<TABLE> <S> <C>
<PAGE>
<ARTICLE> BD
<CIK> 0000904918
<NAME> ML GLOBAL HORIZONS LP
<S> <C> <C>
<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> 60,664,477 88,627,684
<SECURITIES-RESALE> 0 0
<SECURITIES-BORROWED> 0 0
<INSTRUMENTS-OWNED> 0 0
<PP&E> 0 0
<TOTAL-ASSETS> 60,664,477 88,627,684
<SHORT-TERM> 0 0
<PAYABLES> 1,886,355 2,485,523
<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> 58,788,122 86,142,161
<TOTAL-LIABILITY-AND-EQUITY> 60,664,477 88,627,684
<TRADING-REVENUE> (1,486,779) 5,282,340
<INTEREST-DIVIDENDS> 3,035,927 3,374,614
<COMMISSIONS> 4,005,240 6,220,193
<INVESTMENT-BANKING-REVENUES> 0 0
<FEE-REVENUE> 0 0
<INTEREST-EXPENSE> 0 0
<COMPENSATION> 0 0
<INCOME-PRETAX> (2,456,092) 2,436,761
<INCOME-PRE-EXTRAORDINARY> (2,456,092) 2,436,761
<EXTRAORDINARY> 0 0
<CHANGES> 0 0
<NET-INCOME> (2,456,092) 2,436,761
<EPS-BASIC> (5.89) 4.22
<EPS-DILUTED> (5.89) 4.22
</TABLE>