Synthetic Prices Used For Options Settlement Derivation

As a result of the underlying futures settling at their limit prices for the below options, these are the synthetic prices used for the derivation of the corresponding options settlements:

Trade Date: 5/12/2017

Contract Month   Futures Settlement Price (Limit) Synthetic Price
Feeder Cattle August 2017   151.825 152.750
Feeder Cattle September 2017   151.925 152.750
Feeder Cattle October 2017   151.125 151.500