<ARTICLE> BD <CIK> 0000853456 <NAME> JOHN W. HENRY & CO/MILLBURN LP <PERIOD-TYPE> 3-MOS 3-MOS <FISCAL-YEAR-END> DEC-31-2000 DEC-31-1999 <PERIOD-START> JAN-01-2000 JAN-01-1999 <PERIOD-END> MAR-31-2000 MAR-31-1999 <CASH> 0 0 <RECEIVABLES> 36,037,944 53,361,244 <SECURITIES-RESALE> 0 0 <SECURITIES-BORROWED> 0 0 <INSTRUMENTS-OWNED> 0 0 <PP&E> 0 0 <TOTAL-ASSETS> 36,037,944 53,361,244 <SHORT-TERM> 0 0 <PAYABLES> 1,364,144 527,014 <REPOS-SOLD> 0 0 <SECURITIES-LOANED> 0 0 <INSTRUMENTS-SOLD> 0 0 <LONG-TERM> 0 0 <PREFERRED-MANDATORY> 0 0 <PREFERRED> 0 0 <COMMON> 0 0 <OTHER-SE> 34,673,800 52,834,230 <TOTAL-LIABILITY-AND-EQUITY> 36,037,944 53,361,244 <TRADING-REVENUE> 0 0 <INTEREST-DIVIDENDS> 0 0 <COMMISSIONS> 0 0 <INVESTMENT-BANKING-REVENUES> 0 0 <FEE-REVENUE> 0 0 <INTEREST-EXPENSE> 0 0 <COMPENSATION> 0 0 <INCOME-PRETAX> (4,774,478) (1,507,632) <INCOME-PRE-EXTRAORDINARY> 0 0 <EXTRAORDINARY> 0 0 <CHANGES> 0 0 <NET-INCOME> (4,774,478) (1,507,632) <EPS-BASIC> (23.47) (6.36) <EPS-DILUTED> (23.47) (6.36)