This paper studies a trader's conjecture-making behavior concerning the quantities and the prices of his net-trade. In the literature of monopolistic competition and quantity-constrained equilibria, it is known that asymmetry in traders' conjecture-making behavior causes price-rigidity. However, what causes such asymmetry has not yet been studied. We demonstrate that a quantity conjecture function, which represents the trader's conjecture-making behavior concerning quantities, has an intrinsic kinkedness when he forecasts his quantity constraints based on his market share.