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: 6/1/2017

Contract Month   Futures Settlement Price (Limit) Synthetic Price
Feeder Cattle August 2017   157.075 157.925
Feeder Cattle September 2017   156.325 157.100
Feeder Cattle October 2017   154.650 155.350
Live Cattle June 2017   127.425 128.700
Live Cattle August 2017   124.700 125.500