Edgar Filing: SPDR GOLD TRUST

ETF Trading Report

Filed Pursuant To Rule 433

Registration No. 333-209926

April 29, 2016

LOGO

Filed Pursuant To Rule 433
Registration No. 333-209926
April 29, 2016
SPDR® ETF Trading Report
March 2016
    ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
    Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
    SpreadSpreadvs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.TradeVolatilityas of
Ticker    ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)03/15/2016
US Core
SPY    SPDR S&P 500® ETF 0.010.000.01105,604,08422,002,041,539146,833,6618,3938,4961,693,2881,643,8062710.50288,127,843
MDY    SPDR S&P MidCap 400® ETF 0.040.020.051,791,605473,929,2502,539,0231,2551,424321,067343,5121260.804,283,472
SLY    SPDR S&P 600 Small Cap ETF 0.310.310.2510,6551,159,81620,7032,9972,949295,145272,576790.907,611
DIA    SPDR Dow Jones Industrial Average ETF 0.020.010.013,738,170653,853,8547,521,2993,7012,729639,940448,3471920.405,690,221
THRK    SPDR Russell 3000 ETF 0.610.410.654,365755,2863,9712,5042,309374,974334,6901480.508,921
TWOK    SPDR Russell 2000 ETF 0.170.270.175,170364,62412,9604,2054,364266,849268,7351270.905,021
ONEK    SPDR Russell 1000 ETF 0.210.230.222,510262,8472,7573,5503,506334,233317,8541260.603,453
RSCO    SPDR Russell Small Cap Completeness ETF 0.460.620.424,023316,5743,0873,8973,533289,859251,8681340.901,392
SPYX    SPDR S&P 500 Fossil Fuel Free ETF 0.100.210.109,158515,4458,7994,0473,247196,280152,5124400.5015,900
SHE    SPDR SSGA Gender Diversity Index ETF 0.050.080.05255,29615,266,874255,2963,5593,559212,294212,2941890.504,435
US Style
SPYG    SPDR S&P 500 Growth ETF 0.210.210.1830,2903,107,02046,5652,4741,594242,922149,342990.501,524
SPYV    SPDR S&P 500 Value ETF 0.130.130.119,188969,12212,5171,9231,824185,935166,7501230.606,323
MDYG    SPDR S&P 400 Mid Cap Growth ETF 0.330.290.3211,4401,380,70219,0003,4893,340403,503369,671930.7015,108
MDYV    SPDR S&P 400 Mid Cap Value ETF 0.240.310.2513,3361,089,65514,9136,3986,071497,381443,4261560.9018,845
SLYG    SPDR S&P 600 Small Cap Growth ETF 0.490.290.4725,5344,485,69427,9092,7402,618461,361423,854970.9041,144
SLYV    SPDR S&P 600 Small Cap Value ETF 0.270.280.2547,0344,579,05640,0202,3362,856223,041257,097981.1030,022
US Sector
XLY    Consumer Discretionary Select Sector SPDR ETF 0.010.010.016,665,393556,638,2939,346,5095,4014,137417,011305,1861650.5023,287,538
XLP    Consumer Staples Select Sector SPDR ETF 0.010.020.0111,600,905632,584,04914,836,67946,45834,8912,428,8241,760,6004120.4044,809,041
XLE    Energy Select Sector SPDR ETF 0.010.020.0122,621,3131,427,355,68327,809,8887,8466,493481,117371,7241731.3047,959,197
XLF    Financial Select Sector SPDR ETF 0.010.040.0151,791,8861,202,357,12666,430,311825,847721,94618,358,57915,536,2781,6020.70102,132,676
XLV    Health Care Select Sector SPDR ETF 0.010.010.0111,630,324826,196,10214,295,7939,2276,455621,069431,0652030.7050,106,040
XLI    Industrial Select Sector SPDR ETF 0.010.020.0110,604,898598,470,90313,861,32026,87119,2891,462,589986,2473130.6026,291,749
Source: ArcaVision. Data is as of the referenced date and is subject to change. Past performance is not a guarantee of future results.

LOGO

SPDR® ETF Trading Report
    ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
    Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
    SpreadSpreadvs. 3 mo.VolumeAvg. Daily(shares) vs.Quote Size(Shares) vs.Quotevs. 3 mo.TradeVolatilityas of
Ticker    ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)03/15/2016
Active — Fixed Income
TOTL    SPDR DoubleLine Total Return Tactical ETF 0.020.050.02362,64918,084,734431,1644,0265,042197,314246,9073230.10199,757
SRLN    SPDR Blackstone/GSO Senior Loan ETF 0.040.090.05114,1305,516,425120,1984,1243,886190,405178,4452680.10116,545
ULST    SPDR SSGA Ultra Short Term Bond ETF 0.050.130.06203,1228,110,550161,08268269427,17127,7042170.10299
Source: ArcaVision. Data is as of the referenced date and is subject to change. Past performance is not a guarantee of future results.
ssga.com | spdrs.com
For investment professional use only. Not for use with the public.
State Street Global Advisors, One Lincoln Street, Boston, MA 02111-2900. T: +1 617 664 7727.
Important Risk Information
ETFs trade like stocks, fluctuate in market value and may trade at prices above or below the ETFs’ net asset value.
Brokerage commissions and ETF expenses will reduce returns.
While the shares of ETFs are tradable on secondary markets, they may not readily trade in all market conditions and may trade at significant discounts in periods of market stress.
Investing in commodities entails significant risk and is not appropriate for all investors. Important Information Relating to SPDR Gold Trust (“GLD®”): The SPDR Gold Trust (“GLD”) has filed a registration statement (including a prospectus) with the Securities and Exchange Commission (“SEC”) for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents GLD has filed with the SEC for more complete information about GLD and this offering. You may get these documents for free by visiting EDGAR on the SEC website at sec.gov or by visiting spdrgoldshares.com. Alternatively, the SPDR Gold Trust will arrange to send you the prospectus if you request it by calling 866.320.4053.
GLD is not an investment company registered under the Investment Company Act of 1940 (the “1940 Act”) and is not subject to regulation under the Commodity Exchange Act of 1936 (the “CEA”). As a result, shareholders of the Trust do not have the protections associated with ownership of shares in an investment company registered under the 1940 Act or the protections afforded by the CEA.
GLD shares trade like stocks, are subject to investment risk and will fluctuate in market value. The value of GLD shares relates directly to the value of the gold held by GLD (less its expenses), and fluctuations in the price of gold could materially and adversely affect an investment in the shares. The price received upon the sale of the shares, which trade at market price, may be more or less than the value of the gold represented by them. GLD does not generate any income, and as GLD regularly sells gold to pay for its ongoing expenses, the amount of gold represented by each Share will decline over time. Investing involves risk, and you could lose money on an investment
in GLD. Please see the GLD prospectus for a detailed discussion of the risks of investing in GLD shares. The GLD prospectus is available here.
For more information: State Street Global Markets, LLC, One Lincoln Street, Boston, MA, 02111 T: +1 866 320 4053 spdrgoldshares.com
The trademarks and service marks referenced herein are the property of their respective owners. Third party data providers make no warranties or representations of any kind relating to the accuracy, completeness or timeliness of the data and have no liability for damages of any kind relating to the use of such data.
State Street Global Advisors and SSGA are registered trademarks of State Street Corporation.
Standard & Poor’s®, S&P® and SPDR® are registered trademarks of Standard & Poor’s Financial Services LLC (S&P); Dow Jones is a registered trademark of Dow Jones Trademark Holdings LLC (Dow Jones); and these trademarks have been licensed for use by S&P Dow Jones Indices LLC (SPDJI) and sublicensed for certain purposes by State Street
Corporation. State Street Corporation’s financial products are not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, their respective affiliates and third party licensors and none of such parties make any representation regarding the advisability of investing in such product(s) nor do they have any liability in relation thereto, including for any errors, omissions, or interruptions of any index.
Distributor: State Street Global Markets, LLC, member FINRA, SIPC, a wholly owned subsidiary of State Street
Corporation. References to State Street may include State Street Corporation and its affiliates. Certain State Street affiliates provide services and receive fees from the SPDR ETFs. ALPS Distributors, Inc., a registered broker-dealer, is distributor for SPDR S&P 500, SPDR S&P MidCap 400 and SPDR Dow Jones Industrial Average, and all unit investment trusts. ALPS Portfolio Solutions Distributor, Inc. is distributor for Select Sector SPDRs. ALPS Distributors,
Inc. and ALPS Portfolio Solutions Distributor, Inc. are not affiliated with State Street Global Markets, LLC.
State Street Global Markets, LLC is the distributor for certain registered products on behalf of the advisor. SSGA Funds Management has retained GSO Capital Partners, Nuveen Asset Management & Massachusetts Financial Services Company & DoubleLine Capital LP as the sub-advisor. GSO Capital Partners, Nuveen Asset Management, MFS, and
DoubleLine Capital LP are not affiliated with State Street Global Markets, LLC.
Before investing, consider the funds’ investment objectives, risks, charges and expenses. To obtain a prospectus or summary prospectus which contains this and other information, call +1 617 664 7727 or visit spdrs.com. Read it carefully.
Not FDIC Insured • No Bank Guarantee • May Lose Value
State Street Global Advisors
© 2016 State Street Corporation. All Rights Reserved.
ID6472-IBG-19249 0416 Exp. Date 07/31/2016 IBG.SPDRETF.0416 SSL000695

SPDR® GOLD TRUST has filed a registration statement (including a prospectus) with the SEC for the offering to which this communication relates. Before you invest, you should read the prospectus in that registration statement and other documents the issuer has filed with the SEC for more complete information about the Trust and this offering. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, the Trust or any Authorized Participant will arrange to send you the prospectus if you request it by calling toll free at 1-866-320-4053 or contacting State Street Global Markets, LLC, One Lincoln Street, Attn: SPDR® Gold Shares, 30th Floor, Boston, MA 02111.