May 15, 1996 Securities and Exchange Commission Mail Stop 9-5 450 5th Street, N.W. Washington, D.C. 20549 Dear Sirs/Madams: We have read and agree with the comments in Item 4 of Form 8-K of Prudential-Bache Capital Return Futures Fund 3, L.P. dated May 14, 1996. Yours truly, Deloitte & Touche LLP New York, New York