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

                                                  
<PERIOD-TYPE>                   9-MOS                   9-MOS
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<PERIOD-START>                             JAN-01-2000             JAN-01-1999
<PERIOD-END>                               SEP-30-2000             SEP-30-1999
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