True. They are claiming that their 5 year notes yield 5.5% though but, as you say, in that case, the link would be fictitious. What I was meaning is, maybe they are claiming that it is linked in say, 4% above, etc...
But why they would use STRIPS to make that comparison makes no sense, unless, they are in fact, attempting to strip fake notes, which, would be quite funny. Since I believe that the guys involved are running mostly on imagination, nothing seems implausible if they feel like that they can sell the story.
This post is just my opinion. I am a 100% non-compensated poster posting solely for my own interests and/or entertainment.