U.S. TREASURY STRIPS Monday, June 12, 2000 U.S. Treasury STRIPS (Separate Trading of Registered Interest and Principal of Securities) as of 3 p.m. Eastern time, based on transactions of $1 million or more. Colons in bid-and-asked quotes represent 32nds; 99:01 means 99 1/32. Net changes in 32nds. Yields calculated on the asked quotation. ci - stripped coupon interest. bp - Treasury bond, stripped principal. np - Treasury note, stripped principal. Days to maturity calculated from settlement date, which is June 14, 2000. For bonds callable prior to maturity, yields are computed to the earliest call date for issues quoted above par and to the maturity date for issues below par. Source: Bear, Stearns & Co. via Street Software Technology Inc. ---------------------------------------------------------------------------- Ask Ask Mat. Type Bid Asked Chg. Yld. Mat. Type Bid Asked Chg. Yld. ---------------------------------------------------------------------------- Aug 00 ci 99:03 99:03 + 1 5.32 Nov 15 bp 38:24 38:29 + 2 6.22 Aug 00 np 99:00 99:01 + 1 5.83 Feb 16 ci 37:29 38:03 + 2 6.26 Nov 00 ci 97:19 97:20 + 1 5.84 Feb 16 bp 38:07 38:13 + 3 6.20 Nov 00 np 97:14 97:15 + 1 6.24 May 16 ci 37:11 37:17 + 2 6.25 Feb 01 ci 96:09 96:09 + 1 5.72 May 16 bp 37:25 37:31 + 2 6.18 Feb 01 np 95:25 95:26 + 1 6.50 Aug 16 ci 36:26 36:31 + 2 6.25 May 01 ci 94:16 94:17 + 1 6.22 Nov 16 ci 36:09 36:14 + 2 6.24 May 01 np 94:05 94:06 + 2 6.63 Nov 16 bp 36:19 36:25 + 2 6.19 Aug 01 ci 93:01 93:01 + 2 6.26 Feb 17 ci 35:23 35:29 + 1 6.24 Aug 01 np 92:20 92:21 + 2 6.63 May 17 ci 35:07 35:12 + 1 6.24 Nov 01 ci 91:18 91:18 + 2 6.30 May 17 bp 35:13 35:19 + 1 6.20 Nov 01 np 91:04 91:05 + 2 6.63 Aug 17 ci 34:22 34:28 + 1 6.23 Feb 02 ci 90:18 90:19 + 2 6.00 Aug 17 bp 34:30 35:03 + 1 6.19 May 02 ci 89:01 89:02 + 2 6.13 Nov 17 ci 34:05 34:11 + 1 6.23 May 02 np 88:09 88:10 + 2 6.59 Feb 18 ci 33:22 33:27 + 1 6.22 Aug 02 ci 87:26 87:28 + 3 6.05 May 18 ci 33:06 33:12 + 1 6.22 Aug 02 np 86:28 86:29 + 3 6.57 May 18 bp 33:11 33:17 + 1 6.19 Nov 02 ci 86:19 86:21 + 3 6.01 Aug 18 ci 32:23 32:29 + 1 6.21 Feb 03 ci 84:17 84:19 + 3 6.36 Nov 18 ci 32:08 32:13 + 1 6.21 Feb 03 np 84:07 84:09 + 3 6.51 Nov 18 bp 32:12 32:18 + 1 6.19 May 03 ci 83:07 83:09 + 3 6.36 Feb 19 ci 31:26 31:31 + 1 6.20 Aug 03 ci 82:00 82:03 + 3 6.32 Feb 19 bp 31:31 32:04 + 1 6.18 Aug 03 np 81:19 81:21 + 3 6.49 May 19 ci 31:11 31:16 + 1 6.20 Nov 03 ci 81:11 81:14 + 3 6.10 Aug 19 ci 30:29 31:03 + 1 6.19 Feb 04 ci 79:13 79:16 + 4 6.35 Aug 19 bp 31:02 31:08 + 1 6.16 Feb 04 np 79:07 79:10 + 4 6.41 Nov 19 ci 30:15 30:20 + 1 6.19 May 04 ci 78:07 78:09 + 4 6.34 Feb 20 ci 29:31 30:05 + 1 6.19 May 04 np 77:27 77:30 + 4 6.47 Feb 20 bp 30:02 30:07 + 1 6.18 Aug 04 ci 77:06 77:09 + 4 6.28 May 20 ci 29:14 29:20 + 1 6.20 Aug 04 np 76:23 76:26 + 4 6.43 May 20 bp 29:20 29:26 + 1 6.17 Nov 04 ci 75:31 76:02 + 4 6.28 Aug 20 ci 29:02 29:08 + 1 6.19 Nov 04 bp 75:09 75:12 + 4 6.51 Aug 20 bp 29:08 29:13 + 1 6.16 Nov 04 np 75:14 75:17 + 4 6.45 Nov 20 ci 28:21 28:26 + 1 6.19 Feb 05 ci 74:23 74:27 + 4 6.30 Feb 21 ci 28:09 28:14 + 1 6.18 Feb 05 np 74:11 74:15 + 4 6.42 Feb 21 bp 28:15 28:21 + 1 6.14 May 05 ci 73:18 73:21 + 4 6.32 May 21 ci 27:29 28:02 + 1 6.17 May 05 bp 72:29 73:00 + 4 6.50 May 21 bp 28:02 28:08 + 1 6.14 May 05 np 73:13 73:16 + 4 6.36 Aug 21 ci 27:16 27:22 + 1 6.16 Aug 05 ci 72:15 72:19 + 4 6.30 Aug 21 bp 27:23 27:28 + 1 6.13 Aug 05 bp 71:24 71:27 + 4 6.49 Nov 21 ci 27:06 27:11 + 1 6.15 Aug 05 np 72:05 72:09 + 4 6.38 Nov 21 bp 27:10 27:15 + 1 6.12 Nov 05 ci 71:18 71:21 + 4 6.24 Feb 22 ci 26:20 26:26 + 1 6.17 Nov 05 np 71:03 71:07 + 4 6.36 May 22 ci 26:10 26:15 + 1 6.16 Feb 06 ci 70:10 70:13 + 5 6.28 Aug 22 ci 26:02 26:07 + 1 6.13 Feb 06 bp 69:26 69:29 + 3 6.41 Aug 22 bp 26:09 26:15 + 1 6.09 Feb 06 np 70:03 70:07 + 2 6.34 Nov 22 ci 25:19 25:25 + 1 6.14 May 06 ci 69:08 69:12 + 5 6.28 Nov 22 bp 25:26 26:00 + 1 6.10 Aug 06 ci 68:07 68:11 + 5 6.26 Feb 23 ci 25:10 25:15 + 1 6.13 Nov 06 ci 67:13 67:17 + 5 6.21 Feb 23 bp 25:17 25:23 + 1 6.08 Feb 07 ci 66:04 66:08 + 6 6.27 May 23 ci 24:30 25:04 + 1 6.12 Feb 07 np 66:00 66:04 + 6 6.30 Aug 23 ci 24:22 24:27 + 1 6.10 May 07 ci 65:04 65:08 + 6 6.27 Aug 23 bp 24:31 25:04 + 1 6.05 May 07 np 64:30 65:03 + 6 6.31 Nov 23 ci 24:11 24:16 + 1 6.10 Aug 07 ci 64:04 64:09 + 6 6.26 Feb 24 ci 24:01 24:06 + 1 6.09 Aug 07 np 64:01 64:05 + 6 6.29 May 24 ci 23:23 23:29 + 1 6.07 Nov 07 ci 63:12 63:16 + 6 6.22 Aug 24 ci 23:14 23:19 + 1 6.07 Feb 08 ci 62:07 62:11 + 6 6.26 Nov 24 ci 23:04 23:10 + 1 6.05 May 08 ci 61:08 61:13 + 6 6.26 Nov 24 bp 23:09 23:14 + 1 6.03 Aug 08 ci 60:12 60:17 + 6 6.24 Feb 25 ci 22:26 22:31 + 1 6.05 Nov 08 ci 59:16 59:21 + 6 6.23 Feb 25 bp 23:01 23:07 + 2 6.01 Feb 09 ci 58:14 58:18 + 6 6.27 May 25 ci 22:21 22:26 + 1 6.02 May 09 ci 57:17 57:22 + 6 6.26 Aug 25 ci 22:08 22:13 + 1 6.03 Aug 09 ci 56:22 56:27 + 6 6.26 Aug 25 bp 22:11 22:17 + 1 6.01 Nov 09 ci 55:28 56:01 + 6 6.25 Nov 25 ci 22:00 22:05 + 1 6.02 Nov 09 bp 54:25 54:29 + 7 6.47 Feb 26 ci 21:21 21:27 + 1 6.02 Feb 10 ci 54:29 55:02 + 5 6.27 Feb 26 bp 21:24 21:29 + 1 6.00 May 10 ci 54:03 54:08 + 5 6.26 May 26 ci 21:12 21:17 + 1 6.01 Aug 10 ci 53:09 53:14 + 6 6.26 Aug 26 ci 21:03 21:08 + 1 6.01 Nov 10 ci 52:16 52:22 + 6 6.25 Aug 26 bp 21:07 21:12 + 1 5.98 Feb 11 ci 51:19 51:24 + 5 6.27 Nov 26 ci 20:25 20:30 + 1 6.01 May 11 ci 50:26 50:31 + 5 6.27 Nov 26 bp 20:29 21:02 + 1 5.99 Aug 11 ci 50:02 50:08 + 5 6.26 Feb 27 ci 20:19 20:24 + 1 5.99 Nov 11 ci 49:13 49:19 + 5 6.24 Feb 27 bp 20:23 20:28 + 1 5.96 Feb 12 ci 48:16 48:21 + 4 6.27 May 27 ci 20:11 20:16 + 1 5.97 May 12 ci 47:24 47:29 + 3 6.27 Aug 27 ci 20:03 20:08 + 1 5.97 Aug 12 ci 47:00 47:06 + 3 6.27 Aug 27 bp 20:04 20:09 + 1 5.96 Nov 12 ci 46:09 46:15 + 2 6.27 Nov 27 ci 19:26 19:31 + 1 5.96 Feb 13 ci 45:18 45:24 + 2 6.27 Nov 27 bp 19:29 20:03 + 1 5.94 May 13 ci 44:29 45:02 + 2 6.27 Feb 28 ci 19:18 19:23 + 1 5.95 Aug 13 ci 44:07 44:12 + 2 6.26 May 28 ci 19:11 19:16 + 1 5.94 Nov 13 ci 43:17 43:22 + 2 6.26 Aug 28 ci 19:03 19:08 + 1 5.94 Feb 14 ci 42:28 43:01 + 2 6.26 Aug 28 bp 19:09 19:14 - 3 5.90 May 14 ci 42:07 42:12 + 2 6.26 Nov 28 ci 19:00 19:05 + 1 5.90 Aug 14 ci 41:18 41:23 + 2 6.26 Nov 28 bp 19:05 19:10 - 6 5.87 Nov 14 ci 40:29 41:03 + 2 6.26 Feb 29 ci 18:30 19:03 + 1 5.86 Feb 15 ci 40:10 40:15 + 2 6.26 Feb 29 bp 19:09 19:14 - 9 5.80 Feb 15 bp 40:11 40:17 + 3 6.25 Aug 29 ci 19:00 19:05 + 1 5.74 May 15 ci 39:23 39:29 + 2 6.26 Aug 29 bp 19:14 19:19 - 14 5.66 Aug 15 ci 39:04 39:10 + 1 6.25 May 30 ci 20:13 20:18 + 2 5.36 Aug 15 bp 39:09 39:14 + 3 6.23 May 30 bp 20:17 20:23 - 11 5.33 Nov 15 ci 38:17 38:23 + 1 6.25 ---------------------------------------------------------------------------- Source: The Wall Street Journal, Tuesday, June 13, 2000, Eastern Edition.