SPDR GOLD TRUST — Financial Supplement Data 2016

Oct 11, 2016

FWP 1 d269523dfwp.htm SPDR ETF TRADING REPORT SEPTEMBER 2016 SPDR ETF TRADING REPORT SEPTEMBER 2016

Filed Pursuant To Rule 433

Registration No. 333-209926

October 11, 2016

SPDR® ETF Trading Report September 2016 Consolidated Consolidated 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(%)9/15/2016 US Core SPY SPDR S&P 500® ETF 0.010.000.01109,700,05624,567,095,65985,497,78611,36312,4412,446,5682,682,2802870.70268,250,424 MDY SPDR S&P MidCap 400® ETF 0.040.020.041,296,357398,675,8111,264,7091,5851,625445,734457,0801320.904,034,900 SLY SPDR S&P 600 Small Cap ETF 0.260.230.2616,1851,914,51715,5692,3772,540264,085278,3841280.8018,105 DIA SPDR Dow Jones Industrial Average ETF Trust 0.010.010.013,713,758699,629,4283,144,5193,0884,359563,097798,5251510.707,035,857 THRK SPDR Russell 3000 ETF 0.470.290.484,453817,9759,1611,7752,253285,172364,017620.705,409 TWOK SPDR Russell 2000® ETF 0.200.280.203,448289,4914,9286,1616,077449,630435,3561100.807,160 ONEK SPDR Russell 1000 ETF 0.240.240.233,029367,8484,1743,0843,436312,039347,1051330.704,360 SMD SPDR S&P 1000 ETF 0.480.590.4857,8334,707,95718,9852,4252,426195,843195,924820.802,065 SPYX SPDR S&P 500 Fossil Fuel Free ETF 0.090.180.107,313473,8524,09717,99116,789931,934869,6701980.6019,482 SHE SPDR SSGA Gender Diversity Index ETF 0.050.070.061,406107,1847236,6636,358428,098409,582740.704,080 US Style SPYG SPDR S&P 500 Growth ETF 0.210.200.1622,6372,541,53831,1252,5722,185269,417227,9611150.7028,350 SPYV SPDR S&P 500 Value ETF 0.130.130.136,500743,2355,9831,7091,636174,831167,641990.708,987 MDYG SPDR S&P 400 Mid Cap Growth ETF 0.350.270.3213,5631,826,01416,8602,7392,702349,688344,640910.8025,114 MDYV SPDR S&P 400 Mid Cap Value ETF 0.240.280.2314,8661,345,29215,2755,9155,814504,786497,2711290.9028,781 SLYG SPDR S&P 600 Small Cap Growth ETF 0.520.280.5018,5013,707,53616,5342,3812,490451,985466,975770.8022,126 SLYV SPDR S&P 600 Small Cap Value ETF 0.220.210.2227,9103,069,09131,0232,1112,193223,660230,484891.0032,686 US Sector XLY Consumer Discretionary Select Sector SPDR Fund 0.010.010.015,736,751514,368,9474,629,6139,72610,128772,244812,2661810.7019,308,085 XLP Consumer Staples Select Sector SPDR Fund 0.010.020.0115,272,149946,023,47011,964,97357,23355,1353,051,6642,989,4204210.8067,363,085 XLE Energy Select Sector SPDR Fund 0.010.010.0119,091,5641,506,818,19015,577,24210,28410,829707,334740,7042091.3040,528,243 XLF Financial Select Sector SPDR Fund 0.010.040.0153,990,2001,270,923,62439,971,5261,011,8131,014,88122,108,11423,118,9891,1591.6087,998,321 XLV Health Care Select Sector SPDR Fund 0.010.010.018,632,599724,989,3287,854,62014,68915,6851,061,4271,151,1222060.7035,372,789 XLI Industrial Select Sector SPDR Fund 0.010.020.0111,936,522784,500,68910,192,65630,46933,3081,757,7571,927,2013140.7031,321,528 Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results.

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(%)9/15/2016 US Sector (cont’d) XLB Materials Select Sector SPDR Fund 0.010.020.015,218,229267,597,0734,435,77720,93223,528995,1071,128,6382450.7019,390,670 XLK Technology Select Sector SPDR Fund 0.010.020.0111,828,684675,778,9428,926,79977,51382,9613,664,8153,863,4944480.7020,046,273 XLU Utilities Select Sector SPDR Fund 0.010.020.0117,042,103913,510,40814,957,93427,24727,7861,350,9061,405,6943160.9054,846,742 XLFS Financial Services Select Sector SPDR Fund 0.060.200.10131,2714,164,50384,42717,99813,420553,618410,9203870.8097,954 XLRE Real Estate Select Sector SPDR Fund 0.010.040.012,782,06799,628,756953,90828,16827,417925,037901,4713550.901,358,851 US Industry KBE SPDR S&P Bank ETF 0.010.030.013,551,338122,314,9353,073,19917,56723,384587,440760,6822380.904,856,165 KCE SPDR S&P Capital Markets ETF 0.060.140.046,831313,53022,9033,2432,176131,92584,4292221.0023,707 KIE SPDR S&P Insurance ETF 0.040.050.0493,6147,125,062136,4262,4562,974181,867216,6861680.80987,640 KRE SPDR S&P Regional Banking ETF 0.010.020.015,709,739249,355,2494,976,9748,6849,845365,944404,4331710.9030,664,308 XBI SPDR S&P Biotech ETF 0.020.040.025,457,583379,729,3196,370,3001,6201,875105,786116,0061661.7034,338,501 MTK SPDR Morgan Stanley Technology ETF 0.100.160.0916,8601,057,72915,3106,4705,620381,924323,5431990.707,824 XHB SPDR S&P Homebuilders ETF 0.010.030.012,544,43790,235,3072,114,33114,47516,968498,374595,2371881.0012,653,509 XME SPDR S&P Metals & Mining ETF 0.010.040.015,055,080136,899,8394,752,2248,1568,860209,120236,1191891.8023,095,786 XES SPDR S&P Oil & Gas Equipment & Services ETF 0.020.090.02341,0496,094,379414,1339,44923,015166,491414,9602152.20357,256 XITK SPDR FactSet Innovative Technology ETF 0.090.140.093,776260,6103,22550455331,21333,9431250.9031,570 XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.010.030.0119,689,623757,926,70415,430,98510,57010,912390,139391,6322101.9060,214,550 XPH SPDR S&P Pharmaceuticals ETF 0.040.080.04114,1875,400,453120,1833,2333,414147,005155,7131951.201,140,549 XRT SPDR S&P Retail ETF 0.010.020.013,656,086165,507,9124,061,0238,3858,561367,179379,1671440.8023,222,339 XSD SPDR S&P Semiconductor ETF 0.040.070.04100,9465,305,629122,4443,6903,002189,703147,6082161.101,259,410 XHE SPDR S&P Health Care Equipment ETF 0.180.340.1746,4302,460,69419,9532,9632,637153,543135,8582770.8026,203 XTL SPDR S&P Telecom ETF 0.150.230.148,460578,2365,4265,7205,013370,141316,8221180.904,917 XAR SPDR S&P Aerospace & Defense ETF 0.070.120.0623,7901,419,10218,2622,0301,978116,624114,1111880.9021,133 XHS SPDR S&P Health Care Services ETF 0.060.110.0617,9561,091,79260,8716,6616,472364,357362,8201301.0035,719 XSW SPDR S&P Software & Services ETF 0.110.190.093,350211,9402,8232,1451,995117,460107,3712020.701,879 XTH SPDR S&P Technology Hardware ETF 0.130.220.133166,5192443,4643,395205,346198,540281.204,003 XTN SPDR S&P Transportation ETF 0.050.100.0540,4371,979,37739,4133,2543,217153,394149,0442610.90201,440 XWEB SPDR S&P Internet ETF 0.130.210.2837739,1609133,3333,196199,280183,578381.106,984 Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results. State Street Global Advisors 2

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(%)9/15/2016 Real Estate Equities RWR SPDR Dow Jones REIT ETF 0.030.030.04340,40235,314,438283,3171,5682,521153,789251,7471601.0079,843 RWO SPDR Dow Jones Global Real Estate ETF 0.040.070.04257,00413,611,394226,5071,5481,46077,53974,1681480.80891,026 RWX SPDR Dow Jones International Real Estate ETF 0.010.030.01530,81924,405,446569,2114,9585,975206,550251,1292140.90383,544 Global Equities DGT SPDR Global Dow ETF 0.180.270.372,666234,9633,3843521,16823,80678,5011470.8013,232 GII SPDR S&P Global Infrastructure ETF 0.200.420.226,865366,4378,25478494037,40544,6881460.9013,773 GNR SPDR S&P Global Natural Resources ETF 0.060.160.06173,2016,630,309162,2261,5581,69159,18865,1372441.0082,212 CWI SPDR MSCI ACWI ex-US ETF 0.020.050.02182,9126,929,254170,41510,89812,049353,858383,5203161.0028,452 ACIM SPDR MSCI ACWI IMI ETF 1.081.672.603,911292,8566,04356847737,06830,8521381.009,271 GWL SPDR S&P World ex-US ETF 0.030.120.0366,8541,808,31489,9214,6094,833121,032124,6914030.9037,155 GWX SPDR S&P International Small Cap ETF 0.040.130.05109,4453,556,499107,3141,0861,10733,53633,4311950.90188,590 LOWC SPDR MSCI ACWI Low Carbon Target ETF 0.050.070.0538850,1333561,0011,00174,43473,724840.701,544 International Developed Equities — Region/Country FEZ SPDR EURO STOXX 50 ETF 0.010.030.012,054,32971,940,2962,011,55957,80264,0911,891,8592,053,4764451.102,254,171 FEU SPDR STOXX Europe 50 ETF 0.040.130.0452,4631,642,99451,6651,6271,34749,31440,6792450.9011,417 SMEZ SPDR EURO STOXX Small Cap ETF 0.140.300.142,457136,0711,7282,2271,776104,26881,3051710.9026 HFEZ SPDR EURO STOXX 50 Currency Hedged ETF 0.120.360.132,929107,0192,8262,3262,37176,10777,2476121.30321 HREX SPDR MSCI International Real Estate Currency 0.190.430.174,1621,4271,42236737615,71115,58561.50139 Hedged ETF HDWX SPDR S&P International Dividend Currency 0.300.740.273,271142,2841,26439939416,03215,8983631.201,254 Hedged ETF Emerging Market Equities GMM SPDR S&P Emerging Markets ETF 0.200.340.1842,6172,583,36233,26161973736,91743,815961.1034,902 GML SPDR S&P Emerging Latin America ETF 0.260.570.231,62991,6674,44151459223,40226,516901.308,214 GAF SPDR S&P Emerging Middle East & Africa ETF 0.621.040.801,11382,3421,29828531216,96618,882911.301,727 Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results. State Street Global Advisors 3

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(%)9/15/2016 Emerging Market Equities (cont’d) GUR SPDR S&P Emerging Europe ETF 0.190.720.148,635248,65710,95264352816,76313,6591241.304,464 GMF SPDR S&P Emerging Asia Pacific ETF 0.150.190.1429,2502,718,96424,98569081956,67065,6841151.1049,487 EWX SPDR S&P Emerging Markets Small Cap ETF 0.110.250.1062,8882,884,68750,44573981831,72534,4052291.00166,645 GXC SPDR S&P China ETF 0.080.110.0896,5738,076,71568,57253583642,60264,2551481.1049,937 RBL SPDR S&P Russia ETF 0.100.570.108,928185,55211,6561,7312,91630,77750,5632421.108,189 XINA SPDR MSCI China A Shares IMI ETF 0.251.160.262125,6762261971874,2304,086261.70— International Sector Equities IPD SPDR S&P International Consumer Discretionary 0.190.530.4479242,2169432713449,87812,178421.20910 Sector ETF IPS SPDR S&P International Consumer Staples 0.210.480.202,117157,5453,85841539918,05317,468931.001,381 Sector ETF IPW SPDR S&P International Energy Sector ETF 0.060.350.0717,978323,09157,6461,0861,18218,51620,4721721.5019,414 IPF SPDR S&P International Financial Sector ETF 0.090.490.181,97846,6321,27362693811,31216,5841160.906,354 IRY SPDR S&P International Health Care Sector ETF 0.110.220.163,848212,71212,9127631,08136,60952,8501500.80558 IPN SPDR S&P International Industrial Sector ETF 0.070.240.082,924116,5573,9221,0161,24030,72436,8031510.8010,376 IRV SPDR S&P International Materials Sector ETF 0.311.550.228,594173,5289,29780875215,74814,5591641.6010,341 IPK SPDR S&P International Technology Sector ETF 0.391.150.331,96893,0482,8761,0191,05334,96234,970800.8011,405 IST SPDR S&P International Telecommunications 0.070.290.072,20973,8742,4381,1231,10127,80527,4811350.801,620 Sector ETF IPU SPDR S&P International Utilities Sector ETF 0.050.330.056,712129,3029,3311,3191,26521,47320,8092010.808,050 Advanced Beta — Income EDIV SPDR S&P Emerging Markets Dividend ETF 0.050.180.0552,4661,542,35160,56578178921,89122,3921711.30134,866 DWX SPDR S&P International Dividend ETF 0.050.130.04113,6484,292,331129,0801,1871,12043,27840,6782521.10265,995 SDY SPDR S&P Dividend ETF 0.010.010.01853,04873,976,243769,8062,5374,328213,336368,2261530.801,030,808 WDIV SPDR S&P Global Dividend ETF 0.080.130.0912,770864,70613,18747056229,77035,6871250.9044,516 SPYD SPDR S&P 500 High Dividend ETF 0.050.150.0511,506448,14813,89722,16421,557759,339738,5432160.904,789 Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results. State Street Global Advisors 4

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(%)9/15/2016 Advanced Beta — Multi Factor QAUS SPDR MSCI Australia Quality Mix ETF 0.050.100.056,182335,8952,47498298547,57847,9601821.1011,692 QCAN SPDR MSCI Canada Quality Mix ETF 0.060.110.0695571,1931,68599491452,22547,5921140.901,362 QDEU SPDR MSCI Germany Quality Mix ETF 0.050.100.052,023146,9401,09077779840,23340,9532931.102,383 QJPN SPDR MSCI Japan Quality Mix ETF 0.260.390.2649440,94157545352830,21534,932211.30571 QESP SPDR MSCI Spain Quality Mix ETF 0.030.080.04853,37613199999641,88840,358222.60125 QGBR SPDR MSCI United Kingdom Quality Mix ETF 0.150.310.1517010,12343668478333,29737,200451.4061 QEFA SPDR MSCI EAFE Quality Mix ETF 0.280.490.302,434165,7191,4971,6411,63592,07790,857820.801,826 QMEX SPDR MSCI Mexico Quality Mix ETF 0.080.360.0765819,84334966566214,35114,5041052.103,341 QKOR SPDR MSCI Korea Quality Mix ETF 0.150.550.082329,06357264359117,61815,987891.901 QTWN SPDR MSCI Taiwan Quality Mix ETF 0.210.360.18384,65814338146722,31527,044263.00— QWLD SPDR MSCI World Quality Mix ETF 0.500.790.3921617,03652040343125,63527,317—0.703,625 QEMM SPDR MSCI Emerging Markets Quality Mix ETF 0.310.590.3113,534797,0597,9471,7761,37994,80373,0872121.10374,121 QUS SPDR MSCI USA Quality Mix ETF 0.130.200.112,883208,4511,8769771,33661,27784,262850.503,810 Advanced Beta — Single Factor SPYB SPDR S&P 500 Buyback ETF 0.070.140.071,34874,3471,0029,6978,883476,414431,092480.60295 VLU SPDR S&P 1500 Value Tilt ETF 0.580.700.6134533,1132003,6303,966300,709325,609150.705,226 MMTM SPDR S&P 1500 Momentum Tilt ETF 0.530.580.6270582,1933861,5451,578140,518144,371400.901,252 LGLV SPDR Russell 1000 Low Volatility ETF 0.510.640.4810,497898,6317,3731,07297885,12878,4361080.807,839 SMLV SPDR Russell 2000 Low Volatility ETF 0.290.350.2712,6901,135,77915,3422,2612,429186,058198,3281570.9013,054 ONEY SPDR Russell 1000 Yield Focus ETF 0.250.380.40353,3171045,3764,950357,289325,760101.403,596 ONEO SPDR Russell 1000 Momentum Focus ETF 0.340.560.241,986165,9171,8514,2843,957267,193248,460180.8010,729 ONEV SPDR Russell 1000 Low Volatility Focus ETF 0.210.320.297,446514,7185,9905,3553,315352,466218,823740.5058,693 Advanced Beta — Fixed Income CBND SPDR Barclays Issuer Scored Corporate Bond ETF 0.160.470.143,056126,4324,49846639015,29412,8271850.20707 Fixed Income — US Government BIL SPDR Barclays 1–3 Month T-Bill ETF 0.010.020.011,005,55252,307,366835,7001,354,3611,581,33461,934,92972,298,5901,4840.00777,553 ITE SPDR Barclays Intermediate Term Treasury ETF 0.040.070.0565,1744,083,22259,7166,4985,232398,197321,0883200.109,006 TLO SPDR Barclays Long Term Treasury ETF 0.080.110.0872,9335,881,684126,9431,5303,955120,166315,5692120.609,196 IPE SPDR Barclays TIPS ETF 0.050.100.0830,1321,820,29544,1035,6775,760327,109333,7342160.2034,449 Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results. State Street Global Advisors 5

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(%)9/15/2016 Fixed Income — US Government (cont’d) SST SPDR Barclays Short Term Treasury ETF 0.060.180.0556,4911,796,04263,8803,5883,194109,50697,5455140.1012,423 SIPE SPDR Barclays 0–5 Year TIPS ETF 0.160.880.1448117,0086801,1161,42821,98528,232110.301,290 TIPX SPDR Barclays 1–10 Year TIPS ETF 0.070.360.1111,996225,49131,6171,1731,75023,16734,8251630.4057,029 Fixed Income — US Investment Grade Corporates SCPB SPDR Barclays Short Term Corporate Bond ETF 0.010.030.01629,42719,633,586603,96525,26518,745776,393576,5964740.00185,589 ITR SPDR Barclays Intermediate Term Corporate 0.020.060.02251,4539,007,434271,6532,5521,90688,73366,4243020.10348,177 Bond ETF LWC SPDR Barclays Long Term Corporate Bond ET 0.110.260.1245,4502,031,19831,7371,13582048,39635,1121260.5036,623 FLRN SPDR Barclays Investment Grade Floating Rate ETF 0.020.070.03120,4733,783,436100,1471,4911,00245,68430,6612260.0029,586 Fixed Income — High Yield JNK SPDR Barclays High Yield Bond ETF 0.010.030.0111,550,584440,327,82110,534,69576,83282,9872,794,3803,003,3004780.4029,105,291 SJNK SPDR Barclays Short Term High Yield Bond ETF 0.010.040.011,649,05147,412,4691,385,91020,48119,255562,408525,8543630.301,585,900 CJNK SPDR BofA Merrill Lynch Crossover Corporate 0.230.870.254,078127,6333,4261,06799628,11526,2051770.302,112 Bond ETF Fixed Income — US Mortgage MBG SPDR Barclays Mortgage Backed Bond ETF 0.030.130.04224,5406,656,55691,8053,6823,281100,22489,2433110.105,331 Fixed Income — US Aggregate BNDS SPDR Barclays Aggregate Bond ETF 0.050.080.05175,51410,531,828117,5652,9282,128173,103126,1274360.1069,435 Fixed Income — Hybrids CWB SPDR Barclays Convertible Securities ETF 0.020.050.02629,44129,969,212751,7202,4703,723113,447169,6572350.501,404,376 PSK SPDR Wells Fargo Preferred Stock ETF 0.050.120.0491,2794,381,074124,60610,73811,798492,552544,7141680.3024,802 Fixed Income — Municipal SHM SPDR Nuveen Barclays Short Term Municipal 0.010.030.01285,92314,184,742296,65115,23213,766744,997675,3602900.00118,571 Bond ETF TFI SPDR Nuveen Barclays Municipal Bond ETF 0.030.060.02195,5749,999,807267,6537,4818,984375,322452,3441960.10348,339 HYMB SPDR Nuveen S&P High Yield Municipal Bond ETF 0.050.080.0479,2984,864,76188,17952060330,87235,8661480.1027,421 Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results. State Street Global Advisors 6

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(%)9/15/2016 Fixed Income — International WIP SPDR Citi International Government Inflation- 0.180.310.1846,3412,706,35958,77142653324,06529,8321030.403,265 Protected Bond ETF BWZ SPDR Barclays Short Term International Treasury 0.140.450.1410,367397,45916,63263778220,23724,7032500.4018,581 Bond ETF BWX SPDR Barclays International Treasury Bond ETF 0.060.110.07334,30416,812,721343,1171,0281,13450,76362,2573052.80186,469 IBND SPDR Barclays International Corporate Bond ETF 0.120.370.1071,1982,416,19155,4601,03090934,33030,2791650.402,796 EBND SPDR Barclays Emerging Markets Local Bond ETF 0.070.250.1064,5611,842,008107,9705531,12315,57231,6911680.5011,402 Commodity GLD® SPDR Gold Trust 0.010.010.0110,174,3941,433,403,57310,765,50611,1759,5291,413,8611,213,8992370.508,973,441 NANR SPDR S&P North American Natural 0.050.140.0531,6491,103,70537,6693,3603,117112,930107,5374861.3030,787 Resources ETF Active — Asset Allocation RLY SPDR SSgA Multi-Asset Real Return ETF 0.060.250.0611,501453,73012,08612,28711,834298,574289,5781440.609,181 INKM SPDR SSgA Income Allocation ETF 0.050.170.055,839209,20910,71815,6179,760494,590309,7822370.406,425 GAL SPDR SSgA Global Allocation ETF 0.090.270.0913,210475,80716,94214,64113,454495,598456,4941660.5015,127 DWFI SPDR Dorsey Wright Fixed Income Allocation ETF 0.080.310.1112,420317,92822,9022,6462,06867,68053,1195270.0821,796 Active — Equity SYE SPDR MFS Systematic Core Equity ETF 0.090.150.1645339,0203251,4141,35985,44881,812800.70210 SYG SPDR MFS Systematic Growth Equity ETF 0.080.120.1940736,8027711,57994497,88258,670490.60167 SYV SPDR MFS Systematic Value Equity ETF 0.080.150.1747030,3094891,7611,71096,50392,579360.50800 Active — Fixed Income TOTL SPDR DoubleLine Total Return Tactical ETF 0.020.040.02284,48714,500,328342,4943,4773,416174,163170,9373000.10196,345 SRLN SPDR Blackstone / GSO Senior Loan ETF 0.030.060.04123,8416,345,082105,2858,7795,728414,193269,6742870.1037,516 ULST SPDR SSgA Ultra Short Term Bond ETF 0.050.110.043,911183,9067,9162,8923,767116,229151,0191450.101,870 EMTL SPDR DoubleLine Emerging Markets Fixed 0.290.54N/A75539,671.4179934.6734.45182,777.89N/A2090.37723,135 Income ETF Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results. State Street Global Advisors 7

SPDR® ETF Trading Report ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort Spread ($)Avg. Daily Consolidated Daily VolumeAvg.Quote SizeAvg.Size ($) Avg.DailyInterest Spread Spreadvs. 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 ($)trailing Size(%)9/15/2016 Active — Fixed Income (cont’d) STOT SPDR DoubleLine Short Duration Total Return 0.17 0.35N/A69434,994.3265669.1263.23348,760.51N/A 5500.12684,843 Tactical ETF Source: ArcaVision. Data is as of September 30, 2016. Past performance is not a guarantee of future results. Prior to July 15, 2016, the SPDR MSCI StrategicFactorsSM ETF suite was known as the SPDR MSCI Quality Mix ETF suite. There were no changes to the investment objectives, strategies or policies of any of the funds comprising such suite in connection with each fund’s name change. ssga.com | spdrs.com For investment professional use only. Not for use with the public. 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. State Street Global Advisors, One Lincoln Street, Boston, MA 02111-2900. T: +1 617 664 7727. For more information: State Street Global Markets, LLC (Marketing Agent for GLD), One Lincoln Street, Important Risk Information Boston, MA, 02111 T: +1 866 320 4053 spdrgoldshares.com ETFs trade like stocks, fluctuate in market value and may trade at prices above or below the ETFs’ net asset value. The trademarks and service marks referenced herein are the property of their respective owners. Third party data Brokerage commissions and ETF expenses will reduce returns. providers make no warranties or representations of any kind relating to the accuracy, completeness or timeliness of While the shares of ETFs are tradable on secondary markets, they may not readily trade in all market conditions and the data and have no liability for damages of any kind relating to the use of such data. may trade at significant discounts in periods of market stress. State Street Global Advisors and SSGA are registered trademarks of State Street Corporation. Investing in commodities entails significant risk and is not appropriate for all investors. Standard & Poor’s®, S&P® and SPDR® are registered trademarks of Standard & Poor’s Financial Services LLC (S&P); Important Information Relating to SPDR Gold Trust (“GLD®”): 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 The SPDR Gold Trust (“GLD”) has filed a registration statement (including a prospectus) with Corporation. State Street Corporation’s financial products are not sponsored, endorsed, sold or promoted by SPDJI, the Securities and Exchange Commission (“SEC”) for the offering to which this communication Dow Jones, S&P, their respective affiliates and third party licensors and none of such parties make any representation relates. Before you invest, you should read the prospectus in that registration statement and other regarding the advisability of investing in such product(s) nor do they have any liability in relation thereto, including for documents GLD has filed with the SEC for more complete information about GLD and this offering. any errors, omissions, or interruptions of any index. 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 Distributor State Street Global Markets, LLC, member FINRA, SIPC, a wholly owned subsidiary of State Street request it by calling 866.320.4053. 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, GLD is not an investment company registered under the Investment Company Act of 1940 (the “1940 Act”) and is not is distributor for SPDR S&P 500, SPDR S&P MidCap 400 and SPDR Dow Jones Industrial Average, and all unit subject to regulation under the Commodity Exchange Act of 1936 (the “CEA”). As a result, shareholders of the Trust investment trusts. ALPS Portfolio Solutions Distributor, Inc. is distributor for Select Sector SPDRs. ALPS Distributors, do not have the protections associated with ownership of shares in an investment company registered under the Inc. and ALPS Portfolio Solutions Distributor, Inc. are not affiliated with State Street Global Markets, LLC. 1940 Act or the protections afforded by the CEA. State Street Global Markets, LLC is the distributor for certain registered products on behalf of the advisor. SSGA Funds GLD shares trade like stocks, are subject to investment risk and will fluctuate in market value. The value of GLD Management has retained GSO Capital Partners, Nuveen Asset Management & Massachusetts Financial Services shares relates directly to the value of the gold held by GLD (less its expenses), and fluctuations in the price of Company & DoubleLine Capital LP as the sub-advisor. GSO Capital Partners, Nuveen Asset Management, MFS, and gold could materially and adversely affect an investment in the shares. The price received upon the sale of the DoubleLine Capital LP are not affiliated with State Street Global Markets, LLC. 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 Before investing, consider the funds’ investment objectives, risks, charges and expenses. represented by each Share will decline over time. Investing involves risk, and you could lose money on an investment 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 © 2016 State Street Corporation. All Rights Reserved. State Street Global Advisors ID7810-IBG-21401 1016 Exp. Date: 10/31/2017 SPD001188

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.