XML 222 R207.htm IDEA: XBRL DOCUMENT
v3.24.1.1.u2

Derivative Financial Instruments and Hedging (Notional Amounts of Derivative Instruments and Other, Fair Values of Derivative Instruments and Other before Offsetting) (Detail) - JPY (¥) ¥ in Millions | Mar. 31, 2024 | Mar. 31, 2023
--- | --- | ---
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets, Fair value | ¥ 72,986 |  | ¥ 72,398 |
Derivative liabilities, Fair value | 95,686 |  | 71,366 |
Interest rate swap agreements | Derivatives designated as hedging instruments and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Notional amount | 518,990 |  | 568,864 |
Interest rate swap agreements | Derivatives designated as hedging instruments and other | Other assets |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets, Fair value | 18,889 |  | 22,798 |
Interest rate swap agreements | Derivatives designated as hedging instruments and other | Other liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities, Fair value | 3,722 |  | 3,311 |
Interest rate swap agreements | Derivatives not designated as hedging instruments |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Notional amount | 1,930 |  | 464 |
Interest rate swap agreements | Derivatives not designated as hedging instruments | Other assets |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets, Fair value | 106 |  | 0 |
Interest rate swap agreements | Derivatives not designated as hedging instruments | Other liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities, Fair value | 6 |  | 8 |
Options held/written and other | Derivatives designated as hedging instruments and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Notional amount | 44,774 |  | 9,486 |
Options held/written and other | Derivatives designated as hedging instruments and other | Other assets |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets, Fair value | 40 |  | 52 |
Options held/written and other | Derivatives designated as hedging instruments and other | Other liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities, Fair value | 1,039 |  | 88 |
Options held/written and other | Derivatives not designated as hedging instruments |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Notional amount | 468,422 |  | 632,211 |
Options held/written and other | Derivatives not designated as hedging instruments | Other assets |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets, Fair value | 15,309 |  | 30,435 |
Options held/written and other | Derivatives not designated as hedging instruments | Other liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities, Fair value | 13,355 |  | 28,335 |
Futures, foreign exchange contracts | Derivatives designated as hedging instruments and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Notional amount | 958,260 |  | 933,988 |
Futures, foreign exchange contracts | Derivatives designated as hedging instruments and other | Other assets |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets, Fair value | 2,841 |  | 2,735 |
Futures, foreign exchange contracts | Derivatives designated as hedging instruments and other | Other liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities, Fair value | 63,703 |  | 26,217 |
Futures, foreign exchange contracts | Derivatives not designated as hedging instruments |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Notional amount | 646,085 | [1] | 788,361 | [2]
Futures, foreign exchange contracts | Derivatives not designated as hedging instruments | Other assets |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets, Fair value | 35,331 | [1] | 15,050 | [2]
Futures, foreign exchange contracts | Derivatives not designated as hedging instruments | Other liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities, Fair value | 7,294 | [1] | 10,978 | [2]
Foreign currency swap agreements | Derivatives designated as hedging instruments and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Notional amount | 113,962 |  | 99,878 |
Foreign currency swap agreements | Derivatives designated as hedging instruments and other | Other assets |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets, Fair value | 470 |  | 1,325 |
Foreign currency swap agreements | Derivatives designated as hedging instruments and other | Other liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities, Fair value | 6,563 |  | 2,426 |
Foreign currency long-term debt | Derivatives designated as hedging instruments and other |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Notional amount | 849,630 |  | 748,396 |
Foreign currency long-term debt | Derivatives designated as hedging instruments and other | Other assets |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets, Fair value | 0 |  | 0 |
Foreign currency long-term debt | Derivatives designated as hedging instruments and other | Other liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities, Fair value | 0 |  | 0 |
Credit derivatives held/written | Derivatives not designated as hedging instruments |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Notional amount | 1,000 |  | 1,098 |
Credit derivatives held/written | Derivatives not designated as hedging instruments | Other assets |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative assets, Fair value | 0 |  | 3 |
Credit derivatives held/written | Derivatives not designated as hedging instruments | Other liabilities |  |  |  |
Derivatives, Fair Value [Line Items] |  |  |  |
Derivative liabilities, Fair value | ¥ 4 |  | ¥ 3 |
[1] | The notional amounts of futures and foreign exchange contracts in the above table include futures contracts of ¥4,863 million and foreign exchange contracts of ¥524 million to economically hedge the minimum guarantee risk of variable annuity and variable life insurance contracts at March 31, 2024, respectively. Derivative assets in the above table include fair value of the futures and foreign exchange contracts before offsetting of ¥0 million and ¥9 million and derivative liabilities include fair value of the futures and foreign exchange contracts before offsetting of ¥170 million and ¥94 million at March 31, 2024, respectively.
[2] | The notional amounts of futures and foreign exchange contracts in the above table include futures contracts of ¥14,758 million and foreign exchange contracts of ¥5,554 million to economically hedge the minimum guarantee risk of variable annuity and variable life insurance contracts at March 31, 2023, respectively. Derivative assets in the above table include fair value of the futures and foreign exchange contracts before offsetting of ¥52 million and ¥12 million and derivative liabilities include fair value of the futures and foreign exchange contracts before offsetting of ¥200 million and ¥179 million at March 31, 2023, respectively.

X
- Definition Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/exampleRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 55 -Paragraph 22 -Publisher FASB -URI https://asc.fasb.org//1943274/2147483444/210-20-55-22 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 3 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org//1943274/2147483466/210-20-50-3 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 55 -Paragraph 7 -Publisher FASB -URI https://asc.fasb.org//1943274/2147483444/210-20-55-7 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4B Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Section 50 -Paragraph 4D -Subparagraph (c)(2) -SubTopic 20 -Topic 860 -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4D + Details
Name: | us-gaap_DerivativeFairValueOfDerivativeAsset
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Definition Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. + References Reference 1: http://www.xbrl.org/2003/role/exampleRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 55 -Paragraph 22 -Publisher FASB -URI https://asc.fasb.org//1943274/2147483444/210-20-55-22 Reference 2: http://www.xbrl.org/2003/role/disclosureRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 50 -Paragraph 3 -Subparagraph (a) -Publisher FASB -URI https://asc.fasb.org//1943274/2147483466/210-20-50-3 Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef -Topic 210 -SubTopic 20 -Name Accounting Standards Codification -Section 55 -Paragraph 7 -Publisher FASB -URI https://asc.fasb.org//1943274/2147483444/210-20-55-7 Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (a),(c) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-4B Reference 5: http://fasb.org/us-gaap/role/ref/legacyRef -Name Accounting Standards Codification -Section 50 -Paragraph 4D -Subparagraph (c)(2) -SubTopic 20 -Topic 860 -Publisher FASB -URI https://asc.fasb.org//1943274/2147481326/860-20-50-4D + Details
Name: | us-gaap_DerivativeFairValueOfDerivativeLiability
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | credit
Period Type: | instant

X
- Definition Nominal or face amount used to calculate payment on derivative. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 1B -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-1B Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef -Topic 815 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 1A -Subparagraph (d) -Publisher FASB -URI https://asc.fasb.org//1943274/2147480434/815-10-50-1A + Details
Name: | us-gaap_DerivativeNotionalAmount
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | na
Period Type: | instant

X
- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. + References No definition available. + Details
Name: | us-gaap_DerivativesFairValueLineItems
Namespace Prefix: | us-gaap_
Data Type: | xbrli:stringItemType
Balance Type: | na
Period Type: | duration

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateSwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_DesignatedAsHedgingInstrumentMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_BalanceSheetLocationAxis=us-gaap_OtherAssetsMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_BalanceSheetLocationAxis=us-gaap_OtherLiabilitiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_HedgingDesignationAxis=us-gaap_NondesignatedMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=ck0001070304_OptionsHeldWrittenAndOtherMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_ForeignExchangeFutureMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CurrencySwapMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=ck0001070304_ForeignExchangeLongTermDebtMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=ck0001070304_CreditDerivativesHeldOrWrittenMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |