<PAGE>


                                                                   Exhibit 13.01

MILLBURN WORLD RESOURCE TRUST.                                               F-1
AFFIRMATION OF MILLBURN RIDGEFIELD CORPORATION
--------------------------------------------------------------------------------


In compliance with the Commodity Futures Trading Commission's regulations, I
hereby affirm that to the best of my knowledge and belief, the information
contained in the statements of financial condition of The Millburn World
Resource Trust, at December 31, 1999 and 1998 and the related statements of
operations and of changes in Trust capital for the years ended December 31,
1999, 1998 and 1997 are complete and accurate.

GEORGE E. CRAPPLE, CO - CHIEF EXECUTIVE OFFICER
MILLBURN RIDGEFIELD CORPORATION
MANAGING OWNER OF THE MILLBURN WORLD RESOURCE TRUST


<PAGE>



                        REPORT OF INDEPENDENT ACCOUNTANTS

To the Unitholders of
The Millburn World Resource Trust:

In our opinion, the accompanying statements of financial condition and the
related statements of operations and of changes in Trust capital present fairly,
in all material respects, the financial position of The Millburn World Resource
Trust at December 31, 1999 and 1998, and the results of its operations for each
of the three years in the period ended December 31, 1999, in conformity with
accounting principles generally accepted in the United States. These financial
statements are the responsibility of the Trust's management; our responsibility
is to express an opinion on these financial statements based on our audits. We
conducted our audits of these financial statements in accordance with auditing
standards generally accepted in the United States, which require that we plan
and perform the audit to obtain reasonable assurance about whether the financial
statements are free of material misstatement. An audit includes examining, on a
test basis, evidence supporting the amounts and disclosures in the financial
statements, assessing the accounting principles used and significant estimates
made by management, and evaluating the overall financial statement presentation.
We believe that our audits provide a reasonable basis for the opinion expressed
above.

PricewaterhouseCoopers LLP

February 11, 2000


<PAGE>


THE MILLBURN WORLD RESOURCE TRUST                                            F-3
STATEMENTS OF FINANCIAL CONDITION
AT DECEMBER 31, 1999 AND 1998
--------------------------------------------------------------------------------

<TABLE>
<CAPTION>
ASSETS                                                                         1999               1998
<S>                                                                       <C>               <C>
Equity in trading accounts:
  Cash                                                                       $  2,885,005       $   3,646,692
  Investments in U.S. Treasury bills - at value (amortized
    cost $20,714,304 and $19,502,626 at December 31,
    1999 and 1998, respectively) (Note 2)                                      20,714,304          19,502,626
  Unrealized appreciation on open contracts                                     3,240,145           6,974,974
  Unrealized depreciation on open contracts                                      (259,646)         (1,457,528)
                                                                          ----------------  ------------------
         TOTAL EQUITY IN TRADING ACCOUNTS                                      26,579,808          28,666,764

Money market fund                                                               2,534,912           2,278,968
Investment in U.S. Treasury bills - at value (amortized cost
  $24,036,104 and $45,491,917 at December 31,
  1999 and 1998, respectively) (Note 2)                                        24,036,104          45,491,917
                                                                          ----------------  ------------------
         TOTAL ASSETS                                                        $ 53,150,824        $ 76,437,649
                                                                          ----------------  ------------------
                                                                          ----------------  ------------------
LIABILITIES AND TRUST CAPITAL

Accounts payable and accrued expenses                                        $     70,961        $     62,706
Redemptions payable to unitholders, net (Note 8)                                2,261,893           2,066,608
Accrued brokerage fees (Note 4)                                                   333,354             487,698
                                                                          ----------------  ------------------
         TOTAL LIABILITIES                                                      2,666,208           2,617,012
                                                                          ----------------  ------------------

    Trust capital (Notes 4, 8 and 9):

    Managing Owner interest                                                       848,658             873,631
    Unitholders, (44,722.052 and 59,096.099 Units of Beneficial
      Interest outstanding at December 31, 1999 and 1998,
      respectively)                                                            49,635,958          72,947,006
                                                                          ----------------  ------------------
         TOTAL TRUST CAPITAL                                                   50,484,616          73,820,637
                                                                          ----------------  ------------------
         TOTAL LIABILITIES AND TRUST CAPITAL                                 $ 53,150,824        $ 76,437,649
                                                                          ----------------  ------------------
                                                                          ----------------  ------------------
</TABLE>


                 See accompanying notes to financial statements.



<PAGE>


THE MILLBURN WORLD RESOURCE TRUST                                            F-4
STATEMENTS OF OPERATIONS
FOR THE YEARS ENDED DECEMBER 31, 1999, 1998 AND 1997
--------------------------------------------------------------------------------

<TABLE>
<CAPTION>
                                                           1999               1998                 1997
<S>                                                    <C>                <C>                  <C>
Income (Note 2):
  Net gains (losses) on trading of futures,
  forward and option contracts
    Realized gains (losses)
      Futures and forwards                                $ (913,247)        $  5,390,695         $  4,123,599
      Options                                                      -            1,114,879             (486,783)
    Change in unrealized appreciation
      (depreciation):
        Futures and forwards                              (2,536,947)             764,120            1,548,085
        Options                                                    -             (163,054)             (73,486)
                                                      ---------------   ------------------  -------------------
                                                      ---------------   ------------------  -------------------
                                                          (3,450,194)           7,106,640            5,111,415
        Less, Brokerage fees (Note 4)                      5,496,697            6,528,321            6,057,327
                                                      ---------------   ------------------  -------------------
          NET REALIZED AND UNREALIZED GAINS
            (LOSSES) ON TRADING OF FUTURES,
            FORWARD AND OPTION CONTRACTS                  (8,946,891)             578,319             (945,912)

  Interest income                                          3,026,673            3,810,780            3,467,544
  Foreign exchange gain (loss)                               (33,211)            (198,930)              62,685
                                                      ---------------   ------------------  -------------------
          TOTAL INCOME (LOSS)                             (5,953,429)           4,190,169            2,584,317
                                                      ---------------   ------------------  -------------------
Expenses (Note 2):
  Profit share (Note 4)                                            -                    -              695,667
  Administrative expenses                                    389,267              581,101              345,473
                                                      ---------------   ------------------  -------------------
                                                             389,267              581,101            1,041,140
                                                      ---------------   ------------------  -------------------
          NET INCOME (LOSS)                              $(6,342,696)        $  3,609,068         $  1,543,177
                                                      ---------------   ------------------  -------------------
                                                      ---------------   ------------------  -------------------
          NET INCOME (LOSS) PER UNIT OF
            BENEFICIAL INTEREST (NOTE 9)                   $ (124.50)          $    51.95           $    32.29
                                                      ---------------   ------------------  -------------------
                                                      ---------------   ------------------  -------------------
</TABLE>



                 See accompanying notes to financial statements.

<PAGE>


THE MILLBURN WORLD RESOURCE TRUST                                            F-5
STATEMENTS OF CHANGES IN TRUST CAPITAL
FOR THE YEARS ENDED DECEMBER 31, 1999, 1998 AND 1997
--------------------------------------------------------------------------------

<TABLE>
<CAPTION>
                                                                    NEW PROFITS
                                                                       MEMO            MANAGING
                                                  UNITHOLDERS         ACCOUNT            OWNER             TOTAL
                                                  -----------       ------------      ----------        ------------
<S>                                               <C>               <C>               <C>               <C>
    TRUST CAPITAL AT DECEMBER 31, 1996             $54,723,006         $       -      $  1,417,312      $ 56,140,318

Proceeds from sale of  22,517.798 Units of
  Beneficial Interest                               26,834,427             7,679           115,000        26,957,106

Net income                                           1,469,088               323            73,766         1,543,177

Redemptions (8,664.831 Units of
  Beneficial Interest)                             (10,231,827)           (8,002)       (1,525,536)      (11,765,365)
Limited Partnership Units (131.370) allocated                -                 -                 -                 -
Managing Owner's Profit Share                                -           695,667                 -           695,667
Transfer from New Profits Memo Account to
  Managing Owner                                             -          (695,667)          695,667                 -
                                                ---------------  ----------------  ----------------  ----------------

    TRUST CAPITAL AT DECEMBER 31, 1997              72,794,694                 -           776,209        73,570,903

Proceeds from sale of 9,536.800 Units
  of Beneficial Interest                            11,163,820                 -                 -        11,163,820

Net income                                           3,511,646                              97,422         3,609,068

Redemptions (12,173.848 Units of Beneficial
  Interest)                                        (14,523,154)                -                 -       (14,523,154)
Limited Partnership Units (169.279) allocated                -                 -                 -                 -
                                                ---------------  ----------------  ----------------  ----------------
                                                    72,947,006                 -           873,631        73,820,637
                                                ---------------  ----------------  ----------------  ----------------

    TRUST CAPITAL DATED DECEMBER 31, 1998

Proceeds from sale of 3,163.697 Units of
  Beneficial Interest                                3,655,051                 -                 -         3,655,051

Net loss                                            (6,317,723)                -           (24,973)       (6,342,696)

Redemptions (17,657.948 Units of Beneficial
  Interest)                                        (20,648,376)                -                 -       (20,648,376)
Limited Partnership Units (120.204) allocated                -                 -                 -                 -
                                                ---------------  ----------------  ----------------  ----------------

    TRUST CAPITAL DATED DECEMBER 31,91999          $49,635,958         $       -       $   848,658      $ 50,484,616
                                                ---------------  ----------------  ----------------  ----------------
                                                ---------------  ----------------  ----------------  ----------------
</TABLE>


                 See accompanying notes to financial statements.

<PAGE>


THE MILLBURN WORLD RESOURCE TRUST                                            F-6
NOTES TO FINANCIAL STATEMENTS
--------------------------------------------------------------------------------

1.       PARTNERSHIP ORGANIZATION

         The Millburn World Resource Trust (the "Trust") was organized on June
         7, 1995 under the Delaware Business Trust Act. The Trust is engaged in
         speculative trading in the futures, options and forward markets. The
         instruments that are traded by the Trust are volatile and involve a
         high degree of risk. The Trust commenced trading operations on
         September 13, 1995.

         Millburn Ridgefield Corporation (the "Managing Owner") has agreed to
         make additional capital contributions, subject to certain possible
         exceptions in order to maintain its capital account at not less than 1%
         of the total capital accounts of the Trust. The Managing Owner and the
         holders of the Units of Beneficial Interest ("Units") issued by the
         Trust will share in any profits and losses of the Trust in proportion
         to the percentage interest owned by each, before brokerage commissions
         and profit share allocations. There are 63,400 Units authorized for
         sale.

2.       SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

         a.       INVESTMENTS

                  Open options, futures and forward contracts are valued at
                  market value. Realized gains (losses) and changes in
                  unrealized appreciation (depreciation) on futures, forward and
                  option contracts are recognized in the periods in which the
                  contracts are closed or the changes occur, and are included in
                  the statements of operations in net gains (losses) on trading
                  of futures, forward and option contracts. Investments in U.S.
                  government obligations are valued at cost plus amortized
                  discount which approximates value. Amortization of discount is
                  reflected as interest income.

         b.       FOREIGN CURRENCY TRANSLATION

                  Assets and liabilities denominated in foreign currencies are
                  translated at quoted prices of such currencies. Purchases and
                  sales of investments are translated at the exchange rate
                  prevailing when such transactions occurred.

         c.       INCOME TAXES

                  Income taxes have not been provided, as each Unitholder is
                  individually liable for the taxes, if any, on his share of the
                  Trust's income and expenses.

         d.       ESTIMATES

                  The preparation of financial statements in conformity with
                  generally accepted accounting principles requires management
                  to make estimates and assumptions that affect the reported
                  amounts of assets and liabilities and disclosure of contingent
                  assets and liabilities at the date of the financial statements
                  and reported amounts of revenues and expenses during the
                  period. Actual results could differ from these estimates.

         e.       RIGHT OF OFFSET

                  The customer agreements between the Trust and certain brokers
                  give the Trust the legal right to net unrealized gains and
                  losses. Unrealized gains and losses related to transactions
                  with these brokers are reflected on a net basis in the equity
                  in trading accounts in the statements of financial condition.


<PAGE>

THE MILLBURN WORLD RESOURCE TRUST                                            F-7
NOTES TO FINANCIAL STATEMENTS
--------------------------------------------------------------------------------

3.       ORGANIZATION AND OFFERING COSTS

         Organizational and initial offering costs (exclusive of selling
         commissions), estimated at $600,000, were advanced by the Managing
         Owner and were reimbursed by the Trust in 24 equal monthly
         installments, subject to a provision that the monthly installments
         received during any fiscal year did not in the aggregate exceed 0.167
         of 1% (a 2% annual rate) of the month-end Net Asset Value of the Trust
         as of each of the months elapsed during such fiscal year including the
         month of determination. The reimbursement of these costs was completed
         in the year ended December 31, 1997. The total costs were deducted from
         Trust capital upon commencement of trading, and reduced the redemption
         value per Unit to the extent that the reimbursement payments were made
         to the Managing Owner. The Managing Owner also pays, from its own
         funds, selling commissions on all sales of Units.

4.       TRUST AGREEMENT

         The Trust Agreement provides that the Managing Owner shall control,
         conduct and manage the business of the Trust, and may make all trading
         decisions.

         The Trust pays brokerage fees to the Managing Owner at the annual rate
         of 9.0% of the Trust's average month-end Net Assets of Unitholders
         interests (prior to reduction for accrued brokerage fees or Profit
         Share). The Managing Owner retains the right to charge less than the
         annual brokerage rate of 9% to those subscribers who either invest
         $1,000,000 or more in the Units or subscribe without incurring the
         selling commission paid by the managing owner.

         The Managing Owner, not the Trust, will pay all routine costs of
         executing and clearing the Trust's futures and options trades,
         including brokerage commissions payable to the clearing brokers.

         Profit Share equal to 17.5% of any New Trading Profits (as defined) in
         excess of the highest cumulative level of Trading Profit as of any
         previous calendar quarter-end is added to the New Profits Memo Account.
         A transfer from such account to the Managing Owner's capital account is
         made to the extent taxable capital gains are allocated to the Managing
         Owner.

         The Trust pays its legal, accounting, auditing, printing, postage and
         similar administrative expenses (including the Trustee's fees, the
         charges of an outside accounting services agency and the expenses of
         updating the Prospectus), as well as extraordinary costs.

5.       TRADING ACTIVITIES

         All of the derivatives owned by the Trust, including options, futures
         and forwards, are held for trading purposes. The results of the Trust's
         trading activity are shown in the statements of operations. The fair
         value of the derivative financial instruments, at December 31, 1999 and
         1998, respectively, was $2,980,499 and $5,517,446.

         The Trust conducts its trading activities with various brokers acting
         either as a broker or counterparty to various transactions. At December
         31, 1999 and 1998, respectively, cash and treasury bills, aggregating
         $23,599,309 and $23,149,318, included in the Trust's equity in trading
         accounts are held by such brokers in segregated accounts as required by
         U.S. Commodity Futures Trading Commission's regulations or by the
         counterparty bank or broker.


<PAGE>

THE MILLBURN WORLD RESOURCE TRUST                                            F-8
NOTES TO FINANCIAL STATEMENTS
--------------------------------------------------------------------------------

6.       DERIVATIVE INSTRUMENTS

         The Trust is party to derivative financial instruments in the normal
         course of its business. These financial instruments include forwards,
         futures and options, whose value is based upon an underlying asset,
         index, or reference rate, and generally represent future commitments to
         exchange currencies or cash flows, or to purchase or sell other
         financial instruments at specific terms at specified future dates.
         These instruments may be traded on an exchange or over-the-counter.
         Exchange traded instruments are standardized and include futures and
         certain options. Each of these instruments is subject to various risks
         similar to those related to the underlying financial instruments
         including market and credit risk.

         Market risk is the potential change in the value of the instruments
         traded by the Trust due to market changes, including interest and
         foreign exchange rate movements and fluctuations in commodity or
         security prices. Market risk is directly impacted by the volatility and
         liquidity in the markets in which the related underlying assets are
         traded.

         Credit risk is the possibility that a loss may occur due to the failure
         of a counterparty to perform according to the terms of a contract.
         Credit risk is normally reduced to the extent that an exchange or
         clearing organization acts as a counterparty to futures or options
         transactions, since typically the collective credit of the members of
         the exchange is pledged to support the financial integrity of the
         exchange. In the case of over-the-counter transactions, the Trust must
         rely solely on the credit of the individual counterparties. The Trust's
         risk of loss in the event of counterparty default is typically limited
         to the amounts recognized in the statement of financial condition, not
         to the contract or notional amounts of the instruments.

         The fair value of the Partnership's derivative financial instruments at
         December 31, 1999 and 1998 is detailed below:

<TABLE>
<CAPTION>
                                                                        UNREALIZED APPRECIATION
                                                                            (DEPRECIATION)
                                                                  ------------------------------------
                                                                       GROSS               NET
<S>                                                               <C>                <C>
DECEMBER 31, 1999:
  Exchange traded                                                      $ 3,288,946        $ 2,846,384
  Non-exchange traded                                                      402,364            134,115
                                                                  -----------------  -----------------
                                                                       $ 3,691,310        $ 2,980,499
                                                                  -----------------  -----------------
                                                                  -----------------  -----------------
DECEMBER 31, 1998:
  Exchange traded                                                      $ 8,180,903        $ 6,717,476
  Non-exchange traded                                                      637,335         (1,200,030)
                                                                  -----------------  -----------------
                                                                       $ 8,818,238        $ 5,517,446
                                                                  -----------------  -----------------
                                                                  -----------------  -----------------
</TABLE>

7.       TERMINATION

         The Trust will terminate on December 31, 2025 or at an earlier date if
         certain conditions occur as defined in the Declaration of Trust and
         Trust Agreement.


<PAGE>

THE MILLBURN WORLD RESOURCE TRUST                                            F-9
NOTES TO FINANCIAL STATEMENTS
--------------------------------------------------------------------------------

8.       REDEMPTIONS

         Units may be redeemed, at the option of any Unitholder, at Net Asset
         Value (as defined) as of the close of business on the last business day
         of any calendar month on ten business days' written notice to the
         Managing Owner. Persons who redeem Units at or prior to the end of the
         first and second successive six-month periods after such Units are sold
         will be assessed redemption charges of 4% and 3%, respectively (3% and
         2%, respectively, in the case of subscriptions of $1,000,000 or more),
         of their redeemed Units' Net Asset Value as of the date of redemption.
         All redemption charges will be paid to the Managing Owner.

         Effective January 1, 2000, approximately $2,133,426 in redemptions were
         made by unitholders.

9.       NET ASSET VALUE PER UNIT

         Changes in net asset value per Unit during the years ended December 31,
         1999, 1998 and 1997 were as follows:

<TABLE>
<CAPTION>
                                                        1999               1998                 1997
<S>                                               <C>                <C>                  <C>
    Net realized and unrealized gains (losses)
      on futures, forwards and options                   $ (173.00)         $     8.32           $   (19.79)
    Interest income                                          56.51               54.85                72.56
    Foreign exchange gain (loss)                             (0.65)              (2.86)                1.31
    Profit share expense                                         -                   -               (14.56)
    Administrative expenses                                  (7.36)              (8.36)               (7.23)
                                                   ----------------  ------------------   ------------------
             NET INCOME (LOSS) PER UNIT                    (124.50)              51.95                32.29

    Net asset value per Unit, beginning of year           1,234.38            1,182.43             1,150.14
                                                   ----------------  ------------------   ------------------
             NET ASSET VALUE PER UNIT,
               END OF YEAR                              $ 1,109.88         $  1,234.38          $  1,182.43
                                                   ----------------  ------------------   ------------------
                                                   ----------------  ------------------   ------------------
</TABLE>



10.      NEW ACCOUNTING PRONOUNCEMENT

         The Trust adopted Statement of Financial Accounting Standards No. 133
         (SFAS 133), ACCOUNTING FOR DERIVATIVE INSTRUMENTS AND HEDGING
         ACTIVITIES, on January 1, 1999. SFAS 133 requires that an entity
         recognize all derivative instruments in the statement of financial
         condition and measure those financial instruments at fair value. SFAS
         133 has no impact on the Trust's capital and operating results as all
         derivative instruments are recorded at fair value, with changes therein
         reported in the statements of operations.