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| Delaware                                                       | 36-4113382                           |
|----------------------------------------------------------------|--------------------------------------|
| (State or other jurisdiction of incorporation or organization) | (I.R.S. Employer Identification No.) |

| Large accelerated filer £                                           | Accelerated filer £    |
|--------------------------------------------------------------------------|-----------------------------|
| Non-accelerated filer £ (Do not check if smaller reporting company) | Smaller reporting company x |

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| a)   | Exhibits |
|----------------|----------|

| Exhibit Number | Description of Document                                                                                                                                                       |
|----------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
|           |                                                                                                                                                                          |
| 3.01           | Ninth Amended and Restated Declaration and Agreement of Trust of the Registrant, dated as of September 1, 2010.(1)                                                            |
|           |                                                                                                                                                                          |
| 3.02           | First Amendment to the Ninth Amended and Restated Declaration and Agreement of Trust of the Registrant, dated as of July 13, 2011.(2)                                         |
|           |                                                                                                                                                                          |
| 3.03           | Second Amendment to the Ninth Amended and Restated Declaration and Agreement of Trust of the Registrant, dated as of October 18, 2013.***                                     |
|           |                                                                                                                                                                          |
| 3.04           | Restated Certificate of Trust of the Registrant.(3)                                                                                                                           |
|           |                                                                                                                                                                          |
| 10.01**        | Investment Management Agreement, entered into as of August, 2013, among RJO Global Trust, R.J. O’Brien Fund Management LLC and RPM Risk and Portfolio Management AB.*** |
|           |                                                                                                                                                                          |
| 31.01          | Rule 13a-14(a)/15d-14(a) Certifications of Principal Executive Officer.***                                                                                                    |
|           |                                                                                                                                                                          |
| 31.02          | Rule 13a-14(a)/15d-14(a) Certifications of Principal Financial Officer.***                                                                                                    |
|           |                                                                                                                                                                          |
| 32.01          | Section 1350 Certification of Principal Executive Officer.***                                                                                                                 |
|           |                                                                                                                                                                          |
| 32.02          | Section 1350 Certification of Principal Financial Officer.***                                                                                                                 |
|           |                                                                                                                                                                          |
| 99.01          | Notice to Unitholders dated October 18, 2013.***                                                                                                                              |
|           |                                                                                                                                                                          |
| 101.INS*       | XBRL Instance Document                                                                                                                                                        |
|           |                                                                                                                                                                          |
| 101.SCH*       | XBRL Taxonomy Extension Schema                                                                                                                                                |
|           |                                                                                                                                                                          |
| 101.CAL*       | XBRL Taxonomy Extension Calculation Linkbase                                                                                                                                  |
|           |                                                                                                                                                                          |
| 101.DEF*       | XBRL Taxonomy Extension Definition Linkbase                                                                                                                                   |
|           |                                                                                                                                                                          |
| 101.LAB*       | XBRL Taxonomy Extension Label Linkbase                                                                                                                                        |
|           |                                                                                                                                                                          |
| 101.PRE*       | XBRL Taxonomy Extension Presentation Linkbase                                                                                                                                 |

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