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Schedule of Investments
9 Months Ended
Sep. 30, 2016
Schedule of Investments [Abstract]  
Investment Holdings, Schedule of Investments [Text Block]
RJO GLOBAL TRUST AND SUBSIDIARIES
 
Condensed Consolidated Schedule of Investments
 
                         
               
   
September 30, 2016
   
December 31, 2015
 
   
Percentage of
         
Percentage of
       
   
Net Assets
   
Fair value
   
Net Assets
   
Fair value
 
   
UNAUDITED
   
AUDITED
 
Long Positions
                       
Futures Positions
                       
Agriculture
   
1.01
%
 
$
57,477
     
-0.17
%
 
$
(10,975
)
Currency
   
0.37
%
   
20,888
     
0.06
%
   
4,031
 
Energy
   
0.53
%
   
30,171
     
-0.43
%
   
(28,234
)
Indices
   
0.52
%
   
29,829
     
-0.05
%
   
(3,318
)
Interest rates
   
0.34
%
   
19,555
     
-0.16
%
   
(10,506
)
Metals
   
-0.04
%
   
(2,270
)
   
0.00
%
   
-
 
                                 
Total long positions on open contracts
         
$
155,650
           
$
(49,002
)
                                 
Short Positions
                               
Futures Positions
                               
Agriculture
   
0.92
%
 
$
52,095
     
-0.26
%
 
$
(17,425
)
Currency
   
0.10
%
   
5,522
     
0.33
%
   
21,518
 
Energy
   
-0.28
%
   
(15,984
)
   
0.89
%
   
59,088
 
Indices
   
-0.07
%
   
(4,007
)
   
-0.23
%
   
(15,231
)
Interest rates
   
-0.09
%
   
(5,259
)
   
0.03
%
   
1,694
 
Metals
   
-0.06
%
   
(3,685
)
   
0.04
%
   
2,772
 
                                 
Total short positions on open contracts
         
$
28,682
           
$
52,416
 
                                 
Total net unrealized gain on open contracts
         
$
184,332
           
$
3,414
 
                                 
Short put options on futures contracts
                               
Energy (premiums received - $4,245 and $0, respectively)
   
-0.01
%
 
$
(560
)
   
0.00
%
 
$
-
 
Indices (premiums received - $3,499 and $0, respectively)
   
-0.03
%
   
(1,495
)
   
0.00
%
   
-
 
Interest rates (premiums received - $0 and $4,356, respectively)
   
0.00
%
   
-
     
-0.11
%
   
(7,440
)
Metals (premiums received - $3,453 and $0, respectively)
   
-0.07
%
   
(4,050
)
   
0.00
%
   
-
 
                                 
Total short put options on futures contracts
         
$
(6,105
)
         
$
(7,440
)
                                 
Short call options on futures contracts
                               
Energy (premiums received - $3,438 and $0, respectively)
   
-0.16
%
 
$
(9,040
)
   
0.00
%
 
$
-
 
Indices (premiums received - $3,439 and $0, respectively)
   
-0.08
%
   
(4,285
)
   
0.00
%
   
-
 
Interest rates (premiums received - $0 and $3,000, respectively)
   
0.00
%
   
-
     
-0.01
%
   
(619
)
Metals (premiums received - $3,241 and $0, respectively)
   
-0.04
%
   
(2,470
)
   
0.00
%
   
-
 
                                 
Total short call options on futures contracts
         
$
(15,795
)
         
$
(619
)
                                 
Total options written on futures contracts
         
$
(21,900
)
         
$
(8,059
)