Lean hog limit down

Discussion in 'Commodity Futures' started by heech, Aug 5, 2010.

  1. heech


    All this discussion about wheat... Lean hog was also limit down for much of the day today.

    Anyone know what the Aug future was trading at via synthetics? Does CME also calculate settlement value based on synthetic price? I know ICE does.
  2. benwm


    thanks for info
  3. You should be able to calculate the "synthetic" from the options settlement prices. :cool: