424B3 1 0001.txt FORM S-1 SUPPLEMENT--JULY 2000 MONTHLY REPORT WORLD MONITOR TRUST II-- SERIES F MONTHLY REPORT/ JULY 28, 2000 WORLD MONITOR TRUST II--SERIES F -------------------------------------------------------------------------------- Dear Interest Holder: Enclosed is the report for the period from July 1, 2000 to July 28, 2000 for World Monitor Trust II--Series F ('Series F'). The net asset value of an interest as of July 28, 2000 was $97.06, a decrease of 2.72% from the June 30, 2000 value of $99.77. The year-to-date return for Series F, which commenced trading March 1, 2000, was a decrease of 2.94% as of July 28, 2000. The estimated net asset value per interest as of August 15, 2000 was $97.47. 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 1-800-535-2077. Sincerely yours, /s/ Eleanor L. Thomas ------------------------ Eleanor L. Thomas Executive Vice 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 1, 2000 to July 28, 2000 Revenues: Realized loss on commodity transactions.......................... $ (96,981) Change in unrealized commodity positions............................. (65,224) Interest income......................... 28,496 --------- (133,709) --------- Expenses: Commissions............................. 28,193 Management fee.......................... 9,439 Other transaction fees.................. (7,132) Other expenses.......................... 7,087 --------- 37,587 --------- Net loss................................ $(171,296) --------- ---------
STATEMENT OF CHANGES IN NET ASSET VALUE ------------------------------------------------------ For the period from July 1, 2000 to July 28, 2000
Per Total Interest ---------- -------- Net asset value at beginning of period (61,736.487 interests)................... $6,159,277 $ 99.77 Contributions.................. 199,300 Net loss....................... (171,296) Redemptions.................... (32,380) ---------- Net asset value at end of period (63,413.128 interests)................... $6,154,901 97.06 ---------- ---------- -------- Change in net asset value per interest....................... $ (2.71) -------- -------- Percentage change.......................... (2.72)% -------- --------
------------------------------------------------------ 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 ---------------------------- by: Barbara J. Brooks Chief Financial Officer