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WORLD MONITOR TRUST II--
SERIES F
MONTHLY REPORT/
OCTOBER 26, 2001
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WORLD MONITOR TRUST II--SERIES F
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Dear Interest Holder:
Enclosed is the report for the period from September 29, 2001 to October 26,
2001 for World Monitor Trust II--Series F ('Series F'). The net asset value of
an interest as of October 26, 2001 was $111.32, an increase of 0.76% from the
September 28, 2001 value of $110.48. The year-to-date return for Series F was
an increase of 4.13% as of October 26, 2001.
The estimated net asset value per interest as of November 14, 2001 was $110.69.
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 unit 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 September 29, 2001 to
October 26, 2001
Revenues:
Realized loss on commodity
transactions........................ $(106,666)
Change in unrealized commodity
positions........................... 240,527
Interest income....................... 30,634
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164,495
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Expenses:
Commissions........................... 52,167
Management fee........................ 17,416
Other transaction fees................ 932
Other expenses........................ 7,282
Incentive fee......................... 28
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77,825
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Net gain.............................. $ 86,670
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STATEMENT OF CHANGES IN NET ASSET VALUE
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For the period from September 29, 2001 to
October 26, 2001
Per
Total Interest
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Net asset value at beginning
of period (102,313.715
interests)................ $11,303,830 $ 110.48
Contributions............... 87,900
Net gain.................... 86,670
Redemptions................. (64,426)
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Net asset value at end of
period (102,533.655
interests)................ $11,413,974 111.32
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Change in net asset
value per interest..................... $ 0.84
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Percentage change........................ 0.76%
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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 Officer