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: 5/30/2023

Contract Month Futures Settlement Price (Limit) Synthetic Price
Lean Hog June 2023 80.825 81.050
Lean Hog July 2023 79.525 80.350
Lean Hog August 2023 78.800 79.350