The relative roles of metallicity and surface gravity on the near-infrared spectra of late-T brown dwarfs are not yet fully understood, and evolutionary models still need to be calibrated in order to provide accurate estimates of brown dwarf physical parameters from measured spectra. The T-type brown dwarfs Eps Indi Ba and Bb forming the tightly bound binary Eps Indi B, which orbits the K4V star Eps Indi A, are nowadays the only such benchmark T dwarfs for which all important physical parameters such as metallicity, age and mass are (or soon will be) known. We present spatially resolved VLT/NACO images and low resolution spectra of Eps Indi B in the J, H and K near-infrared bands. The spectral types of Eps Indi Ba and Bb are determined by direct comparison of the flux-calibrated JHK spectra with T dwarf standard template spectra and also by NIR spectral indices. Eps Indi Bb is confirmed as a T6 while the spectral type of Eps Indi Ba is T1.5 so somewhat later than the previously reported T1. Constrained values for surface gravity and effective temperature are derived by comparison with model spectra. The evolutionary models predict masses around about 53 M_J for Eps Indi Ba and about 34 M_J for Eps Indi Bb, slightly higher than previously reported values. The suppressed J-band and enhanced K-band flux of Eps Indi Ba indicates that a noticeable cloud layer is still present in a T1.5 dwarf while no clouds are needed to model the spectrum of Eps Indi Bb.