Filed pursuant to Rule 424(b)(3)
Registration Statement No. 333-146177
For Month Ended | ||||||||
February 28, 2011 | ||||||||
UNAUDITED | ||||||||
Statement of Income | Month | Year to Date | ||||||
(A Units) | (A Units) | |||||||
Trading Income (Loss) | ||||||||
Realized Trading Income (Loss) | $ | 869,591 | $ | 659,628 | ||||
Change in Unrealized Income (Loss) | (592,575 | ) | (882,737 | ) | ||||
Foreign Currency Transaction Income (Loss) | (154,423 | ) | (87,483 | ) | ||||
Net Trading Income (Loss) | 122,593 | (310,592 | ) | |||||
Other Income | ||||||||
Interest Income | 12,128 | 46,870 | ||||||
Total Income (Loss) | 12,128 | 46,870 | ||||||
Expenses | ||||||||
Advisory Incentive Fees | 91,405 | 206,895 | ||||||
Management Fees | 70,366 | 141,585 | ||||||
Organization and Offering Expenses | 9,736 | 19,466 | ||||||
Administrative Expenses | 43,813 | 111,926 | ||||||
Brokerage Expenses | 189,408 | 424,282 | ||||||
Total Expenses | 404,728 | 904,154 | ||||||
Net Income (Loss) | $ | (270,007 | ) | $ | (1,167,876 | ) | ||
Statement of Changes in Net Asset Value | ||||||||
Beginning Balance | 49,236,591 | 50,516,178 | ||||||
Additions | - | 202,500 | ||||||
Net Income (Loss) | (270,007 | ) | (1,167,876 | ) | ||||
Transfers from Class A to Class B | - | - | ||||||
Redemptions | (2,332,002 | ) | (2,916,220 | ) | ||||
Balance at February 28, 2011 | $ | 46,634,582 | $ | 46,634,582 | ||||
Total Units Held at End of the Period | 474,340 | |||||||
Net Asset Value Per Unit | $ | 98.31 | ||||||
Rate of Return | -0.56 | % | -2.32 | % |
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 May 31, 2011 |
For Month Ended | ||||||||
February 28, 2011 | ||||||||
UNAUDITED | ||||||||
Statement of Income | Month | Year to Date | ||||||
(B Units) | (B Units) | |||||||
Trading Income (Loss) | ||||||||
Realized Trading Income (Loss) | $ | 23,556 | $ | 17,737 | ||||
Change in Unrealized Income (Loss) | (16,052 | ) | (24,094 | ) | ||||
Foreign Currency Transaction Income (Loss) | (4,183 | ) | (2,328 | ) | ||||
Net Trading Income (Loss) | 3,321 | (8,685 | ) | |||||
Other Income | ||||||||
Interest Income | 329 | 1,292 | ||||||
Total Income (Loss) | 329 | 1,292 | ||||||
Expenses | ||||||||
Advisory Incentive Fees | 2,476 | 5,677 | ||||||
Management Fees | 1,906 | 3,880 | ||||||
Organization and Offering Expenses | 264 | 534 | ||||||
Administrative Expenses | 1,187 | 3,075 | ||||||
Brokerage Expenses | 2,907 | 7,099 | ||||||
Total Expenses | 8,740 | 20,265 | ||||||
Net Income (Loss) | $ | (5,090 | ) | $ | (27,658 | ) | ||
Statement of Changes in Net Asset Value | ||||||||
Beginning Balance | 1,333,767 | 1,405,693 | ||||||
Additions | - | - | ||||||
Net Income (Loss) | (5,090 | ) | (27,658 | ) | ||||
Transfers from Class A to Class B | - | - | ||||||
Redemptions | - | (49,358 | ) | |||||
Balance at February 28, 2011 | $ | 1,328,677 | $ | 1,328,677 | ||||
Total Units Held at End of the Period | 12,941 | |||||||
Net Asset Value Per Unit | $ | 102.67 | ||||||
Rate of Return | -0.38 | % | -1.99 | % |
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 May 31, 2011 |