-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
Originator-Key-Asymmetric:
 MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen
 TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB
MIC-Info: RSA-MD5,RSA,
 MYUvwAlZoSM+u8ZyaOea4YpSkrv35mz8iwUnuiMne4eVOIW92jmn1raOH9KoTqzn
 DHGSV0cSEbzskHDRc4vLHQ==

<SEC-DOCUMENT>0001104659-03-013679.txt : 20030709
<SEC-HEADER>0001104659-03-013679.hdr.sgml : 20030709
<ACCEPTANCE-DATETIME>20030701115517
ACCESSION NUMBER:		0001104659-03-013679
CONFORMED SUBMISSION TYPE:	3
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20030630
FILED AS OF DATE:		20030630
DATE AS OF CHANGE:		20030709

REPORTING-OWNER:	

	OWNER DATA:	
		COMPANY CONFORMED NAME:			DEARBORN CAPITAL MANAGEMENT LLC
		CENTRAL INDEX KEY:			0001251188

	FILING VALUES:
		FORM TYPE:		3
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	000-50316
		FILM NUMBER:		03766977

	MAIL ADDRESS:	
		STREET 1:		550 WEST JACKSON BLVD
		STREET 2:		STE 1300
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60661

ISSUER:		

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			GRANT PARK FUTURES FUND LIMITED PARTNERSHIP
		CENTRAL INDEX KEY:			0000845698
		STANDARD INDUSTRIAL CLASSIFICATION:	INVESTORS, NEC [6799]
		IRS NUMBER:				363596839
		STATE OF INCORPORATION:			IL
		FISCAL YEAR END:			1231

	BUSINESS ADDRESS:	
		STREET 1:		C/O DEARBORN CAPITAL MANAGEMENT LLC
		STREET 2:		550 WEST JACKSON BLVD STE 1300
		CITY:			CHICAGO
		STATE:			IL
		ZIP:			60661
		BUSINESS PHONE:		3127564450
</SEC-HEADER>
<DOCUMENT>
<TYPE>3
<SEQUENCE>1
<FILENAME>j2645_3.xml
<DESCRIPTION>3
<TEXT>
<XML>
<?xml version="1.0" encoding="utf-8" standalone="no"?>
<ownershipDocument>
    <schemaVersion>X0101</schemaVersion>

    <documentType>3</documentType>
  <periodOfReport>2003-06-30</periodOfReport>
    <noSecuritiesOwned>0</noSecuritiesOwned>

    <issuer>
        <issuerCik>0000845698</issuerCik>
        <issuerName>GRANT PARK FUTURES FUND LIMITED PARTNERSHIP</issuerName>
        <issuerTradingSymbol>NONE</issuerTradingSymbol>
  </issuer>
  <reportingOwner>
    <reportingOwnerId>
            <rptOwnerCik>0001251188</rptOwnerCik>
            <rptOwnerName>DEARBORN CAPITAL MANAGEMENT LLC</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>  </rptOwnerStreet1>
            <rptOwnerStreet2>  </rptOwnerStreet2>
            <rptOwnerCity>  </rptOwnerCity>
            <rptOwnerState>  </rptOwnerState>
            <rptOwnerZipCode>  </rptOwnerZipCode>
        </reportingOwnerAddress>
            <reportingOwnerRelationship>
      <isDirector>0</isDirector>
      <isOfficer>0</isOfficer>
      <isTenPercentOwner>0</isTenPercentOwner>
      <isOther>1</isOther>
      <otherText>General Partner</otherText>
    </reportingOwnerRelationship>
  </reportingOwner>
  <nonDerivativeSecurity>
    <securityTitle>
      <value>Class A Limited Partnership Units</value>
    </securityTitle>
    <transactionAmounts>
      <transactionShares>
        <value>545.814</value>
      </transactionShares>
    </transactionAmounts>
    <ownershipNature>
      <directOrIndirectOwnership>
        <value>D</value>
      </directOrIndirectOwnership>
    </ownershipNature>
  </nonDerivativeSecurity>
  <nonDerivativeSecurity>
    <securityTitle>
      <value>General Partnership Units</value>
    </securityTitle>
    <transactionAmounts>
      <transactionShares>
        <value>60.646</value>
      </transactionShares>
    </transactionAmounts>
    <ownershipNature>
      <directOrIndirectOwnership>
        <value>D</value>
      </directOrIndirectOwnership>
    </ownershipNature>
  </nonDerivativeSecurity>
  <ownerSignature>
    <signatureName>/s/ David M. Kavanagh --- President</signatureName>
    <signatureDate>2003-06-30</signatureDate>
  </ownerSignature>
</ownershipDocument>

</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
-----END PRIVACY-ENHANCED MESSAGE-----