SPDR GOLD TRUST — Financial Supplement Data 2016

Apr 29, 2016

FWP 1 d176695dfwp.htm ETF TRADING REPORT ETF Trading Report

Filed Pursuant To Rule 433

Registration No. 333-209926

April 29, 2016

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.

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 US Sector (cont’d) XLB Materials Select Sector SPDR ETF 0.010.020.016,465,793303,700,8288,476,36018,23614,076800,743575,5682951.0016,377,051 XLK Technology Select Sector SPDR ETF 0.010.020.0110,399,251472,212,17714,151,61186,35162,4933,716,5472,557,8384320.6024,353,320 XLU Utilities Select Sector SPDR ETF 0.010.020.0117,497,606867,284,98318,199,24024,04120,4971,152,526945,5273060.6045,990,514 XLFS Financial Services Select Sector SPDR Fund 0.060.190.058,019241,9376,4815,6336,991160,878194,1403940.904,691 XLRE Real Estate Select Sector SPDR Fund 0.130.390.149,168303,0874,3207,2487,682228,819238,2963351.008,637 US Industry KBE SPDR S&P Bank ETF 0.010.030.013,020,12293,380,9123,947,51612,69811,104386,273325,7912341.107,668,211 KCE SPDR S&P Capital Markets ETF 0.040.110.04105,8334,064,48467,3143,1372,339119,73990,4492071.20172,054 KIE SPDR S&P Insurance ETF 0.040.060.0457,0994,073,949110,3452,8202,789192,239181,8431640.701,219,025 KRE SPDR S&P Regional Banking ETF 0.010.030.015,843,451223,578,9307,810,3377,1916,478271,316236,0581661.1037,095,783 XBI SPDR S&P Biotech ETF 0.040.080.057,170,413373,859,7687,894,1341,1841,00459,98152,3891662.5034,122,044 XHB SPDR S&P Homebuilders ETF 0.010.030.013,043,948101,276,7434,045,23613,5399,955441,778307,0121920.809,650,590 XME SPDR S&P Metals & Mining ETF 0.010.050.018,882,802177,037,8455,123,96511,99411,571235,562203,9972392.6019,142,930 XES SPDR S&P Oil & Gas Equip & Services ETF 0.020.090.021,050,98618,307,789640,4698,75910,797151,443175,9911902.70640,853 XITK SPDR FactSet Innovative Technology ETF 0.070.130.0799954,31670648550625,02125,335971.204,708 XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.010.030.0126,513,434780,135,86124,200,22410,0828,081292,479218,1872272.5035,130,637 XPH SPDR S&P Pharmaceuticals ETF 0.040.100.05248,19310,193,147208,4625,7295,110230,420215,2841751.803,596,279 XRT SPDR S&P Retail ETF 0.010.020.014,088,190185,877,5784,414,0746,8835,106311,043215,5751430.7024,718,424 XSD SPDR S&P Semiconductors ETF 0.040.090.0484,0303,722,748144,0373,5214,265152,565172,7752531.00974,770 XHE SPDR S&P Health Care Equipment ETF 0.150.360.166,233271,7939,3552,7402,496112,75199,5401710.802,886 XTL SPDR S&P Telecom ETF 0.190.340.1615,772941,23811,0875,7005,539318,174294,3421920.8012,318 XAR SPDR S&P Aerospace & Defense ETF 0.090.180.099,348512,32816,72174177138,17638,0101280.706,759 XHS SPDR S&P Health Care Services ETF 0.090.170.09131,1537,138,52562,9251,8741,698101,04690,5372121.1031,363 XSW SPDR S&P Software & Services ETF 0.100.230.102,550135,7415,6262,3762,519110,151111,2141161.001,564 XTN SPDR S&P Transportation ETF 0.060.130.0678,0513,588,80670,6589102,03740,99685,2692291.10455,266 MTK SPDR Morgan Stanley Technology ETF 0.110.210.1152,5762,745,44032,1634,9965,203257,494260,7221260.603,614 Source: ArcaVision. Data is as of the referenced date and is subject to change. 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(%)03/15/2016 Real Estate Equities RWR SPDR Dow Jones REIT ETF 0.040.040.04301,06628,406,906382,4902,8143,172259,592280,7541280.90180,724 RWO SPDR Dow Jones Global Real Estate ETF 0.050.110.06180,0948,931,297280,0011,16491855,29041,4571590.80194,724 RWX SPDR Dow Jones Intl. Real Estate ETF 0.020.060.03560,40023,744,152777,0938971,94636,19473,7141460.70442,555 Global Equities DGT SPDR Global Dow ETF 0.300.470.3212,316798,3656,69174573847,19645,6081660.9017,343 GII SPDR S&P Global Infrastructure ETF 0.320.740.314,426203,8386,6361,2591,36854,22556,1291980.901,571 GNR SPDR S&P Global Natural Resources ETF 0.080.220.08175,2606,086,822140,0371,8571,69663,97454,1532361.30212,050 CWI SPDR MSCI ACWI ex-US ETF 0.020.070.02226,4156,970,175295,6432,2033,01566,64187,1032660.9023,883 ACIM SPDR MSCI ACWI IMI ETF 0.771.280.886,000381,6834,90061249737,11829,079431.104,826 GWL SPDR S&P World ex-US ETF 0.040.150.04113,1972,836,865176,3863,1153,58677,22185,7413040.9033,937 MDD SPDR S&P International Mid Cap ETF 0.441.540.525,252160,84110,46349052413,98014,3421571.102,234 GWX SPDR S&P International Small Cap ETF 0.060.220.0789,0982,522,452137,01463198317,42826,1082030.8028,522 LOWC SPDR MSCI ACWI Low Carbon Target ETF 0.050.070.061,291105,6921,0401,5221,253104,59283,8011900.903,591 International Developed Equities — Region/Country JSC SPDR Russell/Nomura Small Cap™ Japan ETF 0.210.390.283,804224,4805,80263885334,01242,8971691.10401 JPP SPDR Russell/Nomura PRIME™ Japan ETF 0.290.670.269,108413,3076,60664073927,92331,8881331.101,850 FEZ SPDR DJ Euro STOXX 50 ETF 0.010.030.013,269,836110,905,4313,932,72838,90535,4801,280,3641,130,0384190.80877,597 FEU SPDR DJ STOXX 50 ETF 0.040.130.0599,5363,057,17367,5521,2871,45538,61043,1991890.8016,338 SMEZ SPDR EURO STOXX Small Cap ETF 0.240.510.236,720329,74611,21529536813,63816,4501521.005,553 HFEZ SPDR EURO STOXX 50 Currency Hedged ETF 0.070.200.071,62960,4694,55735935511,73911,2391261.20803 HREX SPDR MSCI International Real Estate Currency 0.140.350.12742,1419836832214,44812,085504.00— Hedged ETF HDWX SPDR S&P International Dividend Currency 0.080.210.111525,91324140019115,4966,998612.4064 Hedged ETF Emerging Market Equities EMBB SPDR MSCI EM Beyond BRIC ETF 0.891.850.90762,66632742843820,93819,526—1.902,265 EMFT SPDR MSCI EM 50 ETF 0.792.060.661278,0371502,5132,20295,79679,20652.90439 GMM SPDR S&P Emerging Markets ETF 0.210.400.1958,8053,174,72443,73482684643,88542,5542121.10258,869 Source: ArcaVision. Data is as of the referenced date and is subject to change. 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(%)03/15/2016 Emerging Market Equities (cont’d) GML SPDR S&P Emerging Latin America ETF 0.882.150.536,102264,3684,69436943614,86015,9881051.7036,943 GAF SPDR S&P Emerging Middle East & Africa ETF 0.480.930.6687063,2995,72333032117,24914,660631.80881 GUR SPDR S&P Emerging Europe ETF 0.130.540.2011,299306,48012,58050744012,6049,8961061.2011,899 GMF SPDR S&P Emerging Asia Pacific ETF 0.170.240.1768,7194,947,92755,8811,0391,08673,74874,4451671.0049,569 EWX SPDR S&P Emerging Markets Small Cap ETF 0.090.230.1087,5543,438,28890,71777892329,65733,3481470.90108,133 BIK SPDR S&P BRIC 40 ETF 0.040.210.047,780165,57013,72665574611,77012,5551571.202,640 GXC SPDR S&P China ETF 0.080.130.0976,8865,290,622128,19689280659,64852,2691351.1012,998 RBL SPDR S&P Russia ETF 0.070.440.066,134106,34413,0081,1961,27518,06016,7152391.605,822 XINA SPDR MSCI China A Shares IMI ETF 0.100.490.11731,2864653403276,8716,916643.60— International Sector Equities IPD SPDR S&P International Consumer Discretionary 0.290.800.283,352131,7503,99464761623,35021,3941321.105,014 Sector ETF IPS SPDR S&P International Consumer Staples 0.551.300.397,209321,3855,0591,0971,00345,63540,8121671.201,248 Sector ETF IPW SPDR S&P International Energy Sector ETF 0.100.620.0714,722245,30319,4031,13795617,96513,9961771.7013,418 IPF SPDR S&P International Financial Sector ETF 0.472.660.552897,1215,5221,8601,09132,92218,809831.5013,305 IRY SPDR S&P International Health Care Sector ETF 0.140.300.166,448325,9909,14670271532,65033,1331290.70559 IPN SPDR S&P International Industrial Sector ETF 0.110.370.1011,438335,12711,1251,0901,29230,70534,6391930.9014,039 IRV SPDR S&P International Materials Sector ETF 0.080.480.071,10329,8671,4561,6292,15827,98634,334982.201,949 IPK SPDR S&P International Technology Sector ETF 0.230.770.291,17542,7681,57588290326,09826,178681.20634 IST SPDR S&P International Telecommunications 0.080.330.108,629276,1427,73962960815,85114,7871480.7047,800 Sector ETF IPU SPDR S&P International Utilities Sector ETF 0.070.460.0766,7761,094,26430,7441,1181,07917,97717,1993360.8020,998 Advanced Beta — Income EDIV SPDR S&P Emerging Markets Dividend ETF 0.050.210.05193,1184,984,728132,9511,5731,45540,28534,8762511.30588,805 DWX SPDR International Dividend ETF 0.030.100.04122,8664,325,438154,5261,0621,21336,27838,6951881.20157,549 SDY SPDR S&P Dividend ETF 0.020.020.02792,02463,691,865981,8643,5434,591276,425335,3731840.60317,708 WDIV SPDR S&P Global Dividend ETF 0.090.150.1014,815902,52215,88759255734,76830,8631461.106,912 SPYD SPDR S&P 500 High Dividend ETF 0.130.410.0910,619369,83412,6037,0679,963223,883294,4071480.905,498 Source: ArcaVision. Data is as of the referenced date and is subject to change. 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(%)03/15/2016 Advanced Beta — Multi Factor QAUS SPDR MSCI Australia Quality Mix ETF 0.040.090.0485047,3791,0481,0081,00346,42842,958741.60439 QCAN SPDR MSCI Canada Quality Mix ETF 0.060.120.062,767162,2524,33091793344,63040,7632081.102,848 QDEU SPDR MSCI Germany Quality Mix ETF 0.070.140.0697053,88774791993846,01445,4271991.40738 QJPN SPDR MSCI Japan Quality Mix ETF 0.280.460.261,40896,0322,95064459540,30236,3311381.003,092 QESP SPDR MSCI Spain Quality Mix ETF 0.040.090.04825,6211009991,00041,17939,970254.70773 QGBR SPDR MSCI United Kingdom Quality Mix ETF 0.070.140.07895,5489887895542,02144,560312.10967 QEFA SPDR MSCI EAFE Quality Mix ETF 0.330.620.521,475111,9971,0931,6571,63187,95485,0081031.10101 QMEX SPDR MSCI Mexico Quality Mix ETF 0.070.290.078,833207,8173,46460061514,07014,219372.2035,696 QKOR SPDR MSCI Korea Quality Mix ETF 0.170.690.108,6766853,29871270717,48016,374225.5018,902 QTWN SPDR MSCI Taiwan Quality Mix ETF 0.250.490.249,20427,9163,36157560429,58430,5321262.401,676 QWLD SPDR MSCI World Quality Mix ETF 0.510.850.5316915,59927151348430,81627,753641.002 QEMM SPDR MSCI Emerging Markets Quality Mix ETF 0.481.010.4017,682934,23721,6361,3941,49167,09366,5141711.0090,774 QUS SPDR MSCI USA Quality Mix ETF 0.070.120.3122919,2315701,3441,13980,70765,4011362.00559 Advanced Beta — Single Factor SPYB SPDR S&P 500 Buyback ETF 0.040.080.062,383116,3062,9082,4384,033112,172171,8061331.20252 VLU SPDR S&P 1500 Value Tilt ETF 0.520.670.5122225,5364165,8385,207450,810378,39371.107,398 MMTM SPDR S&P 1500 Momentum Tilt ETF 0.450.520.582,453254,9381,7702,3272,227202,472189,0504470.40904 LGLV SPDR Russell 1000 Low Volatility ETF 0.350.470.352,018192,6654,0432,5942,272194,654164,2201360.403,297 SMLV SPDR Russell 2000 Low Volatility ETF 0.280.380.2812,116947,6617,7753,2723,006243,731217,5742200.709,577 ONEY SPDR Russell 1000 Yield Focus ETF 0.070.120.0913712,7767944,3284,243260,632236,844261.50986 ONEO SPDR Russell 1000 Momentum Focus ETF 0.090.150.21105373653,9564,030233,562219,75655.00260 ONEV SPDR Russell 1000 Low Volatility Focus ETF 0.230.380.11585,8544091,8852,253113,967128,691151.303,670 Advanced Beta — Fixed Income CBND SPDR Barclays Issuer Scored Corporate Bond ETF 0.090.300.104,515153,0575,0431,0281,01632,20731,6691550.3012,020 Fixed Income — US Government BIL SPDR Barclays 1–3 Month T-Bill ETF 0.010.020.011,793,90683,027,0732,030,7773,402,0273,171,161155,438,614144,858,6341,8380.00421,688 ITE SPDR Barclays Intermediate Term Treasury ETF 0.030.060.03340,29320,801,322289,06512,66922,256769,3881,354,0552770.1038,215 TLO SPDR Barclays Long Term Treasury ETF 0.100.140.09204,58515,387,431174,53913,01312,387971,160923,9462520.60116,784 IPE SPDR Barclays TIPS ETF 0.040.080.0525,8181,550,60336,7009,97413,412561,337745,3051520.304,126 Source: ArcaVision. Data is as of the referenced date and is subject to change. 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(%)03/15/2016 Fixed Income — US Government (cont’d) SST SPDR Barclays Short Term Treasury ETF 0.030.100.0544,6851,399,53130,8023,5162,784106,64084,4673610.104,116 SIPE SPDR Barclays 0–5 Year TIPS ETF 0.150.780.153379,3446993,0632,81959,72954,63260.50214 TIPX SPDR Barclays 1–10 Year TIPS ETF 0.070.350.057,184160,2317,8782,0443,39639,85865,4754200.3025,232 Fixed Income — US Investment Grade Corporates SCPB SPDR Barclays Short Term Corporate Bond ETF 0.010.030.01895,64827,610,1991,003,33713,39715,114407,671459,4663340.10151,242 ITR SPDR Barclays Term Corporate Bond ETF 0.030.080.03397,73813,584,242335,94119,14410,194648,024343,6409050.20186,653 LWC SPDR Barclays Long Term Corporate Bond ETF 0.140.350.1622,249902,17344,4282,1242,71382,241102,4161570.4017,168 FLRN SPDR Barclays Investment Grade Floating Rate ETF 0.040.130.0420,643636,10729,8421,7293,31052,475100,6241540.1047 Fixed Income — High Yield JNK SPDR Barclays High Yield Bond ETF 0.010.030.0113,635,391473,614,48614,336,94458,68647,7411,997,0851,584,5245720.4016,862,586 SJNK SPDR Barclays Short Term High Yield Bond ETF 0.010.040.011,412,60936,517,9021,684,0458,3108,214213,152206,1713460.301,750,234 IJNK SPDR Barclays International High Yield Bond ETF 0.070.340.1487625,1933,6339081,16219,69524,204970.50484 CJNK SPDR BofA Merrill Lynch Crossover Corporate 0.271.110.2810,330267,9507,2301,2961,23232,33530,1842400.5010,290 Bond ETF Fixed Income — US Mortgage MBG SPDR Barclays Mortgage Bond ETF 0.050.170.0727,937781,94527,5558772,37423,71464,2172360.107,277 Fixed Income — US Aggregate BNDS SPDR Barclays Aggregate Bond ETF 0.050.100.04117,5496,940,132110,5663,5341,951205,149112,7482700.2044,222 Fixed Income — Hybrids CWB SPDR Barclays Convertible Securities ETF 0.010.030.02809,65135,380,8461,010,2652,8552,643120,452109,3941550.401,066,149 PSK SPDR Wells Fargo Preferred Stock ETF 0.040.080.0791,2494,200,706149,1443,6071,878161,84683,3082240.2063,272 Fixed Income — Municipal SHM SPDR Nuveen Barclays Short Term Municipal 0.010.040.01574,90618,952,744710,4389,23814,312301,344383,9913604.6069,306 Bond ETF TFI SPDR Nuveen Barclays Municipal Bond ETF 0.010.040.01355,55711,788,007566,1414,2334,054138,969107,4312014.70174,964 CXA SPDR NuveenBarclays California Municipal Bond ETF 0.080.330.0731,324817,33826,0672,0371,58049,92738,8053300.1035,858 INY SPDR Nuveen Barclays New York Municipal Bond ETF 0.140.570.144,420122,5395,0843,1852,79075,86766,8213680.307,270 Source: ArcaVision. Data is as of the referenced date and is subject to change. 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(%)03/15/2016 Fixed Income — Municipal (Cont’d) BABS SPDR Nuveen Barclays Build America Bond ETF 0.851.370.593,481241,7715,1727781,02448,25963,242670.607,105 HYMB SPDR Nuveen S&P High Yield Municipal Bond ETF 0.070.130.07154,6239,085,564117,9651,3681,03478,55159,2172260.2018,789 Fixed Income — International WIP SPDR Citi International Government Inflation- 0.160.290.1189,8404,862,44072,7042,2832,330121,752120,2981970.60402,658 Protected Bond ETF BWZ SPDR Barclays Short Term International Treasury 0.080.270.08305,1709,253,802124,0722,4422,42173,84673,1632560.4029,412 Bond ETF BWX SPDR Barclays International Treasury Bond ETF 0.060.110.05266,47814,800,410380,2745,2524,154286,234218,3762460.40471,009 IBND SPDR Barclays International Corporate Bond ETF 0.100.310.0832,1731,053,91148,2981,3431,32042,81541,2372160.408,003 EMCD SPDR BofA Merrill Lynch Emerging Markets 0.461.670.472,42275,0682,4813,1742,56187,19068,5321200.60900 Corporate Bond ETF EBND SPDR Barclays Capital Emerging Markets Local 0.130.500.169,006248,15922,0164,7143,187122,61178,6872410.602,006 Bond ETF Commodity GLD® SPDR Gold Trust 0.010.010.0111,803,1701,456,722,50111,710,6725,4195,747646,107659,7562150.9013,361,927 NANR SPDR S&P North American Natural 0.050.180.05177,4875,199,335102,6583,4053,47099,25694,3843501.401,931 Resources ETF Active — Asset Allocation RLY SPDR SSGA Multi-Asset Real Return ETF 0.040.190.0515,331359,22931,94018,52317,154419,916372,4133120.707,481 INKM SPDR SSGA Income Allocation ETF 0.050.170.0512,945407,48210,5228,9078,043268,457236,1427200.403,451 GAL SPDR SSGA Global Allocation ETF 0.060.190.0939,6831,335,88546,69213,68115,511447,642493,4053820.4011,098 Active — Equity SYE SPDR MFS Systematic Core Equity ETF 0.280.480.2748432,9108761,3901,40979,30077,129640.70113 SYG SPDR MFS Systematic Growth Equity ETF 0.270.450.261,01077,0612,2131,4721,46886,90782,193610.602,142 SYV SPDR MFS Systematic Value Equity ETF 0.270.530.2843128,4095671,9151,95297,45494,809690.90232 RORO SPDR SSGA Risk Aware ETF 0.210.540.20—019650650619,32218,699—0.004 Source: ArcaVision. Data is as of the referenced date and is subject to change. Past performance is not a guarantee of future results. The GLD prospectus is available by clicking here. State Street Global Advisors 7

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.