Principal Issues: 1. Whether gains or losses by Parent/XXXXXXXXXX LP on the settlement of the FX Principal Swaps (in respect of the repayment of the principal amount, including amortized principal) will be treated as capital gains and losses under section 39, and to the extent there are losses, such losses would not be denied under subsection 40(2), or subsections 40(3.3) and (3.4); 2. Whether any amounts payable or receivable by Parent or XXXXXXXXXX LP on the settlement of the FX Interest Swaps (in respect of periodic interest payments) would be treated as income, and therefore will be included in or deductible from Parent or XXXXXXXXXX LP’s income under section 9; 3. Whether subsection 18(19) and paragraph 12(1)(z.7) apply to the Proposed Transactions; 4. Whether GAAR applies to the proposed transactions.
Position: 1. Yes. 2. Yes. 3. No. 4. No.
Reasons: 1. The FX Principal Swaps are hedging instruments. The underlying debt is capital in in nature in the debtor's hands. Whether a loss is sustained by the taxpayer because of a disposition of foreign currency taxable in accordance with subsection 39(1) or because of the settlement of a cross-currency swap taxable in accordance with subsection 39(2), neither the superficial loss rules nor the stop-loss rules should apply to deny such a loss. 2. It is CRA’s longstanding position that periodic payments under an interest rate swap, including those related to currency fluctuations in respect of underlying interest payments, are to be treated as income in nature. This position is grounded in logic, symmetry and fairness. 3. See below. 4. See below.