Edgar Filing: SPDR GOLD TRUST

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.

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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.
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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,
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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.