<ARTICLE> BD <CIK> 0000853456 <NAME> ML/JOHN W HENRY & CO/MILLBURN LP <PERIOD-TYPE> 9-MOS 9-MOS <FISCAL-YEAR-END> DEC-31-2000 DEC-31-1999 <PERIOD-START> JAN-01-2000 JAN-01-1999 <PERIOD-END> SEP-30-2000 SEP-30-1999 <CASH> 0 0 <RECEIVABLES> 25,216,666 50,375,641 <SECURITIES-RESALE> 0 0 <SECURITIES-BORROWED> 0 0 <INSTRUMENTS-OWNED> 0 0 <PP&E> 0 0 <TOTAL-ASSETS> 25,216,666 50,375,641 <SHORT-TERM> 0 0 <PAYABLES> 1,993,896 659,700 <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> 23,222,770 49,715,941 <TOTAL-LIABILITY-AND-EQUITY> 25,216,666 50,375,641 <TRADING-REVENUE> 0 0 <INTEREST-DIVIDENDS> 0 0 <COMMISSIONS> 0 0 <INVESTMENT-BANKING-REVENUES> (10,469,428) (1,134,309) <FEE-REVENUE> 0 0 <INTEREST-EXPENSE> 0 0 <COMPENSATION> 0 0 <INCOME-PRETAX> (10,469,428) (1,134,309) <INCOME-PRE-EXTRAORDINARY> (10,469,428) (1,134,309) <EXTRAORDINARY> 0 0 <CHANGES> 0 0 <NET-INCOME> (10,469,428) (1,134,309) <EPS-BASIC> (56.27) (4.93) <EPS-DILUTED> (56.27) (4.93)