<SEC-DOCUMENT>0001057051-10-000004-index.html : 20100915
<SEC-HEADER>0001057051-10-000004.hdr.sgml : 20100915
<ACCEPTANCE-DATETIME>20100915102038
ACCESSION NUMBER:		0001057051-10-000004
CONFORMED SUBMISSION TYPE:	8-K
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20100901
ITEM INFORMATION:		Other Events
FILED AS OF DATE:		20100915
DATE AS OF CHANGE:		20100915

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:		8-K
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	000-25921
		FILM NUMBER:		101073112

	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>8-K
<SEQUENCE>1
<FILENAME>aaacap.htm
<DESCRIPTION>AAA CAPITAL ENERGY FUND L.P.
<TEXT>
Document 1 - file: aaacap.htm

</DOCUMENT>
</SEC-DOCUMENT>