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:
|Contract Month||Futures Settlement Price (Limit)||Synthetic Price|
|Lumber May 2017||385.10||370.00|
|Lumber July 2017||392.90||377.00|
|Lumber September 2017||392.80||380.00|
|Lumber November 2017||387.70||375.00|
|Lumber January 2018||387.60||380.00|
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