Credit exposure and hedging associated with short credit derivative positions
First written in FY2018-Q2. 11 of 21 entries say "Worsened", first in FY2019-Q3. Latest entry: FY2026-H1.
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- FY2026-H1WorsenedAnnual report
「Total 123,923」
The potential maximum payout or notional amount of written credit derivatives increased from ¥22.280 trillion in the previous disclosure to ¥123.923 trillion, while the amount of credit protection purchased was ¥107.227 trillion. - FY2025-H1WorsenedAnnual report
「Total 22,280」
The potential maximum payout or notional amount of written credit derivatives increased from ¥20.029 trillion at the end of March 2024 to ¥22.280 trillion. - FY2024-Q3WorsenedAnnual report
「Total △185 17,206 4,034 5,752 5,748 1,672 11,685」
The potential maximum payout or notional amount of written credit derivatives increased from ¥15.635 trillion at the end of March 2023 to ¥17.206 trillion. The amount of credit protection purchased also increased from ¥9.986 trillion to ¥11.685 trillion. - FY2024-Q1MitigatedAnnual report
「Total △42 15,433 3,418 5,707 4,928 1,380 10,092」
The potential maximum payout or notional amount of written credit derivatives decreased from ¥15.635 trillion at the end of the previous consolidated fiscal year to ¥15.433 trillion, while the amount of credit protection purchased increased from ¥9.986 trillion to ¥10.092 trillion. - FY2023-Q3MitigatedAnnual report
「Total △38 18,322 3,816 7,562 5,654 1,290 13,484」
The potential maximum payout or notional amount of written credit derivatives decreased from ¥20.756 trillion at the end of the previous quarter to ¥18.322 trillion, while the amount of credit protection purchased decreased from ¥15.262 trillion to ¥13.484 trillion. - FY2023-Q2WorsenedAnnual report
「Total 20,756 4,347 8,337 6,014 2,058 15,262」
The potential maximum payment obligation or notional amount of written credit derivatives increased from ¥18,257 billion at the end of the previous consolidated fiscal year to ¥20,756 billion, and purchases of credit protection also increased from ¥13,543 billion to ¥15,262 billion. - FY2023-Q1WorsenedAnnual report
「Total 19,395 4,263 8,173 5,554 1,405 14,021」
The potential maximum payment obligation or notional amount of written credit derivatives increased from ¥18,257 billion at the end of the previous consolidated fiscal year to ¥19,395 billion, and purchases of credit protection also increased from ¥13,543 billion to ¥14,021 billion. - FY2022-Q3MitigatedAnnual report
「Total: ¥17,311 billion; credit protection purchased: ¥13,178 billion」
The potential maximum payment obligation or notional amount of written credit derivatives decreased from ¥18,343 billion in the previous disclosure to ¥17,311 billion, while purchases of protection decreased from ¥14,121 billion to ¥13,178 billion. - FY2022-Q2WorsenedAnnual report
「Total 18,343 2,819 7,616 6,073 1,835 14,121」
The potential maximum payment obligation or notional amount of written credit derivatives was ¥18,343 billion, increasing from ¥17,503 billion in the previous disclosure. Purchases of credit protection were also ¥14,121 billion. - FY2022-Q1WorsenedAnnual report
「Total △333 17,503 2,745 7,544 5,882 1,332 13,276」
The potential maximum payment obligation or notional amount of written credit derivatives was ¥17,503 billion, increasing from ¥15,810 billion at the end of the previous quarter. Credit protection purchased was ¥13,276 billion. - FY2021-Q3MitigatedAnnual report
「Total: ¥15,810 billion; credit protection purchased: ¥11,966 billion」
The maximum payment obligation or notional amount of written credit derivatives decreased from ¥16,833 billion in the previous disclosure to ¥15,810 billion, and purchases of protection also decreased from ¥12,946 billion to ¥11,966 billion. - FY2021-Q2WorsenedAnnual report
「Total 16,833 2,517 5,691 6,917 1,708 12,946」
The potential maximum payment obligation or notional amount of written credit derivatives increased from ¥16,469 billion in the previous disclosure to ¥16,833 billion, and purchases of protection also increased from ¥12,732 billion to ¥12,946 billion. - FY2021-Q1WorsenedAnnual report
「Total: ¥16,469 billion; credit protection purchased: ¥12,732 billion」
The potential maximum payment obligation or notional amount of written credit derivatives increased from ¥15,320 billion in the previous disclosure to ¥16,469 billion, and purchases of protection also increased from ¥11,314 billion to ¥12,732 billion. - FY2020-Q3MitigatedAnnual report
「At the end of the third quarter of the current consolidated accounting period, the potential maximum payment obligation or notional amount of credit derivatives for which Nomura was the seller totaled ¥15,320 billion, while purchases of credit protection on the same reference assets totaled ¥11,314 billion.」
The maximum payment obligation or notional amount of written credit derivatives decreased from ¥15,409 billion at the end of the previous quarter to ¥15,320 billion. Meanwhile, purchases of protection increased from ¥11,251 billion to ¥11,314 billion. - FY2020-Q2WorsenedAnnual report
「Total: ¥15,409 billion; credit protection purchased: ¥11,251 billion」
The potential maximum payment obligation or notional amount of written credit derivatives increased from ¥15,172 billion at the end of the previous fiscal year to ¥15,409 billion, and purchases of credit protection also increased from ¥11,050 billion to ¥11,251 billion. - FY2020-Q1MitigatedAnnual report
「The potential maximum payment obligation or notional amount of credit derivatives for which Nomura was the seller totaled ¥14,600 billion, while purchases of credit protection on the same reference assets totaled ¥10,735 billion.」
The maximum payment obligation or notional amount of written credit derivatives decreased from ¥15,172 billion at the end of the previous fiscal year to ¥14,600 billion, while purchases of protection decreased from ¥11,050 billion to ¥10,735 billion. - FY2019-Q3WorsenedAnnual report
「At the end of the third quarter of the current consolidated accounting period, the potential maximum payment obligation or notional amount of credit derivatives for which Nomura was the seller totaled ¥14,885 billion, while purchases of credit protection on the same reference assets totaled ¥10,209 billion.」
The maximum payment obligation or notional amount of written credit derivatives increased from ¥14,164 billion at the end of the previous quarter to ¥14,885 billion, while purchases of protection decreased from ¥10,327 billion to ¥10,209 billion. - FY2019-Q2MitigatedAnnual report
「At the end of the second quarter of the current consolidated accounting period, the potential maximum payment obligation or notional amount of credit derivatives for which Nomura was the seller totaled ¥14,164 billion, while purchases of credit protection on the same reference assets totaled ¥10,327 billion.」
The maximum payment obligation or notional amount of written credit derivatives decreased from ¥14,742 billion at the end of the previous quarter to ¥14,164 billion, while purchases of protection decreased from ¥10,759 billion to ¥10,327 billion. - FY2019-Q1MitigatedAnnual report
「At the end of the first quarter of the current consolidated accounting period, the potential maximum payment obligation or notional amount of credit derivatives for which Nomura was the seller totaled ¥14,742 billion, while purchases of credit protection on the same reference assets totaled ¥10,759 billion.」
The maximum payment obligation or notional amount of written credit derivatives decreased from ¥14,791 billion previously to ¥14,742 billion, while purchases of protection increased from ¥10,530 billion to ¥10,759 billion. - FY2018-Q3MitigatedAnnual report
「At the end of the third quarter of the current consolidated accounting period, the potential maximum payment obligation or notional amount of credit derivatives for which Nomura was the seller totaled ¥14,791 billion, while purchases of credit protection on the same reference assets totaled ¥10,530 billion.」
The maximum payment obligation or notional amount of written credit derivatives decreased from ¥15,238 billion previously to ¥14,791 billion. Credit protection purchased from third parties increased from ¥10,479 billion to ¥10,530 billion. - FY2018-Q2First statedAnnual report
「At the end of the second quarter of the current consolidated accounting period, the potential maximum payment obligation or notional amount of credit derivatives for which Nomura was the seller totaled ¥15,238 billion, while purchases of credit protection on the same reference assets totaled ¥10,479 billion.」
The disclosure covered the maximum payment obligations or notional amounts related to written single-name and index credit default swaps and other instruments, as well as risk mitigation through credit protection purchased from third parties.