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: 6/07/2019


Contract Month Futures Settlement Price (Limit) Synthetic Price
Lean Hogs July 2019 83.350 83.100
Lean Hogs August 2019 82.625 82.375