**EXHIBIT 31.01**

** **

**RULE 13a-14(a)/15d-14(a)CERTIFICATIONS**

 

I, Robert M. Alderman,certify that:

 

1. I have reviewed thisreport on Form 10-Q of John W. Henry & Co./Millburn L.P.;

 

2. Based on my knowledge,this report does not contain any untrue statement of a material fact or omit tostate a material fact necessary to make the statements made, in light of thecircumstances under which such statements were made, not misleading withrespect to the period covered by this report; 

 

3. Based on my knowledge,the financial statements, and other financial information included in thisreport, fairly present in all material respects the financial condition,results of operations and cash flows of the registrant as of, and for, theperiods presented in this report; 

 

4. The registrant’s othercertifying officer and I are responsible for establishing and maintainingdisclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e)and 15d-15(e)) for the registrant and have:

 

a)Designed such disclosure controls and procedures, or caused such disclosurecontrols and procedures to be designed under our supervision, to ensure thatmaterial information relating to the registrant, including its consolidatedsubsidiaries, is made known to us by others within those entities, particularlyduring the period in which this report is being prepared;

 

b)Evaluated the effectiveness of the registrant’s disclosure controls andprocedures and presented in this report our conclusions about the effectivenessof the disclosure controls and procedures, as of the end of the period coveredby this report based on such evaluation; and 

 

c) Disclosed in thisreport any change in the registrant’s internal control over financial reportingthat occurred during the registrant’s most recent fiscal quarter that hasmaterially affected, or is reasonably likely to materially affect, theregistrant’s internal control over financial reporting; and

 

5. The registrant’s othercertifying officer and I have disclosed, based on our most recent evaluation ofinternal control over financial reporting, to the registrant’s auditors and theaudit committee of the registrant’s board of directors (or persons performingthe equivalent functions):

 

a) All significant deficiencies and material weaknesses in the designor operation of internal control over financial reporting which are reasonablylikely to adversely affect the registrant’s ability to record, process,summarize and report financial information; and

 

b) Any fraud, whether or not material, that involves management orother employees who have a significant role in the registrant’s internalcontrol over financial reporting.

 

 
| Date: May 15, 2006                              |
|-------------------------------------------------|
|                                            |
|                                            |   |
| By                                              | /s/ ROBERT M. ALDERMAN |   |
| Robert M. Alderman                              |
| Chief Executive  Officer, President and Manager |
| **(Principal  Executive Officer)**              |
|                                                 |  |  |  |

 

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