SPDR GOLD TRUST — Fund Information / Factsheet 2016

Aug 2, 2016

FWP 1 d223002dfwp.htm SPDR ETF OPTIONS REPORT SPDR ETF Options Report

Filed Pursuant To Rule 433

Registration No. 333-209926

August 2, 2016

SPDR® ETF Options Report July 25, 2016 20 Day Average20 Day Average20 Day Average20 Day AverageTotal OpenTotal OpenOptions Ticker Name ETF VolumeTotal Option VolumeCall Option VolumePut Option VolumeInterest (Call)Interest (Put)Available SPY SPDR S&P500 ETF Trust 103,019,1762,868,4241,234,4401,633,9848,019,74913,691,110Y XLF Financial Select Sector SPDR Fund 48,574,068100,56636,84063,726661,3291,834,520Y JNK SPDR Barclays High Yield Bond ETF 14,501,6333,6162,743873169,93662,752Y XLU Utilities Select Sector SPDR Fund 14,495,38251,18816,08735,101343,795572,481Y GLD® SPDR Gold Shares 13,874,923251,387157,44393,9442,895,7231,260,694Y XLI Industrial Select Sector SPDR Fund 13,734,78829,0798,84820,231146,948390,988Y XOP SPDR S&P Oil & Gas Exploration & Production ETF 13,188,50960,67114,54346,128401,687737,177Y XLE Energy Select Sector SPDR Fund 12,499,51446,64118,97927,662461,226558,717Y XLP Consumer Staples Select Sector SPDR Fund 12,235,96720,8964,57716,31999,735348,119Y XLK Technology Select Sector SPDR Fund 8,987,72518,86815,7803,088172,667124,526Y XLV Health Care Select Sector SPDR Fund 8,885,95615,65210,1115,541184,005138,253Y XBI SPDR S&P Biotech ETF 6,790,28417,1978,2018,996164,086235,834Y KRE SPDR S&P Regional Banking ETF 5,701,13812,8725,8397,033133,799122,810Y XLY Consumer Discretionary Select Sector SPDR Fund 5,359,4748,6893,3175,372141,979189,183Y XLB Materials Select Sector SPDR Fund 5,234,26414,3452,46611,87954,022197,709Y XME SPDR S&P Metals & Mining ETF 4,846,95128,12011,95016,170206,487682,348Y XRT SPDR S&P Retail ETF 4,077,21316,6913,75812,93385,556217,019Y KBE SPDR S&P Bank ETF 3,991,9021,50964686317,93842,321Y DIA SPDR Dow Jones Industrial Average ETF Trust 3,688,48637,43218,87618,556298,917247,990Y FEZ SPDR EURO STOXX 50 ETF 3,611,9242,9281,8211,10764,77541,031Y XHB SPDR S&P Homebuilders ETF 2,416,4694,1408903,25046,36383,839Y MDY SPDR S&P MidCap 400 ETF Trust 1,872,7592,8832,14473961,45229,230Y SJNK SPDR Barclays Short Term High Yield Bond ETF 1,516,83617161289198Y SDY SPDR S&P Dividend ETF 995,271201521495,6012,912Y XES SPDR S&P Oil & Gas Equipment & Services ETF 640,636323306179,765404Y RWX SPDR Dow Jones International Real Estate ETF 630,492541933Y CWB SPDR Barclays Convertible Securities ETF 575,71317107171139Y Source: Bloomberg.

SPDR® ETF Options Report 20 Day Average20 Day Average20 Day Average20 Day AverageTotal OpenTotal OpenOptions Ticker Name ETF VolumeTotal Option VolumeCall Option VolumePut Option VolumeInterest (Call)Interest (Put)Available TFI SPDR Nuveen Barclays Municipal Bond ETF 411,912211240Y BWX SPDR Barclays International Treasury Bond ETF 356,582663333732734Y CWI SPDR MSCI ACWI ex-US ETF 294,15322———Y RWR SPDR Dow Jones REIT ETF 280,737251312150521Y RWO SPDR Dow Jones Global Real Estate ETF 240,9902112215Y DWX SPDR S&P International Dividend ETF 191,87342214643Y GNR SPDR S&P Global Natural Resources ETF 180,85422—8890Y GWX SPDR S&P International Small Cap ETF 174,410———20—Y XSD SPDR S&P Semiconductor ETF 131,6943122240Y HYMB SPDR Nuveen S&P High Yield Municipal Bond ETF 109,5816—6—116Y KIE SPDR S&P Insurance ETF 103,0269117743811,225Y XPH SPDR S&P Pharmaceuticals ETF 97,338362313291200Y EBND SPDR Barclays Emerging Markets Local Bond ETF 89,190———1—Y XLRE Real Estate Select Sector SPDR Fund 69,9643124339Y EDIV SPDR S&P Emerging Markets Dividend ETF 55,03711—5346Y GXC SPDR S&P China ETF 47,81042270130Y Source: Bloomberg. State Street Global Advisors 2

SPDR® ETF Options Report ssga.com | spdrs.com | spdrgoldshares.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 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 non-diversification 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. 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. 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 will arrange to send you the prospectus if you request it by calling 866.320.4053. 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. 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. 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. 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. Not FDIC Insured • No Bank Guarantee • May Lose Value State Street Global Advisors © 2016 State Street Corporation. All Rights Reserved. ID7245-IBG-20519 0716 Exp. Date: 07/30/2017 SPD001132

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.