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2008-02-01

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ABSTRACT
The lack of specific tax legislation and practice dealing with the taxation of derivatives
in South Africa necessitates the construction of a framework for the taxation of
derivatives: the subject of this dissertation. The lack of sophistication within the Income
Tax Act, No. 58 of 1962 and the lack of clarity provided by the South African Revenue
Service with regard to derivatives, specifically in a hedging context, is expected to be
overcome to a large degree by virtue of the contents of this dissertation.
The dissertation considers the meaning of a derivative and a hedge in a tax context and
culminates in the drafting of suggested definitions of a derivative and a hedge to be
housed within our tax legislation. The definitions have been constructed from key
themes and features extracted from various comparative studies.
Given the changes in accounting methodologies and practice of derivative transactions,
it is considered that the need, from a tax perspective, is to move closer to the accounting
treatment of gains and losses on derivative transactions. The analysis in this dissertation
favours this approach in the instance specifically where derivatives are transacted as a
hedge of an underlying capital transaction.
The purposes for which derivatives are used are finally considered specifically in the
context of the common law doctrine of substance over form. The subjective test of the
taxpayer’s mindset plays a major part in balancing the legal form of a transaction and its
legal substance.
It is hoped that a fresh view on the taxation of derivatives and the construction of this
framework provides users of tax legislation with a concise pathway to the tax effect and
consequences of their application.

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2008-2-2 00:01:00

A FRAMEWORK FOR THE TAXATION OF DERIVATIVE TRANSACTIONS
by
MICHAEL RUDNICKI
DISSERTATION
submitted in the fulfilment of the requirements for the degree
MAGISTER COMMERCII
in
SOUTH AFRICAN AND INTERNATIONAL TAXATION
in the
FACULTY OF ECONOMIC AND MANAGEMENT SCIENCES
at the
RAND AFRIKAANS UNIVERSITY
SUPERVISOR: PROF D COETSEE
JUNE 2003

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