Not as near as possible to the CTs, that would be at the breaker. At the breaker could be thousands of feet away from the 10's of feet between the control house ground and the relays. The relays and other control house equipment are much more susceptible to induced overvoltages than the CTs themselves. Close to the relays, but at a consistant location; first termination in the control house meets that definition. As near as possible to the CT doesn't.