Filed pursuant to Rule 424(b)(3)

Registration Statement No. 333-146177

RJO Global Trust

sponsored by

RJO Fund Management, LLC

Account Statement

	For Month Ended
	February 28, 2010
	UNAUDITED
Statement of Income	Month			Year to Date
	(A Units)			(A Units)
Trading Income (Loss):
Realized Trading Income (Loss)	$	(468,750	)	$	(1,046,217	)
Change in Unrealized Income (Loss)		218,262			64,574
Foreign Currency Transaction Income (Loss)		(6,594	)		1,084
Net Trading Income (Loss)		(257,082	)		(980,559	)
Other Income
Interest Income		1,718			2,458
Total Income (Loss)		1,718			2,458
Expenses
Advisory Incentive Fees		-			-
Management Fees		78,614			159,278
Organization and Offering Expenses		9,842			9,842
Administrative Expenses		88,582			186,897
Brokerage Expenses		198,217			392,317
Total Expenses		375,255			748,334
Net Income (Loss)	$	(630,619	)	$	(1,726,435	)
Statement of Changes in Net Asset Value
Beginning Balance		55,931,021			57,912,179
Additions		43,700			122,600
Net Income (Loss)		(630,619	)		(1,726,435	)
Transfers from Class A to Class B		-			(12,106	)
Redemptions		(1,619,399	)		(2,571,535	)
Balance at February 28, 2010	$	53,724,703		$	53,724,703
Total Units Held at End of the Period					538,533
Net Asset Value Per Unit				$	99.76
Rate of Return		-1.13	%		-2.99	%

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 May 31, 2010

R.J. O’Brien Fund Management, LLC

222 S. Riverside Plaza ● Suite 900 ● Chicago, IL 60606 ● Toll Free: (888) 292-9399

RJO Global Trust

sponsored by

RJO Fund Management, LLC

Account Statement

	For Month Ended
	February 28, 2010
	UNAUDITED
Statement of Income	Month			Year to Date
	(B Units)			(B Units)
Trading Income (Loss):
Realized Trading Income (Loss)	$	(7,506	)	$	(17,405	)
Change in Unrealized Income (Loss)		3,495			860
Foreign Currency Transaction Income (Loss)		(106	)		26
Net Trading Income (Loss)		(4,117	)		(16,519	)
Other Income
Interest Income		28			41
Total Income (Loss)		28			41
Expenses
Advisory Incentive Fees		-			-
Management Fees		1,259			2,642
Organization and Offering Expenses		158			158
Administrative Expenses		1,418			3,103
Brokerage Expenses		1,690			3,385
Total Expenses		4,525			9,288
Net Income (Loss)	$	(8,614	)	$	(25,766	)
Statement of Changes in Net Asset Value
Beginning Balance		886,347			981,767
Additions		10,000			10,000
Net Income (Loss)		(8,614	)		(25,766	)
Transfers from Class A to Class B		-			12,106
Redemptions		-			(90,374	)
Balance at February 28, 2010	$	887,733		$	887,733
Total Units Held at End of the Period					8,694
Net Asset Value Per Unit				$	102.11
Rate of Return		-0.96	%		-2.67	%

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 May 31, 2010

R.J. O’Brien Fund Management, LLC

222 S. Riverside Plaza ● Suite 900 ● Chicago, IL 60606 ● Toll Free: (888) 292-9399