<Page>

                                 UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                   FORM 10-K

(Mark One)

/X/ ANNUAL REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT
    OF 1934

For the fiscal year ended December 31, 2001

                                       OR

/ / TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE
    ACT OF 1934

For the transition period from _______________________ to ______________________

Commission file number: 0-25785

                         WORLD MONITOR TRUST--SERIES A
- --------------------------------------------------------------------------------
             (Exact name of registrant as specified in its charter)


Delaware                                  13-3985040
- --------------------------------------------------------------------------------
(State or other jurisdiction of          (I.R.S. Employer Identification No.)
incorporation or organization)


One New York Plaza, 13th Floor, New York, New York         10292
- --------------------------------------------------------------------------------
(Address of principal executive offices)                 (Zip Code)


Registrant's telephone number, including area code: (212) 778-7866

Securities registered pursuant to Section 12(b) of the Act:

                                 None
- --------------------------------------------------------------------------------

Securities registered pursuant to Section 12(g) of the Act:

                          Limited Interests
- -------------------------------------------------------------------------------
                           (Title of class)


   Indicate by check mark whether the registrant (1) has filed all reports
required to be filed by Section 13 or 15(d) of the Securities Exchange Act of
1934 during the preceding 12 months (or for such shorter period that the
registrant was required to file such reports), and (2) has been subject to such
filing requirements for the past 90 days. Yes CK No __

   Indicate by check mark if disclosure of delinquent filers pursuant to Item
405 of Regulation S-K is not contained herein, and will not be contained, to the
best of registrant's knowledge, in definitive proxy or information statements
incorporated by reference in Part III of this Form 10-K or any amendment to this
Form 10-K [CK]

                      DOCUMENTS INCORPORATED BY REFERENCE

   Registrant's Annual Report to Interest holders for the year ended December
31, 2001 is incorporated by reference into Parts II and IV of this Annual Report
on Form 10-K

                               Index to exhibits can be found on pages 9 and 10.

<Page>

                         WORLD MONITOR TRUST--SERIES A
                          (a Delaware Business Trust)

                               TABLE OF CONTENTS
<Table>
<Caption>
PART I                                                                                         PAGE
                                                                                        
Item  1    Business.........................................................................     3
Item  2    Properties.......................................................................     4
Item  3    Legal Proceedings................................................................     4
Item  4    Submission of Matters to a Vote of Interest Holders..............................     4

<Caption>

PART II
                                                                                        
Item  5    Market for the Registrant's Interests and Related Interest Holder Matters........     4
Item  6    Selected Financial Data..........................................................     5
Item  7    Management's Discussion and Analysis of Financial Condition and Results of
             Operations.....................................................................     5
Item 7A    Quantitative and Qualitative Disclosures about Market Risk.......................     5
Item  8    Financial Statements and Supplementary Data......................................     5
Item  9    Changes in and Disagreements with Accountants on Accounting and Financial
             Disclosure.....................................................................     6
<Caption>

PART III
                                                                                        
Item 10    Directors and Executive Officers of the Registrant...............................     6
Item 11    Executive Compensation...........................................................     8
Item 12    Security Ownership of Certain Beneficial Owners and Management...................     8
Item 13    Certain Relationships and Related Transactions...................................     8
<Caption>

PART IV
                                                                                        
Item 14    Exhibits, Financial Statement Schedules, and Reports on Form 8-K.................     9
           Financial Statements and Financial Statement Schedules...........................     9
           Exhibits.........................................................................     9
           Reports on Form 8-K..............................................................    10

SIGNATURES..................................................................................    11

</Table>

                                       2

<Page>

                                     PART I

Item 1. Business

General

   World Monitor Trust (the 'Trust') is a business trust organized under the
laws of Delaware on December 17, 1997. The Trust commenced trading operations on
June 10, 1998 and will terminate on December 31, 2047 unless terminated sooner
as provided in the Second Amended and Restated Declaration of Trust and Trust
Agreement (the 'Trust Agreement'). The Trust consists of three separate and
distinct series ('Series'): Series A, B and C. The assets of each Series are
segregated from those of the other Series, separately valued and independently
managed. Each Series was formed to engage in the speculative trading of a
diversified portfolio of futures, forward and options contracts and may, from
time to time, engage in cash and spot transactions. The trustee of the Trust is
Wilmington Trust Company. The Trust's fiscal year for book and tax purposes ends
on December 31.

   Series A (the 'Registrant') is engaged solely in the business of commodity
futures and forward trading; therefore, presentation of industry segment
information is not applicable.

The Offering

   Beneficial interests in each Series ('Interests') are offered once each week
until each Series' subscription maximum has been issued either through sale or
exchange or until the managing owner of the Registrant, Prudential Securities
Futures Management Inc. (the 'Managing Owner'), suspends the offering of
Interests. On June 10, 1998, a sufficient number of subscriptions for each
Series had been received and accepted by the managing owner to permit each
Series to commence trading. The Registrant completed its initial offering with
gross proceeds of $6,039,177 from the sale of 59,631.775 limited interests and
760.000 general interests. General interests were sold exclusively to the
managing owner.

   Series A was offered until it achieved its subscription maximum of
$34,000,000 during November 1999. Interests in Series B and Series C will
continue to be offered on a weekly basis at the then current net asset value per
Interest until the Managing Owner suspends the offering of Interests or the
subscription maximum of $33,000,000 for each Series is sold ('Continuous
Offering Period'). On February 25, 2002, the Managing Owner elected to suspend
the offering of Interests in Series B and Series C upon the expiration of
current selling registrations. The registration expired in many states on March
24, 2002 and all registrations will expire by April 30, 2002. While the Managing
Owner does not anticipate doing so, it may, at its election, reinstate the
offering of Interests in Series B and Series C in the future.

Managing Owner and its Affiliates

   The Managing Owner of the Registrant is a wholly-owned subsidiary of
Prudential Securities Incorporated ('PSI'), which, in turn, is an indirect
wholly-owned subsidiary of Prudential Financial, Inc. PSI is the selling agent
for the Registrant, as well as its commodity broker. The Managing Owner is
required to maintain at least a 1% interest in the capital, profits and losses
of each Series so long as it is acting as the Managing Owner, and it has made
contributions (and in return has received general interests) as were necessary
to meet this requirement.

The Trading Advisor

   Each Series has its own professional commodity trading advisor that makes
that Series' trading decisions. The Managing Owner has allocated 100% of the
proceeds from the initial and continuous offering of the Registrant to its
trading advisor. The Managing Owner, on behalf of the Registrant, initially
entered into an advisory agreement (the 'Initial Advisory Agreement') with Eagle
Trading Systems, Inc. (the 'Trading Advisor') to make the trading decisions for
the Registrant utilizing both the Eagle-Global System and the Eagle-FX System.

   Effective December 6, 1999, the Eagle-Global System became the exclusive
trading program used by the Trading Advisor to trade the Registrant's assets. In
conjunction with this change, the Managing Owner and

                                       3

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the Trading Advisor voluntarily agreed to terminate the Initial Advisory
Agreement and enter into a new advisory agreement (the 'New Advisory Agreement')
effective March 21, 2000.

   Pursuant to the New Advisory Agreement, the Trading Advisor was to be paid a
weekly management fee at an annual rate of 1% of the Registrant's net asset
value until the net asset value per Interest was at least $80 for a period of at
least 10 consecutive business days, at which time the weekly management fee was
to be increased to an annual rate of 2% (i.e. the rate pursuant to the Initial
Advisory Agreement). Effective October 31, 2001, Series A sustained a net asset
value per Interest greater than $80 for 10 consecutive business days. As a
result, the Trading Advisor has been paid a weekly management fee at an annual
rate of 2% since November 1, 2001. Series A also pays its Trading Advisor a
quarterly incentive fee equal to 23% of Series A's 'New High Net Trading
Profits' (as defined in the New Advisory Agreement). The incentive fee accrues
weekly. Additionally, although the term of the New Advisory Agreement commenced
on March 21, 2000, the Trading Advisor must recoup all trading losses incurred
under the Initial Advisory Agreement before an incentive fee is paid.
Furthermore, the New Advisory Agreement resets the net asset value for purposes
of its termination provisions. The New Advisory Agreement may be terminated for
a variety of reasons, including at the discretion of the Managing Owner.

Competition

   The Managing Owner and its affiliates have formed, and may continue to form,
various entities to engage in the speculative trading of futures, forward and
options contracts which have certain of the same investment policies as the
Registrant.

   The Registrant was an open-end fund which solicited the sale of Interests on
a weekly basis until its subscription maximum was reached. As such, the
Registrant no longer competes with other entities to attract new participants.
However, to the extent that the Trading Advisor recommends similar or identical
trades to the Registrant and other accounts which it manages, the Registrant may
compete with those accounts for the execution of the same or similar trades, as
well as with other market participants.

Employees

   The Registrant has no employees. Management and administrative services for
the Registrant are performed by the Managing Owner and its affiliates pursuant
to the Trust Agreement, as further discussed in Notes A, C and D to the
Registrant's financial statements included in its annual report to limited
owners for the year ended December 31, 2001 (the 'Registrant's 2001 Annual
Report'), which is filed as an exhibit hereto.

Item 2. Properties

   The Registrant does not own or lease any property.

Item 3. Legal Proceedings

   There are no material legal proceedings pending by or against the Registrant
or the Managing Owner.

Item 4. Submission of Matters to a Vote of Interest Holders

   None

                                    PART II

Item 5. Market for the Registrant's Interests and Related Interest Holder
        Matters

   Information with respect to the offering of Interests and the use of proceeds
is incorporated by reference to Note A to the Registrant's 2001 Annual Report,
which is filed as an exhibit hereto.

   A significant secondary market for the Interests has not developed, and it is
not expected that one will develop in the future. There are also certain
restrictions set forth in the Trust Agreement limiting the ability of an
Interest holder to transfer Interests. However, Interests may be redeemed on a
weekly basis, but are subject to a redemption fee if transacted within one year
of the effective date of purchase. Additionally, Interests owned in one series
of the Trust (Series A, B or C) may be exchanged, without any charge, for

                                       4

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Interests of one or more other Series on a weekly basis for as long as Interests
in those Series are being offered to the public. (See also Item 1, Business, for
information regarding the suspension of the offering of Interests.) Once the
suspension of the offering of Interests takes effect, Interests owned in one
series of the Trust may no longer be exchanged for Interests of one or more
other Series. Exchanges and redemptions are calculated based on the applicable
Series' then current net asset value per Interest as of the close of business on
the Friday immediately preceding the week in which the exchange or redemption
request is effected.

   There are no material restrictions upon the Registrant's present or future
ability to make distributions in accordance with the provisions of the Trust
Agreement. No distributions have been made since inception and no distributions
are anticipated in the future.

   As of March 21, 2002, there were 668 holders of record owning 67,873.831
Interests, which includes 764.000 general interests.

Item 6. Selected Financial Data

   The following table presents selected financial data of the Registrant. This
data should be read in conjunction with the financial statements of the
Registrant and the notes thereto on pages 2 through 12 of the Registrant's 2001
Annual Report, which is filed as an exhibit hereto.

<Table>
<Caption>
                                       Year ended December 31,             Period from June 10, 1998
                              -----------------------------------------   (commencement of operations)
                                 2001           2000           1999           to December 31, 1998
                              -----------    -----------    -----------   ----------------------------
                                                              
Total revenues (including
  interest)                   $   949,217    $  (277,351)   $(3,514,892)          $    343,726
                              -----------    -----------    -----------       ----------------
                              -----------    -----------    -----------       ----------------
Net income (loss)             $   344,316    $(1,894,682)   $(5,211,460)          $   (171,858)
                              -----------    -----------    -----------       ----------------
                              -----------    -----------    -----------       ----------------
Net income (loss) per
  weighted average Interest   $      3.84    $     (7.42)   $    (27.31)          $      (1.96)
                              -----------    -----------    -----------       ----------------
                              -----------    -----------    -----------       ----------------
Total assets                  $ 5,636,106    $ 9,286,501    $27,511,754           $ 11,266,863
                              -----------    -----------    -----------       ----------------
                              -----------    -----------    -----------       ----------------
Net asset value per
  Interest                    $     78.23    $     75.76    $     77.25           $      98.31
                              -----------    -----------    -----------       ----------------
                              -----------    -----------    -----------       ----------------
</Table>

Item 7. Management's Discussion and Analysis of Financial Condition and Results
        of Operations

   This information is incorporated by reference to pages 13 through 17 of the
Registrant's 2001 Annual Report, which is filed as an exhibit hereto.

Item 7A. Quantitative and Qualitative Disclosures About Market Risk

   Information regarding quantitative and qualitative disclosures about market
risk is not required pursuant to Item 305(e) of Regulation S-K.

Item 8. Financial Statements and Supplementary Data

   The financial statements are incorporated by reference to pages 2 through 12
of the Registrant's 2001 Annual Report, which is filed as an exhibit hereto.

                                       5

<Page>

   Selected unaudited quarterly financial data for the years ended December 31,
2001 and 2000 are summarized below:

<Table>
<Caption>
                                                                              For the period     For the period
                                     For the period      For the period       from June 30,      from September
                                    from January 1,      from March 31,          2001 to           29, 2001 to
                                     2001 to March      2001 to June 29,      September 28,       December 31,
                                        30, 2001              2001                 2001               2001
                                    ----------------    -----------------    ----------------    ---------------
                                                                                     
Total Revenues (including
  interest)                            $1,242,288          $(1,041,318)          $572,871           $ 175,376
                                    ----------------    -----------------    ----------------    ---------------
                                    ----------------    -----------------    ----------------    ---------------
Total Revenues (including
  interest) less commissions           $1,065,113          $(1,164,930)          $465,700           $  56,038
                                    ----------------    -----------------    ----------------    ---------------
                                    ----------------    -----------------    ----------------    ---------------
Net income (loss)                      $1,042,286          $(1,180,855)          $451,891           $  30,994
                                    ----------------    -----------------    ----------------    ---------------
                                    ----------------    -----------------    ----------------    ---------------
Net income (loss) per weighted
  average Interest                     $     8.91          $    (13.35)          $   5.62           $     .42
                                    ----------------    -----------------    ----------------    ---------------
                                    ----------------    -----------------    ----------------    ---------------
</Table>

<Table>
<Caption>
                                                                              For the period     For the period
                                     For the period      For the period        from July 1,      from September
                                    from January 1,       from April 1,          2000 to           30, 2000 to
                                     2000 to March      2000 to June 30,      September 29,       December 31,
                                        31, 2000              2000                 2000               1999
                                    ----------------    -----------------    ----------------    ---------------
                                                                                     
Total Revenues (including
  interest)                           $ (2,609,781)         $ 688,892          $   (613,154)       $ 2,256,692
                                    ----------------    -----------------    ----------------    ---------------
                                    ----------------    -----------------    ----------------    ---------------
Total Revenues (including
  interest) less commissions          $ (3,048,606)         $ 306,654          $   (965,027)       $ 2,041,664
                                    ----------------    -----------------    ----------------    ---------------
                                    ----------------    -----------------    ----------------    ---------------
Net income (loss)                     $ (3,155,511)         $ 257,651          $ (1,010,442)       $ 2,013,620
                                    ----------------    -----------------    ----------------    ---------------
                                    ----------------    -----------------    ----------------    ---------------
Net income (loss) per weighted
  average Interest                    $     (10.11)         $     .88          $      (3.74)       $     12.46
                                    ----------------    -----------------    ----------------    ---------------
                                    ----------------    -----------------    ----------------    ---------------
</Table>

Item 9. Changes in and Disagreements with Accountants on Accounting and
        Financial Disclosure

   None

                                    PART III

Item 10. Directors and Executive Officers of the Registrant

   There are no directors or executive officers of the Registrant. The
Registrant is managed by the Managing Owner.

   The Managing Owner's directors and executive officers and any person holding
more than ten percent of the Registrant's Interests ('Ten Percent Owners') are
required to report their initial ownership of such Interests and any subsequent
changes in that ownership to the Securities and Exchange Commission on Forms 3,
4 or 5. Such executive officers, directors and Ten Percent Owners are required
by Securities and Exchange Commission regulations to furnish the Registrant with
copies of all Forms 3, 4 or 5 they file. All of these filing requirements were
satisfied on a timely basis. In making these disclosures, the Registrant has
relied solely on written representations of the Managing Owner's directors and
executive officers and Ten Percent Owners or copies of the reports that they
have filed with the Securities and Exchange Commission during and with respect
to its most recent fiscal year.

                                       6

<Page>

   The directors and executive officers of the Managing Owner and their
positions with respect to the Registrant are as follows:

            Name                                      Position
Alex H. Ladouceur               Chairman of the Board of Directors and Director
Eleanor L. Thomas               President and Director
Barbara J. Brooks               Chief Financial Officer
Guy S. Scarpaci                 Director
Tamara B. Wright                Senior Vice President and Director
Thomas T. Bales                 Vice President
David Buchalter                 Secretary

   ALEX H. LADOUCEUR, born 1960, has been Chairman of the Board of Directors and
a Director of the Managing Owner since November 2001 and also has held such
positions with Seaport Futures Management, Inc. ('Seaport Futures'), an
affiliate of the Managing Owner, since such date. Mr. Ladouceur joined PSI in
August 2001 as Executive Vice President, Head of the Global Derivatives
division. He is responsible for all operating activities of PSI's Global
Derivatives division including sales and trading, foreign exchange, base and
precious metals, and the trading floors. In addition, Mr. Ladouceur has
responsibility for Alternative Investment Strategies. Mr. Ladouceur joined PSI
from Credit Lyonnais Rouse Ltd. ('CLR'), where he served as president of their
United States operations since 1992 and as a main board director of CLR in
London since 1994. In 1998, he was appointed managing director of Global Cash
Markets at CLR with responsibility for leading global market-making and sales
for OTC products, including structured derivative products. Mr. Ladouceur earned
his bachelor's degree in Economics from the University of Calgary in Alberta,
Canada, and his master's degree in European Studies from the College of Europe
in Bruges, Belgium.

   ELEANOR L. THOMAS, born 1954, has been a Director and President of the
Managing Owner since September 2000 and was a Director and Executive Vice
President from April 1999 to September 2000. She was a First Vice President of
the Managing Owner and Seaport Futures from October 1998 to April 1999 and a
Director and the President of Seaport Futures since such date. Ms. Thomas is a
Senior Vice President and the Director of Alternative Investment Strategies at
PSI. She is responsible for origination, asset allocation, due diligence,
marketing and sales for the group's product offerings. Prior to joining PSI in
March 1993, she was with MC Baldwin Financial Company from June 1990 through
February 1993 and Arthur Andersen & Co. from 1986 through May 1990. She
graduated Summa Cum Laude from Long Island University with a B.A. in English
Literature, and graduated Baruch College in 1986 with an M.B.A. in Accounting.
Ms. Thomas is a certified public accountant.

   BARBARA J. BROOKS, born 1948, became the Treasurer and Chief Financial
Officer of the Managing Owner in May 1990, at which time she also became the
Treasurer and Chief Financial Officer of Seaport Futures. In 1998, she
relinquished her position as Treasurer of the Managing Owner and Seaport
Futures. She is a Senior Vice President of PSI and is the Vice President-Finance
and the Chief Financial Officer of various entities affiliated with PSI. She has
been employed by PSI since 1983. Ms. Brooks is a certified public accountant.

   GUY S. SCARPACI, born 1947, has been a Director of the Managing Owner since
July 1987 and was Assistant Treasurer from May 1988 until December 1989. In
addition, Mr. Scarpaci has been a Director of Seaport Futures since May 1989.
Mr. Scarpaci was first affiliated with the Managing Owner in July 1987. Mr.
Scarpaci has been employed by PSI in positions of increasing responsibility
since August 1974, and he is currently a Senior Vice President of the Global
Derivatives division.

   TAMARA B. WRIGHT, born 1959, has been a Senior Vice President of the Managing
Owner and Seaport Futures since October 1998 and a Director of the Managing
Owner since December 1998. She is also a Senior Vice President and the Chief
Administrative Officer for the International Division at PSI. In this capacity,
her responsibilities include financial management, risk management, systems
implementation, employment matters and internal control policies and procedures.
Previously, Mrs. Wright served as Director

                                       7

<Page>

of Consumer Markets Risk Management, where she led the Domestic and
International Branch efforts in ensuring the timely resolution of audit,
compliance and legal concerns. Prior to joining the firm, Mrs. Wright was a
manager with PricewaterhouseCoopers LLP in its Management Consulting division in
New York, New York.

   THOMAS T. BALES, born 1959, is a Vice President of the Managing Owner. He is
also a Senior Vice President of Futures Administration in the Global Derivatives
division for PSI, and he serves in various capacities for other affiliated
companies. Prior to joining the Global Derivatives division, Mr. Bales served as
in-house counsel in the Law Department of PSI from October 1987 through May
1996. Mr. Bales joined PSI in November 1981 as an Analyst in the Credit Analysis
Department and later served as a Section Manager.

   DAVID BUCHALTER, born 1958, has been the Secretary of both the Managing Owner
and Seaport Futures since October 1996. Mr. Buchalter is a Senior Vice President
and is Senior Counsel in the Law Department of PSI. Prior to joining PSI in
January 1992, Mr. Buchalter was associated with the law firm of Rosenman & Colin
LLP from April 1988 to January 1992. Prior to that, from May 1983 though March
1988, Mr. Buchalter served as in-house counsel for Shearson Lehman Hutton, Inc.
and its predecessor firm, E.F. Hutton & Co., Inc.

   Effective March 2001, A. Laurence Norton, Jr. resigned as a Director of both
the Managing Owner and Seaport Futures. Additionally, Steven Carlino resigned as
Vice President and Treasurer for both the Managing Owner and Seaport Futures
effective March 2002.

   Effective November 2001, Alex H. Ladouceur was elected by the Board of
Directors of the Managing Owner as Chairman of the Board and he has served as
Chairman of the Board of Seaport Futures since November 2001.

   There are no family relationships among any of the foregoing directors or
executive officers. All of the foregoing directors and/or executive officers
have indefinite terms.

Item 11. Executive Compensation

   The Registrant does not pay or accrue any fees, salaries or any other form of
compensation to directors and officers of the Managing Owner for their services.
Certain directors and officers of the Managing Owner receive compensation from
affiliates of the Managing Owner, not from the Registrant, for services
performed for various affiliated entities, which may include services performed
for the Registrant; however, the Managing Owner believes that any compensation
attributable to services performed for the Registrant is immaterial. (See also
Item 13, Certain Relationships and Related Transactions, for information
regarding compensation to the Managing Owner.)

Item 12. Security Ownership of Certain Beneficial Owners and Management

   As of March 21, 2002, no director or executive officer of the Managing Owner
owns directly or beneficially any interest in the voting securities of the
Managing Owner.

   As of March 21, 2002, no director or executive officer of the Managing Owner
owns directly or beneficially any of the Interests issued by the Registrant.

   As of March 21, 2002, no owners of limited interests beneficially own more
than five percent (5%) of the limited interests issued by the Registrant.

Item 13. Certain Relationships and Related Transactions

   The Registrant has and will continue to have certain relationships with the
Managing Owner and its affiliates. However, there have been no direct financial
transactions between the Registrant and the directors or officers of the
Managing Owner.

   Reference is made to Notes A, C and D to the financial statements in the
Registrant's 2001 Annual Report, which is filed as an exhibit hereto, which
identify the related parties and discuss the services provided by these parties
and the amounts paid or payable, if any, for their services.

                                       8

<Page>

                                    PART IV

<Table>
<Caption>
                                                                                         Annual Report
                                                                                          Page Number
                                                                                         -------------

Item 14. Exhibits, Financial Statement Schedules, and Reports on Form 8-K
                                                                                

(a)       1.   Financial Statements and Report of Independent
               Accountants--incorporated by reference to the Registrant's 2001 Annual
               Report, which is filed as an exhibit hereto

               Report of Independent Accountants                                               2

               Financial Statements:

               Statements of Financial Condition--December 31, 2001 and 2000                   3

               Condensed Schedule of Investments--At December 31, 2001                         4

               Statements of Operations--Three years ended December 31, 2001                   5

               Statements of Changes in Trust Capital--Three years ended December 31,
               2001                                                                            5

               Notes to Financial Statements                                                   6

          2.   Financial Statement Schedules

               All schedules have been omitted because they are not applicable or the
               required information is included in the financial statements or notes
               thereto.

          3.   Exhibits

               Description:

         3.1   Second Amended and Restated Declaration of Trust and Trust Agreement of
         and   World Monitor Trust dated as of March 17, 1998 (incorporated by
         4.1   reference to Exhibits 3.1 and 4.1 to the Registrant's Registration
               Statement on Form S-1, File No. 333-43033 dated as of March 23, 1998)

         4.2   Form of Request for Redemption (incorporated by reference to Exhibit
               4.2 to the Registrant's Registration Statement on Form S-1, File No.
               333-43033 dated as of March 23, 1998)

         4.3   Form of Exchange Request (incorporated by reference to Exhibit 4.3 to
               the Registrant's Registration Statement on Form S-1, File No. 333-43033
               dated as of March 23, 1998)

         4.4   Form of Subscription Agreement (incorporated by reference to Exhibit
               4.4 to the Registrant's Registration Statement on Form S-1, File No.
               333-43033 dated as of March 23, 1998)

        10.1   Form of Escrow Agreement among the Trust, Prudential Securities Futures
               Management Inc., Prudential Securities Incorporated and The Bank of New
               York (incorporated by reference to Exhibit 10.1 to the Registrant's
               Registration Statement on Form S-1, File No. 333-43033 dated as of
               March 23, 1998)

        10.2   Form of Brokerage Agreement among the Trust and Prudential Securities
               Incorporated (incorporated by reference to Exhibit 10.2 to the
               Registrant's Registration Statement on Form S-1, File No. 333-43033
               dated as of March 23, 1998)
</Table>

                                       9

<Page>

<Table>
                                                                                
        10.3   Form of Advisory Agreement among the Registrant, Prudential Securities
               Futures Management Inc., and the Trading Advisor (incorporated by
               reference to Exhibit 10.3 to the Registrant's Registration Statement on
               Form S-1, File No. 333-43033 dated as of March 23, 1998)

        10.4   Form of Representation Agreement Concerning the Registration Statement
               and the Prospectus among the Trust, Prudential Securities Futures
               Management Inc., Prudential Securities Incorporated, Wilmington Trust
               Company and the Trading Advisor (incorporated by reference to Exhibit
               10.4 to the Registrant's Registration Statement on Form S-1, File No.
               333-43033 dated as of March 23, 1998)

        10.5   Form of Net Worth Agreement between Prudential Securities Futures
               Management Inc. and Prudential Securities Incorporated (incorporated by
               reference to Exhibit 10.5 to the Registrant's Registration Statement on
               Form S-1, File No. 333-43033 dated as of March 23, 1998)

        10.6   Form of Foreign Currency Addendum to Brokerage Agreement between the
               Trust and Prudential Securities Incorporated (incorporated by reference
               to Exhibit 10.6 to the Registrant's Quarterly Report on Form 10-Q, File
               No. 333-43033, for the quarter ended March 31, 1998)

        10.7   Form of Advisory Agreement among the Registrant, Prudential Securities
               Futures Management Inc., and the Trading Advisor dated March 21, 2000
               (incorporated by reference to Exhibit 10.7 on the Registrant's Form
               10-K, File No. 0-25785, for the year ended December 31, 1999)

        13.1   Registrant's 2001 Annual Report (with the exception of the information
               and data incorporated by reference in Items 5, 7 and 8 of this Annual
               Report on Form 10-K, no other information or data appearing in the
               Registrant's 2001 Annual Report is to be deemed filed as part of this
               report) (filed herewith)

(b)            Reports on Form 8-K--None
</Table>

                                       10

<Page>

                                   SIGNATURES

   Pursuant to the requirements of Section 13 or 15(d) of the Securities
Exchange Act of 1934, the Registrant has duly caused this report to be signed
on its behalf by the undersigned, thereunto duly authorized.

World Monitor Trust--Series A

By: Prudential Securities Futures Management Inc.
    A Delaware corporation, Managing Owner

     By: /s/ Barbara J. Brooks                    Date: March 28, 2002
     ----------------------------------------
     Barbara J. Brooks
     Chief Financial Officer

   Pursuant to the requirements of the Securities Exchange Act of 1934, this
report has been signed below by the following persons on behalf of the
Registrant and in the capacities (with respect to the Managing Owner) and on
the dates indicated.

By: Prudential Securities Futures Management Inc.
    A Delaware corporation, Managing Owner

    By: /s/ Alex H. Ladouceur                     Date: March 28, 2002
    -----------------------------------------
    Alex H. Ladouceur
    Chairman of the Board of Directors and
    Director

    By: /s/ Eleanor L. Thomas                     Date: March 28, 2002
    -----------------------------------------
    Eleanor L. Thomas
    President and Director

    By: /s/ Barbara J. Brooks                     Date: March 28, 2002
    -----------------------------------------
    Barbara J. Brooks
    Chief Financial Officer (chief accounting
    officer)

    By: /s/ Guy S. Scarpaci                       Date: March 28, 2002
    -----------------------------------------
    Guy S. Scarpaci
    Director

    By:                                           Date:
    -----------------------------------------
    Tamara B. Wright
    Senior Vice President and Director


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