<ARTICLE> BD <CIK> 0000835666 <NAME> ML FUTURES INVESTMENTS LP <PERIOD-TYPE> 6-MOS 6-MOS <FISCAL-YEAR-END> DEC-31-2000 DEC-31-1999 <PERIOD-START> JAN-01-2000 JAN-01-1999 <PERIOD-END> JUN-30-2000 JUN-30-1999 <CASH> 0 0 <RECEIVABLES> 14,844,798 19,585,691 <SECURITIES-RESALE> 0 0 <SECURITIES-BORROWED> 0 0 <INSTRUMENTS-OWNED> 0 0 <PP&E> 0 0 <TOTAL-ASSETS> 14,844,798 19,585,691 <SHORT-TERM> 0 0 <PAYABLES> 266,509 299,812 <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> 14,578,289 19,285,879 <TOTAL-LIABILITY-AND-EQUITY> 14,844,798 19,585,691 <TRADING-REVENUE> 0 0 <INTEREST-DIVIDENDS> 0 0 <COMMISSIONS> 0 0 <INVESTMENT-BANKING-REVENUES> (288,057) 23,801 <FEE-REVENUE> 0 0 <INTEREST-EXPENSE> 0 0 <COMPENSATION> 0 0 <INCOME-PRETAX> (288,057) 23,801 <INCOME-PRE-EXTRAORDINARY> (288,057) 23,801 <EXTRAORDINARY> 0 0 <CHANGES> 0 0 <NET-INCOME> (288,057) 23,801 <EPS-BASIC> (4.25) 0.28 <EPS-DILUTED> (4.25) 0.28