Filed pursuant to Rule 424(b)(3)
Registration Statement No. 333-146177
|
For Month Ended
|
||||||||
|
February 28, 2011
|
||||||||
|
UNAUDITED
|
||||||||
|
Statement of Income
|
Month
|
Year to Date
|
||||||
|
(A Units)
|
(A Units)
|
|||||||
|
Trading Income (Loss)
|
||||||||
|
Realized Trading Income (Loss)
|
$ | 869,591 | $ | 659,628 | ||||
|
Change in Unrealized Income (Loss)
|
(592,575 | ) | (882,737 | ) | ||||
|
Foreign Currency Transaction Income (Loss)
|
(154,423 | ) | (87,483 | ) | ||||
|
Net Trading Income (Loss)
|
122,593 | (310,592 | ) | |||||
|
Other Income
|
||||||||
|
Interest Income
|
12,128 | 46,870 | ||||||
|
Total Income (Loss)
|
12,128 | 46,870 | ||||||
|
Expenses
|
||||||||
|
Advisory Incentive Fees
|
91,405 | 206,895 | ||||||
|
Management Fees
|
70,366 | 141,585 | ||||||
|
Organization and Offering Expenses
|
9,736 | 19,466 | ||||||
|
Administrative Expenses
|
43,813 | 111,926 | ||||||
|
Brokerage Expenses
|
189,408 | 424,282 | ||||||
|
Total Expenses
|
404,728 | 904,154 | ||||||
|
Net Income (Loss)
|
$ | (270,007 | ) | $ | (1,167,876 | ) | ||
|
Statement of Changes in Net Asset Value
|
||||||||
|
Beginning Balance
|
49,236,591 | 50,516,178 | ||||||
|
Additions
|
- | 202,500 | ||||||
|
Net Income (Loss)
|
(270,007 | ) | (1,167,876 | ) | ||||
|
Transfers from Class A to Class B
|
- | - | ||||||
|
Redemptions
|
(2,332,002 | ) | (2,916,220 | ) | ||||
|
Balance at February 28, 2011
|
$ | 46,634,582 | $ | 46,634,582 | ||||
|
Total Units Held at End of the Period
|
474,340 | |||||||
|
Net Asset Value Per Unit
|
$ | 98.31 | ||||||
|
Rate of Return
|
-0.56 | % | -2.32 | % | ||||
|
To the best of my knowledge and belief, the information
|
||||||||
|
contained herein is accurate and complete
|
||||||||
|
/s/Annette A. Cazenave
|
||||||||
|
Executive Vice President, R.J. O'Brien Fund Management, LLC
|
||||||||
|
Managing Owner, RJO Global Trust
|
||||||||
|
NOT FOR USE AFTER May 31, 2011
|
||||||||
|
For Month Ended
|
||||||||
|
February 28, 2011
|
||||||||
|
UNAUDITED
|
||||||||
|
Statement of Income
|
Month
|
Year to Date
|
||||||
|
(B Units)
|
(B Units)
|
|||||||
|
Trading Income (Loss)
|
||||||||
|
Realized Trading Income (Loss)
|
$ | 23,556 | $ | 17,737 | ||||
|
Change in Unrealized Income (Loss)
|
(16,052 | ) | (24,094 | ) | ||||
|
Foreign Currency Transaction Income (Loss)
|
(4,183 | ) | (2,328 | ) | ||||
|
Net Trading Income (Loss)
|
3,321 | (8,685 | ) | |||||
|
Other Income
|
||||||||
|
Interest Income
|
329 | 1,292 | ||||||
|
Total Income (Loss)
|
329 | 1,292 | ||||||
|
Expenses
|
||||||||
|
Advisory Incentive Fees
|
2,476 | 5,677 | ||||||
|
Management Fees
|
1,906 | 3,880 | ||||||
|
Organization and Offering Expenses
|
264 | 534 | ||||||
|
Administrative Expenses
|
1,187 | 3,075 | ||||||
|
Brokerage Expenses
|
2,907 | 7,099 | ||||||
|
Total Expenses
|
8,740 | 20,265 | ||||||
|
Net Income (Loss)
|
$ | (5,090 | ) | $ | (27,658 | ) | ||
|
Statement of Changes in Net Asset Value
|
||||||||
|
Beginning Balance
|
1,333,767 | 1,405,693 | ||||||
|
Additions
|
- | - | ||||||
|
Net Income (Loss)
|
(5,090 | ) | (27,658 | ) | ||||
|
Transfers from Class A to Class B
|
- | - | ||||||
|
Redemptions
|
- | (49,358 | ) | |||||
|
Balance at February 28, 2011
|
$ | 1,328,677 | $ | 1,328,677 | ||||
|
Total Units Held at End of the Period
|
12,941 | |||||||
|
Net Asset Value Per Unit
|
$ | 102.67 | ||||||
|
Rate of Return
|
-0.38 | % | -1.99 | % | ||||
|
To the best of my knowledge and belief, the information
|
||||||||
|
contained herein is accurate and complete
|
||||||||
|
/s/Annette A. Cazenave
|
||||||||
|
Executive Vice President, R.J. O'Brien Fund Management, LLC
|
||||||||
|
Managing Owner, RJO Global Trust
|
||||||||
|
NOT FOR USE AFTER May 31, 2011
|
||||||||