1999–2000 season
... that Arsenal exited the FA Cup and Football League Cup, and lost the UEFA Cup Final, on penalties in the 1999–2000 season?
... that <a href="./Arsenal_F.C." id="mwBXk" rel="mw:WikiLink" title="Arsenal F.C.">Arsenal</a> exited the <a href="./1999–2000_FA_Cup" id="mwBXo" rel="mw:WikiLink" title="1999–2000 FA Cup">FA Cup</a> and <a href="./1999–2000_Football_League_Cup" id="mwBXs" rel="mw:WikiLink" title="1999–2000 Football League Cup">Football League Cup</a>, and lost the <a class="mw-redirect" href="./2000_UEFA_Cup_Final" id="mwBXw" rel="mw:WikiLink" title="2000 UEFA Cup Final">UEFA Cup Final</a>, on <a href="./Penalty_shoot-out_(association_football)" id="mwBX0" rel="mw:WikiLink" title="Penalty shoot-out (association football)">penalties</a> in the <b id="mwBX4"><a href="./1999–2000_Arsenal_F.C._season" id="mwBX8" rel="mw:WikiLink" title="1999–2000 Arsenal F.C. season">1999–2000 season</a></b>?