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WORLD MONITOR TRUST II--
SERIES F
MONTHLY REPORT/
JULY 28, 2000
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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 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.
<TABLE>
<S> <C>
STATEMENT OF OPERATIONS
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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
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(133,709)
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Expenses:
Commissions............................. 28,193
Management fee.......................... 9,439
Other transaction fees.................. (7,132)
Other expenses.......................... 7,087
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37,587
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Net loss................................ $(171,296)
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</TABLE>
<TABLE>
STATEMENT OF CHANGES IN NET ASSET VALUE
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For the period from July 1, 2000 to July 28, 2000
<CAPTION>
Per
Total Interest
<S> <C> <C>
---------- --------
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)
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Net asset value at end of
period (63,413.128
interests)................... $6,154,901 97.06
----------
----------
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Change in net asset
value per interest....................... $ (2.71)
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Percentage change.......................... (2.72)%
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--------
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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
----------------------------
by: Barbara J. Brooks
Chief Financial Officer
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