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: 6/4/2026

 

 

Contract Settlement Synthetic
Feeder Cattle August 2026 353.375 353.600
Feeder Cattle September 2026 350.075 350.200