4525.00    883.00
4725.00    729.00
4925.00    587.00
5125.00    460.00
5325.00    348.00
5425.00    295.00
5525.00    251.50
5625.00    210.50
5725.00    174.00
5825.00    143.00
5925.00    114.50
6025.00     91.00
6125.00     71.50
6225.00     56.00
6325.00     42.50
6425.00     32.00
6525.00     24.50
6625.00     18.00
6725.00     13.00
6925.00      7.50


Asset = December FTSE 100 Futures Options prices (Settlement)
Price of the Underlying = 5322.0 (Settlement)
Days to Expiry = 289 
Date = 06/03/02
Source: LIFFE
Risk free rate = 0.04
Number of Prices = 20
