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 September 30, 2001 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.)


Demeter Management Corporation
c/o Morgan Stanley Trust Company
Attention:  Managed Futures, 7th Fl.,
Harborside Financial Center Plaza Two
Jersey City, NJ  	  			    			07311-3977
(Address of principal executive offices)	  	     (Zip Code)


Registrant's telephone number, including area code (201) 876-4647


Two World Trade Center, 62nd Fl. New York, NY 10048

(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

	September 30, 2001


<caption>

PART I. FINANCIAL INFORMATION

Item 1. Financial Statements

				<c>
		Statements of Financial Condition as of September 30,
		2001 (Unaudited) and December 31, 2000................2

		Statements of Operations for the Quarters Ended
		September 30, 2001 and 2000 (Unaudited)...............3

		Statements of Operations for the Nine Months Ended
		September 30, 2001 and 2000 (Unaudited)...............4

		Statements of Changes in Partners' Capital for the
		Nine Months Ended September 30, 2001 and 2000
		(Unaudited)...........................................5

		Statements of Cash Flows for the Nine Months Ended
		September 30, 2001 and 2000 (Unaudited)...............6

		Notes to Financial Statements (Unaudited)..........7-11

Item 2.	Management's Discussion and Analysis of
			Financial Condition and Results of Operations..12-21

Item 3.	Quantitative and Qualitative Disclosures about
			Market Risk....................................21-33


Part II. OTHER INFORMATION

Item 1. Legal Proceedings.................................34

Item 6.	Exhibits and Reports on Form 8-K...............34-35


</table>







<page>
<table>

PART I.  FINANCIAL INFORMATION

Item 1.  Financial Statements

	DEAN WITTER GLOBAL PERSPECTIVE PORTFOLIO L.P.
	STATEMENTS OF FINANCIAL CONDITION
<caption>
	September 30,	     December 31,
                      2001                                 2000
	                                          $                                          $
	(Unaudited)
ASSETS

	<c>	<c>
Equity in futures interests trading accounts:
	Cash	11,101,947	9,831,603

	Net unrealized gain on open contracts (MS & Co.)	   441,522 	2,003,653
	Net unrealized gain (loss) on open contracts (MSIL)	                        216,012                             (83,706)

	Total net unrealized gain on open contracts	   657,534	                        1,919,947

	     Total Trading Equity	11,759,481	11,751,550

Due from Morgan Stanley DW	72,411	23,246
Interest receivable (Morgan Stanley DW)	       21,941	          44,060

	     Total Assets	  11,853,833	    11,818,856

LIABILITIES AND PARTNERS' CAPITAL

Liabilities

Redemptions payable	106,498	123,597
Accrued incentive fee                             45,673                                   -
Accrued management fees	29,503	                29,535
Accrued administrative expenses	       7,124	         4,670

	     Total Liabilities	   188,798	      157,802

Partners' Capital

	Limited Partners (10,541.322 and
          11,382.944 Units, respectively) 	11,430,849	11,443,935
	General Partner (215.962 Units)	     234,186	      217,119

	     Total Partners' Capital	   11,665,035	  11,661,054
Total Liabilities and Partners' Capital	   11,853,833	   11,818,856

NET ASSET VALUE PER UNIT	                                                          1,084.38     	       1,005.36
<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 September 30,

	      2001   	   2000
	    $	   $
REVENUES

			<c>		<c>
	Trading profit (loss):
		Realized	740,172		                   (512,195)
	  	Net change in unrealized	      68,292		                       (1,326)

			Total Trading Results	808,464		                   (513,521)

	Interest income (Morgan Stanley DW)	     73,971		     133,445

			Total	   882,435		                   (380,076)


EXPENSES

	Brokerage commissions (Morgan Stanley DW)	195,071	                      185,834
	Management fees	85,706	                        79,508
	Incentive fee	45,673	                            -
  	Transaction fees and costs	                                                             27,207                        19,131
	Administrative expenses	       7,124	                          6,651

		Total 	   360,781	                      291,124

NET INCOME (LOSS)	     521,654		   (671,200)

NET INCOME (LOSS) ALLOCATION

	Limited Partners	511,224		(659,892)
	General Partner	10,430		(11,308)


NET INCOME (LOSS) PER UNIT

	Limited Partners                                                                                48.29			(52.36)
	General Partner                                                                                 48.29		(52.36)

<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 Nine Months Ended September 30,

	      2001   	   2000
	    $	   $
REVENUES

			<c>		<c>
	Trading profit (loss):
		Realized	2,912,645		                    (650,045)
 		Net change in unrealized	                                                  (1,262,413)		                    (850,962)

			Total Trading Results	1,650,232	         	         (1,501,007)

	Interest income (Morgan Stanley DW)	      273,518		                     440,458

			Total  	   1,923,750	 	                (1,060,549)


EXPENSES

	Brokerage commissions (Morgan Stanley DW)	580,490		651,776
  	Management fees	264,468		280,221
	Incentive fee                                                  94,817                            -
 	Transaction fees and costs	78,514		74,122
  	Administrative expenses	      21,984		        20,923

		Total	  1,040,273		    1,027,042


NET INCOME (LOSS)	     883,477		                 (2,087,591)


NET INCOME (LOSS) ALLOCATION

	Limited Partners	866,410		                 (2,054,344)
	General Partner	17,067		                      (33,247)

NET INCOME (LOSS) PER UNIT

	Limited Partners	79.02		                      (153.95)
	General Partner                     79.02		                      (153.95)

 <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 Nine Months Ended September 30, 2001 and 2000
(Unaudited)

<caption>



	Units of
	Partnership	Limited	General
	   Interest   	Partners	Partner	Total
		$	$	$



	<c>		<c>		<c>		<c>
Partners' Capital,
	December 31, 1999	15,302.058		14,636,245		209,522		            14,845,767

Net loss                              -        (2,054,344)            (33,247)		            (2,087,591)

Redemptions         (3,235.078)   (2,908,711)	                   -       		            (2,908,711)

Partners' Capital,
	September 30, 2000   	 12,066.980	          9,673,190  	            176,275	                9,849,465




Partners' Capital,
	December 31, 2000  	                                  11,598.906		11,443,935		            217,119    	          11,661,054

Net income                       -			866,410		              17,067	  	                 883,477

Redemptions                   (841.622)		            (879,496)	                  -       	               (879,496)

Partners' Capital,
	September 30, 2001	                                  10,757.284	   	   11,430,849		    234,186	 	            11,665,035




<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 Nine Months Ended September 30

	      2001     	      2000
	    $	      $
CASH FLOWS FROM OPERATING ACTIVITIES

			<c>		<c>
Net income (loss) 	883,477		                (2,087,591)
Noncash item included in net income (loss):
	   Net change in unrealized                                                          1,262,413  	                    850,962

(Increase) decrease in operating assets:
	  Due from Morgan Stanley DW	                                                     (49,165)    	15,010
	  Interest receivable (Morgan Stanley DW)                                     22,119	              	10,069

Increase (decrease) in operating liabilities:
       Accrued incentive fee                  45,673                             -
	  Accrued management fees                                                                (32)	                      (12,534)
	  Accrued administrative expenses                                                   2,454                          2,170

Net cash provided by (used for) operating activities                       2,166,939		                (1,221,914)


CASH FLOWS FROM FINANCING ACTIVITIES

Increase (decrease) in redemptions payable	                                     (17,099)	                      96,139
Redemptions of Units	                     (879,496)	                (2,908,711)

Net cash used for financing activities	                                                (896,595)		               (2,812,572)

Net increase (decrease) in cash                                                      1,270,344		                (4,034,486)

Balance at beginning of period                                                        9,831,603	                14,098,056

Balance at end of period               11,101,947	                10,063,570


<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
September 30, 2001
(UNAUDITED)
The unaudited financial statements contained herein 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, 2000 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 contracts, options on futures
contracts, and forward contracts on physical commodities and other
commodity interests.

The general partner of the Partnership is Demeter Management
Corporation ("Demeter"). The non-clearing commodity broker is
Morgan Stanley DW Inc. ("Morgan Stanley DW").  The clearing
commodity brokers are Morgan Stanley & Co., Inc. ("MS & Co.") and
Morgan Stanley & Co. International Limited ("MSIL").  Demeter,
Morgan Stanley DW, MS & Co. and MSIL are wholly-owned subsidiaries


<page>

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

of Morgan Stanley Dean Witter & Co.  The trading advisors to the
Partnership are EMC Capital Management, Inc. and Millburn
Ridgefield Corporation (collectively, the "Trading Advisors").

2.  Related Party Transactions
The Partnership's cash is on deposit with Morgan Stanley DW, MS &
Co. and MSIL in futures, forwards and options trading accounts to
meet margin requirements as needed. Morgan Stanley DW pays
interest on these funds based on current 13-week U.S. Treasury
bill rates. The Partnership pays brokerage commissions to Morgan
Stanley DW.

3.  Financial Instruments
The Partnership trades futures contracts, options on futures
contracts, and forward contracts on 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.

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

The Partnership accounts for its derivative investments in
accordance with the provisions of Statement of Financial
Accounting Standard No. 133, "Accounting for Derivative
Instruments and Hedging Activities" ("SFAS No. 133"). SFAS No. 133
defines a derivative as a financial instrument or other contract
that has all three of the following characteristics:

1) One or more underlying notional amounts or payment
provisions;
2) Requires no initial net investment or a smaller initial net
investment than would be required relative to changes in
market factors;
3) Terms require or permit net settlement.

Generally derivatives include futures, forward, swaps or options
contracts and other financial instruments with similar
characteristics such as caps, floors and collars.

The net unrealized gains (losses) on open contracts, reported as a
component of "Equity in futures interests trading accounts" on the
statements of financial condition, and their longest contract
maturities were as follows:


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

                   Net Unrealized Gains (Losses)
                       on Open Contracts         Longest Maturities


      	             Exchange- Off-Exchange-             Exchange-  Off-Exchange-
              Traded      Traded       Total      Traded       Traded
Date               Contracts   Contracts   Contracts   Contracts    Contracts
                       $           $		    $

Sept. 30, 2001       956,084   (298,550)	  657,534  March 2002   Dec. 2001
Dec. 31, 2000       1,419,017    500,930 	1,919,947  Sept. 2001   March 2001

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 Morgan Stanley DW, MS
& Co. and MSIL 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 Morgan Stanley DW, MS & Co. and
MSIL, as a futures commission merchant for the Partnership's
exchange-traded futures and futures-styled options contracts, are
required, pursuant to regulations of the Commodity Futures Trading
Commission ("CFTC"), to segregate from their own assets, and for
the sole benefit of their commodity customers, all funds held by

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


them with respect to exchange-traded futures and futures-styled
options contracts, including an amount equal to the net unrealized
gains (losses) on all open futures and futures-styled options
contracts, which funds, in the aggregate, totaled $12,058,031 and
$11,250,620 at September 30, 2001 and December 31, 2000,
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 gains (losses) 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 MS & Co., the sole counterparty on all of such
contracts, to perform.  The Partnership has a netting agreement
with MS & Co.  This agreement, which seeks to reduce both the
Partnership's and MS & Co.'s exposure on off-exchange-traded
forward currency contracts, should materially decrease the
Partnership's credit risk in the event of MS & Co.'s bankruptcy or
insolvency.




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

Liquidity - The Partnership deposits its assets with Morgan
Stanley DW as non-clearing broker and MS & Co. and MSIL as
clearing brokers in separate futures, forwards and options 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, 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 investment in futures, forwards
and options 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 and nine
month periods ended September 30, 2001 and 2000, 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 and Nine Months Ended September 30, 2001
For the quarter ended September 30, 2001, the Partnership recorded
total trading revenues, including interest income, of $882,435 and
posted an increase in net asset value per Unit.
The most significant gains of approximately 11.6% were recorded
throughout a majority of the quarter in the global stock index
futures markets from short positions in DAX, Hang Seng and Nikkei

<page>
Index futures as equity prices decreased on corporate profit
warnings and amid worries regarding global economic uncertainty.
In the metals markets, gains of approximately 2.1% were recorded
primarily during July from short positions in aluminum, zinc,
nickel and copper futures as base metal prices declined on waning
demand prompted by weak U.S. economic data.  These gains were
partially offset by losses of approximately 5.7% experienced in
the energy markets primarily during August from short positions in
crude oil and unleaded gas futures as prices rose as a result of
declining inventories and growing tensions in the Middle East.
Additional losses in these same markets were recorded during
September from long futures positions as oil prices reversed lower
due to near-term concerns over the effects of a global economic
slowdown on oil demand.  Smaller losses of approximately 4.6% were
recorded in the currency markets primarily during September from
cross-rate transactions involving the euro relative to the British
pound.  During August, additional currency losses were experienced
from short positions in the Japanese yen as the value of the yen
strengthened versus the U.S. dollar due to a Japanese repatriation
of assets and the weakness in the U.S. resulting from economic
pessimism.  Long Japanese yen positions experienced additional
losses during September as the value of the yen reversed lower and
the U.S. dollar strengthened amid optimistic economic data and the
Bank of Japan's surprising interventions. Total expenses for the
three months ended September 30, 2001 were $360,781, resulting in

<page>
net income of $521,654.  The net asset value of a Unit increased
from $1,036.09 at June 30, 2001 to $1,084.38 at September 30,
2001.

For the nine months ended September 30, 2001, the Partnership
recorded total trading revenues, including interest income, of
$1,923,750 and posted an increase in net asset value per Unit.
The most significant gains of approximately 14.7% were recorded
in the global stock index futures markets primarily during
February and March and throughout a majority of the third quarter
from short positions in DAX, Hang Seng and Nikkei Index futures
as equity prices declined on weakness in high technology issues
and fears regarding global economic uncertainty.  These gains
were partially offset by losses of approximately 7.7% recorded in
the energy markets during the first three quarters from positions
in crude oil futures and its related products as a result of
volatility in oil prices due to a continually changing outlook
for supply, production and global demand.  In the global interest
rate futures markets, losses of approximately 2.2% were
experienced primarily during April from long positions in
European interest rate futures as prices reversed sharply lower,
after trending higher earlier in the year, as investors deserted
fixed income securities in an asset shift to equities.  Smaller
losses of approximately 1.7% were recorded primarily during April
in the soft commodities markets from short sugar futures
positions as prices increased on technical factors. Total
<page>
expenses for the nine months ended September 30, 2001 were
$1,040,273, resulting in net income of $883,477.  The net asset
value of a Unit increased from $1,005.36 at December 31, 2000 to
$1,084.38 at September 30, 2001.
For the Quarter and Nine Months Ended September 30, 2000
For the quarter ended September 30, 2000, the Partnership
recorded total trading losses, net of interest income, of
$380,076 and posted a decrease in net asset value per Unit.  The
most significant losses of approximately 2.9% were recorded in
the global interest rate futures markets primarily from short
German interest rate futures positions as prices were boosted
during July by an upward move in U.S. bond prices.  Short
Japanese government bond futures contributed to losses in this
complex as prices surged and long-term interest rates dropped
during September as investors sought refuge from falls in U.S.
and Japanese stock prices.  Additional losses of approximately
1.6% were recorded in the global stock index futures markets
primarily during August from long Australian stock index futures
positions as prices declined amid disappointing earnings.  Losses
were also experienced from positions in European stock index
futures as prices moved in a trendless pattern throughout a
majority of July.  In metals, losses of approximately 1.4%
resulted primarily from short silver futures positions during
August as prices rose late in the month due to the U.S. dollar's
weakness versus the Japanese yen.  Trading zinc and aluminum

<page>
futures throughout the quarter also resulted in losses for the
metals complex.  In currencies, losses of approximately 1.2% were
incurred from long Japanese yen positions during July as the
yen's value declined versus the U.S. dollar on skepticism
regarding Japan's economic soundness.  These losses in the
currency sector were partially offset by gains recorded from
short New Zealand dollar positions during August and September as
its value weakened versus the U.S. dollar alongside the euro and
worse-than-expected economic figures.  Losses of approximately
0.8% were recorded in the soft commodities markets primarily from
short cotton futures positions during July as prices jumped
higher amid dryness and heat in Texas.  Also in this sector,
losses were recorded during July from short-term whipsawing in
coffee futures prices.  Losses in soft commodities were partially
offset by gains recorded from long sugar futures positions during
July as prices increased on forecasts that the world surplus will
shrink with smaller crops in 2000-2001.  Smaller losses of
approximately 0.6% were recorded in the energy markets primarily
from long crude oil futures positions as prices dropped during
July due to growing conviction that Saudi Arabia would boost
production and during September after President Clinton ordered
the release of 30 million barrels of the U.S.'s emergency
Strategic Petroleum Reserve.  A portion of overall Partnership
losses was offset by gains of approximately 0.2% recorded in the
agricultural markets primarily from long soybean meal futures
positions during August as prices reversed higher due to hot and
<page>
dry weather in the growing regions of the U.S.  Total expenses
for the three months ended September 30, 2000 were $291,124,
resulting in a net loss of $671,200.  The net asset value of a
Unit decreased from $868.59 at June 30, 2000 to $816.23 at
September 30, 2000.

For the nine months ended September 30, 2000 the Partnership
recorded total trading losses, net of interest income, of
$1,060,549 and posted a decrease in net asset value per Unit. The
most significant losses of approximately 8.6% were recorded in
the global interest rate futures markets primarily from short
Japanese government bond futures as prices surged during
September as investors sought refuge from falls in U.S. and
Japanese stock prices.  Short German interest rate futures
positions also recorded losses as prices were boosted during July
by the upward move in U.S. bond prices.  Long U.S. interest rate
futures positions posted losses during April as prices declined
amid fears of higher interest rates and inflation.  Newly
established short U.S. interest rate futures positions contributed
to these losses during May as prices moved higher as investors
shed stock holdings for the safe haven of bonds.  Additional
losses of approximately 6.0% were recorded in currencies primarily
from short Japanese yen positions as the yen's value strengthened
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 and during June on the
perception that interest rates in the U.S. may have topped out.
<page>
Long Japanese yen positions incurred losses during July as the
yen's value declined versus the U.S. dollar on skepticism
regarding Japan's economic soundness.  In the global stock index
futures markets, losses of approximately 5.3% were recorded
primarily from trading Hang Seng Index futures throughout the
first half of the year.  In metals, losses of approximately 3.1%
resulted primarily from short silver futures positions as prices
surged during May on a jump in gold prices and a slip in the U.S.
dollar and during August due to the U.S. dollar's weakness versus
the Japanese yen.  Smaller losses of approximately 1.3% were
recorded in the agricultural markets from long wheat futures
positions during February as prices declined on insufficient
demand and heavy rain in the U.S. production area.  A portion of
overall Partnership losses were offset by gains of approximately
6.6% recorded in energies primarily from long natural gas futures
positions as prices moved to four year highs during May amid
supply woes.  Long futures positions in crude oil and its refined
products also contributed to profits as prices increased during
January on growing speculation that OPEC would extend production
cuts beyond the deadline of March 2000.  Additional gains of
approximately 0.4% were recorded in soft commodities primarily
from long sugar futures positions as prices trended to 22-month
highs during June due to strong demand and declining production
from Brazil.  Short sugar futures positions also resulted in gains
during the first quarter as prices dropped during January amid
sustained fears of global supply surplus.  Total expenses for the
nine months ended September 30, 2000 were $1,027,042, resulting in
<page>
a net loss of $2,087,591.  The net asset value of a Unit decreased
from $970.18 at December 31, 1999 to $816.23 at September 30,
2000.

Item 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

Introduction
The Partnership is a commodity pool engaged primarily in the
speculative trading of futures, forwards and options.  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, forwards and options traded by the Partnership
involve varying degrees of related 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 experience 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
Partnership'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, forwards and options 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
level of the Partnership's VaR corresponds to the negative change

<page>
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 table indicates the VaR associated with the
Partnership's open positions as a percentage of total net assets
by primary market risk category at September 30, 2001 and 2000. At
September 30, 2001 and 2000, the Partnership's total
capitalization was approximately $12 million and $10 million,
respectively.

Primary Market		 September 30, 2001   September 30, 2000
Risk Category	  	    Value at Risk	  	Value at Risk

	Interest Rate			  (1.14)%				(1.13)%

Currency				  (1.11)	 			(1.39)

Equity				  (0.97)				(1.12)

Commodity				  (0.77)				(1.12)

Aggregate Value at Risk	  (2.10)%				(2.62)%


<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 September 30, 2001 and 2000 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, forwards and
options, 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 October
1, 2000 through September 30, 2001.
Primary Market Risk Category        High      Low     Average
Interest Rate	 (2.36)%	(1.14)%	(1.55)%

Currency	 (2.26)	(1.10)	(1.67)

Equity	 (1.17)	(0.58)	(0.92)

Commodity	 (1.44)	(0.77)	(1.00)

Aggregate Value at Risk	 (3.12)%	(2.10)%	(2.74)%
<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, give 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 caused by 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 September 30, 2001 and for the end of the four
quarterly reporting periods from October 1, 2000 through September
30, 2001.  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 once in 100 trading
days.

Non-Trading Risk
The Partnership has non-trading market risk on its foreign cash
balances not needed for margin.  These balances and any market
risk they may represent are immaterial.

At September 30, 2001 the Partnership's cash balance at Morgan
Stanley DW was approximately 90% of its total net asset value.  A
<page>
decline in short-term interest rates will result in a decline in
the Partnership's 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 any
associated potential losses, taking into account the leverage,
optionality and multiplier features of the Partnership's market-
sensitive instruments, in relation to the Partnership's net
assets.

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

<page>
expropriations, illiquid markets, the emergence of dominant
fundamental factors, political upheavals, changes in historical
price relationships, an influx of new market participants,
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 at September 30, 2001, by market sector.  It may be
anticipated, however, that these market exposures will vary
materially over time.

Interest Rate.  The primary market exposure of the Partnership at
September 30, 2001 was to the global interest rate complex.
Exposure was primarily spread across the U.S., European and
Japanese 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

<page>
countries.  The G-7 countries consist of France, U.S., Britain,
Germany, Japan, Italy and Canada.  However, the Partnership also
takes futures positions in the government debt of smaller nations
- e.g. Australia.  Demeter anticipates that G-7 interest rates
will remain the primary interest rate exposure of the Partnership
for the foreseeable future.  The speculative futures positions
held by the Partnership may range from short to long-term
instruments.  Consequently, changes in short, medium or long-term
interest rates may have an effect on the Partnership.

Currency.  The second largest market exposure at September 30,
2001 was in the currency complex.  The Partnership's currency
exposure was 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.  At September
30, 2001, the Partnership's major exposures were to 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 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
<page>
converted into U.S. dollars with an incremental adjustment to
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 at September 30, 2001 was 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.  At September 30, 2001, the Partnership's
primary exposures were to the Hang Seng (China), DAX (German) and
NASDAQ (U.S.) 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 metals exposure at September 30,
2001 was to fluctuations in the price of precious metals
such as gold and silver, and base metals such as aluminum,
nickel, copper and zinc.  Economic forces, supply and demand
inequalities, geopolitical factors and market expectations
influence price movement in these markets.  The Trading
Advisors have, from time to time, taken positions when
market opportunities develop.  Demeter anticipates that the
<page>
Partnership will continue to be exposed to the precious and
base metals markets.

Energy.	At September 30, 2001, the Partnership's energy
exposure was shared primarily by futures contracts in crude
oil and its related products, and natural gas. 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.  Significant profits and losses, which have
been experienced in the past, are expected to continue to be
experienced in these markets.  Natural gas has exhibited
volatility in prices resulting from weather patterns and
supply and demand factors and may continue in this choppy
pattern.

Soft Commodities and Agriculturals.  At September 30, 2001,
the Partnership had exposure to the markets that comprise
these sectors.  Most of the exposure was in the sugar and
coffee 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 at September 30, 2001:

<page>
Foreign Currency Balances.  The Partnership's primary
foreign currency balances at September 30, 2001 were in Hong
Kong dollars, Australian dollars and euros.  The Partnership
controls the non-trading risk of these balances by regularly
converting them back into U.S. dollars upon liquidation of
their respective positions.

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.

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
Please refer to Legal Proceedings previously disclosed in the
Partnership's Form 10-Q for the quarter ended June 30, 2001.

Item 6.	EXHIBITS AND REPORTS ON FORM 8-K
(A)   Exhibits
 3.01	Limited Partnership Agreement of the Partnership, dated as
of November 7, 1991, is incorporated by reference to Exhibit
3.01 and Exhibit 3.02 of the Partnership's Registration
Statement on Form S-1.

10.01	Management Agreements among the Partnership, Demeter and
A.O. Management, Inc., Chang Crowell and Millburn each dated
as of December 31, 1991, are incorporated by reference to
Exhibit 10.02 of the Partnership's Registration Statement on
Form S-1.

10.02	Management Agreement among the Partnership, Demeter
Management Corporation and ELM Financial Incorporated, dated
as of May 1, 1994, is incorporated by reference to Exhibit
10.03 of the Partnership's Annual Report on Form 10-K for
the fiscal year ended December 31, 1994.

10.03	Management Agreement among the Partnership, Demeter
Management Corporation and EMC Capital Management, Inc.,
dated as of June 1, 1994, is incorporated by reference to
Exhibit 10.04 of the Partnership's Annual Report on Form
10-K for the fiscal year ended December 31, 1994.

10.04	Amended and Restated Customer Agreement between the
Partnership and Morgan Stanley DW Inc., dated as of June 22,
2000, is incorporated by reference to Exhibit 10.01 of the
Partnership's Form 8-K (File No. 0-19901) filed with the
Securities and Exchange Commission on November 13, 2001.

10.05	Commodity Futures Customer Agreement between Morgan Stanley
& Co. Incorporated and the Partnership, and acknowledged and
agreed to by Morgan Stanley DW Inc., dated as of May 1,
2000, is incorporated by reference to Exhibit 10.02 of the
Partnership's Form 8-K (File No. 0-19901) filed with the
Securities and Exchange Commission on November 13, 2001.


<page>
10.06	Customer Agreement between the Partnership and Morgan
Stanley & Co. International Limited, dated as of May 1,
2000, is incorporated by reference to Exhibit 10.04 of the
Partnership's Form 8-K (File No. 0-19901) filed with the
Securities and Exchange Commission on November 13, 2001.

10.07 Foreign Exchange and Options Master Agreement between Morgan
Stanley & Co. Incorporated and the Partnership, dated as of
April 30, 1999, is incorporated by reference to Exhibit
10.05 of the Partnership's Form 8-K (File No. 0-19901) filed
with the Securities and Exchange Commission on November 13,
2001.

10.08	Securities Account Control Agreement among the Partnership,
Morgan Staley & Co. Incorporated, and Morgan Stanley DW
Inc., dated as of May 1, 2000, is incorporated by reference
to Exhibit 10.03 of the Partnership's Form 8-K (File No. 0-
19901) filed with the Securities and Exchange Commission on
November 13, 2001.

(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)

November 14, 2001       By:/s/Raymond E. Koch    	        _
                              Raymond E. Koch
                              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.