WORLD MONITOR TRUST II--
SERIES E
MONTHLY REPORT/
MAY 25, 2001
WORLD MONITOR TRUST II--SERIES E
- --------------------------------------------------------------------------------
Dear Interest Holder:
Enclosed is the report for the period from April 28, 2001 to May 25, 2001 for
World Monitor Trust II--Series E ('Series E'). The net asset value of an
interest as of May 25, 2001 was $121.13, an increase of 1.98% from the April 27,
2001 value of $118.78. The year-to-date return for Series E was an increase of
.64% as of May 25, 2001.
The estimated net asset value per interest as of June 14, 2001 was $114.21. Past
performance is not necessarily indicative of future results.
Should you have any questions, please contact your Prudential Securities
Financial Advisor. For account status inquiries, contact Prudential Securities
Client Services at (212) 778-1017.
Sincerely yours,
/s/ Eleanor L. Thomas
-----------------------
President and Director
PRUDENTIAL SECURITIES
FUTURES MANAGEMENT INC.
Please note that the value which appears on your Prudential Securities statement
is an estimated value at calendar month-end. The actual value as of the last
Friday of the month is contained in this report.
STATEMENT OF OPERATIONS
- -------------------------------------------------
For the period from April 28, 2001
to May 25, 2001
Revenues:
Realized loss on commodity
transactions....................... $ (37,060)
Change in unrealized commodity
positions.......................... 220,453
Interest income...................... 16,724
---------
200,117
---------
Expenses:
Commissions.......................... 33,666
Management fees...................... 11,207
Other transaction fees............... 2,147
Other expenses....................... 5,736
---------
52,756
---------
Net gain............................. $ 147,361
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---------
STATEMENT OF CHANGES IN NET ASSET VALUE
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For the period from April 28, 2001
to May 25, 2001
Per
Total Interest
---------- --------
Net asset value at beginning
of period (54,662.100
interests)................ $6,492,826 $ 118.78
Contributions............... 968,430
Net gain.................... 147,361
Redemptions................. (339,521)
----------
Net asset value at end of
period (60,012.850
interests)................ $7,269,096 121.13
----------
----------
--------
Change in net asset value per
interest.............................. $ 2.35
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--------
Percentage change....................... 1.98%
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--------
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I hereby affirm that, to the best of my knowledge and belief, the information
contained herein relating to World Monitor Trust II--Series E is accurate and
complete.
PRUDENTIAL SECURITIES FUTURES
MANAGEMENT INC.
/s/ Barbara J. Brooks
----------------------
by: Barbara J. Brooks
Chief Financial Officer