3000.00		572.66
3100.00		485.44
3200.00		406.07
3300.00		328.60
3400.00		260.47
3500.00		200.61
3600.00		144.29
3700.00		101.40
3800.00		67.12
3900.00		42.17
4000.00		24.20
4100.00		13.05


Asset = September CAC Index Futures Options prices (Settlement)
Price of the Underlying = 3523 (Settlement)
Days to Expiry = 136
Date = 17/05/04
Source: LIFFE
Risk free rate = 0.0203
Number of Prices = 12

