2325.00			1563.50
2425.00			1475.00
2525.00			1388.00
2625.00			1302.00
2725.00			1217.00
2825.00			1133.50
2925.00			1052.00
3025.00			971.50
3125.00			892.00
3225.00			816.00
3325.00			742.50
3425.00			672.50
3525.00			603.00
3625.00			535.50
3725.00			472.00
3825.00			410.50
3925.00			354.50
4025.00			303.50
4125.00			255.00
4225.00			210.50
4325.00			173.00
4425.00			137.50
4525.00			106.00
4625.00			80.00
4725.00			60.00
4825.00			44.00
4925.00			30.50
5025.00			21.00
5125.00			14.00
5225.00			9.00
5325.00			5.50
5425.00			3.50
5525.00			2.00
5625.00			1.50
5725.00			1.00

Asset = September FTSE 100 Futures Options prices (Settlement)
Price of the Underlying = 3901.50 (Settlement)
Days to Expiry = 276
Date = 17/12/02
Source: LIFFE
Risk free rate = 0.04
Number of Prices = 35



