Filed pursuant to Rule 424(b)(3)
Registration Statement No. 333-146177
RJO Global Trust
| | For Month Ended | |
| | October 31, 2010 | |
| | UNAUDITED | |
Statement of Income | | Month | | | Year to Date | |
| | (A Units) | | | (A Units) | |
Trading Income (Loss) | | | | | | |
Realized Trading Income (Loss) | | $ | 924,170 | | | $ | 1,271,188 | |
Change in Unrealized Income (Loss) | | | 500,190 | | | | 1,482,563 | |
Foreign Currency Transaction Income (Loss) | | | (138,814 | ) | | | 684,903 | |
| | | | | | | | |
Net Trading Income (Loss) | | | 1,285,546 | | | | 3,438,654 | |
| | | | | | | | |
Other Income | | | | | | | | |
Interest Income | | | 8,366 | | | | 50,056 | |
| | | | | | | | |
Total Income (Loss) | | | 8,366 | | | | 50,056 | |
| | | | | | | | |
Expenses | | | | | | | | |
Advisory Incentive Fees | | | 65,298 | | | | 65,455 | |
Management Fees | | | 80,872 | | | | 764,958 | |
Organization and Offering Expenses | | | 9,736 | | | | 58,629 | |
Administrative Expenses | | | 36,024 | | | | 796,596 | |
Brokerage Expenses | | | 201,279 | | | | 1,914,891 | |
| | | | | | | | |
Total Expenses | | | 393,209 | | | | 3,600,529 | |
| | | | | | | | |
Net Income (Loss) | | $ | 900,703 | | | $ | (111,819 | ) |
| | | | | | | | |
Statement of Changes in Net Asset Value | | | | | | | | |
| | | | | | | | |
Beginning Balance | | | 53,489,650 | | | | 57,912,179 | |
Additions | | | 179,800 | | | | 5,089,343 | |
Net Income (Loss) | | | 900,703 | | | | (111,819 | ) |
Transfers from Class A to Class B | | | - | | | | (65,443 | ) |
Redemptions | | | (727,745 | ) | | | (8,981,852 | ) |
| | | | | | | | |
Balance at October 31, 2010 | | $ | 53,842,408 | | | $ | 53,842,408 | |
| | | | | | | | |
Total Units Held at End of the Period | | | | | | | 525,264 | |
Net Asset Value Per Unit | | | | | | $ | 102.51 | |
Rate of Return | | | 1.69 | % | | | -0.32 | % |
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 January 31, 2011
R.J. O’Brien Fund Management, LLC
222 S. Riverside Plaza ● Suite 900 ● Chicago, IL 60606 ● Toll Free: (888) 292-9399
RJO Global Trust
RJO Fund Management, LLC
Account Statement
| | For Month Ended | |
| | October 31, 2010 | |
| | UNAUDITED | |
Statement of Income | | Month | | | Year to Date | |
| | (B Units) | | | (B Units) | |
Trading Income (Loss) | | | | | | |
Realized Trading Income (Loss) | | $ | 25,027 | | | $ | 38,716 | |
Change in Unrealized Income (Loss) | | | 13,545 | | | | 38,219 | |
Foreign Currency Transaction Income (Loss) | | | (3,759 | ) | | | 15,423 | |
| | | | | | | | |
Net Trading Income (Loss) | | | 34,813 | | | | 92,358 | |
| | | | | | | | |
Other Income | | | | | | | | |
Interest Income | | | 228 | | | | 1,191 | |
| | | | | | | | |
Total Income (Loss) | | | 228 | | | | 1,191 | |
| | | | | | | | |
Expenses | | | | | | | | |
Advisory Incentive Fees | | | 1,768 | | | | 1,772 | |
Management Fees | | | 2,190 | | | | 17,107 | |
Organization and Offering Expenses | | | 264 | | | | 1,601 | |
Administrative Expenses | | | 975 | | | | 17,173 | |
Brokerage Expenses | | | 2,976 | | | | 22,772 | |
| | | | | | | | |
Total Expenses | | | 8,173 | | | | 60,425 | |
| | | | | | | | |
Net Income (Loss) | | $ | 26,868 | | | $ | 33,124 | |
| | | | | | | | |
Statement of Changes in Net Asset Value | | | | | | | | |
| | | | | | | | |
Beginning Balance | | | 1,323,424 | | | | 981,767 | |
Additions | | | 130,000 | | | | 598,668 | |
Net Income (Loss) | | | 26,868 | | | | 33,124 | |
Transfers from Class A to Class B | | | - | | | | 65,443 | |
Redemptions | | | (30,719 | ) | | | (229,429 | ) |
| | | | | | | | |
Balance at October 31, 2010 | | $ | 1,449,573 | | | $ | 1,449,573 | |
| | | | | | | | |
Total Units Held at End of the Period | | | | | | | 13,633 | |
Net Asset Value Per Unit | | | | | | $ | 106.33 | |
Rate of Return | | | 1.85 | % | | | 1.35 | % |
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 January 31, 2011
R.J. O’Brien Fund Management, LLC
222 S. Riverside Plaza ● Suite 900 ● Chicago, IL 60606 ● Toll Free: (888) 292-9399