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Some zip codes in the United States are only four digits in length, or in the case of Puerto Rico and the Virgin Islands only three. In order to assure conformity, the US Postal Service adds one or two zeroes to the beginning of shorter zip codes, so that all zip codes are five digits in length.
Since Excel is a program that is mainly used for formula and math graphing, the zeroes at the beginning of the zip codes read as obsolete to the program, and are thus eliminated when saved as a CSV or Excel spreadsheet document.