<TABLE> <S> <C>
<PAGE>
<ARTICLE> BD
<CIK> 0000835666
<NAME> ML FUTURES INVESTMENTS LP
<S> <C> <C>
<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
0 0
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
</TABLE>