Continuing Involvement with Securitization and Variable Interest Entities and Maximum Exposure to Loss

「Variable interests on the consolidated balance sheet totaled 5,038, and maximum exposure to loss totaled 5,252.」

「Variable interests on the consolidated balance sheet totaled 5,126, and maximum exposure to loss totaled 5,318.」

「Total 4,569 - 4,820」

「Total 4,692 - 4,922」

「Total 4,083 - 4,242」

「Total 4,310 - 4,463」

「Total Variable interests on the consolidated balance sheet of ¥3,553 billion and maximum exposure to loss of ¥3,814 billion」

「Variable interests on the consolidated balance sheet totaled ¥2,868 billion, and maximum exposure to loss totaled ¥2,987 billion.」

「Variable interests on the consolidated balance sheet totaled ¥3,005 billion, and maximum exposure to loss totaled ¥3,116 billion.」

「Variable interests on the consolidated balance sheet totaled ¥2,703 billion, and maximum exposure to loss totaled ¥2,813 billion.」

「Variable interests on the consolidated balance sheet totaled ¥3,481 billion, and maximum exposure to loss totaled ¥3,598 billion.」

「Total 3,719 - 3,805」

「Variable interests on the consolidated balance sheet totaled ¥3,813 billion, and maximum exposure to loss totaled ¥3,894 billion.」

「Variable interests on the consolidated balance sheet totaled ¥4,991 billion, and maximum exposure to loss totaled ¥5,064 billion.」

「Variable interests on the consolidated balance sheet totaled ¥4,717 billion, and maximum exposure to loss totaled ¥4,796 billion.」

「Variable interests on the consolidated balance sheet totaled ¥3,889 billion, and maximum exposure to loss totaled ¥3,945 billion.」

「Variable interests on the consolidated balance sheet totaled ¥4,170 billion, and maximum exposure to loss totaled ¥4,248 billion.」

「Variable interests on the consolidated balance sheet totaled ¥4,472 billion, and maximum exposure to loss totaled ¥4,581 billion.」

「Variable interests on the consolidated balance sheet totaled ¥3,712 billion, and maximum exposure to loss totaled ¥3,778 billion.」

「Variable interests on the consolidated balance sheet totaled ¥3,927 billion, and maximum exposure to loss totaled ¥4,018 billion.」

「Variable interests on the consolidated balance sheet totaled ¥3,964 billion, and maximum exposure to loss totaled ¥4,026 billion.」

「Variable interests on the consolidated balance sheet totaled ¥4,474 billion, and maximum exposure to loss totaled ¥4,560 billion.」

「Variable interests on the consolidated balance sheet totaled ¥3,954 billion, and maximum exposure to loss totaled ¥4,024 billion.」

「The following table presents the amounts and classifications of variable interests in unconsolidated variable interest entities, as well as maximum exposure to loss.」

「The following table presents the amounts and classifications of variable interests in unconsolidated variable interest entities, as well as maximum exposure to loss. The risks associated with Nomura's involvement are limited to the carrying amounts, the commitments and financial guarantees described below, and the notional amounts of derivatives.」