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<PAGE> PAGE 21
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<PAGE> PAGE 22
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<PAGE> PAGE 32
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073 A021300 0.0000
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074 K001300 0
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074 M001300 27
074 N001300 80028
074 O001300 1476
074 P001300 23
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074 R011300 0
074 R021300 0
074 R031300 0
074 R041300 318
074 S001300 0
074 T001300 78211
074 U011300 9456
074 U021300 0
074 V011300 8.27
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075 B001300 61513
076 001300 0.00
SIGNATURE THOMAS M. REYNOLDS
TITLE CONTROLLER
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUNDS
[SERIES]
[NUMBER] 1
[NAME] GOVERNMENT MONEY INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 243,388,298
[INVESTMENTS-AT-VALUE] 243,388,298
[RECEIVABLES] 0
[ASSETS-OTHER] 34,327
[OTHER-ITEMS-ASSETS] 819,904
[TOTAL-ASSETS] 244,242,529
[PAYABLE-FOR-SECURITIES] 0
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 774,781
[TOTAL-LIABILITIES] 774,781
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 243,520,773
[SHARES-COMMON-STOCK] 243,520,773
[SHARES-COMMON-PRIOR] 241,646,299
[ACCUMULATED-NII-CURRENT] 0
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 3,215
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] 0
[NET-ASSETS] 243,467,748
[DIVIDEND-INCOME] 0
[INTEREST-INCOME] 7,036,440
[OTHER-INCOME] 0
[EXPENSES-NET] 735,447
[NET-INVESTMENT-INCOME] 6,300,993
[REALIZED-GAINS-CURRENT] 3,215
[APPREC-INCREASE-CURRENT] 0
[NET-CHANGE-FROM-OPS] 6,304,208
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 6,300,993
[DISTRIBUTIONS-OF-GAINS] 0
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 183,824,641
[NUMBER-OF-SHARES-REDEEMED] 187,213,116
[SHARES-REINVESTED] 5,262,949
[NET-CHANGE-IN-ASSETS] 1,877,689
[ACCUMULATED-NII-PRIOR] 0
[ACCUMULATED-GAINS-PRIOR] 0
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 429,011
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 848,234
[AVERAGE-NET-ASSETS] 248,515,348
[PER-SHARE-NAV-BEGIN] 1.00
[PER-SHARE-NII] 0.26
[PER-SHARE-GAIN-APPREC] 0
[PER-SHARE-DIVIDEND] 0.26
[PER-SHARE-DISTRIBUTIONS] 0
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 1.00
[EXPENSE-RATIO] 0.60
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUND, INC
[SERIES]
[NUMBER] 2
[NAME] INTERMEDIATE FIXED INCOME INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 278,693,187
[INVESTMENTS-AT-VALUE] 280,412,575
[RECEIVABLES] 10,151,518
[ASSETS-OTHER] 11,534
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 290,575,627
[PAYABLE-FOR-SECURITIES] 8,372,181
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 312,692
[TOTAL-LIABILITIES] 8,684,873
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 286,088,727
[SHARES-COMMON-STOCK] 34,592,134
[SHARES-COMMON-PRIOR] 30,399,179
[ACCUMULATED-NII-CURRENT] 0
[OVERDISTRIBUTION-NII] 10,396
[ACCUMULATED-NET-GAINS] 0
[OVERDISTRIBUTION-GAINS] 5,941,557
[ACCUM-APPREC-OR-DEPREC] 1,719,388
[NET-ASSETS] 281,890,754
[DIVIDEND-INCOME] 0
[INTEREST-INCOME] 9,095,230
[OTHER-INCOME] 0
[EXPENSES-NET] 1,053,715
[NET-INVESTMENT-INCOME] 8,041,515
[REALIZED-GAINS-CURRENT] 1,372,205
[APPREC-INCREASE-CURRENT] 326,840
[NET-CHANGE-FROM-OPS] 9,740,560
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 8,603,309
[DISTRIBUTIONS-OF-GAINS] 0
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 7,974,601
[NUMBER-OF-SHARES-REDEEMED] 4,801,030
[SHARES-REINVESTED] 1,019,384
[NET-CHANGE-IN-ASSETS] 35,568,062
[ACCUMULATED-NII-PRIOR] 551,398
[ACCUMULATED-GAINS-PRIOR] 0
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 7,313,762
[GROSS-ADVISORY-FEES] 526,857
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 1,053,715
[AVERAGE-NET-ASSETS] 264,665,730
[PER-SHARE-NAV-BEGIN] 8.10
[PER-SHARE-NII] 0.25
[PER-SHARE-GAIN-APPREC] 0.07
[PER-SHARE-DIVIDEND] 0.27
[PER-SHARE-DISTRIBUTIONS] 0
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 8.15
[EXPENSE-RATIO] 0.80
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUND, INC
[SERIES]
[NUMBER] 3
[NAME] LONG TERM BOND INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 147,062,117
[INVESTMENTS-AT-VALUE] 151,739,733
[RECEIVABLES] 2,266,272
[ASSETS-OTHER] 11,341
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 154,017,346
[PAYABLE-FOR-SECURITIES] 0
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 223,731
[TOTAL-LIABILITIES] 223,731
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 151,366,569
[SHARES-COMMON-STOCK] 18,530
[SHARES-COMMON-PRIOR] 0
[ACCUMULATED-NII-CURRENT] 349,679
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 0
[OVERDISTRIBUTION-GAINS] 2,618,779
[ACCUM-APPREC-OR-DEPREC] 4,677,616
[NET-ASSETS] 153,793,615
[DIVIDEND-INCOME] 0
[INTEREST-INCOME] 4,861,425
[OTHER-INCOME] 0
[EXPENSES-NET] 585,595
[NET-INVESTMENT-INCOME] 4,275,830
[REALIZED-GAINS-CURRENT] 492,543
[APPREC-INCREASE-CURRENT] 336,156
[NET-CHANGE-FROM-OPS] 5,104,529
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 4,148,766
[DISTRIBUTIONS-OF-GAINS] 0
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 3,816,864
[NUMBER-OF-SHARES-REDEEMED] 780,101
[SHARES-REINVESTED] 120,432
[NET-CHANGE-IN-ASSETS] 16,248,205
[ACCUMULATED-NII-PRIOR] 7,619,177
[ACCUMULATED-GAINS-PRIOR] 0
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 1,937,986
[GROSS-ADVISORY-FEES] 0
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 0
[AVERAGE-NET-ASSETS] 148,396,775
[PER-SHARE-NAV-BEGIN] 8.23
[PER-SHARE-NII] 0.23
[PER-SHARE-GAIN-APPREC] 0.06
[PER-SHARE-DIVIDEND] 0.22
[PER-SHARE-DISTRIBUTIONS] 0
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 8.30
[EXPENSE-RATIO] 0.80
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUND, INC
[SERIES]
[NUMBER] 4
[NAME] MUNICIPAL BONDS INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 51,532,559
[INVESTMENTS-AT-VALUE] 51,999,250
[RECEIVABLES] 922,453
[ASSETS-OTHER] 102,055
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 53,023,758
[PAYABLE-FOR-SECURITIES] 0
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 15,633
[TOTAL-LIABILITIES] 15,633
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 53,962,880
[SHARES-COMMON-STOCK] 6,191,165
[SHARES-COMMON-PRIOR] 0
[ACCUMULATED-NII-CURRENT] (10,242)
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] (1,411,204)
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] 466,691
[NET-ASSETS] 53,008,125
[DIVIDEND-INCOME] 0
[INTEREST-INCOME] 1,282,205
[OTHER-INCOME] 0
[EXPENSES-NET] 191,168
[NET-INVESTMENT-INCOME] 1,091,037
[REALIZED-GAINS-CURRENT] 81,632
[APPREC-INCREASE-CURRENT] 1,425,486
[NET-CHANGE-FROM-OPS] 2,598,155
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 1,101,279
[DISTRIBUTIONS-OF-GAINS] 0
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 11,785,255
[NUMBER-OF-SHARES-REDEEMED] 6,655,286
[SHARES-REINVESTED] 1,025,558
[NET-CHANGE-IN-ASSETS] 7,652,403
[ACCUMULATED-NII-PRIOR] 0
[ACCUMULATED-GAINS-PRIOR] (1,492,836)
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 143,376
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 246,131
[AVERAGE-NET-ASSETS] 47,997,259
[PER-SHARE-NAV-BEGIN] 8.27
[PER-SHARE-NII] 0.20
[PER-SHARE-GAIN-APPREC] 0.29
[PER-SHARE-DIVIDEND] 0.20
[PER-SHARE-DISTRIBUTIONS] 0
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 8.56
[EXPENSE-RATIO] 0.80
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUND, INC
[SERIES]
[NUMBER] 5
[NAME] MORTGAGE BACKED INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 115,343,109
[INVESTMENTS-AT-VALUE] 114,930,995
[RECEIVABLES] 1,239,539
[ASSETS-OTHER] 10,920
[OTHER-ITEMS-ASSETS] 4,930
[TOTAL-ASSETS] 116,186,384
[PAYABLE-FOR-SECURITIES] 0
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 154,377
[TOTAL-LIABILITIES] 154,377
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 117,681,347
[SHARES-COMMON-STOCK] 14,585,632
[SHARES-COMMON-PRIOR] 13,240,341
[ACCUMULATED-NII-CURRENT] 0
[OVERDISTRIBUTION-NII] 124,185
[ACCUMULATED-NET-GAINS] 1,113,041
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] 412,114
[NET-ASSETS] 116,032,007
[DIVIDEND-INCOME] 0
[INTEREST-INCOME] 3,829,804
[OTHER-INCOME] 0
[EXPENSES-NET] 438,447
[NET-INVESTMENT-INCOME] 3,391,357
[REALIZED-GAINS-CURRENT] (27,372)
[APPREC-INCREASE-CURRENT] 602,902
[NET-CHANGE-FROM-OPS] 3,966,887
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 3,515,542
[DISTRIBUTIONS-OF-GAINS] 0
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 2,598,314
[NUMBER-OF-SHARES-REDEEMED] 1,673,992
[SHARES-REINVESTED] 420,969
[NET-CHANGE-IN-ASSETS] 11,242,638
[ACCUMULATED-NII-PRIOR] 3,029,804
[ACCUMULATED-GAINS-PRIOR] 0
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 376,298
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 516,058
[AVERAGE-NET-ASSETS] 109,962,037
[PER-SHARE-NAV-BEGIN] 7.91
[PER-SHARE-NII] 0.25
[PER-SHARE-GAIN-APPREC] 0.06
[PER-SHARE-DIVIDEND] 0.26
[PER-SHARE-DISTRIBUTIONS] 0
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 7.96
[EXPENSE-RATIO] 0.82
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUND, INC
[SERIES]
[NUMBER] 6
[NAME] BALANCED INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 40,647,725
[INVESTMENTS-AT-VALUE] 44,125,433
[RECEIVABLES] 263,740
[ASSETS-OTHER] 403
[OTHER-ITEMS-ASSETS] 36,967
[TOTAL-ASSETS] 44,426,543
[PAYABLE-FOR-SECURITIES] 0
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 0
[TOTAL-LIABILITIES] 137,512
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 40,344,108
[SHARES-COMMON-STOCK] 0
[SHARES-COMMON-PRIOR] 0
[ACCUMULATED-NII-CURRENT] 0
[OVERDISTRIBUTION-NII] 22,718
[ACCUMULATED-NET-GAINS] 489,933
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] 3,477,708
[NET-ASSETS] 44,289,031
[DIVIDEND-INCOME] 305,464
[INTEREST-INCOME] 316,192
[OTHER-INCOME] 0
[EXPENSES-NET] 166,922
[NET-INVESTMENT-INCOME] 454,734
[REALIZED-GAINS-CURRENT] 1,038,416
[APPREC-INCREASE-CURRENT] 1,844,638
[NET-CHANGE-FROM-OPS] 3,337,788
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 570,518
[DISTRIBUTIONS-OF-GAINS] 1,082,919
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 19,418,875
[NUMBER-OF-SHARES-REDEEMED] 8,735,622
[SHARES-REINVESTED] 1,653,021
[NET-CHANGE-IN-ASSETS] 14,020,625
[ACCUMULATED-NII-PRIOR] 627,561
[ACCUMULATED-GAINS-PRIOR] 534,576
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 133,324
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 209,359
[AVERAGE-NET-ASSETS] 33,514,170
[PER-SHARE-NAV-BEGIN] 9.37
[PER-SHARE-NII] 0.13
[PER-SHARE-GAIN-APPREC] 0.83
[PER-SHARE-DIVIDEND] 0.17
[PER-SHARE-DISTRIBUTIONS] 0.50
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 9.83
[EXPENSE-RATIO] 1.00
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUND, INC
[SERIES]
[NUMBER] 7
[NAME] LARGE CAPITALIZATION VALUE EQUITY INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 1,095,303,707
[INVESTMENTS-AT-VALUE] 1,340,773,132
[RECEIVABLES] 10,826,450
[ASSETS-OTHER] 11,193
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 1,351,610,775
[PAYABLE-FOR-SECURITIES] 2,102,125
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 1,368,335
[TOTAL-LIABILITIES] 3,470,460
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 1,093,012,436
[SHARES-COMMON-STOCK] 118,900,488
[SHARES-COMMON-PRIOR] 102,690,248
[ACCUMULATED-NII-CURRENT] 10,364,219
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 0
[OVERDISTRIBUTION-GAINS] 824,665
[ACCUM-APPREC-OR-DEPREC] 245,469,425
[NET-ASSETS] 1,348,140,315
[DIVIDEND-INCOME] 612,428
[INTEREST-INCOME] 18,356,056
[OTHER-INCOME] 0
[EXPENSES-NET] 4,745,566
[NET-INVESTMENT-INCOME] 14,222,918
[REALIZED-GAINS-CURRENT] 7,257,199
[APPREC-INCREASE-CURRENT] 120,299,683
[NET-CHANGE-FROM-OPS] 141,779,800
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 21,453,227
[DISTRIBUTIONS-OF-GAINS] 14,119,177
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 24,476,670
[NUMBER-OF-SHARES-REDEEMED] 12,074,279
[SHARES-REINVESTED] 3,807,849
[NET-CHANGE-IN-ASSETS] 278,102,950
[ACCUMULATED-NII-PRIOR] 0
[ACCUMULATED-GAINS-PRIOR] 534,576
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 3,099,382
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 4,745,566
[AVERAGE-NET-ASSETS] 1,201,724,071
[PER-SHARE-NAV-BEGIN] 10.42
[PER-SHARE-NII] 0.44
[PER-SHARE-GAIN-APPREC] 3
[PER-SHARE-DIVIDEND] 3.50
[PER-SHARE-DISTRIBUTIONS] 2.68
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 11.34
[EXPENSE-RATIO] 0.71
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUND, INC
[SERIES]
[NUMBER] 8
[NAME] LARGE CAPITALIZATION GROWTH INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 884,392,577
[INVESTMENTS-AT-VALUE] 1,069,766,485
[RECEIVABLES] 19,720,257
[ASSETS-OTHER] 10,920
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 1,089,497,662
[PAYABLE-FOR-SECURITIES] 26,872,783
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 1,152,058
[TOTAL-LIABILITIES] 28,024,481
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 846,917,415
[SHARES-COMMON-STOCK] 82,312,013
[SHARES-COMMON-PRIOR] 64,474,930
[ACCUMULATED-NII-CURRENT] 2,156,199
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 26,795,699
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] 185,603,508
[NET-ASSETS] 1,061,472,821
[DIVIDEND-INCOME] 5,700,277
[INTEREST-INCOME] 1,144,685
[OTHER-INCOME] 0
[EXPENSES-NET] 3,682,059
[NET-INVESTMENT-INCOME] 3,162,903
[REALIZED-GAINS-CURRENT] 41,867,936
[APPREC-INCREASE-CURRENT] 51,989,376
[NET-CHANGE-FROM-OPS] 97,020,275
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 4,153,946
[DISTRIBUTIONS-OF-GAINS] 36,845,945
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 21,465,265
[NUMBER-OF-SHARES-REDEEMED] 6,952,223
[SHARES-REINVESTED] 3,324,041
[NET-CHANGE-IN-ASSETS] 279,078,557
[ACCUMULATED-NII-PRIOR] 1,388,158
[ACCUMULATED-GAINS-PRIOR] 9,112,580
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 3,174,450
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 3,682,059
[AVERAGE-NET-ASSETS] 1,201,724,071
[PER-SHARE-NAV-BEGIN] 12.13
[PER-SHARE-NII] 0.03
[PER-SHARE-GAIN-APPREC] 1.30
[PER-SHARE-DIVIDEND] 0.06
[PER-SHARE-DISTRIBUTIONS] 0.50
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 12.90
[EXPENSE-RATIO] 0.81
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUND, INC
[SERIES]
[NUMBER] 9
[NAME] SMALL CAPITALIZATION VALUE EQUITY INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 362,263,876
[INVESTMENTS-AT-VALUE] 405,937,495
[RECEIVABLES] 3,037,677
[ASSETS-OTHER] 10,920
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 408,986,092
[PAYABLE-FOR-SECURITIES] 356,559
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 617,859
[TOTAL-LIABILITIES] 974,418
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 364,025,225
[SHARES-COMMON-STOCK] 39,077,822
[SHARES-COMMON-PRIOR] 34,008,451
[ACCUMULATED-NII-CURRENT] 438,476
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 0
[OVERDISTRIBUTION-GAINS] 125,646
[ACCUM-APPREC-OR-DEPREC] 43,673,619
[NET-ASSETS] 408,011,674
[DIVIDEND-INCOME] 201,678
[INTEREST-INCOME] 4,234,657
[OTHER-INCOME] 0
[EXPENSES-NET] 1,942,983
[NET-INVESTMENT-INCOME] 2,493,442
[REALIZED-GAINS-CURRENT] 5,352,195
[APPREC-INCREASE-CURRENT] 13,359,851
[NET-CHANGE-FROM-OPS] 21,205,488
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 4,982,000
[DISTRIBUTIONS-OF-GAINS] 0
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 8,352,756
[NUMBER-OF-SHARES-REDEEMED] 3,768,368
[SHARES-REINVESTED] 484,983
[NET-CHANGE-IN-ASSETS] 67,705,415
[ACCUMULATED-NII-PRIOR] 2,927,034
[ACCUMULATED-GAINS-PRIOR] (5,477,841)
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 1,754,756
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 3,243,689
[AVERAGE-NET-ASSETS] 366,583,585
[PER-SHARE-NAV-BEGIN] 10.01
[PER-SHARE-NII] 0.06
[PER-SHARE-GAIN-APPREC] 0.51
[PER-SHARE-DIVIDEND] 0
[PER-SHARE-DISTRIBUTIONS] 0.14
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 10.44
[EXPENSE-RATIO] 1.06
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUND, INC
[SERIES]
[NUMBER] 10
[NAME] SMALL CAPITALIZATION GROWTH INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 313,931,087
[INVESTMENTS-AT-VALUE] 409,121,229
[RECEIVABLES] 1,684,461
[ASSETS-OTHER] 8,491
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 410,814,181
[PAYABLE-FOR-SECURITIES] 1,553,548
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 657,579
[TOTAL-LIABILITIES] 2,211,127
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 310,181,286
[SHARES-COMMON-STOCK] 24,543,456
[SHARES-COMMON-PRIOR] 0
[ACCUMULATED-NII-CURRENT] (1,002,756)
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 4,209,839
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] 95,190,142
[NET-ASSETS] 408,603,054
[DIVIDEND-INCOME] 555,121
[INTEREST-INCOME] 333,610
[OTHER-INCOME] 0
[EXPENSES-NET] 1,891,487
[NET-INVESTMENT-INCOME] (1,002,756)
[REALIZED-GAINS-CURRENT] 7,097,486
[APPREC-INCREASE-CURRENT] 41,012,945
[NET-CHANGE-FROM-OPS] 48,110,431
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 0
[DISTRIBUTIONS-OF-GAINS] (53,196,733)
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 7,822,068
[NUMBER-OF-SHARES-REDEEMED] 5,011,445
[SHARES-REINVESTED] 3,403,611
[NET-CHANGE-IN-ASSETS] 6,214,234
[ACCUMULATED-NII-PRIOR] (812,083)
[ACCUMULATED-GAINS-PRIOR] 80,661,351
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 985,218
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 1,891,487
[AVERAGE-NET-ASSETS] 355,541,709
[PER-SHARE-NAV-BEGIN] 17.19
[PER-SHARE-NII] 0.05
[PER-SHARE-GAIN-APPREC] 2.19
[PER-SHARE-DIVIDEND] 0
[PER-SHARE-DISTRIBUTIONS] 2.68
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 16.65
[EXPENSE-RATIO] 1.07
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUNDS
[SERIES]
[NUMBER] 11
[NAME] INTERNATIONAL EQUITY INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 699,147,782
[INVESTMENTS-AT-VALUE] 737,975,905
[RECEIVABLES] 19,475,388
[ASSETS-OTHER] 29,846
[OTHER-ITEMS-ASSETS] 13,834,445
[TOTAL-ASSETS] 771,315,584
[PAYABLE-FOR-SECURITIES] 16,734,719
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 1,873,951
[TOTAL-LIABILITIES] 18,608,670
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 656,943,703
[SHARES-COMMON-STOCK] 71,619,996
[SHARES-COMMON-PRIOR] 63,168,278
[ACCUMULATED-NII-CURRENT] 4,951,647
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 50,074,571
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] 40,736,993
[NET-ASSETS] 752,706,914
[DIVIDEND-INCOME] 1,491,957
[INTEREST-INCOME] 5,463,257
[OTHER-INCOME] 0
[EXPENSES-NET] 3,661,436
[NET-INVESTMENT-INCOME] 3,293,778
[REALIZED-GAINS-CURRENT] 63,906,113
[APPREC-INCREASE-CURRENT] (29,721,338)
[NET-CHANGE-FROM-OPS] 37,478,553
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 11,320,688
[DISTRIBUTIONS-OF-GAINS] 17,962,763
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 159,570,524
[NUMBER-OF-SHARES-REDEEMED] 107,217,158
[SHARES-REINVESTED] 29,028,066
[NET-CHANGE-IN-ASSETS] 89,576,539
[ACCUMULATED-NII-PRIOR] 0
[ACCUMULATED-GAINS-PRIOR] 17,657,600
[OVERDISTRIB-NII-PRIOR] 547,822
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 1,999,402
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 3,689,221
[AVERAGE-NET-ASSETS] 687,777,493
[PER-SHARE-NAV-BEGIN] 10.50
[PER-SHARE-NII] 0.25
[PER-SHARE-GAIN-APPREC] 0.21
[PER-SHARE-DIVIDEND] 0.17
[PER-SHARE-DISTRIBUTIONS] 0.28
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 10.51
[EXPENSE-RATIO] 1.07
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUNDS
[SERIES]
[NUMBER] 12
[NAME] INTERNATIONAL FIXED INCOME INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 103,789,342
[INVESTMENTS-AT-VALUE] 105,611,441
[RECEIVABLES] 4,777,201
[ASSETS-OTHER] 39,810
[OTHER-ITEMS-ASSETS] 12,642,729
[TOTAL-ASSETS] 123,071,181
[PAYABLE-FOR-SECURITIES] 0
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 592,090
[TOTAL-LIABILITIES] 592,090
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 119,338,943
[SHARES-COMMON-STOCK] 13,809,661
[SHARES-COMMON-PRIOR] 11,757,748
[ACCUMULATED-NII-CURRENT] 515,472
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 794,290
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] 1,830,386
[NET-ASSETS] 122,479,091
[DIVIDEND-INCOME] 0
[INTEREST-INCOME] 4,139,521
[OTHER-INCOME] 0
[EXPENSES-NET] 549,608
[NET-INVESTMENT-INCOME] 3,589,913
[REALIZED-GAINS-CURRENT] 3,300,929
[APPREC-INCREASE-CURRENT] (218,480)
[NET-CHANGE-FROM-OPS] 6,672,362
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 8,792,414
[DISTRIBUTIONS-OF-GAINS] 0
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 23,473,381
[NUMBER-OF-SHARES-REDEEMED] 13,162,078
[SHARES-REINVESTED] 8,403,757
[NET-CHANGE-IN-ASSETS] 16,595,008
[ACCUMULATED-NII-PRIOR] 4,742,882
[ACCUMULATED-GAINS-PRIOR] 0
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 1,531,548
[GROSS-ADVISORY-FEES] 282,695
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 576,801
[AVERAGE-NET-ASSETS] 115,936,503
[PER-SHARE-NAV-BEGIN] 9.01
[PER-SHARE-NII] 0.36
[PER-SHARE-GAIN-APPREC] 0.26
[PER-SHARE-DIVIDEND] 0.24
[PER-SHARE-DISTRIBUTIONS] 0
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 8.87
[EXPENSE-RATIO] 1.00
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
[ARTICLE] 6
[CIK] 0000875186
[NAME] CONSULTING GROUP CAPITAL MARKETS FUNDS
[SERIES]
[NUMBER] 13
[NAME] EMERGING MARKETS EQUITY INVESTMENTS
<TABLE>
<S> <C>
[PERIOD-TYPE] 6-MOS
[FISCAL-YEAR-END] AUG-31-1996
[PERIOD-END] FEB-29-1996
[INVESTMENTS-AT-COST] 76,760,597
[INVESTMENTS-AT-VALUE] 77,140,780
[RECEIVABLES] 3,763,933
[ASSETS-OTHER] 27,177
[OTHER-ITEMS-ASSETS] 95,993
[TOTAL-ASSETS] 80,027,883
[PAYABLE-FOR-SECURITIES] 1,476,361
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 340,780
[TOTAL-LIABILITIES] 1,817,141
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 79,125,663
[SHARES-COMMON-STOCK] 9,455,818
[SHARES-COMMON-PRIOR] 7,559,614
[ACCUMULATED-NII-CURRENT] 0
[OVERDISTRIBUTION-NII] (545,019)
[ACCUMULATED-NET-GAINS] 0
[OVERDISTRIBUTION-GAINS] (746,397)
[ACCUM-APPREC-OR-DEPREC] 376,495
[NET-ASSETS] 78,210,742
[DIVIDEND-INCOME] 363,652
[INTEREST-INCOME] 0
[OTHER-INCOME] 0
[EXPENSES-NET] 427,520
[NET-INVESTMENT-INCOME] (63,868)
[REALIZED-GAINS-CURRENT] 2,017,587
[APPREC-INCREASE-CURRENT] 1,532,489
[NET-CHANGE-FROM-OPS] 3,486,208
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 0
[DISTRIBUTIONS-OF-GAINS] 0
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 40,867,149
[NUMBER-OF-SHARES-REDEEMED] 25,475,703
[SHARES-REINVESTED] 0
[NET-CHANGE-IN-ASSETS] 18,877,654
[ACCUMULATED-NII-PRIOR] 0
[ACCUMULATED-GAINS-PRIOR] 0
[OVERDISTRIB-NII-PRIOR] 179,607
[OVERDIST-NET-GAINS-PRIOR] 3,065,528
[GROSS-ADVISORY-FEES] 184,705
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 462,378
[AVERAGE-NET-ASSETS] 63,018,261
[PER-SHARE-NAV-BEGIN] 7.85
[PER-SHARE-NII] (0.06)
[PER-SHARE-GAIN-APPREC] 0.48
[PER-SHARE-DIVIDEND] 0
[PER-SHARE-DISTRIBUTIONS] 0
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 8.27
[EXPENSE-RATIO] 1.48
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
