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As on 27-Jan-07

Tenor BID OFFER

1 - Week 8.29 9.29

2 - Week 8.76 9.26

1 - Month 9.19 9.69

3 - Month 9.78 10.28

6 - Month 10.05 10.55

9 - Month 10.26 10.76

1 - Year 10.46 10.96

2 - Year 10.69 11.19

3- Year 10.90 11.40

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