0000898733-01-500419.txt : 20011010
0000898733-01-500419.hdr.sgml : 20011010
ACCESSION NUMBER: 0000898733-01-500419
CONFORMED SUBMISSION TYPE: 424B3
PUBLIC DOCUMENT COUNT: 1
FILED AS OF DATE: 20011004
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: WORLD MONITOR TRUST II SERIES E
CENTRAL INDEX KEY: 0001090701
STANDARD INDUSTRIAL CLASSIFICATION: INVESTORS, NEC [6799]
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 424B3
SEC ACT: 1933 Act
SEC FILE NUMBER: 333-83015
FILM NUMBER: 1752333
BUSINESS ADDRESS:
STREET 1: ONE NEW YORK PLAZA 13TH FL
CITY: NEW YORK
STATE: NY
ZIP: 10292-2013
BUSINESS PHONE: 2127787866
MAIL ADDRESS:
STREET 1: ONE NEW YORK PLAZA 13TH FL
CITY: NEW YORK
STATE: NY
ZIP: 10292-2013
424B3
1
sf14428h.txt
WMT II SERIES E SUPPLEMENT -- AUGUST 2001
(LOGO)
WORLD MONITOR TRUST II--
SERIES E
MONTHLY REPORT/
AUGUST 31, 2001
WORLD MONITOR TRUST II--SERIES E
--------------------------------------------------------------------------------
Dear Interest Holder:
Enclosed is the report for the period from July 28, 2001 to August 31, 2001 for
World Monitor Trust II--Series E ('Series E'). The net asset value of an
interest as of August 31, 2001 was $123.83, an increase of 8.26% from the July
27, 2001 value of $114.38. The year-to-date return for Series E was an increase
of 2.88% as of August 31, 2001.
As you are aware, on September 11, 2001 the World Trade Center was attacked by
terrorists, and all of us mourn this tragic event. Prudential Securities Futures
Management Inc. contacted all significant trading manager relationships and was
informed that each was following its prescribed trading systems and reported
functioning operational infrastructures. During this difficult period, the Trust
continued to provide portfolio diversification and low correlation to the global
equity markets.
The estimated net asset value per interest as of September 18, 2001 was $136.86.
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
-------------------------
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 July 28, 2001
to August 31, 2001
Revenues:
Realized loss on commodity
transactions....................... $(38,785)
Change in unrealized commodity
positions.......................... 636,274
Interest income...................... 17,066
--------
614,555
--------
Expenses:
Commissions.......................... 39,463
Management fees...................... 13,136
Other transaction fees............... 2,941
Other expenses....................... 6,951
--------
62,491
--------
Net gain............................. $552,064
--------
--------
STATEMENT OF CHANGES IN NET ASSET VALUE
---------------------------------------------------
For the period from July 28, 2001
to August 31, 2001
Per
Total Interest
---------- --------
Net asset value at beginning
of period (57,298.090
interests)................ $6,553,600 $ 114.38
Contributions............... 327,100
Net gain.................... 552,064
Redemptions................. (261,817)
----------
Net asset value at end of
period (57,907.632
interests)................ $7,170,947 123.83
----------
---------- --------
Change in net asset value per
interest.............................. $ 9.45
--------
--------
Percentage change....................... 8.26%
--------
--------
------------------------------------------------------
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