U.S. TREASURY STRIPS Tuesday, June 1, 1999 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 99 ci 99:01 99:01 - 1 4.91 May 14 ci 39:06 39:11 - 21 6.34 Aug 99 np 99:00 99:00 - 1 4.96 Aug 14 ci 38:16 38:22 - 21 6.35 Nov 99 ci 97:25 97:26 - 1 5.01 Nov 14 ci 37:28 38:02 - 21 6.35 Nov 99 np 97:25 97:25 - 1 5.04 Feb 15 ci 37:09 37:14 - 20 6.36 Feb 00 ci 96:14 96:15 - 3 5.21 Feb 15 bp 37:14 37:20 - 30 6.33 Feb 00 np 96:14 96:15 - 3 5.21 May 15 ci 36:22 36:27 - 21 6.36 May 00 ci 95:07 95:07 - 4 5.22 Aug 15 ci 36:03 36:08 - 20 6.36 May 00 np 95:05 95:05 - 4 5.29 Aug 15 bp 36:03 36:08 - 26 6.36 Aug 00 ci 93:27 93:27 - 4 5.35 Nov 15 ci 35:17 35:22 - 21 6.36 Aug 00 np 93:25 93:26 - 4 5.40 Nov 15 bp 35:17 35:22 - 23 6.36 Nov 00 ci 92:15 92:15 - 5 5.47 Feb 16 ci 34:31 35:05 - 19 6.36 Nov 00 np 92:15 92:16 - 5 5.46 Feb 16 bp 34:31 35:05 - 26 6.36 Feb 01 ci 91:03 91:04 - 6 5.53 May 16 ci 34:14 34:20 - 19 6.36 Feb 01 np 91:03 91:04 - 6 5.53 May 16 bp 34:21 34:26 - 25 6.32 May 01 ci 89:26 89:27 - 7 5.57 Aug 16 ci 33:29 34:02 - 19 6.36 May 01 np 89:26 89:27 - 7 5.57 Nov 16 ci 33:12 33:18 - 19 6.36 Aug 01 ci 88:17 88:18 - 8 5.59 Nov 16 bp 33:13 33:18 - 25 6.35 Aug 01 np 88:16 88:17 - 8 5.61 Feb 17 ci 32:28 33:01 - 19 6.36 Nov 01 ci 87:09 87:10 - 8 5.62 May 17 ci 32:12 32:17 - 18 6.36 Nov 01 np 87:08 87:09 - 8 5.64 May 17 bp 32:14 32:20 - 19 6.34 Feb 02 ci 85:27 85:29 - 10 5.71 Aug 17 ci 31:27 32:01 - 18 6.36 May 02 ci 84:19 84:21 - 11 5.73 Aug 17 bp 31:30 32:03 - 19 6.34 May 02 np 84:20 84:21 - 11 5.73 Nov 17 ci 31:11 31:17 - 18 6.36 Aug 02 ci 83:11 83:13 - 12 5.75 Feb 18 ci 30:27 31:01 - 19 6.36 Aug 02 np 83:10 83:11 - 12 5.77 May 18 ci 30:12 30:17 - 19 6.36 Nov 02 ci 82:09 82:12 - 13 5.71 May 18 bp 30:16 30:21 - 19 6.34 Feb 03 ci 80:25 80:28 - 13 5.82 Aug 18 ci 30:00 30:06 - 19 6.34 Feb 03 np 80:28 80:31 - 13 5.79 Nov 18 ci 29:16 29:21 - 19 6.35 May 03 ci 79:20 79:23 - 14 5.83 Nov 18 bp 29:17 29:23 - 19 6.34 Aug 03 ci 78:18 78:21 - 15 5.80 Feb 19 ci 29:01 29:06 - 19 6.35 Aug 03 np 78:14 78:18 - 15 5.83 Feb 19 bp 29:03 29:09 - 19 6.33 Nov 03 ci 77:14 77:17 - 16 5.80 May 19 ci 28:18 28:23 - 19 6.35 Feb 04 ci 76:06 76:10 - 16 5.84 Aug 19 ci 28:04 28:09 - 19 6.35 Feb 04 np 76:10 76:13 - 16 5.81 Aug 19 bp 28:11 28:16 - 19 6.31 May 04 ci 75:01 75:05 - 17 5.86 Nov 19 ci 27:24 27:29 - 19 6.34 May 04 np 75:01 75:05 - 17 5.86 Feb 20 ci 27:12 27:17 - 18 6.33 Aug 04 ci 74:03 74:07 - 17 5.81 Feb 20 bp 27:16 27:21 - 18 6.31 Aug 04 np 73:27 73:30 - 17 5.89 May 20 ci 26:31 27:04 - 18 6.33 Nov 04 ci 72:20 72:24 - 18 5.92 May 20 bp 27:02 27:07 - 18 6.31 Nov 04 bp 72:14 72:17 - 18 5.98 Aug 20 ci 26:18 26:23 - 18 6.32 Nov 04 np 72:22 72:25 - 18 5.91 Aug 20 bp 26:21 26:26 - 18 6.31 Feb 05 ci 71:17 71:21 - 20 5.93 Nov 20 ci 26:08 26:13 - 18 6.31 Feb 05 np 71:15 71:19 - 20 5.95 Feb 21 ci 25:26 25:31 - 17 6.31 May 05 ci 70:12 70:16 - 21 5.96 Feb 21 bp 25:31 26:04 - 17 6.28 May 05 bp 70:07 70:10 - 21 6.01 May 21 ci 25:14 25:20 - 17 6.30 May 05 np 70:15 70:19 - 21 5.94 May 21 bp 25:17 25:22 - 17 6.29 Aug 05 ci 69:10 69:14 - 21 5.97 Aug 21 ci 25:02 25:08 - 17 6.30 Aug 05 bp 69:03 69:07 - 21 6.02 Aug 21 bp 25:06 25:11 - 17 6.28 Aug 05 np 69:10 69:14 - 21 5.97 Nov 21 ci 24:24 24:30 - 17 6.29 Nov 05 ci 68:11 68:15 - 22 5.96 Nov 21 bp 24:27 25:00 - 17 6.27 Nov 05 np 68:11 68:15 - 22 5.96 Feb 22 ci 24:14 24:19 - 17 6.28 Feb 06 ci 67:08 67:13 - 22 5.98 May 22 ci 24:03 24:08 - 17 6.27 Feb 06 bp 67:09 67:14 - 22 5.97 Aug 22 ci 23:25 23:30 - 17 6.26 Feb 06 np 67:12 67:16 - 22 5.95 Aug 22 bp 23:27 24:01 - 17 6.24 May 06 ci 66:09 66:13 - 22 5.98 Nov 22 ci 23:13 23:18 - 17 6.26 Aug 06 ci 65:10 65:14 - 23 5.98 Nov 22 bp 23:17 23:22 - 17 6.24 Nov 06 ci 64:14 64:18 - 23 5.96 Feb 23 ci 23:04 23:09 - 17 6.24 Feb 07 ci 63:07 63:12 - 23 6.01 Feb 23 bp 23:13 23:18 - 17 6.19 May 07 ci 62:08 62:13 - 23 6.02 May 23 ci 22:28 23:02 - 17 6.22 Aug 07 ci 61:11 61:15 - 23 6.02 Aug 23 ci 22:18 22:23 - 17 6.22 Nov 07 ci 60:19 60:23 - 24 5.99 Aug 23 bp 22:29 23:02 - 17 6.15 Feb 08 ci 59:08 59:13 - 22 6.08 Nov 23 ci 22:08 22:13 - 17 6.21 May 08 ci 58:08 58:13 - 23 6.10 Feb 24 ci 21:31 22:04 - 17 6.20 Aug 08 ci 57:11 57:16 - 23 6.10 May 24 ci 21:22 21:27 - 17 6.19 Nov 08 ci 56:14 56:19 - 23 6.12 Aug 24 ci 21:13 21:18 - 17 6.18 Feb 09 ci 55:17 55:22 - 23 6.13 Nov 24 ci 21:03 21:08 - 16 6.18 May 09 ci 54:19 54:24 - 24 6.14 Nov 24 bp 21:08 21:13 - 16 6.15 Aug 09 ci 53:21 53:26 - 24 6.16 Feb 25 ci 20:29 21:02 - 16 6.15 Nov 09 ci 52:26 52:31 - 24 6.18 Feb 25 bp 21:00 21:05 - 16 6.14 Nov 09 bp 52:07 52:12 - 24 6.28 May 25 ci 20:19 20:25 - 16 6.15 Feb 10 ci 51:31 52:04 - 24 6.18 Aug 25 ci 20:10 20:15 - 16 6.15 May 10 ci 51:04 51:09 - 24 6.20 Aug 25 bp 20:13 20:18 - 16 6.13 Aug 10 ci 50:08 50:13 - 24 6.21 Nov 25 ci 20:01 20:06 - 16 6.14 Nov 10 ci 49:14 49:19 - 25 6.22 Feb 26 ci 19:22 19:26 - 16 6.15 Feb 11 ci 48:22 48:28 - 21 6.21 Feb 26 bp 20:03 20:08 - 16 6.07 May 11 ci 47:29 48:03 - 21 6.22 May 26 ci 19:13 19:18 - 16 6.15 Aug 11 ci 47:04 47:09 - 21 6.23 Aug 26 ci 19:05 19:10 - 16 6.14 Nov 11 ci 46:11 46:17 - 22 6.24 Aug 26 bp 19:08 19:13 - 16 6.12 Feb 12 ci 45:18 45:24 - 22 6.25 Nov 26 ci 18:29 19:02 - 16 6.13 May 12 ci 44:26 45:00 - 22 6.26 Nov 26 bp 19:02 19:06 - 16 6.10 Aug 12 ci 44:02 44:08 - 22 6.27 Feb 27 ci 18:25 18:30 - 16 6.10 Nov 12 ci 43:11 43:17 - 22 6.28 Feb 27 bp 18:28 19:01 - 16 6.08 Feb 13 ci 42:20 42:26 - 21 6.29 May 27 ci 18:16 18:21 - 16 6.10 May 13 ci 41:30 42:03 - 21 6.30 Aug 27 ci 18:10 18:15 - 16 6.08 Aug 13 ci 41:07 41:12 - 21 6.31 Aug 27 bp 18:14 18:19 - 16 6.06 Nov 13 ci 40:17 40:22 - 21 6.32 Nov 27 ci 18:07 18:12 - 13 6.05 Feb 14 ci 39:27 40:00 - 21 6.33 Nov 27 bp 18:12 18:17 - 14 6.01 ---------------------------------------------------------------------------- Source: The Wall Street Journal, Wednesday, June 2, 1999, Eastern Edition.