Schedule of Investments

6 Months Ended

Jun. 30, 2013

Schedule of Investments [Abstract]

Investment Holdings, Schedule of Investments [Text Block]

RJO GLOBAL TRUST AND SUBSIDIARY

Condensed Consolidated Schedule of Investments

	June 30, 2013						December 31, 2012
	Percentage of Net Assets			Fair value			Percentage of Net Assets			Fair value
	UNAUDITED
Long Positions
Futures Positions
Agriculture		-0.61	%	$	(118,341	)		-1.04	%	$	(241,904	)
Currency		-0.11	%		(20,488	)		0.12	%		28,665
Energy		-0.42	%		(80,850	)		0.33	%		77,294
Indices		0.06	%		11,742			0.22	%		50,444
Interest rates		0.00	%		-			0.08	%		19,455
Metals		-0.41	%		(80,122	)		0.08	%		18,129
Total long positions on open contracts				$	(288,059	)				$	(47,917	)
Short Positions
Futures Positions
Agriculture		1.07	%	$	208,136			1.39	%	$	324,276
Currency		0.11	%		20,899			0.02	%		47,442
Energy		0.09	%		17,432			-0.22	%		(51,455	)
Indices		-0.11	%		(21,045	)		-0.05	%		(11,941	)
Interest rates		0.33	%		63,515			0.03	%		7,003
Metals		0.75	%		145,947			-0.03	%		(6,664	)
Total short positions on open contracts				$	434,884					$	308,661
Total unrealized gain on open contracts				$	146,825					$	260,744
Long put options on future contracts
Agriculture(premiums paid - $867,903 and $437,577, respectively)		4.28	%	$	833,882			2.59	%	$	601,497
Energy (premiums paid -  -$16,030)		0.04	%		7,640			-			-
Total long put options on futures contracts				$	841,522					$	601,497
Short put options on future contracts
Agriculture (premiums received -  $471,265 and $106,627, respectively)		-1.88	%	$	(366,667	)		-0.44	%	$	(102,345	)
Currency (premiums received -  $96,554 and $73,421, respectively)		-0.57	%		(110,956	)		-0.41	%		(95,775	)
Energy (premiums received -  $71,890 and $87,040, respectively)		-0.43	%		(83,580	)		-0.46	%		(106,850	)
Indices (premiums received -  $55,100 and $39,900, respectively)		-0.16	%		(31,950	)		-0.09	%		(21,850	)
Interest (premiums received -  $10,500 and $29,469, respectively)		-0.06	%		(12,500	)		-0.07	%		(16,656	)
Metals (premiums received -  $27,460 and $6,300, respectively)		-0.14	%		(28,140	)		-0.02	%		(4,550	)
Total Short put options on future contracts				$	(633,793	)				$	(348,026	)
Long call options on future contracts
Agriculture (premiums paid - $1,763,280 and $237,430, respectively)		7.20	%	$	1,402,373			0.46	%	$	107,423
Energy (premiums paid - $32,800 and $78,410, respectively)		0.12	%		22,648			0.08	%		19,520
Total Long call options on future contracts				$	1,425,021					$	126,943
Short call options on future contracts *
Agriculture (premiums received -  $2,765,715 and $460,664, respectively)		-12.03	%	$	(2,342,223	)		-1.64	%	$	(380,603	)
Currency (premiums received -  $48,469 and $83,423, respectively)		-0.11	%		(20,814	)		-0.31	%		(71,913	)
Energy (premiums received -  $69,430 and $68,200, respectively)		-0.29	%		(57,202	)		-0.28	%		(64,840	)
Indices (premiums received -  $16,800)		0.00	%		-			-0.05	%		(12,000	)
Metals (premiums received -  $11,560 and $6,790, respectively)		-0.08	%		(16,520	)		-0.03	%		(6,860	)
Total Short put options on future contracts				$	(2,436,759	)				$	(536,216	)

* No individual futures and options on futures contract position constituted greater than 5% of partners' capital (net asset value).

RJO GLOBAL TRUST AND SUBSIDIARY

Condensed Consolidated Schedule of Investments

	June 30, 2013										December 31, 2012
	Face		Maturity			Percentage of					Face		Maturity		Percentage of
	Value		Date			Net Assets			Fair value		Value		Date		Net Assets			Fair value
Securities owned
Corporate Bonds
National Australia Bank, Floating Note (cost $1,504,227)	$	-			-		-		$	-	$	1,500,000		1/8/2013		6.45	%	$	1,500,105
HSBC, 4.75% (cost $766,151)		750,000			7/15/2013		3.86	%		750,990		-		-		-			-
Citi Bank Corp NT 6.50% (cost $824,513)		800,000			8/19/2013		4.14	%		805,904		-		-		-			-
Prudential Financial, Inc., 4.50% (cost $765,416)		750,000			7/15/2013		3.85	%		750,690		-		-		-			-
Total Corporate Bonds	$	2,300,000					11.85	%	$	2,307,584	$	1,500,000				6.45	%	$	1,500,105
Commercial Paper
Suncorp Metway Ltd., (cost $997,442 and $999,542, respectively)	$	1,000,000			7/24/2013		5.12	%	$	997,442	$	1,000,000		2/5/2013		4.30	%	$	999,542
Banco De Chile, (cost $999,222)		-			-		-			-		1,000,000		3/7/2013		4.30	%		999,222
Korea Development Bank, (cost $998,050 and $999,316, respectively)		1,000,000			7/16/2013		5.13	%		998,050		1,000,000		1/17/2013		4.30	%		999,316
Shinhan  Bank CP (cost $748,697)		750,000			9/23/2013		3.84	%		748,697		-		-		-			-
Kookmin Bank CP (cost $682,547)		684,000			9/12/2013		3.51	%		682,547		-		-		-			-
Export Import Bank  Korea CP (cost $799,060)		800,000			7/18/2013		4.10	%		799,060		-		-		-			-
Nextera Energy Capital Holdings, (cost $999,611)		-			-		-			-		1,000,000		1/22/2013		4.30	%		999,611
Total Commercial Paper	$	4,234,000					21.70	%	$	4,225,796	$	4,000,000				17.20	%	$	3,997,691
Government Agencies
Federal Home Loan Bank, 0.3-0.45%, (cost $2,000,000)	$	-			-		-		$	-	$	2,000,000	6/4/2014	8/7/2014		8.61	%	$	2,000,770
Federal Home Loan Bank, 0.6-0.75%, (cost $1,500,000)		1,500,000	6/17/2016	-	6/24/2016		7.67	%		1,493,145		-		-		-			-
Freddie Mac Bond, 0.35% (cost $2,000,084 and $2,000,084, respectively)		2,000,000	11/26/2014	-	12/5/2014		10.27	%		2,000,720		2,000,000	11/26/2014	12/5/2014		8.61	%		2,000,870
Freddie Mac Note, 0.5% (cost $1,500,000)		-			-		-			-		1,500,000		2/21/2014		6.45	%		1,500,645
Freddie Mac Bond, 0.625% (cost $502,061)		500,000			8/21/2015		2.57	%		501,170		-		-		-			-
Fannie Mae, 0.55-0.65% (cost $1,250,000)		1,250,000	2/26/2016	-	3/28/2016		6.39	%		1,244,793		-		-		-			-
Total Government Agencies	$	5,250,000					26.90	%	$	5,239,828	$	5,500,000				23.67	%	$	5,502,285
Short-Term Investment Funds
United States
Short-Term Investment Funds (cost $2,633 and $3,600, respectively)							0.01	%	$	2,633						0.02	%	$	3,600
Total Fixed Income Securities (cost $11,836,654 and $11,005,602, respectively)									$	11,775,841								$	11,003,681
Investment in Global Diversified Managed Futures Portfolio LLC (cost $830,000)							5.05	%	$	982,881						-		$	-