Filed pursuant to Rule 424(b)(3)

Registration Statement No. 333-146177

	For Month Ended May 31, 2009 UNAUDITED
Statement of Income	Month (A Units)			Year to Date (A Units)
Trading Income (Loss):
Realized Trading Income (Loss)	$	(553,030	)	$	(2,836,545	)
Change in Unrealized Income (Loss)		30,052			(748,780	)
Foreign Currency Transaction Income (Loss)		1,197,050			1,231,301
Net Trading Income (Loss)		674,071			(2,354,024	)
Other Income
Interest Income		5,685			28,882
Total Income (Loss)		5,685			28,882

Expenses
Advisory Incentive Fees		(4,763	)		8,243
Management Fees		105,013			539,179
Organization and Offering Expenses		19,735			150,893
Administrative Expenses		78,941			627,416
Brokerage Expenses		217,035			1,166,189
Total Expenses		415,962			2,491,920
Net Income (Loss)	$	263,795		$	(4,817,062	)

Statement of Changes in Net Asset Value
Beginning Balance	68,334,640		80,039,618
Additions	-		-
Net Income (Loss)	263,795		(4,817,062	)
Transfers from Class A to Class B	(8,109	)	(1,059,783	)
Redemptions	(928,727	)	(6,501,174	)

Balance at May 31, 2009	$	67,661,599		$	67,661,599
Total Units Held at End of the Period					604,799
Net Asset Value Per Unit				$	111.87
Rate of Return		0.39	%		-6.30	%

To the best of my knowledge and belief, the information

contained herein is accurate and complete

/s/Annette A. Cazenave                  

Sr. Vice President, R.J. O'Brien Fund Management, LLC

Managing Owner, RJO Global Trust

NOT FOR USE AFTER AUGUST 30, 2009

	For Month Ended May 31, 2009 UNAUDITED
Statement of Income	Month (B Units)			Year to Date (B Units)
Trading Income (Loss):
Realized Trading Income (Loss)	$	(7,418	)	$	(38,127	)
Change in Unrealized Income (Loss)		403			(9,886	)
Foreign Currency Transaction Income (Loss)		16,056			16,482
Net Trading Income (Loss)		9,041			(31,531	)
Other Income
Interest Income		76			392
Total Income (Loss)		76			392

Expenses
Advisory Incentive Fees		(64	)		94
Management Fees		1,409			7,305
Organization and Offering Expenses		265			2,107
Administrative Expenses		1,059			8,262
Brokerage Expenses		1,371			7,637
Total Expenses		4,040			25,405
Net Income (Loss)	$	5,078		$	(56,544	)

Statement of Changes in Net Asset Value
Beginning Balance	908,372		-
Additions	-		-
Net Income (Loss)	5,078		(56,544	)
Transfers from Class A to Class B	8,109		1,059,783
Redemptions	(4,353	)	(86,033	)

Balance at May 31, 2009	$	917,206	$	917,206
Total Units Held at End of the Period				8,131
Net Asset Value Per Unit			$	112.81
Rate of Return		0.56%		-5.51%

To the best of my knowledge and belief, the information

contained herein is accurate and complete

/s/Annette A. Cazenave                  

Sr. Vice President, R.J. O'Brien Fund Management, LLC

Managing Owner, RJO Global Trust

NOT FOR USE AFTER AUGUST 30, 2009