Sorry, vvgp. I'm not an accountant. But these are my opinions. If you are a U.S. citizen you only have to answer to the IRS. I believe all stock market profits from using any exchange would be treated the same. What I do is lump them all together for Revenue Canada. I convert the U.S. profits or losses to Canadian currency using the rate prevailing at the time of the sell. Hope this helps.
wgpal- you can visit irs' website at www.irs.gov and click on overseas taxpayers. Or call 1-215-516-2000. They're open Monday thru Friday from 6:00am - 2:00am Eastern Standard Time. Philadelphia Service Center is the only site that handles international issues. Hope this helps.