<SEC-DOCUMENT>0000950123-09-062850-index.html : 20091116
<SEC-HEADER>0000950123-09-062850.hdr.sgml : 20091116
<ACCEPTANCE-DATETIME>20091116130758
ACCESSION NUMBER:		0000950123-09-062850
CONFORMED SUBMISSION TYPE:	10-Q
PUBLIC DOCUMENT COUNT:		12
CONFORMED PERIOD OF REPORT:	20090930
FILED AS OF DATE:		20091116
DATE AS OF CHANGE:		20091116

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			AAA CAPITAL ENERGY FUND L.P.
		CENTRAL INDEX KEY:			0001057051
		STANDARD INDUSTRIAL CLASSIFICATION:	SECURITY & COMMODITY BROKERS, DEALERS, EXCHANGES & SERVICES [6200]
		IRS NUMBER:				133986032
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		10-Q
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	000-25921
		FILM NUMBER:		091185211

	BUSINESS ADDRESS:	
		STREET 1:		C/O CITIGROUP MANAGED FUTURES LLC
		STREET 2:		55 EAST 59TH STREET - 10TH FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10022
		BUSINESS PHONE:		212-559-2011

	MAIL ADDRESS:	
		STREET 1:		C/O CITIGROUP MANAGED FUTURES LLC
		STREET 2:		55 EAST 59TH STREET - 10TH FLOOR
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10022

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	SMITH BARNEY AAA ENERGY FUND LP /NY
		DATE OF NAME CHANGE:	19990413
</SEC-HEADER>
<DOCUMENT>
<TYPE>10-Q
<SEQUENCE>1
<FILENAME>y02397e10vq.htm
<DESCRIPTION>FORM 10-Q
<TEXT>
Document 1 - file: y02397e10vq.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-3.1.A
<SEQUENCE>2
<FILENAME>y02397exv3w1wa.htm
<DESCRIPTION>EX-3.1.A
<TEXT>
Document 2 - file: y02397exv3w1wa.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-3.1.B
<SEQUENCE>3
<FILENAME>y02397exv3w1wb.htm
<DESCRIPTION>EX-3.1.B
<TEXT>
Document 3 - file: y02397exv3w1wb.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-3.1.C
<SEQUENCE>4
<FILENAME>y02397exv3w1wc.htm
<DESCRIPTION>EX-3.1.C
<TEXT>
Document 4 - file: y02397exv3w1wc.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-3.1.D
<SEQUENCE>5
<FILENAME>y02397exv3w1wd.htm
<DESCRIPTION>EX-3.1.D
<TEXT>
Document 5 - file: y02397exv3w1wd.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-3.1.E
<SEQUENCE>6
<FILENAME>y02397exv3w1we.htm
<DESCRIPTION>EX-3.1.E
<TEXT>
Document 6 - file: y02397exv3w1we.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-10.2
<SEQUENCE>7
<FILENAME>y02397exv10w2.htm
<DESCRIPTION>EX-10.2
<TEXT>
Document 7 - file: y02397exv10w2.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-10.4
<SEQUENCE>8
<FILENAME>y02397exv10w4.htm
<DESCRIPTION>EX-10.4
<TEXT>
Document 8 - file: y02397exv10w4.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-31.1
<SEQUENCE>9
<FILENAME>y02397exv31w1.htm
<DESCRIPTION>EX-31.1
<TEXT>
Document 9 - file: y02397exv31w1.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-31.2
<SEQUENCE>10
<FILENAME>y02397exv31w2.htm
<DESCRIPTION>EX-31.2
<TEXT>
Document 10 - file: y02397exv31w2.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.1
<SEQUENCE>11
<FILENAME>y02397exv32w1.htm
<DESCRIPTION>EX-32.1
<TEXT>
Document 11 - file: y02397exv32w1.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.2
<SEQUENCE>12
<FILENAME>y02397exv32w2.htm
<DESCRIPTION>EX-32.2
<TEXT>
Document 12 - file: y02397exv32w2.htm

</DOCUMENT>
</SEC-DOCUMENT>