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: 9/25/2017

Contract Month Futures Settlement Price (Limit) Synthetic Price
Feeder Cattle October 2017 151.600 151.200
Feeder Cattle November 2017 153.125 152.800
Live Cattle December 2017 114.425 114.350