
Variable Interest Entity, Not Primary Beneficiary [Member] | Private equity and debt investments [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	15,000	3,000
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	15,000	3,000
Variable Interest Entity, Not Primary Beneficiary [Member] | Loans [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	721,000	556,000
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	721,000	556,000
Variable Interest Entity, Not Primary Beneficiary [Member] | Other [Member]
Variable Interest Entity [Line Items]
Carrying amount of variable interests, Assets	18,000	19,000
Carrying amount of variable interests, Liabilities
Maximum exposure to loss to unconsolidated VIEs	18,000	19,000
Variable Interest Entity, Not Primary Beneficiary [Member] | 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	¥ 111,000	¥ 110,000

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, 2021	Mar. 31, 2021
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		¥ 2,226,409	¥ 2,124,949
Carried at fair value	[1]	916,938	818,523
Total		3,143,347	2,943,472
Advances to affiliated companies [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		1,000	1,000
Carried at fair value	[1]
Total		1,000	1,000
Total [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		2,227,409	2,125,949
Carried at fair value	[1]	916,938	818,523
Total		3,144,347	2,944,472
Loans at banks [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		646,698	605,200
Carried at fair value	[1]
Total		646,698	605,200
Short-term secured margin loans [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		440,239	436,221
Carried at fair value	[1]
Total		440,239	436,221
Inter-bank money market loans [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		1,476	1,289
Carried at fair value	[1]
Total		1,476	1,289
Corporate loans [Member]
Schedule of Financing Receivables [Line Items]
Carried at amortized cost		1,137,996	1,082,239
Carried at fair value	[1]	916,938	818,523
Total		¥ 2,054,934	¥ 1,900,762
[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, 2021	Sep. 30, 2020	Sep. 30, 2021		Sep. 30, 2020
Allowance for current expected credit losses [Roll Forward]
Opening balance, Allowance for current expected credit losses		¥ 58,832	¥ 9,473	¥ 49,267		¥ 11,830
Provision for credit losses, Allowance for current expected credit losses		(273)	(206)	8,924	[1]	(2,476)
Charge-offs, Allowance for current expected credit losses		(10)	(677)	(17)		(677)
Other, Allowance for current expected credit losses	[2]	504	(131)	879		(218)
Ending balance, Allowance for current expected credit losses		59,053	8,459	59,053		8,459
Allowance for receivables other than loans [Roll Forward]
Opening balance, Allowance for receivables other than loans	[3]	2,587	2,881	4,517		3,154
Provision for credit losses, Allowance for receivables other than loans	[3]	75	31	78	[1]	1,075
Charge-offs, Allowance for receivables other than loans	[3]	(5)	7	(62)		(1,315)
Other, Allowance for receivables other than loans	[2],[3]	1	(22)	(1,875)		(17)
Ending balance, Allowance for receivables other than loans	[3]	2,658	2,897	2,658		2,897
Total allowance for current expected credit losses [Roll Forward]
Opening balance, Total allowance for current expected credit losses		61,419	12,354	53,784
Opening balance after CECL adoption			14,984			14,984
Provision for credit losses, Total allowance for current expected credit losses		(198)	(175)	9,002	[1]	(1,401)
Charge-offs, Total allowance for current expected credit losses		(15)	(670)	(79)		(1,992)
Other, Total allowance for current expected credit losses	[2]	505	(153)	(996)		(235)
Ending balance, Total allowance for current expected credit losses		61,711	11,356	61,711		11,356
Previously Reported [Member]
Allowance for current expected credit losses [Roll Forward]
Opening balance, Allowance for current expected credit losses						9,860
Impact of CECL adoption	[4]		1,970			1,970
Allowance for receivables other than loans [Roll Forward]
Opening balance, Allowance for receivables other than loans	[3]					3,152
Impact of CECL adoption	[3],[4]		2			2
Total allowance for current expected credit losses [Roll Forward]
Opening balance, Total allowance for current expected credit losses						13,012
Impact of CECL adoption	[4]		1,972			1,972
Loans at banks [Member]
Allowance for current expected credit losses [Roll Forward]
Opening balance, Allowance for current expected credit losses		1,273	1,454	1,282		1,796
Provision for credit losses, Allowance for current expected credit losses			110		[1]	(232)
Charge-offs, Allowance for current expected credit losses			(318)			(318)
Other, Allowance for current expected credit losses	[2]	170		161
Ending balance, Allowance for current expected credit losses		1,443	1,246	1,443		1,246
Loans at banks [Member] | Previously Reported [Member]
Allowance for current expected credit losses [Roll Forward]
Opening balance, Allowance for current expected credit losses						1,564
Impact of CECL adoption	[4]		232			232
Short-term secured margin loans [Member]
Allowance for current expected credit losses [Roll Forward]
Opening balance, Allowance for current expected credit losses			292			352
Provision for credit losses, Allowance for current expected credit losses			76		[1]
Charge-offs, Allowance for current expected credit losses			(359)			(359)
Other, Allowance for current expected credit losses	[2]		(9)			7
Ending balance, Allowance for current expected credit losses
Short-term secured margin loans [Member] | Previously Reported [Member]
Allowance for current expected credit losses [Roll Forward]
Opening balance, Allowance for current expected credit losses						352
Impact of CECL adoption	[4]
Corporate loans [Member]
Allowance for current expected credit losses [Roll Forward]
Opening balance, Allowance for current expected credit losses		57,559	7,727	47,985		9,682
Provision for credit losses, Allowance for current expected credit losses		(273)	(392)	8,924	[1]	(2,244)
Charge-offs, Allowance for current expected credit losses		(10)	0	(17)		0
Other, Allowance for current expected credit losses	[2]	334	(122)	718		(225)
Ending balance, Allowance for current expected credit losses		¥ 57,610	7,213	¥ 57,610		7,213
Corporate loans [Member] | Previously Reported [Member]
Allowance for current expected credit losses [Roll Forward]
Opening balance, Allowance for current expected credit losses						7,944
Impact of CECL adoption	[4]		¥ 1,738			¥ 1,738
[1]	As of September 30, 2021, following the default of a client arising from the U.S. Prime Brokerage Event, an additional allowance for current expected credit losses of ¥9,289 million was taken on the loans with the client.
[2]	Includes recoveries collected and the effect of foreign exchange movements.
[3]	Includes collateralized agreements, customer contract assets and receivables and other receivables.
[4]	The balance recognized on April 1, 2020 on adoption of ASC 326.

Financing receivables - Chang_2

Financing receivables - Changes in total allowance for credit losses (Parenthetical) (Detail) ¥ in Millions	6 Months Ended
	Sep. 30, 2021JPY (¥)
Subsidiaries [Member] | Loans with the client [Member] | US
Financing Receivable, Allowance for Credit Losses [Line Items]
Additional allowance for credit losses	¥ 9,289

Financing receivables - Additio

Financing receivables - Additional information (Detail) - JPY (¥) ¥ in Millions	6 Months Ended	12 Months Ended
	Sep. 30, 2021	Mar. 31, 2021
Financing Receivable, Allowance for Credit Losses [Line Items]
Amount of increase (decrease) in allowance for credit loss on accounts receivable	¥ 9,289	¥ 41,561
Amount of loans past due	57,708
Corporate Loan [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Impaired financing receivable with related allowance unpaid principal balance	¥ 57,658	¥ 204,404

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, 2021		Mar. 31, 2021
Financing receivable, recorded investment [Line items]
2021		¥ 846,506		¥ 563,765
2020		330,060		678,768
2019		168,990		129,881
2018		211,968		169,246
2017		19,413		32,227
2016 or earlier		91,347		112,793
Revolving		559,125		439,269
Total loans		2,227,409		2,125,949
AAA-BBB [Member] | Secured loans at banks [Member]
Financing receivable, recorded investment [Line items]
2021		151,255		54,179
2020		58,432		115,003
2019		17,059		17,106
2018		9,465		12,450
2017		4,070		4,240
2016 or earlier		15,612		17,634
Revolving
Total loans		255,893		220,612
AAA-BBB [Member] | Unsecured loans at banks [Member]
Financing receivable, recorded investment [Line items]
2021		15,136		9,101
2020		18,681		22,955
2019		22,350		27,863
2018		14,798		17,563
2017		4,903		8,484
2016 or earlier		26,445		34,719
Revolving
Total loans		102,313		120,685
AAA-BBB [Member] | Short-term secured margin loans [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans
AAA-BBB [Member] | Unsecured inter-bank money market loans [Member]
Financing receivable, recorded investment [Line items]
2021		1,476		1,289
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans		1,476		1,289
AAA-BBB [Member] | Secured corporate loans [Member]
Financing receivable, recorded investment [Line items]
2021		43,117		33,965
2020		205,431		261,182
2019		78,930		45,880
2018		12,067		9,817
2017		235		6,406
2016 or earlier		17,958		27,672
Revolving		9,089		97
Total loans		366,827		385,019
AAA-BBB [Member] | Unsecured corporate loans [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans
AAA-BBB [Member] | Advances to affiliated companies [Member]
Financing receivable, recorded investment [Line items]
2021		1,000		1,000
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans		1,000		1,000
BB-CCC [Member] | Secured loans at banks [Member]
Financing receivable, recorded investment [Line items]
2021		177,829		75,680
2020		29,544		115,131
2019		3,136		3,864
2018		2,236		2,324
2017
2016 or earlier		4,370		5,484
Revolving
Total loans		217,115		202,483
BB-CCC [Member] | Unsecured loans at banks [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019				235
2018
2017
2016 or earlier
Revolving
Total loans				235
BB-CCC [Member] | Short-term secured margin loans [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans
BB-CCC [Member] | Unsecured inter-bank money market loans [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans
BB-CCC [Member] | Secured corporate loans [Member]
Financing receivable, recorded investment [Line items]
2021		166,917		20,093
2020		17,740		102,941
2019		44,837		34,435
2018		76,746		29,869
2017		10,179		13,067
2016 or earlier		26,886		17,573
Revolving		274,120		173,178
Total loans		617,425		391,156
BB-CCC [Member] | Unsecured corporate loans [Member]
Financing receivable, recorded investment [Line items]
2021		299		84
2020
2019		2,651		450
2018
2017
2016 or earlier
Revolving
Total loans		2,950		534
BB-CCC [Member] | Advances to affiliated companies [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans
CC-D [Member] | Secured loans at banks [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans
CC-D [Member] | Unsecured loans at banks [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier		0
Revolving
Total loans		0
CC-D [Member] | Short-term secured margin loans [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans
CC-D [Member] | Unsecured inter-bank money market loans [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans
CC-D [Member] | Secured corporate loans [Member]
Financing receivable, recorded investment [Line items]
2021		53,276	[1]	197,859	[2]
2020			[1]		[2]
2019			[1]		[2]
2018			[1]		[2]
2017			[1]		[2]
2016 or earlier			[1]		[2]
Revolving			[1]		[2]
Total loans		53,276	[1]	197,859	[2]
CC-D [Member] | Unsecured corporate loans [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans
CC-D [Member] | Advances to affiliated companies [Member]
Financing receivable, recorded investment [Line items]
2021
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans
Others [Member] | Secured loans at banks [Member]
Financing receivable, recorded investment [Line items]
2021	[3]	71,377
2020	[3]			61,185
2019	[3]
2018	[3]
2017	[3]
2016 or earlier	[3]
Revolving	[3]
Total loans	[3]	71,377		61,185
Others [Member] | Unsecured loans at banks [Member]
Financing receivable, recorded investment [Line items]
2021	[3]
2020	[3]
2019	[3]
2018	[3]
2017	[3]
2016 or earlier	[3]
Revolving	[3]
Total loans	[3]
Others [Member] | Short-term secured margin loans [Member]
Financing receivable, recorded investment [Line items]
2021	[3]	164,405		170,514
2020	[3]			141
2019	[3]
2018	[3]
2017	[3]
2016 or earlier	[3]
Revolving	[3]	275,834		265,566
Total loans	[3]	440,239		436,221
Others [Member] | Unsecured inter-bank money market loans [Member]
Financing receivable, recorded investment [Line items]
2021	[3]
2020	[3]
2019	[3]
2018	[3]
2017	[3]
2016 or earlier	[3]
Revolving	[3]
Total loans	[3]
Others [Member] | Secured corporate loans [Member]
Financing receivable, recorded investment [Line items]
2021	[3]	19
2020	[3]	36		39
2019	[3]	27		40
2018	[3]	10		11
2017	[3]	26		30
2016 or earlier	[3]	73		4,697
Revolving	[3]	82		428
Total loans	[3]	273		5,245
Others [Member] | Unsecured corporate loans [Member]
Financing receivable, recorded investment [Line items]
2021	[3]	400		1
2020	[3]	196		191
2019	[3]			8
2018	[3]	96,646		97,212
2017	[3]
2016 or earlier	[3]	3		5,014
Revolving	[3]
Total loans	[3]	97,245		102,426
Others [Member] | Advances to affiliated companies [Member]
Financing receivable, recorded investment [Line items]
2021	[3]
2020	[3]
2019	[3]
2018	[3]
2017	[3]
2016 or earlier	[3]
Revolving	[3]
Total loans	[3]
Total [Member] | Secured loans at banks [Member]
Financing receivable, recorded investment [Line items]
2021		400,461		129,859
2020		87,976		291,319
2019		20,195		20,970
2018		11,701		14,774
2017		4,070		4,240
2016 or earlier		19,982		23,118
Revolving
Total loans		544,385		484,280
Total [Member] | Unsecured loans at banks [Member]
Financing receivable, recorded investment [Line items]
2021		15,136		9,101
2020		18,681		22,955
2019		22,350		28,098
2018		14,798		17,563
2017		4,903		8,484
2016 or earlier		26,445		34,719
Revolving
Total loans		102,313		120,920
Total [Member] | Short-term secured margin loans [Member]
Financing receivable, recorded investment [Line items]
2021		164,405		170,514
2020				141
2019
2018
2017
2016 or earlier
Revolving		275,834		265,566
Total loans		440,239		436,221
Total [Member] | Unsecured inter-bank money market loans [Member]
Financing receivable, recorded investment [Line items]
2021		1,476		1,289
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans		1,476		1,289
Total [Member] | Secured corporate loans [Member]
Financing receivable, recorded investment [Line items]
2021		263,329		251,917
2020		223,207		364,162
2019		123,794		80,355
2018		88,823		39,697
2017		10,440		19,503
2016 or earlier		44,917		49,942
Revolving		283,291		173,703
Total loans		1,037,801		979,279
Total [Member] | Unsecured corporate loans [Member]
Financing receivable, recorded investment [Line items]
2021		699		85
2020		196		191
2019		2,651		458
2018		96,646		97,212
2017
2016 or earlier		3		5,014
Revolving
Total loans		100,195		102,960
Total [Member] | Advances to affiliated companies [Member]
Financing receivable, recorded investment [Line items]
2021		1,000		1,000
2020
2019
2018
2017
2016 or earlier
Revolving
Total loans		¥ 1,000		¥ 1,000
[1]	Includes loans of ¥53,276 million in relation to the U.S. Prime Brokerage Event.
[2]	Includes loans of ¥197,859 million in relation to the U.S. Prime Brokerage Event.
[3]	Relate to collateralized exposures where a specified ratio of LTV is maintained.

Financing receivables - Analy_2

Financing receivables - Analysis of each class of loans not carried at fair value using internal ratings or equivalent credit quality indicators (Parenthetical) (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2021	Mar. 31, 2021
Financing Receivable, Recorded Investment [Line Items]
Loans receivable gross	¥ 2,227,409	¥ 2,125,949
Subsidiaries [Member] | Loans with the client [Member] | US
Financing Receivable, Recorded Investment [Line Items]
Loans receivable gross	¥ 53,276	¥ 197,859

Leases - Types of lease assets

Leases - Types of lease assets under operating leases (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2021	Mar. 31, 2021
Operating Lease [Line Items]
Cost		¥ 58,976	¥ 40,090
Accumulated depreciation		(2,630)	(1,670)
Net carrying amount		56,346	38,420
Real estate [Member]
Operating Lease [Line Items]
Cost	[1]	354	354
Accumulated depreciation	[1]	(290)	(288)
Net carrying amount	[1]	64	66
Aircraft [Member]
Operating Lease [Line Items]
Cost		58,622	39,736
Accumulated depreciation		(2,340)	(1,382)
Net carrying amount		¥ 56,282	¥ 38,354
[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, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Leases [Abstract]
Recognized rental income	¥ 1,090	¥ 401	¥ 1,927	¥ 726

Leases - Summary of future mini

Leases - Summary of future minimum lease payments to be received under noncancelable operating leases (Detail) ¥ in Millions	Sep. 30, 2021JPY (¥)
Leases [Abstract]
Minimum lease payments to be received, Less than 1 year	¥ 4,411
Minimum lease payments to be received, 1 to 2 years	4,352
Minimum lease payments to be received, 2 to 3 years	4,352
Minimum lease payments to be received, 3 to 4 years	4,352
Minimum lease payments to be received, 4 to 5 years	4,352
Minimum lease payments to be received, More than 5 years	27,161
Minimum lease payments to be received, Total	¥ 48,980

Business Combinations - Additio

Business Combinations - Additional Information (Detail) - Business Combinations [Member] - JPY (¥) ¥ in Millions	Apr. 01, 2020	Mar. 31, 2021
Business acquisition date of acquisition agreement	Apr. 1, 2020
Business acquisition percentage of voting interests acquired	100.00%	100.00%
Business acquisition name of acquired entity	Greentech Capital, LLC	Greentech Capital, LLC
Payments to acquire businesses	¥ 12,389

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, 2021	Mar. 31, 2021
Other assets-Other:
Securities received as collateral		¥ 171,503	¥ 399,975
Goodwill and other intangible assets	[1]	28,407	29,040
Deferred tax assets		28,615	30,433
Investments in equity securities for other than operating purposes	[2]	259,995	270,246
Prepaid expenses		19,324	18,741
Other		276,018	300,997
Total, Other assets—Other		783,862	1,049,432
Other liabilities:
Obligation to return securities received as collateral		171,503	399,975
Accrued income taxes		15,987	60,275
Other accrued expenses		392,391	424,961
Other	[3]	348,073	353,956
Total, Other liabilities		¥ 927,954	¥ 1,239,167
[1]	For the year ended March 31, 2021, Nomura recognized goodwill attributable to the Wholesale segment as a result of acquiring 100% of the ownership interests in Greentech Capital, LLC. See Note.9 “Business combination“ for further information.
[2]	Includes equity securities without readily determinable fair value of ¥65,365 million as of March 31, 2021 and as of September 30, 2021 respectively.
[3]	Includes operating lease liabilities.

Other assets-Other _ Other li_4

Other assets-Other / Other liabilities - Schedule of Other assets-Other and Other liabilities (Parenthetical) (Detail) - JPY (¥) ¥ in Millions	Apr. 01, 2020	Mar. 31, 2021	Sep. 30, 2021
Other Assets Other and Other Liabilities [Line Items]
Equity securities without readily determinable fair value, amount		¥ 65,365	¥ 65,365
Business Combinations [Member]
Other Assets Other and Other Liabilities [Line Items]
Business acquisition percentage of voting interests acquired	100.00%	100.00%
Business acquisition name of acquired entity	Greentech Capital, LLC	Greentech Capital, LLC

Earnings per share - Earnings p

Earnings per share - Earnings per share (Basic and Diluted) (Detail) - JPY (¥) ¥ / shares in Units, ¥ in Millions, shares in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Basic—
Net income attributable to NHI shareholders	¥ 3,213	¥ 67,642	¥ 51,700	¥ 210,158
Weighted average number of shares outstanding	3,094,089,105	3,056,897,704	3,085,218,332	3,051,543,718
Net income attributable to NHI shareholders per share	¥ 1.04	¥ 22.13	¥ 16.76	¥ 68.87
Diluted—
Net income attributable to NHI shareholders	¥ 3,202	¥ 67,625	¥ 51,645	¥ 210,117
Weighted average number of shares outstanding	3,179,898,312	3,143,092,237	3,177,220,033	3,131,423,608
Net income attributable to NHI shareholders per share	¥ 1.01	¥ 21.52	¥ 16.25	¥ 67.10

Earnings per share - Additional

Earnings per share - Additional information (Detail) - shares	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Earnings Per Share [Abstract]
Antidilutive stock options and other stock-based compensation plans to purchase or deliver	12,387,500	15,450,900	12,387,500	15,450,900

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, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Employee Benefit Plans [Abstract]
Service cost	¥ 1,613	¥ 1,681	¥ 3,226	¥ 3,361
Interest cost	510	447	1,021	893
Expected return on plan assets	(1,514)	(1,457)	(3,028)	(2,913)
Amortization of net actuarial losses	989	1,379	1,978	2,759
Amortization of prior service cost	(400)	(381)	(800)	(761)
Net periodic benefit cost	¥ 1,198	¥ 1,669	¥ 2,397	¥ 3,339

Income Taxes - Additional infor

Income Taxes - Additional information (Detail)	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Income Taxes [Line Items]
Effective statutory tax rate	31.00%	31.00%	31.00%	31.00%
Effective tax rate	70.30%	17.60%	42.80%	19.70%

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, 2021		Sep. 30, 2020		Sep. 30, 2021		Sep. 30, 2020
Accumulated other comprehensive income (loss) [Line Items]
Balance at beginning of period	¥ (37,176)		¥ (25,973)		¥ (38,144)		¥ (26,105)
Other comprehensive income (loss) before reclassifications	8,064		(60,849)		8,027		(52,427)
Reclassifications out of accumulated other comprehensive income (loss)	606	[1]	(1,884)	[2]	1,611	[1]	(10,174)	[3]
Net change during the period	8,670		(62,733)		9,638		(62,601)
Balance at end of period	(28,506)		(88,706)		(28,506)		(88,706)
Cumulative translation adjustments [Member]
Accumulated other comprehensive income (loss) [Line Items]
Balance at beginning of period	14,982		(26,958)		18,316		(26,274)
Other comprehensive income (loss) before reclassifications	8,663		(17,731)		5,268		(18,395)
Reclassifications out of accumulated other comprehensive income (loss)		[1]	(1,792)	[2]	61	[1]	(1,812)	[3]
Net change during the period	8,663		(19,523)		5,329		(20,207)
Balance at end of period	23,645		(46,481)		23,645		(46,481)
Pension liability adjustment [Member]
Accumulated other comprehensive income (loss) [Line Items]
Balance at beginning of period	(43,468)		(60,263)		(43,477)		(62,571)
Other comprehensive income (loss) before reclassifications	176		(277)		(358)		1,051
Reclassifications out of accumulated other comprehensive income (loss)	299	[1]	1,359	[2]	842	[1]	2,339	[3]
Net change during the period	475		1,082		484		3,390
Balance at end of period	(42,993)		(59,181)		(42,993)		(59,181)
Own credit adjustments [Member]
Accumulated other comprehensive income (loss) [Line Items]
Balance at beginning of period	(8,690)		61,248		(12,983)		62,740
Other comprehensive income (loss) before reclassifications	(775)		(42,841)		3,117		(35,083)
Reclassifications out of accumulated other comprehensive income (loss)	307	[1]	(1,451)	[2]	708	[1]	(10,701)	[3]
Net change during the period	(468)		(44,292)		3,825		(45,784)
Balance at end of period	¥ (9,158)		¥ 16,956		¥ (9,158)		¥ 16,956
[1]	Reclassifications out of accumulated other comprehensive income were not significant.
[2]	Reclassifications out of accumulated other comprehensive income (loss) were not significant.
[3]	Change in own credit adjustments, net of tax in other comprehensive income (loss) for six months ended September 30, 2020 includes reclassification adjustment of ¥12,846 million recognized in Revenue—Net gain on trading. The amount of Income tax expense allocated to this reclassification adjustment is ¥2,145 million. See Note 2 “Fair value measurements” for further information.

Other comprehensive income (l_4

Other comprehensive income (loss) - Changes in Accumulated other comprehensive income (loss) (Parenthetical) (Detail) - Reclassifications out of accumulated other comprehensive income (loss) [Member] - Cumulative translation adjustments [Member] ¥ in Millions	6 Months Ended
	Sep. 30, 2020JPY (¥)
Affected line items in consolidated statements of income [Line Items]
Reclassification adjustment for profit (loss)	¥ 12,846,000
Amount of income tax loss allocated to reclassification adjustment	¥ 2,145

Commitments, contingencies an_3

Commitments, contingencies and guarantees - Commitments outstanding (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2021	Mar. 31, 2021
Commitments [Line Items]
Commitments to extend credit	¥ 2,271,168	¥ 2,301,943
Commitments to invest	26,511	136,367
Liquidity facilities to central clearing counterparties [Member]
Commitments [Line Items]
Commitments to extend credit	1,214,587	1,400,076
Other commitments to extend credit [Member]
Commitments [Line Items]
Commitments to extend credit	¥ 1,056,581	¥ 901,867

Commitments, contingencies an_4

Commitments, contingencies and guarantees - Maturities of commitments (Detail) - JPY (¥) ¥ in Millions	Sep. 30, 2021	Mar. 31, 2021
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	¥ 2,271,168	¥ 2,301,943
Commitments to invest	26,511	136,367
Liquidity facilities to central clearing counterparties [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	1,214,587	1,400,076
Other commitments to extend credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	1,056,581	¥ 901,867
Less than 1 year [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	1,520,280
Commitments to invest	136
Less than 1 year [Member] | Liquidity facilities to central clearing counterparties [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	1,214,587
Less than 1 year [Member] | Other commitments to extend credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	305,693
1 to 3 years [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	226,516
Commitments to invest	2,038
1 to 3 years [Member] | Liquidity facilities to central clearing counterparties [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit
1 to 3 years [Member] | Other commitments to extend credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	226,516
3 to 5 years [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	188,982
Commitments to invest	4,239
3 to 5 years [Member] | Liquidity facilities to central clearing counterparties [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit
3 to 5 years [Member] | Other commitments to extend credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	188,982
More than 5 years [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	335,390
Commitments to invest	20,099
More than 5 years [Member] | Liquidity facilities to central clearing counterparties [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit
More than 5 years [Member] | Other commitments to extend credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Commitments to extend credit	¥ 335,390

Commitments, contingencies an_5

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

May 20, 2021EUR (€)

Nov. 08, 2019EUR (€)

Jun. 30, 2016USD ($)

May 31, 2019EUR (€)

Jan. 31, 2018EUR (€)

Sep. 30, 2017USD ($)

Jul. 31, 2013EUR (€)

Mar. 31, 2013EUR (€)

Sep. 30, 2021JPY (¥)

Dec. 17, 2021JPY (¥)

Sep. 30, 2021USD ($)

Mar. 31, 2021JPY (¥)

Jun. 30, 2019EUR (€)

May 22, 2018EUR (€)

Mar. 31, 2017USD ($)

Sep. 23, 2015EUR (€)

Mar. 31, 2014EUR (€)

Jun. 30, 2012USD ($)

Nov. 30, 2011USD ($)

Jan. 31, 2008EUR (€)

Contingencies

Legal reserves | $

$ 3,203

Loss contingency accrual provision | ¥

¥ 40,084

Other Liabilities [Member]

Contingencies

Liability in respect of outstanding and unsettled investigations | ¥

¥ 102,835

¥ 62,889

Subsequent event [Member]

Contingencies

Current estimate of maximum reasonably possible loss | ¥

¥ 93,000

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

Contingencies

Reimbursement of refund

€ 33,800,000

Tax credit refunds

€ 38,000,000

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

Contingencies

Recovery of payment | $

$ 35

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

€ 1,100,000,000

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 York Global Finance Offshore BDH (Luxembourg) Sarl and a number of seemingly related funds [Member]

Contingencies

Amount of damages sought

€ 186,700,000

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 Syndicate Banks [Member]

Contingencies

Syndicate 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

Syndicate term loan | $

$ 100

Amount of damages sought | $

$ 68

NIP Guilty [Member]

Contingencies

Amount of damages sought

€ 3,450,000

Litigation settlement amount

€ 88,000,000

Action by European Commission for infringing the competition law [Member]

Contingencies

Loss contingency accrual provision

€ 129,600,000

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

Commitments, contingencies an_7

Commitments, contingencies and guarantees - Maturity information on derivative contracts and standby letters of credit and other guarantees (Detail) - JPY (¥) ¥ in Millions		Sep. 30, 2021	Mar. 31, 2021
Derivative contracts [Member]
Guarantees [Line Items]
Carrying value	[1],[2]	¥ 4,192,556	¥ 5,207,911
Maximum Potential Payout /Notional	[1],[2]	335,257,050	322,635,226
Derivative contracts [Member] | Less than 1 year [Member]
Guarantees [Line Items]
Maximum Potential Payout /Notional		74,966,306
Derivative contracts [Member] | 1 to 3 years [Member]
Guarantees [Line Items]
Maximum Potential Payout /Notional		88,589,281
Derivative contracts [Member] | 3 to 5 years [Member]
Guarantees [Line Items]
Maximum Potential Payout /Notional		49,474,447
Derivative contracts [Member] | More than 5 years [Member]
Guarantees [Line Items]
Maximum Potential Payout /Notional		122,227,016
Standby letters of credit and other guarantees [Member]
Guarantees [Line Items]
Carrying value	[3]
Maximum Potential Payout /Notional	[3]	592,318	¥ 206,072
Standby letters of credit and other guarantees [Member] | Less than 1 year [Member]
Guarantees [Line Items]
Maximum Potential Payout /Notional		574,803
Standby letters of credit and other guarantees [Member] | 1 to 3 years [Member]
Guarantees [Line Items]
Maximum Potential Payout /Notional		14,028
Standby letters of credit and other guarantees [Member] | 3 to 5 years [Member]
Guarantees [Line Items]
Maximum Potential Payout /Notional		283
Standby letters of credit and other guarantees [Member] | More than 5 years [Member]
Guarantees [Line Items]
Maximum Potential Payout /Notional		¥ 3,204
[1]	Credit derivatives are disclosed in Note 3. “Derivative instruments and hedging activities” and are excluded from derivative contracts.
[2]	Derivative contracts primarily consist of equity, interest rate and foreign exchange contracts.
[3]	As of March 31, 2021 and September 30, 2021, primarily related to a certain sponsored repo program where Nomura guarantees to a 3rd party clearing house the payment of its clients’ obligations. Our exposure under this guarantee is minimized through effectively obtaining collaterals whose amount is approximately equal to the maximum potential payout of the guarantee.

Segment and geographic inform_3

Segment and geographic information - Business segments' results (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021		Sep. 30, 2020
Segment Reporting Information [Line Items]
Non-interest revenue	¥ 307,416	¥ 334,893	¥ 644,681		¥ 740,097
Net interest revenue	9,582	32,151	22,221		85,391
Net revenue	316,998	367,044	666,902		825,488
Non-interest expenses	300,399	285,371	575,141		564,307
Income (loss) before income taxes	16,599	81,673	91,761		261,181
Retail [Member]
Segment Reporting Information [Line Items]
Non-interest revenue	84,395	92,331	168,475		172,676
Net interest revenue	796	464	1,702		1,197
Net revenue	85,191	92,795	170,177		173,873
Non-interest expenses	68,207	69,970	134,171		135,979
Income (loss) before income taxes	16,984	22,825	36,006		37,894
Investment Management [Member]
Segment Reporting Information [Line Items]
Non-interest revenue	34,244	29,731	97,944		69,888
Net interest revenue	85	337	(133)		(146)
Net revenue	34,329	30,068	97,811		69,742
Non-interest expenses	19,300	18,018	37,869		35,521
Income (loss) before income taxes	15,029	12,050	59,942		34,221
Wholesale [Member]
Segment Reporting Information [Line Items]
Non-interest revenue	145,187	185,601	255,957	[1]	376,148	[1]
Net interest revenue	27,482	34,704	49,489	[1]	92,826	[1]
Net revenue	172,669	220,305	305,446	[1]	468,974	[1]
Non-interest expenses	147,700	154,828	308,834	[1]	315,628	[1]
Income (loss) before income taxes	24,969	65,477	(3,388)	[1]	153,346	[1]
Other (Incl. elimination) [Member]
Segment Reporting Information [Line Items]
Non-interest revenue	43,590	27,230	122,305		121,385
Net interest revenue	(18,781)	(3,354)	(28,837)		(8,486)
Net revenue	24,809	23,876	93,468		112,899
Non-interest expenses	65,192	42,555	94,267		77,179
Income (loss) before income taxes	¥ (40,383)	¥ (18,679)	¥ (799)		¥ 35,720
[1]	Non-interest revenue and Non-interest expense for the six months ended September 30, 2021 include losses of ¥65,362 million arising from the U.S. Prime Brokerage Event. The losses are reported within Net gain on trading in the amount of ¥(56,073) million and in Non-interest expenses—Other in the amount of ¥9,289 million in the consolidated statements of income.

Segment and geographic inform_4

Segment and geographic information - Business segments' results (Parenthetical) (Detail) - JPY (¥) ¥ in Millions	3 Months Ended		6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020
Segment Reporting Information [Line Items]
Trading gains (losses)	¥ 91,142	¥ 131,463	¥ 143,136	¥ 270,552
Non-interest expenses - Other	¥ 76,873	¥ 55,418	125,087	¥ 104,418
U.S. Client [Member]
Segment Reporting Information [Line Items]
Losses arising from transactions included in Non-interest revenue and Non-interest expense			65,362
Trading gains (losses)			(56,073)
Non-interest expenses - Other			¥ 9,289

Segment and geographic inform_5

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, 2021	Sep. 30, 2020	Sep. 30, 2021		Sep. 30, 2020
Segment Reporting Information [Line Items]
Total		¥ 16,599	¥ 81,673	¥ 91,761		¥ 261,181
Other (Incl. elimination) [Member]
Segment Reporting Information [Line Items]
Net gain (loss) related to economic hedging transactions		(3,825)	(4,965)	(381)		612
Realized gain on investments in equity securities held for operating purposes		23	124	196		809
Equity in earnings of affiliates		5,571	5,251	15,188		11,860
Corporate items		(45,566)	(16,005)	(54,838)	[1],[2]	29,085	[1],[2]
Other	[3]	3,414	(3,084)	39,036	[4]	(6,646)	[4]
Total		¥ (40,383)	¥ (18,679)	¥ (799)		¥ 35,720
[1]	The income before income taxes for the six months ended September 30, 2020 includes a gain of ¥71,075 million which represents the difference between the fair value of the assets acquired and the carrying value of the assets transferred by Nomura as a result of the rights conversion of the Tokyo Nihonbashi district redevelopment project.
[2]	The loss before income taxes for the six months ended September 30, 2021 includes losses of approximately ¥40 billion related to legacy transactions.
[3]	Includes the impact of Nomura’s own creditworthiness.
[4]	The income before income taxes for the six months ended September 30, 2021 includes a gain of ¥36,249 million from the sale of Nomura Research Institute, Ltd. ordinary shares.

Segment and geographic inform_6

Segment and geographic information - Major components of Income (loss) before income taxes in "Other" (Parenthetical) (Detail) - JPY (¥) ¥ in Millions	6 Months Ended
	Sep. 30, 2021	Sep. 30, 2020
Gain on fair value of asset		¥ 71,075
Loss on legacy transactions	¥ 40,000
Nomura Research Institute, Ltd [Member]
Gain on the sale of the ordinary shares	¥ 36,249

Segment and geographic inform_7

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, 2021	Sep. 30, 2020	Sep. 30, 2021		Sep. 30, 2020
Segment and Geographic Information [Abstract]
Net revenue		¥ 316,998	¥ 367,044	¥ 666,902		¥ 825,488
Unrealized gain on investments in equity securities held for operating purposes		1,868	1,954	5,239		4,257
Consolidated net revenue	[1]	318,866	368,998	672,141	[2]	829,745	[2]
Non-interest expenses		300,399	285,371	575,141		564,307
Unrealized gain (loss) on investments in equity securities held for operating purposes
Consolidated non-interest expenses		300,399	285,371	575,141		564,307
Income before income taxes		16,599	81,673	91,761		261,181
Unrealized gain on investments in equity securities held for operating purposes		1,868	1,954	5,239		4,257
Consolidated income before income taxes		¥ 18,467	¥ 83,627	¥ 97,000	[2]	¥ 265,438	[2]
[1]	There is no revenue derived from transactions with a single major external customer.
[2]	Includes losses arising from the U.S. Prime Brokerage Event

Segment and geographic inform_8

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, 2021	Sep. 30, 2020	Sep. 30, 2021		Sep. 30, 2020	[2]	Mar. 31, 2021
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	¥ 318,866	¥ 368,998	¥ 672,141	[2]	¥ 829,745
Consolidated, Income (loss) before income taxes		18,467	83,627	97,000	[2]	265,438
Consolidated, Long-lived assets		488,761		488,761				¥ 493,821
Americas [Member]
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	84,602	112,903	122,906	[2]	222,091
Consolidated, Income (loss) before income taxes		(17,225)	39,159	(53,824)	[2]	79,157
Consolidated, Long-lived assets		96,974		96,974				98,611
Europe [Member]
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	33,629	39,510	66,997	[2]	59,681
Consolidated, Income (loss) before income taxes		(8,863)	(8,437)	(14,150)	[2]	6,580
Consolidated, Long-lived assets		52,134		52,134				65,165
Asia and Oceania [Member]
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	22,715	17,369	43,876	[2]	27,605
Consolidated, Income (loss) before income taxes		7,103	12,720	13,724	[2]	21,915
Consolidated, Long-lived assets		25,685		25,685				26,690
Subtotal [Member]
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	140,946	169,782	233,779	[2]	309,377
Consolidated, Income (loss) before income taxes		(18,985)	43,442	(54,250)	[2]	107,652
Consolidated, Long-lived assets		174,793		174,793				190,466
Japan [Member]
Net revenue, income (loss) before income taxes and long-lived assets
Consolidated, Net revenue	[1]	177,920	199,216	438,362	[2]	520,368
Consolidated, Income (loss) before income taxes		37,452	¥ 40,185	151,250	[2]	¥ 157,786
Consolidated, Long-lived assets		¥ 313,968		¥ 313,968				¥ 303,355
[1]	There is no revenue derived from transactions with a single major external customer.
[2]	Includes losses arising from the U.S. Prime Brokerage Event

Subsequent events - Additional

Subsequent events - Additional Information (Details) ¥ in Millions	Oct. 29, 2021JPY (¥)shares
Subsequent Event [Line Items]
Repurchase of common stock | shares	80,000,000
Sales of common stock | ¥	¥ 50,000