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Derivative Financial Instruments and Hedging (Tables) | 12 Months Ended
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Mar. 31, 2011
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance | The effect of derivative instruments on the consolidated statements of income, pre-tax, for fiscal 2009 is as follows. (1) Cash flow hedges
|  | Gains (losses) recognized in other comprehensive income on derivative (effective portion) |  |  | Gains (losses) reclassified from accumulated other comprehensive income (loss) into income (effective portion) |  |  | Gains (losses) recognized in income on derivative (ineffective portion and amount excluded from effectiveness testing) |
|  | Millions of yen |  |  | Consolidated statements of income location |  | Millions of yen |  |  | Consolidated statements of income location |  | Millions of yen |
Interest rate swap agreements |  | ¥ | (2,367 | ) |  | Interest on loans and investment securities/Interest expense |  | ¥ | 170 |  |  | — |  | ¥ | 0 |
Foreign exchange contracts |  |  | 193 |  |  | Foreign currency transaction loss |  |  | 1 |  |  | — |  |  | 0 |
Foreign currency swap agreements |  |  | 956 |  |  | Interest on loans and investment securities/Interest expense/Foreign currency transaction loss |  |  | 102 |  |  | Other operating revenues/expenses |  |  | 3 |
(2) Fair value hedges
|  | Gains (losses) recognized in income on derivative |  | Gains (losses) recognized in income on hedged item
|  | Millions of yen |  |  | Consolidated statements of income location |  | Millions of yen |  |  | Consolidated statements of income location
Interest rate swap agreements |  | ¥ | (682 | ) |  | Interest on loans and investment securities/Interest expense |  | ¥ | 662 |  |  | Interest on loans and investment securities/Interest expense
Foreign exchange contracts |  |  | 4,633 |  |  | Foreign currency transaction loss |  |  | (4,633 | ) |  | Foreign currency transaction loss
Foreign currency swap agreements |  |  | 1,057 |  |  | Foreign currency transaction loss |  |  | (1,057 | ) |  | Foreign currency transaction loss
(3) Hedges of net investment in foreign operations
|  | Gains (losses) recognized in other comprehensive income on derivative and others (effective portion) |  |  | Gains (losses) reclassified from accumulated other comprehensive income (loss) into income (effective portion) |  |  | Gains (losses) recognized in income on derivative and others (ineffective portion and amount excluded from effectiveness testing) |
|  | Millions of yen |  |  | Consolidated statements of income location |  | Millions of yen |  |  | Consolidated statements of income location |  |  | Millions of yen |
Foreign exchange contracts |  | ¥ | 6,618 |  |  | Brokerage commissions and net gains (losses) on investment securities |  | ¥ | 2 |  |  |  | — |  |  | ¥ | 0 |
Borrowings and bonds in local currency |  |  | 1,393 |  |  | — |  |  | 0 |  |  |  | — |  |  |  | 0 |
(4) Trading derivatives or derivatives not designated as hedging instruments
|  | Gains (losses) recognized in income on derivative
|  | Millions of yen |  |  | Consolidated statements of income location
Interest rate swap agreements |  | ¥ | 40 |  |  | Other operating revenues/expenses
Foreign currency swap agreements |  |  | (945 | ) |  | Other operating revenues/expenses
Futures |  |  | 3,778 |  |  | Brokerage commissions and net gains (losses) on investment securities
Foreign exchange contracts |  |  | 293 |  |  | Brokerage commissions and net gains (losses) on investment securities
Credit derivatives held/written |  |  | 105 |  |  | Other operating revenues/expenses
Options held/written, Caps held |  |  | 445 |  |  | Other operating revenues/expenses
The effect of derivative instruments on the consolidated statements of income, pre-tax, for fiscal 2010 is as follows. (1) Cash flow hedges
|  | Gains (losses) recognized in other comprehensive income on derivative (effective portion) |  |  | Gains (losses) reclassified from accumulated other comprehensive income (loss) into income (effective portion) |  |  | Gains (losses) recognized in income on derivative (ineffective portion and amount excluded from effectiveness testing) |
|  | Millions of yen |  |  | Consolidated statements of income location |  | Millions of yen |  |  | Consolidated statements of income location |  | Millions of yen |
Interest rate swap agreements |  | ¥ | 1,070 |  |  | Interest on loans and investment securities/Interest expense |  | ¥ | (89 | ) |  | — |  | ¥ | 0 |
Foreign exchange contracts |  |  | (28 | ) |  | Foreign currency transaction loss |  |  | (28 | ) |  | — |  |  | 0 |
Foreign currency swap agreements |  |  | (2,415 | ) |  | Interest on loans and investment securities/Interest expense/Foreign currency transaction loss |  |  | 1,264 |  |  | — |  |  | 0 |
(2) Fair value hedges
|  | Gains (losses) recognized in income on derivative |  | Gains (losses) recognized in income on hedged item
|  | Millions of yen |  |  | Consolidated statements of income location |  | Millions of yen |  |  | Consolidated statements of income location
Interest rate swap agreements |  |  | ¥ 924 |  |  | Interest on loans and investment securities/Interest expense |  | ¥ | (1,231 | ) |  | Interest on loans and investment securities/Interest expense
Foreign exchange contracts |  |  | 4,700 |  |  | Foreign currency transaction loss |  |  | (4,700 | ) |  | Foreign currency transaction loss
Foreign currency swap agreements |  |  | 349 |  |  | Foreign currency transaction loss |  |  | (349 | ) |  | Foreign currency transaction loss
(3) Hedges of net investment in foreign operations
|  | Gains (losses) recognized in other comprehensive income on derivative and others (effective portion) |  |  | Gains (losses) reclassified from accumulated other comprehensive income (loss) into income (effective portion) |  |  | Gains (losses) recognized in income on derivative and others (ineffective portion and amount excluded from effectiveness testing) |
|  | Millions of yen |  |  | Consolidated statements of income location |  | Millions of yen |  |  | Consolidated statements of income location |  |  | Millions of yen |
Foreign exchange contracts |  | ¥ | (45 | ) |  | Gains (losses) on sales of subsidiaries and affiliates and liquidation losses, net |  | ¥ | 820 |  |  |  | — |  |  | ¥ | 0 |
Borrowings and bonds in local currency |  |  | 1,783 |  |  | — |  |  | 0 |  |  |  | — |  |  |  | 0 |
(4) Trading derivatives or derivatives not designated as hedging instruments
|  | Gains (losses) recognized in income on derivative
|  | Millions of yen |  |  | Consolidated statements of income location
Interest rate swap agreements |  | ¥ | 14 |  |  | Other operating revenues/expenses
Foreign currency swap agreements |  |  | 998 |  |  | Other operating revenues/expenses
Futures |  |  | (147 | ) |  | Brokerage commissions and net gains (losses) on investment securities
Foreign exchange contracts |  |  | 67 |  |  | Brokerage commissions and net gains (losses) on investment securities
Credit derivatives held/written |  |  | 383 |  |  | Other operating revenues/expenses
Options held/written, Caps held |  |  | (477 | ) |  | Other operating revenues/expenses
The effect of derivative instruments on the consolidated statements of income, pre-tax, for fiscal 2011 is as follows. (1) Cash flow hedges
|  | Gains (losses) recognized in other comprehensive income on derivative (effective portion) |  |  | Gains (losses) reclassified from accumulated other comprehensive income (loss) into income (effective portion) |  |  | Gains (losses) recognized in income on derivative (ineffective portion and amount excluded from effectiveness testing) |
|  | Millions of yen |  |  | Millions of U.S. dollars |  |  | Consolidated statements of income location |  | Millions of yen |  |  | Millions of U.S. dollars |  |  | Consolidated statements of income location |  |  | Millions of yen |  |  | Millions of U.S. dollars |
Interest rate swap agreements |  | ¥ | 598 |  |  | $ | 7 |  |  | Interest on loans and investment securities/Interest expense |  | ¥ | (313 | ) |  | $ | (4 | ) |  |  | — |  |  | ¥ | 0 |  |  | $ | 0 |
Foreign exchange contracts |  |  | 526 |  |  |  | 6 |  |  | Foreign currency transaction loss |  |  | 291 |  |  |  | 3 |  |  |  | — |  |  |  | 0 |  |  |  | 0 |
Foreign currency swap agreements |  |  | (2,623 | ) |  |  | (32 | ) |  | Interest on loans and investment securities/Interest expense/Foreign currency transaction loss |  |  | 383 |  |  |  | 5 |  |  |  | — |  |  |  | 0 |  |  |  | 0 |
(2) Fair value hedges
|  | Gains (losses) recognized in income on derivative and other |  | Gains (losses) recognized in income on hedged item
|  | Millions of yen |  |  | Millions of U.S. dollars |  |  | Consolidated statements of income location |  | Millions of yen |  |  | Millions of U.S. dollars |  |  | Consolidated statements of income location
Interest rate swap agreements |  | ¥ | 1,986 |  |  | $ | 24 |  |  | Interest on loans and investment securities/Interest expense |  | ¥ | (2,217 | ) |  | $ | (27 | ) |  | Interest on loans and investment securities/Interest expense
Foreign exchange contracts |  |  | 8,765 |  |  |  | 105 |  |  | Foreign currency transaction loss |  |  | (8,765 | ) |  |  | (105 | ) |  | Foreign currency transaction loss
Foreign currency swap agreements |  |  | 4,297 |  |  |  | 52 |  |  | Foreign currency transaction loss |  |  | (4,297 | ) |  |  | (52 | ) |  | Foreign currency transaction loss
Foreign currency long-term-debt |  |  | 1,193 |  |  |  | 14 |  |  | Foreign currency transaction loss |  |  | (1,193 | ) |  |  | (14 | ) |  | Foreign currency transaction loss
(3) Hedges of net investment in foreign operations
|  | Gains (losses) recognized in other comprehensive income on derivative and others (effective portion) |  |  | Gains (losses) reclassified from accumulated other comprehensive income (loss) into income (effective portion) |  |  | Gains (losses) recognized in income on derivative and others (ineffective portion and amount excluded from effectiveness testing) |
|  | Millions of yen |  |  | Millions of U.S. dollars |  |  | Consolidated statements of income location |  | Millions of yen |  |  | Millions of U.S. dollars |  |  | Consolidated statements of income location |  |  | Millions of yen |  |  | Millions of U.S. dollars |
Foreign exchange contracts |  | ¥ | 4,468 |  |  | $ | 54 |  |  | Gains (losses) on sales of subsidiaries and affiliates and liquidation losses, net |  | ¥ | 39 |  |  | $ | 0 |  |  |  | — |  |  | ¥ | 0 |  |  | $ | 0 |
Borrowings and bonds in local currency |  |  | 3,711 |  |  |  | 45 |  |  | — |  |  | 0 |  |  |  | 0 |  |  |  | — |  |  |  | 0 |  |  |  | 0 |
(4) Trading derivatives or derivatives not designated as hedging instruments
|  | Gains (losses) recognized in income on derivative
|  | Millions of yen |  |  | Millions of U.S. dollars |  |  | Consolidated statements of income location
Interest rate swap agreements |  | ¥ | 34 |  |  | $ | 0 |  |  | Other operating revenues/expenses
Foreign currency swap agreements |  |  | (10 | ) |  |  | 0 |  |  | Other operating revenues/expenses
Futures |  |  | 1,897 |  |  |  | 23 |  |  | Brokerage commissions and net gains on investment securities
Foreign exchange contracts |  |  | (245 | ) |  |  | (3 | ) |  | Brokerage commissions and net gains on investment securities
Credit derivatives held/written |  |  | (675 | ) |  |  | (8 | ) |  | Other operating revenues/expenses
Options held/written, Caps held and other |  |  | 660 |  |  |  | 8 |  |  | Other operating revenues/expenses
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value | Notional amounts of derivative instruments and other, fair values of derivative instruments and other in consolidated balance sheets at March 31, 2010 and 2011 are as follows. March 31, 2010
|  |  |  |  | Asset derivatives |  | Liability derivatives
|  | Notional amount |  |  | Fair value |  |  | Consolidated balance sheets location |  | Fair value |  |  | Consolidated balance sheets location
|  | Millions of yen |  |  | Millions of yen |  |  |  | Millions of yen |  |
Derivatives designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swap agreements |  | ¥ | 170,193 |  |  | ¥ | 191 |  |  | Other receivables |  | ¥ | 2,862 |  |  | Trade notes, accounts payable and other liabilities
Futures, Foreign exchange contracts |  |  | 171,681 |  |  |  | 834 |  |  | Other receivables |  |  | 4,968 |  |  | Trade notes, accounts payable and other liabilities
Foreign currency swap agreements |  |  | 207,049 |  |  |  | 12,671 |  |  | Other receivables |  |  | 22,053 |  |  | Trade notes, accounts payable and other liabilities
Trading derivatives or derivatives not designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swap agreements |  | ¥ | 9,096 |  |  | ¥ | 1 |  |  | Other receivables |  | ¥ | 94 |  |  | Trade notes, accounts payable and other liabilities
Options held/written, Caps held |  |  | 21,690 |  |  |  | 555 |  |  | Other receivables |  |  | 189 |  |  | Trade notes, accounts payable and other liabilities
Futures, Foreign exchange contracts |  |  | 379,754 |  |  |  | 1,241 |  |  | Other receivables |  |  | 769 |  |  | Trade notes, accounts payable and other liabilities
Foreign currency swap agreements |  |  | 10,567 |  |  |  | 1,053 |  |  | Other receivables |  |  | 1,000 |  |  | Trade notes, accounts payable and other liabilities
Credit derivatives held/written |  |  | 48,490 |  |  |  | 528 |  |  | Other receivables |  |  | 40 |  |  | Trade notes, accounts payable and other liabilities
March 31, 2011
|  |  |  |  |  |  |  | Asset derivatives |  |  | Liability derivatives
|  | Notional amount |  |  | Fair value |  |  | Consolidated balance sheets location |  |  | Fair value |  |  | Consolidated balance sheets location
|  | Millions of yen |  |  | Millions of U.S. dollars |  |  | Millions of yen |  |  | Millions of U.S. dollars |  |  |  | Millions of yen |  |  | Millions of U.S. dollars |  |
Derivatives designated as hedging instruments and other: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swap agreements |  | ¥ | 276,132 |  |  | $ | 3,321 |  |  | ¥ | 2,070 |  |  | $ | 25 |  |  |  | Other receivables |  |  | ¥ | 1,273 |  |  | $ | 15 |  |  | Trade notes, accounts payable and other liabilities
Futures, Foreign exchange contracts |  |  | 163,342 |  |  |  | 1,964 |  |  |  | 1,075 |  |  |  | 13 |  |  |  | Other receivables |  |  |  | 3,509 |  |  |  | 42 |  |  | Trade notes, accounts payable and other liabilities
Foreign currency swap agreements |  |  | 179,429 |  |  |  | 2,158 |  |  |  | 13,072 |  |  |  | 157 |  |  |  | Other receivables |  |  |  | 31,830 |  |  |  | 383 |  |  | Trade notes, accounts payable and other liabilities
Foreign currency long-term-debt |  |  | 19,616 |  |  |  | 236 |  |  |  | 0 |  |  |  | 0 |  |  |  | — |  |  |  | 0 |  |  |  | 0 |  |  | —
Trading derivatives or derivatives not designated as hedging instruments: |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Interest rate swap agreements |  | ¥ | 3,129 |  |  | $ | 38 |  |  | ¥ | 0 |  |  | $ | 0 |  |  |  | Other receivables |  |  | ¥ | 47 |  |  | $ | 1 |  |  | Trade notes, accounts payable and other liabilities
Options held/written, Caps held and other |  |  | 124,034 |  |  |  | 1,492 |  |  |  | 3,467 |  |  |  | 42 |  |  |  | Other receivables |  |  |  | 2,071 |  |  |  | 25 |  |  | Trade notes, accounts payable and other liabilities
Futures, Foreign exchange contracts |  |  | 227,640 |  |  |  | 2,738 |  |  |  | 1,558 |  |  |  | 19 |  |  |  | Other receivables |  |  |  | 1,459 |  |  |  | 18 |  |  | Trade notes, accounts payable and other liabilities
Foreign currency swap agreements |  |  | 10,073 |  |  |  | 121 |  |  |  | 1,694 |  |  |  | 20 |  |  |  | Other receivables |  |  |  | 1,651 |  |  |  | 20 |  |  | Trade notes, accounts payable and other liabilities
Credit derivatives held/written |  |  | 36,027 |  |  |  | 433 |  |  |  | 49 |  |  |  | 1 |  |  |  | Other receivables |  |  |  | 236 |  |  |  | 3 |  |  | Trade notes, accounts payable and other liabilities
Disclosure of Credit Derivatives | The Company and its subsidiaries have contracted credit derivatives for the purpose of trading. As of March 31, 2010 and 2011, details of credit derivatives are as follows. March 31, 2010
Types of derivatives |  | The events or circumstances that would require the seller to perform under the credit derivative |  | Maximum potential amount of future payment under the credit derivative |  |  | Approximate remaining term of the credit derivative |  | Fair value of the credit derivative |
|  | Millions of yen |  |  |  | Millions of yen |
Credit default swap |  | In case of credit event (bankruptcy, failure to pay, restructuring) occurring in underlying reference company *1 |  | ¥ | 7,000 |  |  | Less than two years |  | ¥ | (1 | )
Total return swap |  | In case of underlying reference CMBS price falling beyond certain extent *2 |  |  | 41,146 |  |  | Less than two years |  |  | 493 |
March 31, 2011
Types of derivatives |  | The events or circumstances that would require the seller to perform under the credit derivative |  | Maximum potential amount of future payment under the credit derivative |  |  | Approximate remaining term of the credit derivative |  | Fair value of the credit derivative |
|  | Millions of yen |  |  | Millions of U.S. dollars |  |  |  | Millions of yen |  |  | Millions of U.S. dollars |
Credit default swap |  | In case of credit event (bankruptcy, failure to pay, restructuring) occurring in underlying reference company *1 |  | ¥ | 7,000 |  |  | $ | 84 |  |  | Less than one year |  | ¥ | 48 |  |  | $ | 1 |
Total return swap |  | In case of underlying reference CMBS price falling beyond certain extent *2 |  |  | 28,606 |  |  |  | 344 |  |  | Less than one year |  |  | (236 | ) |  |  | (3 | )
*1 | Underlying reference company’s credit ratings are BBB+ or better rated by rating agencies as of March 31, 2010 and 2011.
*2 | Underlying reference CMBS is highest grade tranche and its credit rating is BBB or better rated by rating agencies as of March 31, 2010 and 2011. Unless such highest grade tranche of CMBS incurs a loss, the Company and its subsidiaries will not suffer a loss.

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- Definition This element may be used to tag a single block of text that encapsulates the entire credit derivatives disclosure including data and tables. This disclosures provides pertinent information by sellers of credit derivatives, about each credit derivative, or each group of similar credit derivatives, including (a) the nature of the credit derivative - its term, how it arose, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative; (b) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative; (c) the current fair value of the credit derivative; and (d) the nature of any recourse provisions under the credit derivative, and any assets held either as collateral or by third parties. A credit derivative is a derivative instrument (1) in which one or more of its underlyings are related to the credit risk of a specified entity (or a group of entities) or an index based on the credit risk of a group of entities and (2) that exposes the seller to potential loss from credit-risk-related events specified in the contract. Examples of credit derivatives within the scope of this paragraph include, but are not limited to, credit default swaps, credit spread options, and credit index products; also includes a hybrid instrument that has an embedded credit derivative (for example, a credit-linked note). + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44DD + Details
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- Definition Schedule of the location and amount of gains and losses reported in the statement of financial performance (or when applicable, the statement of financial position, for example, gains and losses initially recognized in other comprehensive income) on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph b + Details
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- Definition This element can be used as an alternative for disclosing the entity's tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position as a single block of text. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 205G Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Statement of Financial Accounting Standard (FAS) -Number 133 -Paragraph 44C -Subparagraph a + Details
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