Schedule of Investments

9 Months Ended

Sep. 30, 2013

Schedule of Investments [Abstract]

Investment Holdings, Schedule of Investments [Text Block]

RJO GLOBAL TRUST AND SUBSIDIARY

Condensed Consolidated Schedules of Investments

	September 30, 2013					December 31, 2012
	Percentage of					Percentage of
	Net Assets		Fair value			Net Assets		Fair value
	UNAUDITED
Long Positions
Futures Positions
Agriculture	-		$	-		-1.04	%	$	(241,904	)
Currency	-			-		0.12	%		28,665
Energy	-			-		0.33	%		77,294
Indices	-			-		0.22	%		50,444
Interest rates	-			-		0.08	%		19,455
Metals	0.05	%		7,890		0.08	%		18,129
Total long positions on open contracts			$	7,890				$	(47,917	)
Short Positions
Futures Positions
Agriculture	-		$	-		1.39	%	$	324,276
Currency	-			-		0.20	%		47,442
Energy	-			-		-0.22	%		(51,455	)
Indices	-			-		-0.05	%		(11,941	)
Interest rates	-			-		0.03	%		7,003
Metals	-0.19	%		(30,955	)	-0.03	%		(6,664	)
Total short positions on open contracts			$	(30,955	)			$	308,661
Total unrealized gain\loss on open contracts			$	(23,065	)			$	260,744
Long put options on future contracts
Agriculture (premiums paid - $0 and $437,577, respectively)	-		$	-		2.59	%	$	601,497
Total long put options on futures contracts			$	-				$	601,497
Short put options on future contracts
Agriculture (premiums received - $0 and  $106,627, respectively)	-		$	-		-0.44	%	$	(102,345	)
Currency (premiums received - $0 and $73,421, respectively)	-			-		-0.41	%		(95,775	)
Energy (premiums received - $0 and $87,040, respectively)	-			-		-0.46	%		(106,850	)
Indices (premiums received - $0 and $39,900, respectively)	-			-		-0.09	%		(21,850	)
Interest (premiums received - $0 and $29,469, respectively)	-			-		-0.07	%		(16,656	)
Metals (premiums received - $0 and $6,300, respectively)	-			-		-0.02	%		(4,550	)
Total short put options on future contracts			$	-				$	(348,026	)
Long call options on future contracts
Agriculture (premiums paid - $0 and $237,430, respectively)	-		$	-		0.46	%	$	107,423
Energy (premiums paid - $0 and $78,410, respectively)	-			-		0.08	%		19,520
Total long call options on future contracts			$	-				$	126,943
Short call options on future contracts
Agriculture (premiums received - $0 and $460,664, respectively)	-		$	-		-1.64	%	$	(380,603	)
Currency (premiums received - $0 and $83,423, respectively)	-			-		-0.31	%		(71,913	)
Energy (premiums received - $0 and $68,200, respectively)	-			-		-0.28	%		(64,840	)
Indices (premiums received - $0 and $16,800, respectively)	-			-		-0.05	%		(12,000	)
Metals (premiums received - $0 and $6,790, respectively)	-			-		-0.03	%		(6,860	)
Total short put options on future contracts			$	-				$	(536,216	)

RJO GLOBAL TRUST AND SUBSIDIARY

Condensed Consolidated Schedules of Investments

	September 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 $0 and $1,504,227, respectively)	$	-			-		-		$	-	$	1,500,000			1/8/2013		6.45	%	$	1,500,105
BB&T Corp Note 2.050% (cost $762,124 and $0, respectively)		750,000			4/28/2014		4.57	%		755,835
Goldman Sachs Group Inc Nt , 6% (cost $739,575 and $0, respectively)		700,000			5/1/2014		4.37	%		721,749
JP Morgan Corp Note, 2.050% (cost $636,316 and $0, respectively)		625,000			1/24/2014		3.80	%		628,319		-			-		-			-
Total Corporate Bonds		2,075,000					12.74	%		2,105,903		1,500,000					6.45	%		1,500,105
Commercial Paper
Suncorp Metway Ltd., (cost $748,330 and $999,542, respectively)		750,000			1/23/2014		4.53	%		748,330		1,000,000			2/5/2013		4.30	%		999,542
Banco De Chile, (cost $0 and $999,222, respectively)		-			-		-			-		1,000,000			3/7/2013		4.30	%		999,222
Korea Development Bank, (cost $749,303 and $999,316, respectively)		750,000			11/1/2013		4.53	%		749,303		1,000,000			1/17/2013		4.30	%		999,316
Shinhan  Bank CP, (cost $698,563 and $0, respectively)		700,000			3/18/2014		4.23	%		698,563		-			-		-			-
Macquarie Bank CP, (cost $748,469 and $0, respectively)		750,000			1/15/2014		4.53	%		748,469		-			-		-			-
Nextera Energy Capital Holdings, (cost $0 and  $999,611, respectively)		-			-		-			-		1,000,000			1/22/2013		4.30	%		999,611
Total Commercial Paper		2,950,000					17.82	%		2,944,665		4,000,000					17.20	%		3,997,691
Government Agencies
Federal Home Loan Bank, 0.3-0.45%, (cost $0 and $2,000,000, respectively)		-			-		-			-		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 and $0, respectively)		1,500,000	6/17/2016	-	6/24/2016		9.06	%		1,496,370		-			-		-			-
Freddie Mac Bond, 0.35%, (cost $0 and $2,000,084, respectively)		-			-		-			-		2,000,000	11/26/2014	-	12/5/2014		8.61	%		2,000,870
Freddie Mac Note, 0.5%, (cost $0 and $1,500,000, respectively)		-			-		-			-		1,500,000			2/21/2014		6.45	%		1,500,645
Freddie Mac Bond, 0.35-0.625%, (cost $2,502,144 and $0, respectively)		2,500,000	11/26/2014	-	8/21/2015		15.15	%		2,502,745		-			-		-			-
Fannie Mae, 0.55-0.65%, (cost $1,250,000 and $0, respectively)		1,250,000	2/26/2016	-	3/28/2016		7.55	%		1,248,080		-			-		-			-
Total Government Agencies		5,250,000					31.76	%		5,247,195		5,500,000					23.67	%		5,502,285
Short-Term Investment Funds
United States
Short-Term Investment Funds, (cost $2,371 and $3,600, respectively)							0.01	%		2,371							0.02	%		3,600
Total Fixed Income Securities (cost $10,337,195 and $11,005,602, respectively)									$	10,300,134									$	11,003,681