<ARTICLE> 5 <CIK> 0000841941 <NAME> SLH PERFORMANCE PARTNERS FUTURES FUND L.P. <PERIOD-TYPE> 3-MOS <FISCAL-YEAR-END> DEC-31-1996 <PERIOD-START> JAN-01-1996 <PERIOD-END> MAR-31-1996 <CASH> 2,931,477 <SECURITIES> 34,835 <RECEIVABLES> 10,124 <ALLOWANCES> 0 <INVENTORY> 0 <CURRENT-ASSETS> 2,976,436 <PP&E> 0 <DEPRECIATION> 0 <TOTAL-ASSETS> 2,976,436 <CURRENT-LIABILITIES> 152,803 <BONDS> 0 <PREFERRED-MANDATORY> 0 <PREFERRED> 0 <COMMON> 0 <OTHER-SE> 2,823,633 <TOTAL-LIABILITY-AND-EQUITY> 2,976,436 <SALES> 0 <TOTAL-REVENUES> (229,137) <CGS> 0 <TOTAL-COSTS> 0 <OTHER-EXPENSES> 29,012 <LOSS-PROVISION> 0 <INTEREST-EXPENSE> 0 <INCOME-PRETAX> (258,149) <INCOME-TAX> 0 <INCOME-CONTINUING> 0 <DISCONTINUED> 0 <EXTRAORDINARY> 0 <CHANGES> 0 <NET-INCOME> (258,149) <EPS-PRIMARY> (112.54) <EPS-DILUTED> 0