The ZELUFD on the end of the Bitcoin address is the checksum. Bit lucky the checksum is all upcase, but it would be much harder to find XXXXXX checksum for different starting vanity address, but it would be pretty cool address ending with many X'es.

And yes, as was told no private key exist, its just valid Bitcoin address because the checkum is right. You can create any address you like and with correct checksum it is valid one, though you wont have private key to the address to spend any coins from the address.