Filed Pursuant To Rule 433
Registration No. 333-217785
February 7, 2018
SPDR® ETF Options Report Ticker Name 20 Day Average ETF Volume 20 Day Average Total Option Volume 20 Day Average Call Option Volume 20 Day Average Put Option Volume Total Open Interest (Call) Total Open Interest (Put) SPY SPDR S&P 500 ETF Trust 85,761,144 2,413,733 1,104,707 1,309,026 7,007,056 15,324,500 XLF Financial Select Sector SPDR Fund 66,169,776 227,169 151,545 75,625 1,663,865 2,567,855 XOP SPDR S&P Oil & Gas Exploration & Production ETF 14,523,848 85,351 49,500 35,851 865,419 1,487,046 XLU Utilities Select Sector SPDR Fund 14,065,516 36,046 17,822 18,225 237,193 456,707 XLK Technology Select Sector SPDR Fund 11,421,259 14,690 7,305 7,385 147,327 329,835 XLE Energy Select Sector SPDR Fund 11,101,603 51,454 37,280 14,174 580,421 742,419 XLP Consumer Staples Select Sector SPDR Fund 10,895,056 10,272 5,351 4,922 80,357 197,515 XLI Industrial Select Sector SPDR Fund 9,556,133 19,580 10,338 9,242 86,225 250,606 KRE SPDR S&P Regional Banking ETF 8,374,975 30,215 18,547 11,668 281,203 246,886 JNK SPDR Bloomberg Barclays High Yield Bond ETF 8,190,519 1,467 353 1,115 9,143 77,482 GLD® SPDR Gold Shares® 7,292,835 130,236 66,760 63,477 1,920,429 1,048,479 XLV Health Care Select Sector SPDR Fund 6,922,329 10,455 5,367 5,089 95,024 194,241 XRT SPDR S&P Retail ETF 6,455,982 27,728 15,348 12,380 182,262 278,218 XLY Consumer Discretionary Select Sector SPDR Fund 4,613,444 7,161 2,721 4,441 53,670 151,526 XLB Materials Select Sector SPDR Fund 4,461,284 6,511 4,258 2,253 46,271 120,358 XBI SPDR S&P Biotech ETF 4,039,662 30,550 9,866 20,684 111,117 322,155 DIA SPDR Dow Jones Industrial Average ETF Trust 3,683,217 50,602 31,707 18,895 268,590 321,427 XME SPDR S&P Metals & Mining ETF 3,365,865 9,742 4,330 5,413 54,279 128,272 FEZ SPDR EURO STOXX 50 ETF 3,002,965 3,459 2,252 1,208 133,434 178,755 KBE SPDR S&P Bank ETF 2,553,064 1,988 456 1,533 21,839 70,875 XLRE Real Estate Select Sector SPDR Fund 1,603,132 265 201 65 4,661 1,110 XHB SPDR S&P Homebuilders ETF 1,237,889 2,079 909 1,171 41,494 62,228 MDY SPDR S&P MidCap 400 ETF Trust 1,124,357 1,889 911 979 27,721 29,868 SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF 1,106,494 — — 1 — 21 RWX SPDR Dow Jones International Real Estate ETF 793,830 8 1 7 52 206 CWB SPDR Bloomberg Barclays Convertible Securities ETF 719,687 7 4 3 202 251 SPDW SPDR Portfolio Developed World ex-US ETF 647,032 — 1 — 21 — TFI SPDR Nuveen Bloomberg Barclays Municipal Bond ETF 600,264 — — 2 — 40 Source: Bloomberg as of as of 12/31/2017. INVESTMENT PROFESSIONAL USE ONLY December 2017
SPDR® ETF Options Report Ticker Name 20 Day Average ETF Volume 20 Day Average Total Option Volume 20 Day Average Call Option Volume 20 Day Average Put Option Volume Total Open Interest (Call) Total Open Interest (Put) BWX SPDR Bloomberg Barclays International Treasury Bond ETF 526,433 7 6 2 100 222 XES SPDR S&P Oil & Gas Equipment & Services ETF 485,491 194 91 103 3,698 709 KIE SPDR S&P Insurance ETF 485,116 46 16 30 558 1,453 SDY SPDR S&P Dividend ETF 481,053 30 26 4 528 566 RWO SPDR Dow Jones Global Real Estate ETF 177,848 1 1 — 4 1 EBND SPDR Bloomberg Barclays Emerging Markets Local Bond ETF 175,126 5 4 1 71 16 GNR SPDR S&P Global Natural Resources ETF 139,456 134 131 3 2,568 154 XPH SPDR S&P Pharmaceuticals ETF 132,996 8 5 4 228 203 RWR SPDR Dow Jones REIT ETF 127,860 23 18 6 208 84 GWX SPDR S&P International Small Cap ETF 123,528 8 8 1 152 — XSD SPDR S&P Semiconductor ETF 110,760 3 3 1 125 67 HYMB SPDR Nuveen S&P High Yield Municipal Bond ETF 110,679 3 2 2 53 27 DWX SPDR S&P International Dividend ETF 109,244 1 1 — 23 16 XAR SPDR S&P Aerospace & Defense ETF 105,274 37 34 4 1,268 475 GXC SPDR S&P China ETF 67,605 10 6 5 176 245 EWX SPDR S&P Emerging Markets SmallCap ETF 63,739 — — — — 142 EDIV SPDR S&P Emerging Markets Dividend ETF 43,135 2 1 2 130 44 GMF SPDR S&P Emerging Asia Pacific ETF 26,258 6 3 4 50 120 KCE SPDR S&P Capital Markets ETF 20,761 8 5 4 105 85 Source: Bloomberg as of as of 12/31/2017. Prior to 10/16/2017, the SPDR Portfolio Total Stock Market ETF (SPTM) was known as the SPDR Russell 3000® ETF (THRK), the SPDR Portfolio Large Cap ETF (SPLG) was known as the SPDR Russell 1000® ETF (ONEK), the SPDR Portfolio Mid Cap ETF (SPMD) was known as the SPDR S&P 1000® ETF (SMD), the SPDR Portfolio Small Cap ETF (SPSM) was known as the SPDR Russell 2000® ETF (TWOK), the SPDR Portfolio S&P 500 Growth ETF (SPYG) was known as the SPDR S&P 500 Growth ETF (SPYG), the SPDR Portfolio S&P 500 Value ETF (SPYV) was known as the SPDR S&P 500 Value ETF (SPYV), the SPDR Portfolio S&P 500 High Dividend ETF (SPYD) was known as the SPDR S&P 500 High Dividend ETF (SPYD), the SPDR Portfolio Developed World ex-US ETF (SPDW) was known as the SPDR S&P World ex-US ETF (GWL), the SPDR Portfolio Emerging Markets ETF (SPEM) was known as the SPDR S&P Emerging Markets ETF (GMM), the SPDR Portfolio Aggregate Bond ETF (SPAB) was known as the SPDR Bloomberg Barclays Aggregate Bond ETF (BNDS), the SPDR Portfolio Short Term Corporate Bond ETF (SPSB) was known as the SPDR Bloomberg Barclays Short Term Corporate Bond ETF (SCPB), the SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) was known as the SPDR Bloomberg Barclays Intermediate Term Corporate Bond ETF (ITR), the SPDR Portfolio Long Term Corporate Bond ETF (SPLB) was known as the SPDR Bloomberg Barclays Long Term Corporate Bond ETF (LWC), the SPDR Portfolio Short Term Treasury ETF (SPTS) was known as the SPDR Bloomberg Barclays Short Term Treasury ETF (SST), and the SPDR Portfolio Long Term Treasury ETF (SPTL) was known as the SPDR Bloomberg Barclays Long Term Treasury ETF (TLO). State Street Global Advisors 2
Not FDIC Insured • No Bank Guarantee • May Lose Value State Street Global Advisors © 2018 State Street Corporation. All Rights Reserved. 2004521.1.1.NA.INST Exp. Date: 2/28/2019 SPD001575 SPDR® ETF Options Report ssga.com | spdrs.com | spdrgoldshares.com State Street Global Advisors One Lincoln Street, Boston, MA 02111-2900. T: +1 617 786 3000. Important Risk Information This material has been created for informational purposes only and does not constitute investment advice and it should not be relied on as such. It does not take into account any investor’s particular investment objectives, strategies, tax status or investment horizon. There is no representation or warranty as to the current accuracy of, or liability for, decisions made based on this material. All material has been obtained from sources believed to be reliable, but its accuracy is not guaranteed. ETFs trade like stocks, are subject to investment risk, 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. Because of their narrow focus, sector funds tend to be more volatile than funds that diversify across many sectors and companies. Select Sector SPDR Funds bear a higher level of risk than more broadly diversified funds. All ETFs are subject to risk, including the possible loss of principal. Sector ETFs products are also subject to sector risk and nondiversification risk, which generally results in greater price fluctuations than the overall market. Non-diversified funds that focus on a relatively small number of stocks or countries tend to be more volatile than diversified funds and the market as a whole. Options investing entail a high degree of risk and may not be appropriate for all investors. 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. Commodities and commodity-index linked securities may be affected by changes in overall market movements, changes in interest rates, and other factors such as weather, disease, embargoes, or political and regulatory developments, as well as trading activity of speculators and arbitrageurs in the underlying commodities. Frequent trading of ETFs could significantly increase commissions and other costs such that they may offset any savings from low fees or costs. Diversification does not ensure a profit or guarantee against loss. Investing in commodities entails significant risk and is not appropriate for all investors. Important Information Relating to SPDR Gold Trust 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. Please see the GLD prospectus for a detailed discussion of the risks of investing in GLD shares. When distributed electronically, the GLD prospectus is available by clicking here. You may get these documents for free by visiting EDGAR on the SEC website at sec.gov or by visiting spdrgoldshares.com. Alternatively, the Trust or any authorized participant 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. Standard & Poor’s®, S&P® and SPDR® are registered trademarks of Standard & Poor’s Financial Services LLC, a division of S&P Global (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. For more information, please contact the Marketing Agent for GLD: State Street Global Advisors Funds Distributors, 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. 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. Distributor: State Street Global Advisors Funds Distributors, LLC, member FINRA, SIPC, an indirect 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., member FINRA, is distributor for SPDR S&P 500, SPDR S&P MidCap 400 and SPDR Dow Jones Industrial Average, all unit investment trusts. ALPS Portfolio Solutions Distributor, Inc., member FINRA, is distributor for Select Sector SPDRs. ALPS Distributors, Inc. and ALPS Portfolio Solutions Distributor, Inc. are not affiliated with State Street Global Advisors Funds Distributors, LLC. State Street Global Advisors Funds Distributors, LLC is the distributor for certain registered products on behalf of the advisor. SSGA Funds Management has retained Nuveen Asset Management, LLC as the sub-advisor to certain of such funds. State Street Global Advisors Funds Distributors, LLC is not affiliated with Nuveen Asset Management, 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 866.787.2257 or visit spdrs.com. Read it carefully.
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 Advisors Funds Distributors, LLC, One Lincoln Street, Attn: SPDR® Gold Shares, 30th Floor, Boston, MA 02111.