Filed pursuant to Rule 424(b)(3)
Registration Statement No. 333-146177
CLASS A SHARES
STATEMENT OF CHANGES IN NET ASSET VALUE
| UNITS | DOLLARS | PER UNIT | |||||||||||
| Beginning Net Asset Value | 1/31/2009 | 635,291.37 | $ | 73,995,200 | $ | 116.47 | |||||||
| Net Income (Loss) | 635,291.37 | (916,961 | ) | (1.44 | ) | ||||||||
| Additional Units Sold | - | - | - | ||||||||||
| Cost of Redeemed Units | (5,624.62 | ) | (646,885 | ) | - | ||||||||
| Ending Net Asset Value | 2/28/2009 | 629,666.74 | $ | 72,431,354 | $ | 115.03 | |||||||
STATEMENT OF OPERATIONS
| Income (Loss) | |||||
| Realized Gain (Loss) from Closed Positions | (217,028 | ) | |||
| Change in Unrealized Gain (Loss) on Open Positions | (254,429 | ) | |||
| Interest Income | 9,127 | ||||
| Foreign Currency Transaction Gain (Loss) | 7,684 | ||||
| Total Income (Loss) | $ | (454,646 | ) | ||
| Expenses | |||||
| Brokerage Expenses | 232,956 | ||||
| Advisory Incentive Fees | 54 | ||||
| Management Fees | 108,004 | ||||
| Ongoing, Offering, and Administrative Expenses | 121,301 | ||||
| Total Expenses | 462,315 | ||||
| �� | |||||
| Net Income (Loss) | $ | (916,961 | ) | ||
To the best of my knowledge and belief, the information contained herein is accurate and complete
/s/ Annette A. Cazenave
Sr. Vice President, R.J. O'Brien Fund Management, LLC
Managing Owner, RJO Global Trust
NOT FOR USE AFTER MAY 31, 2009
CLASS B SHARES
STATEMENT OF CHANGES IN NET ASSET VALUE
| UNITS | DOLLARS | PER UNIT | |||||||||||
| Beginning Net Asset Value | 1/31/2009 | 8,884.20 | $ | 1,036,541 | $ | 116.67 | |||||||
| Net Income (Loss) | 8,884.20 | (11,130 | ) | (1.25 | ) | ||||||||
| Additional Units Sold | - | - | - | ||||||||||
| Cost of Redeemed Units | (113.68 | ) | (13,226 | ) | - | ||||||||
| Ending Net Asset Value | 2/28/2009 | 8,770.52 | $ | 1,012,185 | $ | 115.42 | |||||||
STATEMENT OF OPERATIONS
| Income (Loss) | ||||||
| Realized Gain (Loss) from Closed Positions | (3,040 | ) | ||||
| Change in Unrealized Gain (Loss) on Open Positions | (3,564 | ) | ||||
| Interest Income | 128 | |||||
| Foreign Currency Transaction Gain (Loss) | 108 | |||||
| Total Income (Loss) | $ | (6,368 | ) | |||
| Expenses | |||||||
| Brokerage Expenses | 1,549 | ||||||
| Advisory Incentive Fees | 1 | ||||||
| Management Fees | 1,513 | ||||||
| Ongoing, Offering, and Administrative Expenses | 1,699 | ||||||
| Total Expenses | 4,762 | ||||||
| Net Income (Loss) | $ | (11,130 | ) | ||||
To the best of my knowledge and belief, the information contained herein is accurate and complete
/s/ Annette A. Cazenave
Sr. Vice President, R.J. O'Brien Fund Management, LLC
Managing Owner, RJO Global Trust
NOT FOR USE AFTER MAY 31, 2009