<PAGE>
WORLD MONITOR TRUST--
SERIES B
MONTHLY REPORT/
NOVEMBER 26, 1999
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WORLD MONITOR TRUST--SERIES B
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Dear Interest Holder:
Enclosed is the report for the period from October 30, 1999 to November 26, 1999
for World Monitor Trust--Series B (the 'Trust'). The net asset value of an
interest as of November 26, 1999 was $123.76, a decrease of 0.19% from the
October 29, 1999 value of $123.99. The 1999 calendar year-to-date return for the
Trust was an increase of 10.52% as of November 26, 1999.
The estimated net asset value per interest as of December 14, 1999 was $119.75.
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.
<TABLE>
<CAPTION>
STATEMENT OF OPERATIONS
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For the period from October 30, 1999 to
November 26, 1999
<S> <C>
Revenues:
Realized loss on commodity
transactions.......................... $(578,136)
Change in unrealized commodity
positions............................. 648,320
Interest income......................... 98,429
---------
168,613
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Expenses:
Commissions............................. 151,736
Management fee.......................... 39,102
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190,838
---------
Net loss................................ $ (22,225)
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---------
</TABLE>
<TABLE>
<CAPTION>
STATEMENT OF CHANGES IN NET ASSET VALUE
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For the period from October 30, 1999 to
November 26, 1999
Per
Total Interest
----------- -------
<S> <C> <C>
Net asset value at beginning
of period (197,450.991
interests).................. $24,482,681 $123.99
Contributions................. 2,102,283
Net loss...................... (22,225)
Redemptions................... (288,043)
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Net asset value at end of
period (212,301.904
interests).................. $26,274,696 123.76
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-----------
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Change in net asset
value per interest....................... $ (0.23)
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-------
Percentage change.......................... (0.19)%
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-------
</TABLE>
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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--Series B is accurate and
complete.
PRUDENTIAL SECURITIES FUTURES
MANAGEMENT INC.
/s/ Barbara J. Brooks
---------------------
by: Barbara J. Brooks
Chief Financial Officer
