<PAGE>

                                                                  Exhibit 13.01

                                                                          F-1

THE MILLBURN GLOBAL OPPORTUNITY FUND L.P.
AFFIRMATION OF MILLBURN RIDGEFIELD CORPORATION
-------------------------------------------------------------------------------


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

HARVEY BEKER, CO-CHIEF EXECUTIVE OFFICER
MILLBURN RIDGEFIELD CORPORATION
GENERAL PARTNER OF THE MILLBURN GLOBAL OPPORTUNITY FUND L.P.


<PAGE>


                        REPORT OF INDEPENDENT ACCOUNTANTS

To the Partners of
The Millburn Global Opportunity Fund L.P.:

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

PricewaterhouseCoopers LLP

February 11, 2000


<PAGE>

THE MILLBURN GLOBAL OPPORTUNITY FUND L.P.                                  F-3
STATEMENTS OF FINANCIAL CONDITION
AT DECEMBER 31, 1999 AND 1998
------------------------------------------------------------------------------


<TABLE>
<CAPTION>

ASSETS                                                                                1999              1998

<S>                                                                                  <C>              <C>
Equity in trading accounts:
  Cash                                                                                 $ 361,070        $  481,341
  Investments in U.S. Treasury bills - at value (amortized cost
    $3,781,630 and $3,303,659 at December 31, 1999 and 1998,
    respectively) (Note 2)                                                             3,781,630         3,303,659
  Net unrealized appreciation on open contracts                                          544,627           305,810
  Net unrealized depreciation on open contracts                                               --           (65,174)
                                                                                 ----------------  ----------------
             TOTAL EQUITY IN TRADING ACCOUNTS                                          4,687,327         4,025,636

Investments in U.S. Treasury bills - at value (amortized cost $7,327,885
  and $10,832,468 at December 31, 1999 and 1998, respectively)                         7,327,885        10,832,468
  Money market fund                                                                      487,312           587,303
                                                                                 ----------------  ----------------
             TOTAL ASSETS                                                            $12,502,524      $ 15,445,407
                                                                                 ----------------  ----------------
                                                                                 ----------------  ----------------
LIABILITIES AND PARTNERS' CAPITAL

Accounts payable and accrued expenses                                                  $  45,881         $  63,005
Redemptions payable to limited partners (Note 6)                                         246,833           383,508
Accrued brokerage commissions                                                             69,100            92,361
                                                                                 ----------------  ----------------
             TOTAL LIABILITIES                                                           361,814           538,874
                                                                                 ----------------  ----------------
Partners' capital (Notes 3, 6 and 7):
  General Partner                                                                      1,148,788         1,075,924
  Limited Partners, (7,601.967 and 9,349.387 Limited Partnership
    Units outstanding in 1999 and 1998, respectively)                                 10,991,922        13,830,609
                                                                                 ----------------  ----------------
             TOTAL PARTNERS' CAPITAL                                                  12,140,710        14,906,533
                                                                                 ----------------  ----------------
             TOTAL LIABILITIES AND PARTNERS' CAPITAL                                 $12,502,524      $ 15,445,407
                                                                                 ----------------  ----------------
                                                                                 ----------------  ----------------
</TABLE>


See accompanying notes to financial statements.


<PAGE>


THE MILLBURN GLOBAL OPPORTUNITY FUND L.P.                                  F-4
STATEMENTS OF OPERATIONS
FOR THE YEARS ENDED DECEMBER 31, 1999, 1998 AND 1997
------------------------------------------------------------------------------

<TABLE>
<CAPTION>

                                                                  1999              1998              1997

<S>                                                               <C>               <C>              <C>
Income  (Note 2):
  Net gains (losses) on trading of futures, forwards
   and option contracts
    Realized gains (losses)
     Futures and forwards                                         $ 180,566         $  821,472       $ 3,868,718
     Options                                                             --            156,275          (49,945)
                                                             ---------------   ----------------  ----------------
                                                                    180,566            977,747         3,818,773
                                                             ---------------   ----------------  ----------------
Change in unrealized appreciation
           (depreciation)
   Futures and forwards                                             303,991          (243,365)         (460,194)
   Options                                                               --           (43,786)          (95,965)
                                                             ---------------   ----------------  ----------------
                                                                    303,991          (287,151)         (556,159)
                                                             ---------------   ----------------  ----------------
                                                                    484,557            690,596         3,262,614
   Less, Brokerage fees (Note 3)                                  1,062,865          1,299,470         1,566,165
                                                             ---------------   ----------------  ----------------
      NET REALIZED AND UNREALIZED GAINS
      (LOSSES) ON TRADING OF FUTURES,
      FORWARD AND OPTION CONTRACTS                                 (578,308)          (608,874)         1,696,449

Interest income                                                     654,566            886,163         1,066,041
Foreign exchange loss                                              (20,559)           (44,208)          (12,137)
                                                             ---------------   ----------------  ----------------
                                                                     55,699            233,081         2,750,353
                                                             ---------------   ----------------  ----------------
Expenses (Note 3):
  Administrative expenses                                            79,547             86,250            98,335
                                                             ---------------   ----------------  ----------------
                                                                     79,547             86,250            98,335
                                                             ---------------   ----------------  ----------------
             NET INCOME (LOSS)                                     (23,848)            146,831         2,652,018

Less profit share to General Partner (Note 4)                        77,599                 --           336,456
                                                             ---------------   ----------------  ----------------
             NET INCOME (LOSS) FOR PRO RATA
               ALLOCATION TO PARTNERS                           $ (101,447)         $  146,831       $ 2,315,562
                                                             ---------------   ----------------  ----------------
                                                             ---------------   ----------------  ----------------
             NET INCOME (LOSS) PER LIMITED
               PARTNERSHIP UNIT (NOTE 7)                         $  (33.38)          $   15.81         $  151.09
                                                             ---------------   ----------------  ----------------
                                                             ---------------   ----------------  ----------------
</TABLE>

See accompanying notes to financial statements.


<PAGE>


THE MILLBURN GLOBAL OPPORTUNITY FUND L.P.                                  F-5
STATEMENTS OF CHANGES IN PARTNERS' CAPITAL
FOR THE YEARS ENDED DECEMBER 31, 1999, 1998 AND 1997
------------------------------------------------------------------------------

<TABLE>
<CAPTION>

                                                                     LIMITED          GENERAL
                                                                    PARTNERS          PARTNER           TOTAL

<S>                                                                  <C>              <C>              <C>
      PARTNERS' CAPITAL AT DECEMBER 31, 1996                         $19,148,852        $ 796,833      $19,945,685

Net income for pro rata allocation to partners                         2,132,534          183,028        2,315,562

Redemptions (2,574.243 Limited Partnership Units)                    (3,695,354)               --       (3,695,354)
                                                                 ----------------  ---------------  ---------------

      PARTNERS' CAPITAL AT DECEMBER 31, 1997                          17,586,032          979,861       18,565,893

Net income for pro rata allocation to partners                            50,768           96,063          146,831

Redemptions (2,666.995 Limited Partnership Units)                    (3,806,191)               --       (3,806,191)
                                                                 ----------------  ---------------  ---------------

      PARTNERS' CAPITAL AT DECEMBER 31, 1998                          13,830,609        1,075,924       14,906,533

Net income (loss) for pro rata allocation to partners                  (174,311)           72,864         (101,447)

Redemptions (1,747.420 Limited Partnership Units)                    (2,664,376)               --       (2,664,376)
                                                                 ----------------  ---------------  ---------------

      PARTNERS' CAPITAL AT DECEMBER 31, 1999                         $10,991,922      $ 1,148,788      $12,140,710
                                                                 ----------------  ---------------  ---------------
                                                                 ----------------  ---------------  ---------------
</TABLE>

See accompanying notes to financial statements.

<PAGE>


THE MILLBURN GLOBAL OPPORTUNITY FUND L.P.                                  F-6
NOTES TO FINANCIAL STATEMENTS
------------------------------------------------------------------------------


1.       PARTNERSHIP ORGANIZATION

         The Millburn Global Opportunity Fund L.P. (the "Partnership") was
         organized under the Delaware Revised Uniform Limited Partnership Act on
         July 9, 1992. The Partnership is engaged in speculative trading in
         currency forward and financial futures contracts and related options.
         The instruments that are traded by the Partnership are volatile and
         involve a high degree of risk.

         The General Partner has agreed to make additional capital contributions
         as General Partner so that its capital contributions to the Partnership
         will equal at least 1% of the total contributions to the Partnership.
         There are 50,000 Limited Partnership Units ("Units") authorized.

         The General Partner and each limited partner share in the profits and
         losses of the Partnership, except for brokerage fees and profit-share
         allocation, on the basis of their proportionate interests of
         Partnership capital determined before brokerage fees and profit share
         (see Note 3), except that no limited partner shall be liable for
         obligations of the Partnership in excess of his initial capital
         contribution and profits, if any, net of distributions.

2.       SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES

          a.   INVESTMENTS
               Open options, futures and forward contracts are valued at market
               value. Realized gains (losses) and changes in unrealized values
               on futures, forward and option contracts are recognized in the
               periods in which the contracts are closed or the changes occur,
               and are included in net gains (losses) on trading of futures,
               forward and option contracts.

               Investments in U.S. Treasury Bills are valued at cost plus
               amortized discount which approximates fair value. Amortization of
               discount is reflected as interest income.

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

          c.   INCOME TAXES
               Income taxes have not been provided, as each partner is
               individually liable for the taxes, if any, on his share of the
               Partnership's income and expenses.

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

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

<PAGE>


THE MILLBURN GLOBAL OPPORTUNITY FUND L.P.                                 F-7
NOTES TO FINANCIAL STATEMENTS
-------------------------------------------------------------------------------


          f.   OTHER
               Certain prior year amounts have been reclassified to conform with
               current year presentation.

3.       LIMITED PARTNERSHIP AGREEMENT

         The Limited Partnership Agreement provides that the General Partner
         shall control, conduct and manage the business of the Partnership, and
         may make all trading decisions for the Partnership. The General Partner
         also pays from its own funds, selling commissions on all sales of
         Units.

         The Partnership will pay the General Partner brokerage fees equal to
         .6875 of 1% (an 8.25% annual rate) of month-end Net Assets, as defined
         in the Limited Partnership Agreement, except those equal to the General
         Partner's partnership interest. The General Partner shall bear any
         commissions and fees payable to clearing and third party brokers.

         The Partnership will deduct from each limited partner's capital account
         and add to the General Partner's capital account 17.5% of any New
         Trading Profit, as defined in the Limited Partnership Agreement, as of
         the end of each calendar quarter, based on the performance of the
         Partnership.

         The Partnership pays all routine legal, accounting, administrative,
         printing and similar costs associated with its operation, excluding any
         indirect expenses of the General Partner.

         The Partnership will terminate on December 31, 2022 or if its Net
         Assets decline to less than $250,000 or upon the occurrence of certain
         other events as defined in the Limited Partnership Agreement.

4.       TRADING ACTIVITIES

         All of the derivatives owned by the Partnership, including options,
         futures and forwards, are held for trading purposes. The results of the
         Partnership's trading activity are shown in the statements of
         operations. The fair value of the derivative financial instruments at
         December 31, 1999 and 1998 was $544,627 and $240,636, respectively.

         At December 31, 1999 and 1998, cash and treasury bills aggregating
         $4,142,700 and $3,785,000, respectively, included in the Partnership's
         equity in trading accounts were held in segregated accounts as required
         by U.S. Commodity Futures Trading Commission regulations or by the
         counterparty bank or broker.

5.       DERIVATIVE INSTRUMENTS

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

         Market risk is the potential change in the value of the financial
         instruments traded by the Partnership due to market changes, including
         interest and foreign exchange rate movements and fluctuations in
         futures or security prices. Market risk is directly impacted by the
         volatility and

<PAGE>


THE MILLBURN GLOBAL OPPORTUNITY FUND L.P.                                 F-8
NOTES TO FINANCIAL STATEMENTS
-------------------------------------------------------------------------------


         liquidity in the markets in which the related underlying assets are
         traded. The Partnership's risk of loss due to market risk may exceed
         the amounts recognized in the statement of financial condition.

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

         The Partnership has limited concentration risk as it executes trades
         and maintains accounts with several brokers.

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

<TABLE>
<CAPTION>

                                                                       UNREALIZED APPRECIATION
                                                                           (DEPRECIATION)
                                                                 ------------------------------------
                                                                      GROSS               NET

<S>                                                                    <C>               <C>
DECEMBER 31, 1999:
    Exchange traded                                                    $ 496,395         $   491,639
    Non-exchange trades                                                  197,811              52,988
                                                                 ----------------  ------------------

                                                                       $ 694,206         $   544,627
                                                                 ================  ==================

DECEMBER 31, 1998:
    Exchange traded                                                    $ 915,935         $   236,885
    Non-exchange traded                                                  205,543               3,751
                                                                 ----------------  ------------------

                                                                      $1,121,478         $   240,636
                                                                 ----------------  ------------------
                                                                 ----------------  ------------------
</TABLE>


6.       REDEMPTIONS

         Units may be redeemed, at the option of any Limited Partner, as of the
         close of business on the last day of any month on ten days' prior
         notice to the General Partner, provided that no Units may be redeemed
         prior to the end of the third full calendar month after the sale of
         such Units.

         Effective January 1, 2000, approximately $246,000 in redemptions were
         made by unitholders.

<PAGE>


THE MILLBURN GLOBAL OPPORTUNITY FUND L.P.                                 F-9
NOTES TO FINANCIAL STATEMENTS
-------------------------------------------------------------------------------


7.       NET ASSET VALUE PER UNIT

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

<TABLE>
<CAPTION>

                                                              1999            1998*             1997*

<S>                                                           <C>             <C>           <C>
Net realized and unrealized (losses)/gains
    on currency contracts                                     $ (84.10)       $  (48.57)       $  103.71
Interest income                                                  70.61            75.71            78.26
Foreign exchange loss                                            (2.12)           (3.95)           (0.72)
Profit share expense                                             (9.12)              --           (22.91)
Administrative expenses                                          (8.65)           (7.38)           (7.25)
                                                         ---------------  ---------------   --------------

             NET INCOME (LOSS) PER UNIT                         (33.38)            15.81           151.09

Net asset value per unit, beginning of year                   1,479.31          1,463.50         1,312.41
                                                         ---------------  ---------------   --------------

             NET ASSET VALUE PER UNIT, END OF YEAR           $1,445.93        $ 1,479.31     $   1,463.50
                                                         ---------------  ---------------   --------------
                                                         ---------------  ---------------   --------------
</TABLE>

*Certain amounts have been reclassified for comparative purposes.

8.       NEW ACCOUNTING PRONOUNCEMENT

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