Two main kinds of heterogeneities are pointed out in RDX particles in using optical microscopy with matching refractive index and scanning electron microscopy. These are HMX impurities and solvent inclusions. High precision measurements of the HMX content and the particle apparent density have been performed on different RDX particle lots using High Performance Liquid Chromatography and the ISL sink-float method, respectively. No direct experimental correlation has been found between the HMX content of RDX particles and the shock sensitivity of RDX based cast formulations. A large HMX content (similar to 2% in weight) in RDX particles leads to the most sensitive formulation (4.3 GPa). Also the same level of sensitivity has been measured with another RDX particle lot whose HMX content was very small (0.035%). A third RDX particle lot with 0.1% of HMX has lead to a much less sensitive formulation (5.5 GPa). A previous experimental correlation between the amount of solvent inclusions and the shock sensitivity of the formulation was better, although some experimental points deviate from this correlation.