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: 10/07/2019

 

Contract Month Futures Settlement Price (Limit) Synthetic Price
Lean Hogs December 2019 64.250 64.100
Lean Hogs February 2020 71.475 71.350