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
	March 31, 2010
	UNAUDITED
Statement of Income	Month			Year to Date
	(A Units)			(A Units)
Trading Income (Loss):
Realized Trading Income (Loss)	$	746,279		$	(299,938	)
Change in Unrealized Income (Loss)		195,049			259,623
Foreign Currency Transaction Income (Loss)		15,841			16,925
Net Trading Income (Loss)		957,169			(23,390	)
Other Income
Interest Income		4,342			6,800
Total Income (Loss)		4,342			6,800
Expenses
Advisory Incentive Fees		-			-
Management Fees		77,420			236,698
Organization and Offering Expenses		-			9,842
Administrative Expenses		88,216			275,113
Brokerage Expenses		204,588			596,905
Total Expenses		370,224			1,118,558
Net Income (Loss)	$	591,287		$	(1,135,148	)
Statement of Changes in Net Asset Value
Beginning Balance		53,724,703			57,912,179
Additions		187,200			309,800
Net Income (Loss)		591,287			(1,135,148	)
Transfers from Class A to Class B		(18,447	)		(30,553	)
Redemptions		(1,076,229	)		(3,647,764	)
Balance at March 31, 2010	$	53,408,514		$	53,408,514
Total Units Held at End of the Period					529,554
Net Asset Value Per Unit				$	100.86
Rate of Return		1.10	%		-1.93	%

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 June 30, 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
	March 31, 2010
	UNAUDITED
Statement of Income	Month			Year to Date
	(B Units)			(B Units)
Trading Income (Loss):
Realized Trading Income (Loss)	$	15,096		$	(2,309	)
Change in Unrealized Income (Loss)		3,946			4,806
Foreign Currency Transaction Income (Loss)		320			346
Net Trading Income (Loss)		19,362			2,843
Other Income
Interest Income		88			129
Total Income (Loss)		88			129
Expenses
Advisory Incentive Fees		-			-
Management Fees		1,566			4,208
Organization and Offering Expenses		-			158
Administrative Expenses		1,784			4,887
Brokerage Expenses		2,293			5,678
Total Expenses		5,643			14,931
Net Income (Loss)	$	13,807		$	(11,959	)
Statement of Changes in Net Asset Value
Beginning Balance		887,733			981,767
Additions		184,000			194,000
Net Income (Loss)		13,807			(11,959	)
Transfers from Class A to Class B		18,447			30,553
Redemptions		-			(90,374	)
Balance at March 31, 2010	$	1,103,987		$	1,103,987
Total Units Held at End of the Period					10,676
Net Asset Value Per Unit				$	103.40
Rate of Return		1.26	%		-1.44	%

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 June 30, 2010

R.J. O’Brien Fund Management, LLC

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