UNITED STATES
               SECURITIES AND EXCHANGE COMMISSION
                     Washington, D.C. 20549


                           FORM 10-Q


[X]   Quarterly  report pursuant to Section 13 or  15(d)  of  the
Securities Exchange Act of 1934
For the quarterly period ended March 31, 2000 or

[  ]   Transition report pursuant to Section 13 or 15(d)  of  the
Securities Exchange Act of 1934
For the transition period from               to

Commission File No. 0-19901


               DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
     (Exact name of registrant as specified in its charter)


          Delaware                              13-3642323
(State or other jurisdiction of              (I.R.S. Employer
incorporation  or organization)                    Identification
No.)


c/o Demeter Management Corporation
Two World Trade Center, 62 Fl., New York, NY        10048
(Address of principal executive offices)               (Zip Code)


Registrant's telephone number, including area code (212) 392-5454

_________________________________________________________________
_
(Former  name, former address, and former fiscal year, if changed
since last report)

Indicate  by check-mark whether the registrant (1) has filed  all
reports  required  to be filed by Section  13  or  15(d)  of  the
Securities  Exchange Act of 1934 during the preceding  12  months
(or  for such shorter period that the registrant was required  to
file  such  reports),  and (2) has been subject  to  such  filing
requirements for the past 90 days.


Yes     X           No





<PAGE>
<TABLE>

         DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.

             INDEX TO QUARTERLY REPORT ON FORM 10-Q

                       March 31, 2000
<CAPTION>

PART I. FINANCIAL INFORMATION
<S>                                                         <C>
Item 1. Financial Statements

     Statements of Financial Condition March 31, 2000
     (Unaudited) and December 31, 1999..........................2

     Statements of Operations for the Quarters Ended
     March 31, 2000 and 1999 (Unaudited)........................3

     Statements of Changes in Partners' Capital for the
        Quarters Ended March 31, 2000 and 1999
     (Unaudited)................................................4

     Statements of Cash Flows for the Quarters Ended
     March 31, 2000 and 1999 (Unaudited)........................5

        Notes to Financial Statements (Unaudited)...............6-
     10

Item 2. Management's Discussion and Analysis of

Financial Condition and Results of Operations.......11-18

Item 3. Quantitative and Qualitative Disclosures about
        Market Risk ....................................... 18-31

Part II. OTHER INFORMATION

Item 1. Legal Proceedings..................................... 32

Item 5. Other Information..................................... 32

Item 6. Exhibits and Reports on Form 8-K..................... .32






</TABLE>




<PAGE>
<TABLE>

                 PART I.  FINANCIAL INFORMATION

Item 1.  Financial Statements

         DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
               STATEMENTS OF FINANCIAL CONDITION
<CAPTION>
                                     March 31,     December 31,
                                        2000           1999
                                         $              $
                                    (Unaudited)
ASSETS
<S>                                     <C>            <C>
Equity in futures interests trading accounts:
 Cash                               12,963,692     14,098,056
 Net unrealized gain on open contracts   585,219      987,025

 Total Trading Equity               13,548,911     15,085,081

Due from DWR                            65,882         65,610
Interest receivable (DWR)               55,013         53,212

 Total Assets                       13,669,806     15,203,903

LIABILITIES AND PARTNERS' CAPITAL

Liabilities

 Redemptions payable                   359,021        310,659
 Accrued management fees                34,137         37,986
 Accrued administrative expenses        15,095          9,491

 Total Liabilities                     408,253        358,136

Partners' Capital

 Limited Partners (13,906.912 and
  15,086.096 Units, respectively)   13,058,762     14,636,245
 General Partner (215.962 Units)       202,791        209,522

 Total Partners' Capital            13,261,553     14,845,767

 Total Liabilities and Partners' Capital 13,669,806  15,203,903


NET ASSET VALUE PER UNIT                939.01         970.18


<FN>
           The accompanying notes are an integral part
                 of these financial statements.
</TABLE>




<PAGE>
<TABLE>
         DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
                    STATEMENTS OF OPERATIONS
                           (Unaudited)




<CAPTION>

                                For the Quarters Ended March 31,

                                       2000           1999
                                        $            $
REVENUES
<S>                            <C>           <C>
 Trading profit (loss):
    Realized                       189,568    1,094,288
    Net change in unrealized       (401,806)  (1,177,208)
      Total Trading Results        (212,238)     (82,920)
    Interest Income (DWR)          160,458         158,240
      Total Revenues                (51,780)        75,320

EXPENSES

    Brokerage commissions (DWR)     252,526     317,184
                              Management fees108,298      139,122
Transaction   fees   and   costs              28,346       39,860
Administrative expenses                9,002       11,565
      Total Expenses                 398,172    507,731

NET LOSS                           (449,952)    (432,411)

NET LOSS ALLOCATION

   Limited   Partners                    (443,221)      (427,079)
General Partner                      (6,731)      (5,332)

NET LOSS PER UNIT

                         Limited                         Partners
(31.17)                                                   (24.69)
General                                                   Partner
(31.17)                        (24.69)

<FN>

          The accompanying notes are an integral part
                 of these financial statements.

</TABLE>

<PAGE>
<TABLE>
         DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
           STATEMENTS OF CHANGES IN PARTNERS' CAPITAL
         For the Quarters Ended March 31, 2000 and 1999
                           (Unaudited)

<CAPTION>



                          Units of
                        Partnership Limited   General
                          Interest   Partners Partner    Total



<S>                <C>                     <C>                   <C>
<C>
Partners' Capital,
   December 31, 1998   17,646.093          $18,754,867           $232,376
$18,987,243
Net Loss                  -                (427,079)     (5,332)      (432,411)

Redemptions             (522.682)            (552,743)                    -
(552,743)

Partners' Capital,
   March 31, 1999      17,123.411           $17,775,045            $227,044
$18,002,089



Partners' Capital,
   December 31, 1999   15,302.058          $14,636,245           $209,522
$14,845,767
Net Loss                   -               (443,221)     (6,731)      (449,952)

Redemptions           (1,179.184)               (1,134,262)               -
(1,134,262)

Partners' Capital,
   March 31, 2000      14,122.874           $13,058,762            $202,791
$13,261,553









<FN>

           The accompanying notes are an integral part
                 of these financial statements.
</TABLE>






<PAGE>
<TABLE>


         DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
                    STATEMENTS OF CASH FLOWS
                           (Unaudited)


<CAPTION>



                                For the Quarters Ended March 31,

                                       2000            1999
                                        $            $
CASH FLOWS FROM OPERATING ACTIVITIES
<S>                           <C>                        <C>
Net     loss                                            (449,952)
(432,411)
Noncash item included in net loss:
      Net  change  in  unrealized         401,806               1
,177,208
Increase in operating assets:
    Due from DWR                        (272)            (17,190)
    Interest receivable (DWR)         (1,801)            (1,830)
Increase (decrease) in operating liabilities:
     Accrued management fees           (3,849)            (2,297)
Accrued        administrative       expenses                5,604
2,115
Net cash provided by (used for) operating activities     (48,464)
725,595

CASH FLOWS FROM FINANCING ACTIVITIES

Increase in redemptions payable      48,362              68,808
Redemptions        of       Units                     (1,134,262)
(552,743)

Net    cash    used   for   financing   activities    (1,085,900)
(483,935)

Net increase (decrease) in cash   (1,134,364)            241,660

Balance      at      beginning     of     period       14,098,056
17,208,838

Balance      at      end     of     period             12,963,692
17,450,498
<FN>




           The accompanying notes are an integral part
                 of these financial statements.
</TABLE>
<PAGE>
          DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.

                  NOTES TO FINANCIAL STATEMENTS

                           (UNAUDITED)

The  financial statements include, in the opinion of  management,

all  adjustments necessary for a fair presentation of the results

of  operations  and  financial condition of  Dean  Witter  Global

Perspective  Portfolio L.P. (the "Partnership").   The  financial

statements  and  condensed  notes  herein  should  be   read   in

conjunction  with  the  Partnership's December  31,  1999  Annual

Report on Form 10-K.


1. Organization

Dean  Witter  Global  Perspective Portfolio L.P.  is  a  Delaware

limited  partnership  organized  to  engage  primarily   in   the

speculative trading of futures and forward contracts, options  on

futures  contracts,  physical  commodities  and  other  commodity

interests (collectively, "futures interests").



The   general   partner   is   Demeter   Management   Corporation

("Demeter").  The non-clearing commodity broker  is  Dean  Witter

Reynolds  Inc.  ("DWR")  and an unaffiliated  clearing  commodity

broker,  Carr  Futures  Inc.  ("Carr"),  provides  clearing   and

execution  services.   Both  Demeter  and  DWR  are  wholly-owned

subsidiaries  of  Morgan Stanley Dean Witter & Co.   The  trading

advisors for the Partnership are ELM Financial, Inc., EMC Capital

Management,   Inc.  and  Millburn  Ridgefield  Corporation   (the

"Trading Advisors").


<PAGE>
          DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
            NOTES TO FINANCIAL STATEMENTS (CONTINUED)


2.  Related Party Transactions

The Partnership's cash is on deposit with DWR and Carr in futures

interests trading accounts to meet margin requirements as needed.

DWR  pays  interest on these funds based on current 13-week  U.S.

Treasury  bill rates. The Partnership pays brokerage  commissions

to DWR.



3.  Financial Instruments

The Partnership trades futures and forward contracts, options  on

futures  contracts,  physical  commodities  and  other  commodity

interests.  Futures and forwards represent contracts for  delayed

delivery  of  an instrument at a specified date and price.   Risk

arises  from  changes  in the value of these  contracts  and  the

potential inability of counterparties to perform under the  terms

of   the  contracts.   There  are  numerous  factors  which   may

significantly  influence  the market value  of  these  contracts,

including interest rate volatility.



In  June  1998, the Financial Accounting Standards Board ("FASB")

issued  Statement of Financial Accounting Standard  ("SFAS")  No.

133,   "Accounting   for  Derivative  Instruments   and   Hedging

Activities" effective for fiscal years beginning after June 15,





<PAGE>

          DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
            NOTES TO FINANCIAL STATEMENTS (CONTINUED)


1999.   In  June 1999, the FASB issued SFAS No. 137,  "Accounting

for  Derivative Instruments and Hedging Activities - Deferral  of

the  Effective Date of SFAS No. 133," which defers  the  required

implementation of SFAS No. 133 until fiscal years beginning after

June  15, 2000.  However, the Partnership had previously  elected

to adopt the provisions of SFAS No. 133 beginning with the fiscal

year  ended December 31, 1998.  SFAS No. 133 supersedes SFAS  No.

119  and  No.  105,  which  required the  disclosure  of  average

aggregate fair values and contract/notional values, respectively,

of  derivative financial instruments for an entity which  carries

its  assets at fair value.  The application of SFAS No. 133  does

not  have  a  significant  effect on the Partnership's  financial

statements.



The  net  unrealized gains on open contracts are  reported  as  a

component  of  "Equity in futures interests trading accounts"  on

the  statements of financial condition and totaled  $585,219  and

$987,025 at March 31, 2000 and December 31, 1999, respectively.



Of  the  $585,219 net unrealized gain on open contracts at  March

31,  2000,  $607,410 related to exchange-traded futures contracts

and  $(22,191)  related to off-exchange-traded  forward  currency

contracts.



<PAGE>
          DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
            NOTES TO FINANCIAL STATEMENTS (CONTINUED)


Of the $987,025 net unrealized gain on open contracts at December

31,  1999,  $957,815 related to exchange-traded futures contracts

and  $29,210  related  to  off-exchange-traded  forward  currency

contracts.



Exchange-traded  futures contracts held  by  the  Partnership  at

March 31, 2000 and December 31, 1999 mature through December 2000

and June 2000, respectively. Off-exchange-traded forward currency

contracts held by the Partnership at March 31, 2000 and  December

31, 1999 mature through June 2000 and March 2000, respectively.



The Partnership has credit risk associated with counterparty non-

performance.  The credit risk associated with the instruments  in

which  the  Partnership  is involved is limited  to  the  amounts

reflected in the Partnership's statements of financial condition.



The Partnership also has credit risk because DWR and Carr act  as

the  futures  commission  merchants or  the  counterparties  with

respect  to  most  of  the Partnership's assets.  Exchange-traded

futures and future-styled options contracts are marked to  market

on  a  daily basis, with variations in value settled on  a  daily

basis. Each of DWR and Carr, as a futures commission merchant for

the  Partnership's  exchange-traded  futures  and  futures-styled

options contracts, are required, pursuant to regulations of the

<PAGE>

          DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
            NOTES TO FINANCIAL STATEMENTS (CONCLUDED)


Commodity Futures Trading Commission ("CFTC"), to segregate  from

their  own  assets, and for the sole benefit of  their  commodity

customers, all funds held by them with respect to exchange-traded

futures and futures-styled options contracts, including an amount

equal to the net unrealized gain on all open futures and futures-

styled  options contracts, which funds, in the aggregate, totaled

$13,571,102  and $15,055,871 at March 31, 2000 and  December  31,

1999,  respectively.  With  respect  to  the  Partnership's  off-

exchange-traded forward currency contracts, there  are  no  daily

settlements  of variations in value nor is there any  requirement

that  an  amount equal to the net unrealized gain on open forward

contracts  be  segregated.  With respect to  those  off-exchange-

traded forward currency contracts, the Partnership is at risk  to

the  ability  of  Carr,  the sole counterparty  on  all  of  such

contracts,  to perform.  The Partnership has a netting  agreement

with  Carr.   This  agreement, which seeks  to  reduce  both  the

Partnership's and Carr's exposure on off-exchange-traded  forward

currency  contracts, should materially decrease the Partnership's

credit  risk  in  the event of Carr's bankruptcy  or  insolvency.

Carr's  parent, Credit Agricole Indosuez, has guaranteed  to  the

Partnership  payment  of  the  net  liquidating  value   of   the

transactions  in  the Partnership's account with Carr  (including

foreign currency contracts).



<PAGE>
Item   2.  MANAGEMENT'S  DISCUSSION  AND  ANALYSIS  OF  FINANCIAL
CONDITION AND RESULTS OF OPERATIONS

Liquidity - The Partnership deposits its assets with DWR as  non-

clearing  broker and Carr as clearing broker in separate  futures

trading  accounts  established for each  Trading  Advisor,  which

assets  are  used as margin to engage in trading. The assets  are

held   in  either  non-interest-bearing  bank  accounts   or   in

securities  and instruments permitted by the CFTC for  investment

of  customer  segregated  or secured  funds.   The  Partnership's

assets held by the commodity brokers may be used as margin solely

for  the  Partnership's  trading.  Since the  Partnership's  sole

purpose  is  to  trade in futures, forwards, and options,  it  is

expected  that the Partnership will continue to own  such  liquid

assets for margin purposes.



The  Partnership's investment in futures, forwards,  and  options

may, from time to time, be illiquid.  Most U.S. futures exchanges

limit  fluctuations in prices during a single day by  regulations

referred  to  as  "daily price fluctuations  limits"   or  "daily

limits".   Trades may not be executed at prices beyond the  daily

limit.  If the price for a particular futures or options contract

has increased or decreased by an amount equal to the daily limit,

positions  in  that futures or options contract  can  neither  be

taken  nor liquidated unless traders are willing to effect trades

at  or  within the limit.  Futures prices have occasionally moved

the



<PAGE>

daily  limit  for  several consecutive days  with  little  or  no

trading.   These market conditions could prevent the  Partnership

from  promptly  liquidating its futures or options contracts  and

result in restrictions on redemptions.



There  is  no limitation on daily price moves in trading  forward

contracts  on  foreign currencies.  The markets  for  some  world

currencies  have low trading volume and are illiquid,  which  may

prevent  the  Partnership from trading in potentially  profitable

markets  or  prevent  the Partnership from  promptly  liquidating

unfavorable  positions  in  such markets  and  subjecting  it  to

substantial  losses.   Either of these  market  conditions  could

result in restrictions on redemptions.



The  Partnership  has  never had illiquidity  affect  a  material

portion of its assets.



Capital  Resources. The Partnership does not have, or  expect  to

have,  any  capital assets.  Redemptions of additional  units  of

limited partnership interest ("Units") in the future will  affect

the   amount  of  funds  available  for  investments  in  futures

interests in subsequent periods.  It is not possible to  estimate

the  amount  and  therefore, the impact of future redemptions  of

Units.









<PAGE>

Results of Operations

General.   The  Partnership's  results  depend  on  its   Trading

Advisors  and  the  ability  of  the  Trading  Advisors'  trading

programs  to  take advantage of price movements or  other  profit

opportunities in the futures, forwards, and options markets.  The

following presents a summary of the Partnership's operations  for

the three months ended March 31, 2000 and 1999, respectively, and

a  general  discussion  of  its trading  activities  during  each

period.   It  is  important to note, however,  that  the  Trading

Advisors  trade  in various markets at different times  and  that

prior  activity  in a particular market does not mean  that  such

market will be actively traded by the Trading Advisors or will be

profitable   in  the  future.   Consequently,  the   results   of

operations of the Partnership are difficult to discuss other than

in  the  context of its Trading Advisors' trading  activities  on

behalf of the Partnership as a whole and how the Partnership  has

performed in the past.



For the Quarter Ended March 31, 2000

For  the  quarter ended March 31, 2000, the Partnership  recorded

total trading losses net of interest income of $51,780 and posted

a  decrease  in  Net Asset Value per Unit. The  most  significant

losses  of  approximately 2.3% were recorded in the global  stock

index futures markets primarily from long Hang Seng Index futures

positions  as Hong Kong's benchmark index plunged during  January

to  its  biggest  point  fall since the  Asian  financial  crisis

erupted in



<PAGE>

1997.   The index slumped on the poor performance of U.S.  stocks

as  fears  of  rising interest rates prompted investors  to  take

profits. Additional losses of approximately 1.5% were experienced

in  the  global interest rate futures markets from long  Japanese

government  bond  futures positions as prices slid  lower  during

February in reaction to the Japanese yen's weakness and a  higher

Nikkei   225   Index.   In  the  currency  markets,   losses   of

approximately  1.0%  were  incurred  from  short   Japanese   yen

positions as the value of the yen reversed higher versus the U.S.

dollar  and major European currencies during March on reports  of

yen  repatriation  by institutions ahead of the  Japanese  fiscal

year-end  on  March 31.  In the agricultural markets,  losses  of

approximately   1.0%  were  recorded  from  long  wheat   futures

positions  as  prices declined during February  as  a  result  of

insufficient  demand and heavy rain in the U.S. production  area.

Newly  established short positions resulted in additional  losses

during March as wheat prices surged as warm and dry forecasts for

the  central  U.S. supported the entire grains complex.   Smaller

losses  of  approximately  0.1% were experienced  in  the  metals

markets  due  to  choppy price movement in  gold  futures  and  a

reversal  lower  in  base metals prices, particularly  in  copper

futures,  during  February.   A portion  of  overall  Partnership

losses  was  offset  by gains recorded in the energy  markets  of

approximately 1.9% from long crude oil futures positions  as  oil

prices increased during January on growing speculation that  OPEC

would extend production cuts beyond the

<PAGE>

current  deadline  of  March  2000  and  frigid  weather  in  the

Northeastern  U.S.  Additional gains of approximately  0.1%  were

produced in the soft commodities markets from short sugar futures

positions  as prices dropped during January amid sustained  fears

of  a global supply surplus.  Total expenses for the three months

ended  March 31, 2000 were $398,172, resulting in a net  loss  of

$449,952.  The value of a Unit decreased from $970.18 on December

31, 1999 to $939.01 at March 31, 2000.



For the Quarter Ended March 31, 1999

For  the  quarter ended March 31, 1999, the Partnership  recorded

total trading revenues including interest income of $75,320  and,

after  expenses, posted a decrease in Net Asset Value  per  Unit.

The  Partnership recorded net losses of approximately 2.6% in the

global stock index futures markets primarily from trading S&P 500

Index  futures  during January and February  as  domestic  equity

prices moved in a choppy pattern on concerns that strong economic

growth  in  the U.S. would lead to an interest rate hike  by  the

Federal  Reserve.   Losses  were also  recorded  in  this  market

complex  from  long  IBEX-35 Index futures positions  as  Spanish

stock prices also moved in a trendless manner during January  and

March  in  response to the uncertainty caused  by  the  Brazilian

economic  crisis.   In the global interest rate futures  markets,

losses of approximately 1.8% were experienced during January  and

February  primarily  from short positions in Japanese  government

bond  futures as interest rate prices in Japan spiked higher amid

sizable losses

<PAGE>

in  global  stock markets in early January, a "flight-to-quality"

due  to  renewed  financial-market  turmoil  in  Brazil  and   an

announcement by the Japanese Ministry of Finance that they  would

resume   outright  purchases  of  government  bonds.    In   soft

commodities, losses of approximately 0.9% were recorded primarily

from long positions in coffee and sugar futures during January as

prices declined amid fears that economic turmoil in Brazil  would

lead  them  to  flood the market with increased exports.   Losses

were   also  recorded  during  March  from  long  coffee  futures

positions  as  prices surged late in the month as options-related

buying  triggered  waves of buy-stops at several  key  resistance

levels,  attracting fund short-covering. In the  metals  markets,

losses  of  approximately 0.6% were recorded primarily from  long

copper futures positions during February as copper prices fell to

a  12-year  low  amid a continued rise in supplies and  declining

demand amid a worldwide economic slowdown, particularly in  Asia.

Losses  were  also  experienced from short  positions  in  copper

futures during March as prices reversed higher in response  to  a

decline  in  LME  warehouse  stocks and  evidence  that  Japanese

consumption  has  stabilized.   A portion  of  the  Partnership's

overall   losses  for  the  quarter  was  offset  by   gains   of

approximately  1.5%  recorded in the currency  markets  primarily

from  short  positions in the European common  currency  and  the

Swiss  franc  as the value of these European currencies  declined

versus  the U.S. dollar during February and March.  Some  of  the

fundamental reasons that led to the decline in the value  of  the

euro and Swiss franc were the strength of the

<PAGE>

U.S.  economy,  concerns  pertaining to the  economic  health  of

Europe  and  Japan  and growing uncertainty  about  the  military

action  in  Yugoslavia.  Additional gains of  approximately  0.8%

were  recorded in the energy markets during March primarily  from

long  futures  positions in crude oil and its  refined  products,

heating   oil   and  unleaded  gasoline,  as  oil  prices   moved

considerably  higher.   The substantial recovery  in  oil  prices

during  March was largely attributed to the news that  both  OPEC

and  non-OPEC  countries had reached an agreement  to  cut  total

output by approximately two million barrels a day beginning April

1,  1999.   Smaller gains of approximately 0.3% were recorded  in

the  agricultural  markets during January and February  primarily

from short positions in soybean and soybean oil futures as prices

in these markets moved lower due to beneficial growing weather in

South  America and speculation that Brazil would increase exports

to  aid  its ailing economy. Total expenses for the three  months

ended  March 31, 1999 were $507,731, resulting in a net  loss  of

$432,411.   The  value  of  a Unit decreased  from  $1,076.00  at

December 31, 1998 to $1,051.31 at March 31, 1999.


Risks  Associated  With  the Euro.  On January  1,  1999,  eleven

countries  in  the  European Union established  fixed  conversion

rates on their existing sovereign currencies and converted  to  a

common single currency (the euro). During a three-year transition

period, the sovereign currencies will continue to exist but  only

as a fixed denomination of the euro.  Conversion to the euro

<PAGE>

prevents  the  Trading  Advisors  from  trading  those  sovereign

currencies and thereby limits their ability to take advantage  of

potential market opportunities that might otherwise have  existed

had  separate  currencies been available  to  trade.  This  could

adversely affect the performance results of the Partnership.


Item  3.  QUANTITATIVE AND QUALITATIVE DISCLOSURES  ABOUT  MARKET
RISK

Introduction

The  Partnership is a commodity pool involved in the  speculative

trading  of  futures interests.  The market-sensitive instruments

held  by  the  Partnership are acquired for  speculative  trading

purposes only and, as a result, all or substantially all  of  the

Partnership's  assets  are at risk of trading  loss.   Unlike  an

operating  company, the risk of market-sensitive  instruments  is

central,  not  incidental,  to  the Partnership's  main  business

activities.



The  futures interests traded by the Partnership involve  varying

degrees  of  market  risk.  Market risk is often  dependent  upon

changes  in  the level or volatility of interest rates,  exchange

rates,  and  prices  of  financial instruments  and  commodities.

Fluctuations  in market risk based upon these factors  result  in

frequent  changes  in  the fair value of the  Partnership's  open

positions, and, consequently, in its earnings and cash flow.





<PAGE>

The  Partnership's  total market risk is  influenced  by  a  wide

variety  of  factors,  including the  diversification  among  the

Partnership's open positions, the volatility present  within  the

markets,  and the liquidity of the markets.  At different  times,

each  of these factors may act to increase or decrease the market

risk associated with the Partnership.



The  Partnership's past performance is not necessarily indicative

of  its  future results. Any attempt to numerically quantify  the

Partnership's  market risk is limited by the uncertainty  of  its

speculative  trading.  The Partnership's speculative trading  may

cause future losses and volatility (i.e. "risk of ruin") that far

exceed  the  Partnership's experiences to date or any  reasonable

expectations based upon historical changes in market value.


Quantifying the Partnership's Trading Value at Risk

The  following  quantitative disclosures regarding  the  Partner-

ship's market risk exposures contain "forward-looking statements"

within  the  meaning  of  the safe harbor  from  civil  liability

provided for such statements by the Private Securities Litigation

Reform  Act  of 1995 (set forth in Section 27A of the  Securities

Act  of  1933 and Section 21E of the Securities Exchange  Act  of

1934).   All quantitative disclosures in this section are  deemed

to be forward-looking statements for purposes of the safe harbor,

except for statements of historical fact.



<PAGE>

The  Partnership accounts for open positions using mark-to-market

accounting  principles.   Any loss in the  market  value  of  the

Partnership's  open  positions  is  directly  reflected  in   the

Partnership's earnings, whether realized or unrealized,  and  its

cash  flow.   Profits and losses on open positions  of  exchange-

traded  futures  interests are settled  daily  through  variation

margin.



The  Partnership's risk exposure in the market sectors traded  by

the Trading Advisors is estimated below in terms of Value at Risk

("VaR").  The  VaR  model used by the Partnership  includes  many

variables that could change the market value of the Partnership's

trading  portfolio.  The Partnership estimates VaR using a  model

based upon historical simulation with a confidence level of  99%.

Historical  simulation involves constructing  a  distribution  of

hypothetical  daily changes in the value of a trading  portfolio.

The  VaR  model takes into account linear exposures to price  and

interest  rate risk.  Market risks that are incorporated  in  the

VaR  model  include equity and commodity prices, interest  rates,

foreign exchange rates, and correlation among these variables.



The  hypothetical changes in portfolio value are based  on  daily

percentage changes observed in key market indices or other market

factors  ("market  risk  factors")  to  which  the  portfolio  is

sensitive. The historical observation period of the Partnership's

VaR is approximately four years.  The one-day 99% confidence

<PAGE>

level of the Partnership's VaR corresponds to the negative change

in  portfolio value that, based on observed market risk  factors,

would have been exceeded once in 100 trading days.



VaR   models,   including  the  Partnership's,  are  continuously

evolving  as trading portfolios become more diverse and  modeling

techniques  and systems capabilities improve.  Please  note  that

the  VaR  model is used to numerically quantify market  risk  for

historic  reporting purposes only and is not utilized  by  either

Demeter  or  the Trading Advisors in their daily risk  management

activities.



The Partnership's Value at Risk in Different Market Sectors

The  following  tables  indicate  the  VaR  associated  with  the

Partnership's open positions as a percentage of total Net Assets

by primary market risk category as of March 31, 2000 and 1999. As

of   March   31,   2000   and  1999,  the   Partnership's   total

capitalization  was approximately $13 million  and  $18  million,

respectively.

     Primary Market       March 31, 2000     March 31, 1999
     Risk Category        Value at Risk      Value at Risk

     Interest Rate            (1.62)%            (0.91)%

     Currency                 (1.58)             (1.84)

     Equity                   (0.69)             (0.89)

     Commodity                (0.70)             (0.78)

     Aggregate Value at Risk  (2.49)%            (2.27)%




<PAGE>

Aggregate Value at Risk represents the aggregate VaR of  all  the

Partnership's open positions and not the sum of the  VaR  of  the

individual Market Categories listed above.  Aggregate VaR will be

lower  as  it  takes  into  account correlation  among  different

positions and categories.



The  table  above  represents the VaR of the  Partnership's  open

positions  at March 31, 2000 and 1999 only and is not necessarily

representative  of  either the historic  or  future  risk  of  an

investment  in  the  Partnership. Because the Partnership's  only

business  is  the speculative trading of futures  interests,  the

composition  of  its  trading portfolio can change  significantly

over  any given time period, or even within a single trading day.

Any  changes  in  open positions could positively  or  negatively

materially impact market risk as measured by VaR.



The table below supplements the quarter-end VaR by presenting the

Partnership's high, low and average VaR, as a percentage of total

Net Assets for the four quarterly reporting periods from April 1,

1999 through March 31, 2000.

Primary Market Risk Category      High       Low        Average

Interest Rate                   (2.35)%      (0.91)%     (1.54)%

Currency                        (2.06)       (1.58)      (1.81)

Equity                          (1.09)       (0.62)      (0.82)

Commodity                       (1.24)       (0.70)      (0.97)

Aggregate Value at Risk          (4.10)%     (2.27)%     (2.80)%

<PAGE>

Limitations on Value at Risk as an Assessment of Market Risk

The  face  value  of the market sector instruments  held  by  the

Partnership  is  typically  many  times  the  applicable   margin

requirements.  Margin requirements generally range between 2% and

15%  of  contract face value. Additionally, the use  of  leverage

causes  the face value of the market sector instruments  held  by

the   Partnership   to  typically  be  many   times   the   total

capitalization   of   the  Partnership.    The   value   of   the

Partnership's open positions thus creates a "risk  of  ruin"  not

typically found in other investments.  The relative size  of  the

positions held may cause the Partnership to incur losses  greatly

in excess of VaR within a short period of time, given the effects

of  the  leverage employed and market volatility.  The VaR tables

above, as well as the past performance of the Partnership,  gives

no  indication  of  such "risk of ruin". In  addition,  VaR  risk

measures   should  be  viewed  in  light  of  the   methodology's

limitations, which include the following:

     past  changes in market risk factors will not always result

  in accurate predictions of the distributions and correlations of

  future market movements;

     changes  in portfolio value in response to market movements

  may differ from those of the VaR model;

    VaR results reflect past trading positions while future risk
 depends on future positions;





<PAGE>

     VaR using a one-day time horizon does not fully capture the

  market  risk of positions that cannot be liquidated  or  hedged

  within one day; and

     the  historical  market  risk  factor  data  used  for  VaR

  estimation  may provide only limited insight into  losses  that

  could be incurred under certain unusual market movements.



The VaR tables above present the results of the Partnership's VaR

for  each  of the Partnership's market risk exposures and  on  an

aggregate  basis at March 31, 2000 and for the end  of  the  four

quarterly reporting periods from April 1, 1999 through March  31,

2000.   Since VaR is based on historical data, VaR should not  be

viewed  as  predictive  of  the  Partnership's  future  financial

performance or its ability to manage or monitor risk.  There  can

be  no  assurance  that  the Partnership's  actual  losses  on  a

particular day will not exceed the VaR amounts indicated above or

that such losses will not occur more than 1 in 100 trading days.


Non-Trading Risk

The  Partnership has non-trading market risk on its foreign  cash

balances not needed for margin.  However, such balances, as  well

as  any  market  risk  they may represent, are  immaterial.   The

Partnership  also maintains a substantial portion  (approximately

83%)  of its available assets in cash at DWR.  A decline in short

term interest rates will result in a decline in the Partnership's



<PAGE>

cash  management  income. This cash flow risk is  not  considered

material.



Materiality,  as used throughout this section,  is  based  on  an

assessment  of  reasonably  possible  market  movements  and  the

potential  losses caused by such movements, taking  into  account

the   leverage,  optionality  and  multiplier  features  of   the

Partnership's market sensitive instruments.



Qualitative Disclosures Regarding Primary Trading Risk Exposures

The following qualitative disclosures regarding the Partnership's

market risk exposures - except for (A) those disclosures that are

statements of historical fact and (B) the descriptions of how the

Partnership   manages  its  primary  market  risk   exposures   -

constitute  forward-looking  statements  within  the  meaning  of

Section  27A  of  the  Securities Act  and  Section  21E  of  the

Securities  Exchange Act.  The Partnership's primary market  risk

exposures  as  well  as the strategies used and  to  be  used  by

Demeter and the Trading Advisors for managing such exposures  are

subject  to numerous uncertainties, contingencies and risks,  any

one  of which could cause the actual results of the Partnership's

risk  controls to differ materially from the objectives  of  such

strategies.   Government  interventions,  defaults   and   expro-

priations,   illiquid   markets,  the   emergence   of   dominant

fundamental  factors, political upheavals, changes in  historical

price relationships, an influx of new market participants,

<PAGE>

increased  regulation  and many other  factors  could  result  in

material  losses  as  well as in material  changes  to  the  risk

exposures  and the risk management strategies of the Partnership.

Investors  must be prepared to lose all or substantially  all  of

their investment in the Partnership.



The  following  were the primary trading risk  exposures  of  the

Partnership as of March 31, 2000, by market sector.   It  may  be

anticipated  however,  that  these  market  exposures  will  vary

materially over time.



Interest Rate - The primary market exposure in the Partnership is

in  the  interest  rate sector.  Exposure was spread  across  the

U.S.,  German,  Japanese  and  European  interest  rate  sectors.

Interest  rate  movements  directly  affect  the  price  of   the

sovereign  bond  futures positions held by  the  Partnership  and

indirectly  affect  the  value of its stock  index  and  currency

positions.   Interest rate movements in one country  as  well  as

relative  interest  rate movements between  countries  materially

impact   the   Partnership's  profitability.   The  Partnership's

primary  interest  rate exposure is generally  to  interest  rate

fluctuations  in the United States and the other  G-7  countries.

However,  the  Partnership also takes futures  positions  in  the

government  debt  of  smaller nations - e.g. Australia.   Demeter

anticipates  that G-7 and Australian interest rates  will  remain

the primary interest rate exposure of the Partnership for the

<PAGE>

foreseeable  future.  The changes in interest rates,  which  have

the most effect on the Partnership, are changes in long-term,  as

opposed  to  short-term, rates.  Most of the speculative  futures

positions  held  by the Partnership are in medium-  to  long-term

instruments.  Consequently, even a material change in  short-term

rates  would  have  little effect on the  Partnership,  were  the

medium- to long-term rates to remain steady.



Currency   The second largest market exposure at March  31,  2000

was in the currency complex.  The Partnership's currency exposure

is  to  exchange rate fluctuations, primarily fluctuations  which

disrupt  the  historical pricing relationships between  different

currencies and currency pairs.  Interest rate changes as well  as

political   and  general  economic  conditions  influence   these

fluctuations.   The  Partnership trades  in  a  large  number  of

currencies,  including cross-rates - i.e., positions between  two

currencies other than the U.S. dollar.  For the first quarter  of

2000, the Partnership's major exposures were in the euro currency

crosses  and outright U.S. dollar positions.  (Outright positions

consist  of  the U.S. dollar vs. other currencies.   These  other

currencies include the major and minor currencies).  Demeter does

not  anticipate  that  the  risk  profile  of  the  Partnership's

currency  sector  will change significantly in the  future.   The

currency  trading  VaR  figure includes  foreign  margin  amounts

converted into U.S. dollars with an incremental adjustment to



<PAGE>

reflect  the  exchange  rate risk inherent  to  the  dollar-based

Partnership in expressing VaR in a functional currency other than

dollars.



Equity -  The primary equity exposure is to equity price risk  in

the  G-7  countries.   The  stock index  futures  traded  by  the

Partnership  are  by  law  limited to futures  on  broadly  based

indices.   As  of  March  31,  2000,  the  Partnership's  primary

exposures were in the Hang Seng (China) and Nikkei (Japan)  stock

indices.   The Partnership is primarily exposed to  the  risk  of

adverse price trends or static markets in the U.S., European  and

Japanese  indices.  (Static markets would not cause major  market

changes but would make it difficult for the Partnership to  avoid

being "whipsawed" into numerous small losses).



Commodity

Metals - The Partnership's primary metals market exposure  is  to

fluctuations  in the price of gold and silver.  Although  certain

Trading Advisors will from time to time trade base metals such as

aluminum, copper, nickel and zinc, the principal market exposures

of  the  Partnership have consistently been in  precious  metals,

gold and silver.  A reasonable amount of exposure was evident  in

the  gold market as gold prices were volatile during the quarter.

Silver  prices have remained volatile over this period,  and  the

Trading Advisors have from time to time taken positions as they



<PAGE>

have   perceived   market  opportunities  to   develop.   Demeter

anticipates  that gold and silver will remain the primary  metals

market exposure for the Partnership.



Energy - On March 31, 2000, the Partnership's energy exposure was

shared  by futures contracts in the oil and natural gas  markets.

Price   movements   in  these  markets  result   from   political

developments  in  the  Middle East, weather patterns,  and  other

economic  fundamentals.   It  is possible  that  volatility  will

remain  high and that significant profits and losses, which  have

been  experienced  in the past, are expected to  continue  to  be

experienced in this market.  Natural gas has exhibited volatility

in  prices resulting from weather patterns and supply and  demand

factors and is expected to continue in this choppy pattern.



Soft  Commodities  and Agriculturals - On  March  31,  2000,  the

Partnership  had a reasonable amount of exposure in  the  markets

that comprise these sectors.  Most of the exposure, however,  was

in  the  sugar,  wheat and soybeans and soybean related  products

markets.    Supply  and  demand  inequalities,   severe   weather

disruption  and  market expectations affect  price  movements  in

these markets.



Qualitative Disclosures Regarding Non-Trading Risk Exposure

The  following  was  the only non-trading risk  exposure  of  the

Partnership as of March 31, 2000:

<PAGE>

Foreign  Currency  Balances - The Partnership's  primary  foreign

currency  balances  are in euros, British pounds  and  Hong  Kong

dollars.  The Partnership controls the non-trading risk of  these

balances by regularly converting these balances back into dollars

upon liquidation of the respective position.



Qualitative Disclosures Regarding Means of Managing Risk Exposure

The Partnership and the Trading Advisors, separately, attempt  to

manage   the   risk  of  the  Partnership's  open  positions   in

essentially  the  same  manner in all market  categories  traded.

Demeter  attempts  to manage market exposure by diversifying  the

Partnership's  assets among different Trading  Advisors  each  of

whose  strategies focus on different market sectors  and  trading

approaches,  and  monitoring  the  performance  of  the   Trading

Advisors  daily.   In  addition, the Trading  Advisors  establish

diversification  guidelines, often set in terms  of  the  maximum

margin  to be committed to positions in any one market sector  or

market  sensitive instrument.  One should be aware  that  certain

Trading  Advisors  treat their risk control  policies  as  strict

rules, whereas others treat such policies as general guidelines.



Demeter  monitors and controls the risk of the Partnership's non-

trading   instrument,  cash.   Cash  is  the   only   Partnership

investment directed by Demeter, rather than the Trading Advisors.





<PAGE>

                   PART II.  OTHER INFORMATION

Item 1.  LEGAL PROCEEDINGS

On  March 3, 2000, the plaintiffs in the New York action filed an

appeal of the order dismissing the consolidated complaint.

(Please  refer to Legal Proceedings previously disclosed  in  the

Partnership's Form 10-K for the year ended December 31, 1999  for

a more detailed discussion).

Item 5.   OTHER INFORMATION

Effective  January 31, 2000, Mark J. Hawley resigned as  Chairman

of  the  Board and a Director of Demeter and Dean Witter  Futures

and  Currency  Management Inc. ("DWFCM")  and  Robert  E.  Murray

replaced him as Chairman of the Board of Demeter and DWFCM.



Demeter  has determined, commencing in May 2000, to transfer  the

Partnership's  futures and options clearing from Carr  to  Morgan

Stanley & Co. Incorporated ("MS & Co."), an affiliate of Demeter,

while  trades  on the London Metal Exchange will  be  cleared  by

Morgan  Stanley  &  Co. International Limited ("MSIL"),  also  an

affiliate  of  Demeter.  In addition, MS & Co. and  MSIL,  rather

than   Carr,  will  act  as  the  counterparty  on  all  of   the

Partnership's foreign currency forward trades.  DWR will continue

to act as the non-clearing commodity broker for the Partnership.


Item 6.   EXHIBITS AND REPORTS ON FORM 8-K

          (A)  Exhibits - None.

          (B)  Reports on Form 8-K. - None.

<PAGE>


                           SIGNATURE



Pursuant  to the requirements of the Securities Exchange  Act  of
1934, the Registrant has duly caused this report to be signed  on
its behalf by the undersigned, thereunto duly authorized.




                        Dean Witter Global Perspective
                           Portfolio L.P. (Registrant)

                        By: Demeter Management Corporation
                            (General Partner)

May 12, 2000            By: /s/   Lewis A. Raibley, III
                               Lewis A. Raibley, III
                               Director and Chief Financial
                                  Officer





The  General  Partner which signed the above is  the  only  party
authorized  to  act  for the Registrant.  The Registrant  has  no
principal   executive  officer,  principal   financial   officer,
controller, or principal accounting officer and has no  Board  of
Directors.