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