| For Month Ended | ||||||||
| August 31, 2010 | ||||||||
| UNAUDITED | ||||||||
| Statement of Income | Month | Year to Date | ||||||
| (A Units) | (A Units) | |||||||
| Trading Income (Loss) | ||||||||
| Realized Trading Income (Loss) | $ | 854,692 | $ | (90,166 | ) | |||
| Change in Unrealized Income (Loss) | 1,309,477 | 727,756 | ||||||
| Foreign Currency Transaction Income (Loss) | 103,314 | 587,513 | ||||||
| Net Trading Income (Loss) | 2,267,483 | 1,225,103 | ||||||
| Other Income | ||||||||
| Interest Income | 6,901 | 36,852 | ||||||
| Total Income (Loss) | 6,901 | 36,852 | ||||||
| Expenses | ||||||||
| Advisory Incentive Fees | 12,751 | 12,751 | ||||||
| Management Fees | 77,200 | 606,702 | ||||||
| Organization and Offering Expenses | 9,753 | 39,140 | ||||||
| Administrative Expenses | 87,777 | 724,484 | ||||||
| Brokerage Expenses | 190,118 | 1,521,660 | ||||||
| Total Expenses | 377,599 | 2,904,737 | ||||||
| Net Income (Loss) | $ | 1,896,785 | $ | (1,642,782 | ) | |||
| Statement of Changes in Net Asset Value | ||||||||
| Beginning Balance | 48,399,475 | 57,912,179 | ||||||
| Additions | 3,860,139 | 4,874,543 | ||||||
| Net Income (Loss) | 1,896,785 | (1,642,782 | ) | |||||
| Transfers from Class A to Class B | - | (65,443 | ) | |||||
| Redemptions | (631,876 | ) | (7,553,974 | ) | ||||
| Balance at August 31, 2010 | $ | 53,524,523 | $ | 53,524,523 | ||||
| Total Units Held at End of the Period | 537,173 | |||||||
| Net Asset Value Per Unit | $ | 99.64 | ||||||
| Rate of Return | 3.63 | % | -3.11 | % | ||||
To the best of my knowledge and belief, the information contained herein is accurate and complete /s/Annette A. Cazenave Executive Vice President, R.J. O'Brien Fund Management, LLC Managing Owner, RJO Global Trust NOT FOR USE AFTER November 30, 2010 | ||||||||
| For Month Ended | ||||||||
| August 31, 2010 | ||||||||
| UNAUDITED | ||||||||
| Statement of Income | Month | Year to Date | ||||||
| (B Units) | (B Units) | |||||||
| Trading Income (Loss) | ||||||||
| Realized Trading Income (Loss) | $ | 21,641 | $ | 2,635 | ||||
| Change in Unrealized Income (Loss) | 33,156 | 18,236 | ||||||
| Foreign Currency Transaction Income (Loss) | 2,616 | 13,209 | ||||||
| Net Trading Income (Loss) | 57,413 | 34,080 | ||||||
| Other Income | ||||||||
| Interest Income | 175 | 841 | ||||||
| Total Income (Loss) | 175 | 841 | ||||||
| Expenses | ||||||||
| Advisory Incentive Fees | 323 | 323 | ||||||
| Management Fees | 1,955 | 12,960 | ||||||
| Organization and Offering Expenses | 247 | 1,090 | ||||||
| Administrative Expenses | 2,223 | 15,286 | ||||||
| Brokerage Expenses | 2,517 | 17,234 | ||||||
| Total Expenses | 7,265 | 46,893 | �� | |||||
| Net Income (Loss) | $ | 50,323 | $ | (11,972 | ) | |||
| Statement of Changes in Net Asset Value | ||||||||
| Beginning Balance | 1,204,541 | 981,767 | ||||||
| Additions | 118,668 | 428,668 | ||||||
| Net Income (Loss) | 50,323 | (11,972 | ) | |||||
| Transfers from Class A to Class B | - | 65,443 | ||||||
| Redemptions | (59,262 | ) | (149,636 | ) | ||||
| Balance at August 31, 2010 | $ | 1,314,270 | $ | 1,314,270 | ||||
| Total Units Held at End of the Period | 12,758 | |||||||
| Net Asset Value Per Unit | $ | 103.02 | ||||||
| Rate of Return | 3.80 | % | -1.80 | % | ||||
To the best of my knowledge and belief, the information contained herein is accurate and complete /s/Annette A. Cazenave Executive Vice President, R.J. O'Brien Fund Management, LLC Managing Owner, RJO Global Trust NOT FOR USE AFTER November 30, 2010 | ||||||||
