Fake police captain threatens jail unless you pay for a warrant

A person who claimed to be a Captain of the Police. He phoned me to inform me that a case has been opened on me and that someone is trying to frame me for their crime. If I don't pay for the warrent, then policeman will come and retrieve me and take me to jail, so I must wait until the court case. I informed the person that I don't have the amount of money for warrent and told me to send what ever I have to him so he can try and help me out. Afterwards, he started deleting messages that he sent to me.