Edgar Filing: SPDR GOLD TRUST

SPDR ETF Trading Report March 2017

Filed Pursuant To Rule 433

Registration No. 333-209926

April 12, 2017

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SPDR® ETF Trading Report     March 2017
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.Trade Volatilityas of
Ticker    ETF Name ($)(%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)03/15/2017
US Core
SPY    SPDR S&P 500® ETF 0.010.000.0183,541,98021,416,157,48976,919,34115,19016,6233,592,7393,864,3492800.40214,193,167
MDY    SPDR S&P MidCap 400® ETF 0.080.020.071,255,938426,988,4621,275,5961,6582,120517,313657,0731120.502,511,015
SLY    SPDR S&P 600 Small Cap ETF 0.410.340.4033,1064,318,44554,6222,2562,139272,006260,6591280.7025,066
DIA    SPDR Dow Jones Industrial Average ETF Trust 0.020.010.013,770,030816,239,0063,817,5813,2392,754674,230560,7971390.305,154,916
THRK    SPDR Russell 3000 ETF 0.740.420.6814,5042,778,4648,7562,1552,478378,720431,494720.401,869
TWOK    SPDR Russell 2000® ETF 0.270.330.2628,2672,344,51032,5065,5075,347443,479430,4871100.6011,337
ONEK    SPDR Russell 1000 ETF 0.420.380.462,461359,9435,0813,4962,679387,776291,047890.402,409
SMD    SPDR S&P 1000 ETF 0.710.780.675,871612,72313,4551,7551,380158,933124,8071520.705,573
SPYX    SPDR S&P 500 Fossil Fuel Reserves Free ETF 0.270.470.187,799527,0187,0494,5675,227261,598293,4442470.504,346
SHE    SPDR SSGA Gender Diversity Index ETF 0.060.090.074,100338,0332,6147,7077,549506,119490,1571390.409,207
US Style
SPYG    SPDR S&P 500 Growth ETF 0.240.210.2425,7993,142,10333,7533,2262,734366,086301,3961180.309,005
SPYV    SPDR S&P 500 Value ETF 0.260.230.2723,3132,771,82028,0192,5983,162296,432354,081960.405,219
MDYG    SPDR S&P 400 Mid Cap Growth ETF 0.410.300.4017,7142,633,48622,5552,5462,573354,250353,247760.5013,947
MDYV    SPDR S&P 400 Mid Cap Value ETF 0.330.340.3141,8164,143,59745,5405,1475,709492,619547,3791210.6018,028
SLYG    SPDR S&P 600 Small Cap Growth ETF 0.600.280.5928,4216,757,89333,2032,2272,425469,073509,129670.7014,619
SLYV    SPDR S&P 600 Small Cap Value ETF 0.290.250.2951,1696,337,95264,1461,5171,629177,656193,0691060.7012,785
US Sector
XLY    Consumer Discretionary Select Sector SPDR Fund 0.010.010.014,022,082408,502,2614,361,8389,88110,042859,845854,7751830.309,598,622
XLP    Consumer Staples Select Sector SPDR Fund 0.010.020.018,973,465585,945,73811,234,22380,87772,2694,450,6613,864,9464640.3046,025,187
XLE    Energy Select Sector SPDR Fund 0.010.010.0116,614,6941,264,667,80613,820,60613,30412,012931,945864,3841930.8038,688,021
XLF    Financial Select Sector SPDR Fund 0.010.040.0183,481,3522,123,985,48568,070,260881,093851,30721,366,50520,388,8031,1730.70121,357,187
XLV    Health Care Select Sector SPDR Fund 0.010.010.019,056,007773,896,0009,305,29817,05116,9971,282,2351,236,8722520.4025,789,388
XLI    Industrial Select Sector SPDR Fund 0.010.020.0110,445,999832,912,76010,676,58528,69227,4441,878,4651,770,1383690.5035,794,256
Source: ArcaVision. Data is as of March 31, 2017. Past performance is not a guarantee of future results.

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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.Trade Volatilityas of
Ticker ETF Name    ($) (%)trailing(shares)Volume ($)3 mo. trailing(shares)3 mo. trailingSize ($)trailingSize(%)03/15/2017
Active — Fixed Income (cont’d)
ULST    SPDR SSGA Ultra Short Term Bond ETF 0.050.120.058,576403,6756,8793,5113,356141,669135,2133880.002,123
Source: ArcaVision. Data is as of March 31, 2017. Past performance is not a guarantee of future results.
ssga.com | spdrs.com
State Street Global Advisors One Lincoln Street, Boston, MA 02111-2900. T: +1 617 786 3000.
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 to that extent. 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. When this document is distributed electronically, the GLD prospectus is available by clicking here.
For more information: State Street Global Markets, LLC (Marketing Agent for GLD), One Lincoln Street, Boston, MA, 02111 T: +1 866 320 4053 spdrgoldshares.com
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SSGA of certain Dorsey Wright trademarks and trade names, and the Dorsey Wright Fixed Income Rotation Index (“Index”), for use by SSGA.
BLOOMBERG®, a trademark and service mark of Bloomberg Finance L.P. and its affiliates, and BARCLAYS®, a trademark and service mark of Barclays Bank Plc, have each been licensed for use in connection with the listing and trading of the SPDR Bloomberg Barclays ETFs.
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
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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.
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State Street Global Advisors    ID9243-IBG-23346 0417 Exp. Date: 04/30/2018 SPD001309

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.