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: 7/12/2017

Contract Month   Futures Settlement Price (Limit) Synthetic Price
Feeder Cattle August 2017   151.750 152.350
Feeder Cattle September 2017    151.675 152.175
Feeder Cattle October 2017   150.000 150.500
Feeder Cattle November 2017   148.275 148.775
Live Cattle August 2017   117.875 118.350
Live Cattle October 2017   117.825 118.200
Live Cattle December 2017   118.325 118.400