As on 31-Dec-15

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Tenor BID OFFER

1 - Week 6.01 6.51

2 - Week 6.01 6.51

1 - Month 6.02 6.52

3 - Month 6.24 6.49

6 - Month 6.26 6.51

9 - Month 6.28 6.78

1 - Year 6.29 6.79

2 - Year 6.48 6.98

3- Year 6.78 7.28

Data source: Reuters