Filed pursuant to Rule 424(b)(3)
Registration Statement No. 333-146177
For Month Ended | For Month Ended | |||||||||||||||||||||||
December 31, 2010 | December 31, 2010 | |||||||||||||||||||||||
UNAUDITED | UNAUDITED | |||||||||||||||||||||||
Statement of Income | Month | Year to Date | Month | Year to Date | Month | Year to Date | ||||||||||||||||||
(A Units) | (A Units) | (B Units) | (B Units) | Total | Total | |||||||||||||||||||
Trading Income (Loss) | ||||||||||||||||||||||||
Realized Trading Income (Loss) | $ | 447,329 | $ | 2,397,889 | $ | 12,789 | $ | 69,851 | $ | 460,118 | $ | 2,467,740 | ||||||||||||
Change in Unrealized Income (Loss) | 1,157,242 | 445,591 | 33,084 | 12,050 | 1,190,326 | 457,641 | ||||||||||||||||||
Foreign Currency Transaction Income (Loss) | (147,253 | ) | 527,258 | (4,210 | ) | 10,932 | (151,463 | ) | 538,190 | |||||||||||||||
Net Trading Income (Loss) | 1,457,318 | 3,370,738 | 41,663 | 92,833 | 1,498,981 | 3,463,571 | ||||||||||||||||||
Other Income | ||||||||||||||||||||||||
Interest Income | 16,483 | 80,740 | 471 | 2,046 | 16,954 | 82,786 | ||||||||||||||||||
Total Income (Loss) | 16,483 | 80,740 | 471 | 2,046 | 16,954 | 82,786 | ||||||||||||||||||
Expenses | ||||||||||||||||||||||||
Advisory Incentive Fees | 242,051 | 270,353 | 6,920 | 7,689 | 248,971 | 278,042 | ||||||||||||||||||
Management Fees | 74,384 | 913,039 | 2,127 | 21,224 | 76,511 | 934,263 | ||||||||||||||||||
Organization and Offering Expenses | 43,749 | 112,115 | 1,251 | 3,115 | 45,000 | 115,230 | ||||||||||||||||||
Administrative Expenses | 102,082 | 934,705 | 2,918 | 21,064 | 105,000 | 955,769 | ||||||||||||||||||
Brokerage Expenses | 206,862 | 2,334,409 | 3,411 | 29,567 | 210,273 | 2,363,976 | ||||||||||||||||||
Total Expenses | 669,128 | 4,564,621 | 16,627 | 82,659 | 685,755 | 4,647,280 | ||||||||||||||||||
Net Income (Loss) | $ | 804,673 | $ | (1,113,143 | ) | $ | 25,507 | $ | 12,220 | $ | 830,180 | $ | (1,100,923 | ) | ||||||||||
Statement of Changes in Net Asset Value | ||||||||||||||||||||||||
Beginning Balance | 51,139,535 | 57,912,179 | 1,413,162 | 981,767 | 52,552,697 | 58,893,946 | ||||||||||||||||||
Additions | 40,300 | 5,337,443 | 50,000 | 658,668 | 90,300 | 5,996,111 | ||||||||||||||||||
Net Income (Loss) | 804,673 | (1,113,143 | ) | 25,507 | 12,220 | 830,180 | (1,100,923 | ) | ||||||||||||||||
Transfers from Class A to Class B | - | (65,443 | ) | - | 65,443 | - | - | |||||||||||||||||
Redemptions | (1,468,330 | ) | (11,554,858 | ) | (82,976 | ) | (312,405 | ) | (1,551,306 | ) | (11,867,263 | ) | ||||||||||||
Balance at December 31, 2010 | $ | 50,516,178 | $ | 50,516,178 | $ | 1,405,693 | $ | 1,405,693 | $ | 51,921,871 | $ | 51,921,871 | ||||||||||||
Total Units Held at End of the Period | 501,959 | 13,420 | ||||||||||||||||||||||
Net Asset Value Per Unit | $ | 100.64 | $ | 104.75 | ||||||||||||||||||||
Rate of Return | 1.57 | % | -2.14 | % | 1.75 | % | -0.15 | % | ||||||||||||||||
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 March 31, 2011 | 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 March 31, 2011 |