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WORLD MONITOR TRUST II--
SERIES E
MONTHLY REPORT/
JULY 27, 2001
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WORLD MONITOR TRUST II--SERIES E
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Dear Interest Holder:
Enclosed is the report for the period from June 30, 2001 to July 27, 2001 for
World Monitor Trust II--Series E ('Series E'). The net asset value of an
interest as of July 27, 2001 was $114.38, a decrease of 3.40% from the June 29,
2001 value of $118.41. The year-to-date return for Series E was a decrease of
4.97% as of July 27, 2001.
The estimated net asset value per interest as of August 15, 2001 was $113.80.
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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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.
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<Caption>
STATEMENT OF OPERATIONS
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For the period from June 30, 2001
to July 27, 2001
Revenues:
Realized loss on commodity
transactions....................... $(237,150)
Change in unrealized commodity
positions.......................... 27,856
Interest income...................... 22,260
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(187,034)
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Expenses:
Commissions.......................... 30,760
Management fees...................... 10,239
Other transaction fees............... 2,528
Other expenses....................... 5,493
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49,020
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Net loss............................. $(236,054)
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<Table>
STATEMENT OF CHANGES IN NET ASSET VALUE
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For the period from June 30, 2001
to July 27, 2001
<Caption>
Per
Total Interest
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Net asset value at beginning
of period (57,746.963
interests)................ $6,837,572 $ 118.41
Contributions............... 250,008
Net loss.................... (236,054)
Redemptions................. (297,926)
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Net asset value at end of
period (57,298.090
interests)................ $6,553,600 114.38
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Change in net asset value per
interest.............................. $ (4.03)
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Percentage change....................... (3.40)%
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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
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by: Barbara J. Brooks
Chief Financial Officer