<SEC-DOCUMENT>0000950123-10-104921-index.html : 20101112
<SEC-HEADER>0000950123-10-104921.hdr.sgml : 20101111
<ACCEPTANCE-DATETIME>20101112154211
ACCESSION NUMBER:		0000950123-10-104921
CONFORMED SUBMISSION TYPE:	10-Q
PUBLIC DOCUMENT COUNT:		5
CONFORMED PERIOD OF REPORT:	20100930
FILED AS OF DATE:		20101112
DATE AS OF CHANGE:		20101112

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:		101186243

	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>y04058e10vq.htm
<DESCRIPTION>FORM 10-Q
<TEXT>
Document 1 - file: y04058e10vq.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-31.1
<SEQUENCE>2
<FILENAME>y04058exv31w1.htm
<DESCRIPTION>EX-31.1
<TEXT>
Document 2 - file: y04058exv31w1.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-31.2
<SEQUENCE>3
<FILENAME>y04058exv31w2.htm
<DESCRIPTION>EX-31.2
<TEXT>
Document 3 - file: y04058exv31w2.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.1
<SEQUENCE>4
<FILENAME>y04058exv32w1.htm
<DESCRIPTION>EX-32.1
<TEXT>
Document 4 - file: y04058exv32w1.htm

</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.2
<SEQUENCE>5
<FILENAME>y04058exv32w2.htm
<DESCRIPTION>EX-32.2
<TEXT>
Document 5 - file: y04058exv32w2.htm

</DOCUMENT>
</SEC-DOCUMENT>