WORLD MONITOR TRUST II--
SERIES F
MONTHLY REPORT/
MAY 25, 2001
WORLD MONITOR TRUST II--SERIES F
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Dear Interest Holder:
Enclosed is the report for the period from April 28, 2001 to May 25, 2001 for
World Monitor Trust II--Series F ('Series F'). The net asset value of an
interest as of May 25, 2001 was $103.25, an increase of .16% from the April 28,
2001 value of $103.09. The year-to-date return for Series F was a decrease of
3.41% as of May 25, 2001.
The estimated net asset value per interest as of June 14, 2001 was $101.10.
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
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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
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For the period from April 28, 2001 to
May 25, 2001
Revenues:
Realized loss on commodity
transactions...................... $ (208,793)
Change in unrealized commodity
positions......................... 276,620
Interest income..................... 20,553
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88,380
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Expenses:
Commissions......................... 46,894
Management fee...................... 15,653
Other transaction fees.............. 2,146
Other expenses...................... 6,842
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71,535
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Net gain............................ $ 16,845
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STATEMENT OF CHANGES IN NET ASSET VALUE
For the period from April 28, 2001 to
May 25, 2001
Per
Total Interest
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Net asset value at
beginning of period
(97,018.962 interests)... $10,002,005 $ 103.09
Contributions.............. 632,312
Net gain................... 16,845
Redemptions................ (379,461)
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Net asset value at end of
period (99,488.107
interests)............... $10,271,701 103.25
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Change in net asset
value per interest.................... $ .16
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Percentage change....................... .16%
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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 F is accurate and
complete.
PRUDENTIAL SECURITIES FUTURES
MANAGEMENT INC.
/s/ Barbara J. Brooks
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by: Barbara J. Brooks
Chief Financial Office