WORLD MONITOR TRUST-- SERIES A MONTHLY REPORT/ OCTOBER 29, 1999 WORLD MONITOR TRUST--SERIES A -------------------------------------------------------------------------------- Dear Interest Holder: Enclosed is the report for the period from September 25, 1999 to October 29, 1999 for World Monitor Trust--Series A (the 'Trust'). The net asset value of an interest as of October 29, 1999 was $83.19, a decrease of 8.40% from the September 25, 1999 value of $90.82. The 1999 calendar year-to-date return for the Trust was a decrease of 15.38% as of October 29, 1999. The estimated net asset value per interest as of November 19, 1999 was $80.11. 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/ Joseph A. Filicetti ------------------------ Joseph A. Filicetti 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 September 25, 1999 to October 29, 1999 Revenues: Realized loss on commodity transactions........................ $(1,437,713) Change in unrealized commodity positions........................... (413,167) Interest income....................... 133,552 ----------- (1,717,328) ----------- Expenses: Commissions........................... 169,066 Management fee........................ 43,566 ----------- 212,632 ----------- Net loss.............................. $(1,929,960) ----------- ----------- STATEMENT OF CHANGES IN NET ASSET VALUE ------------------------------------------------------ For the period from September 25, 1999 to October 29, 1999 Per Total Interest ----------- -------- Net asset value at beginning of period (173,628.284 interests).................. $15,768,593 $90.82 Additional contributions...... 13,217,919 Net loss...................... (1,929,960) Redemptions................... (483,409) ----------- Net asset value at end of period (319,445.307 interests).................. $26,573,143 83.19 ----------- -------- ----------- Change in net asset value per interest....................... $(7.63) -------- -------- Percentage change.......................... (8.40)% -------- -------- ------------------------------------------------------ I hereby affirm that, to the best of my knowledge and belief, the information contained herein relating to World Monitor Trust--Series A is accurate and complete. PRUDENTIAL SECURITIES FUTURES MANAGEMENT INC. /s/ Barbara J. Brooks --------------------- by: Barbara J. Brooks Chief Financial Officer