Part 7Derivative contracts

Chapter 7Chargeable gains arising in relation to derivative contracts

Issuers of securities with embedded derivatives: deemed contracts for differences

656Introduction to section 658

(1)

Section 658 (chargeable gain or allowable loss treated as accruing) applies to a derivative contract of a company for an accounting period if each of conditions A to F is met.

(2)

Condition A is that the derivative contract is a relevant contract to which the company is treated as a party under section 585(2) (loan relationships with embedded derivatives) because of a debtor relationship of the company.

(3)

Condition B is that the derivative contract—

(a)

is treated as a contract for differences by section 585(3) (contract treated as option, future or contract for differences), and

(b)

is not within section 652.

(4)

Condition C is that the derivative contract is an exactly tracking contract.

(5)

Condition D is that the underlying subject matter of the derivative contract is shares.

(6)

Condition E is that at the time when the company became a party to the debtor relationship—

(a)

it was not carrying on a banking business or a business as a securities house, or

(b)

if it was carrying on such a business, it did not become a party to the debtor relationship in the ordinary course of that business.

(7)

Condition F is that the company is not an excluded body.

(8)

For the meaning of “exactly tracking contract”, see section 657.