<ARTICLE> BD
<CIK> 0000853456
<NAME> JOHN W. HENRY & CO/MILLBURN LP

                                                  
<PERIOD-TYPE>                   3-MOS                   3-MOS
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<PERIOD-START>                             JAN-01-2000             JAN-01-1999
<PERIOD-END>                               MAR-31-2000             MAR-31-1999
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