<ARTICLE>           5
<LEGEND>
                    The Schedule contains summary financial 
                    information extracted from the financial
                    statements for Prudential-Bache Capital
                    Return Futures Fund L.P. and is qualified
                    in its entirety by reference to such 
                    financial statements
</LEGEND>
<RESTATED>          
<CIK>               0000846176
<NAME>              P-B Capital Return Futures Fund L.P.

<MULTIPLIER>                    1

<FISCAL-YEAR-END>               Dec-31-1996

<PERIOD-START>                  Jan-1-1996

<PERIOD-END>                    Mar-31-1996

<PERIOD-TYPE>                   3-Mos

<CASH>                          4,696,808

<SECURITIES>                    14,237,442

<RECEIVABLES>                   0

<ALLOWANCES>                    0

<INVENTORY>                     0

<CURRENT-ASSETS>                18,934,250

<PP&E>                          0

<DEPRECIATION>                  0

<TOTAL-ASSETS>                  18,934,250

<CURRENT-LIABILITIES>           1,325,230

<BONDS>                         0

<PREFERRED-MANDATORY>           0

<PREFERRED>                     0

<COMMON>                        0

<OTHER-SE>                      17,609,020

<TOTAL-LIABILITY-AND-EQUITY>    18,934,250

<SALES>                         0

<TOTAL-REVENUES>                (198,237)

<CGS>                           0

<TOTAL-COSTS>                   0

<OTHER-EXPENSES>                635,675

<LOSS-PROVISION>                0

<INTEREST-EXPENSE>              0

<INCOME-PRETAX>                 0

<INCOME-TAX>                    0

<INCOME-CONTINUING>             0

<DISCONTINUED>                  0

<EXTRAORDINARY>                 0

<CHANGES>                       0

<NET-INCOME>                    (833,912)

<EPS-PRIMARY>                   (5.36)

<EPS-DILUTED>                   0