<PAGE>
WORLD MONITOR TRUST--
SERIES B
MONTHLY REPORT/
MAY 26, 2000
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WORLD MONITOR TRUST--SERIES B
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Dear Interest Holder:
Enclosed is the report for the period from April 29, 2000 to May 26, 2000 for
World Monitor Trust--Series B ('Series B'). The net asset value of an interest
as of May 26, 2000 was $116.34, an increase of 4.01% from the April 28, 2000
value of $111.85. The year-to-date return for Series B was a decrease of 4.35%
as of May 26, 2000.
The estimated net asset value per interest as of June 14, 2000 was $114.64.
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 April 29, 2000 to
May 26, 2000
<S> <C>
Revenues:
Realized loss on commodity
transactions......................... $ (80,076)
Change in unrealized commodity
positions............................ 1,008,773
Interest income........................ 101,604
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1,030,301
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Expenses:
Commissions............................ 130,918
Management fee......................... 33,735
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164,653
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Net gain............................... $ 865,648
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</TABLE>
<TABLE>
<CAPTION>
STATEMENT OF CHANGES IN NET ASSET VALUE
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For the period from April 29, 2000 to
May 26, 2000
Per
Total Interest
<S> <C> <C>
----------- -------
Net asset value at beginning
of period (197,817.067
interests).................. $22,126,263 $111.85
Contributions................. 27,000
Net gain...................... 865,648
Redemptions................... (586,195)
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Net asset value at end of
period (192,816.782
interests).................. $22,432,716 116.34
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-----------
Change in net asset
value per interest....................... $ 4.49
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Percentage change.......................... 4.01%
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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.
by: /s/ Barbara J. Brooks
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Barbara J. Brooks
Chief Financial Officer
