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As on 12-Jan-07

Tenor BID OFFER

1 - Week 9.07 10.07

2 - Week 9.19 9.69

1 - Month 9.40 9.90

3 - Month 9.86 10.36

6 - Month 10.06 10.56

9 - Month 10.28 10.78

1 - Year 10.44 10.94

2 - Year 10.68 11.18

3- Year 10.89 11.39

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