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: 3/29/2018

Contract Month Futures Settlement Price (Limit) Synthetic Price
Feeder Cattle April 2018 133.325 132.900
Live Cattle June 2018  102.575 102.200