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Hi Dufoo, nice to see a fellow scandinavian here :-)
I'd have a look at some traditional investment web-sites i Norway. They ought to have some information on how stock-gains are taxed and might also have some info on how derivatives are taxed. Otherwise try to find norwegian tax adviser who should have some basic info on their website.
I know in Denmark futures are classified as a derivative and is taxed alongside other derivatives like Options, Currency forwards etc..