SIGNATURES

     Pursuant to the requirements of Section 13 or 15(d) of the Securities
Exchange Act of 1934, the Registrant has duly caused this annual report on Form
10-K authorized, in the City of New York and State of New York on the 15th day
of March 2004.



SMITH BARNEY AAA ENERGY FUTURES FUND L.P.



By:  Citigroup Managed Futures LLC
     (General Partner)



By /s/ David J. Vogel
       David J. Vogel, President & Director



     Pursuant to the requirements of the Securities Exchange Act of 1934, this
annual report on Form 10-K has been signed below by the following persons in the
capacities and on the date indicated.





/s/ David J. Vogel                               /s/ Shelley Ullman
    David J. Vogel                                   Shelley Ullman
    Director, Principal Executive                    Director
    Officer and President



/s/ Maureen O'Toole                              /s/ Steve J.Keltz
    Maureen O'Toole                                  Steve J. Keltz
    Director                                         Secretary and Director



/s/ Daniel R. McAuliffe, Jr.
    Daniel R. McAuliffe, Jr.
    Chief Financial Officer and Director