Edgar Filing: SPDR GOLD TRUST

SPDR ETF Trading Report May 2017

Filed Pursuant To Rule 433

Registration No. 333-217785

July 12, 2017

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SPDR® ETF Trading Report     May 2017
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)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 ($)trailingSize(%)04/30/2017
US Core
SPY    SPDR S&P 500® ETF 0.010.000.0167,945,47816,246,918,07677,591,57816,65015,1533,981,3483,590,9582720.30175,515,778
MDY    SPDR S&P MidCap 400® ETF 0.060.020.071,165,921364,735,2591,266,6821,1401,470356,626458,8901130.402,748,190
SLY    SPDR S&P 600 Small Cap ETF 0.450.370.4318,8352,277,34844,0452,7452,399331,898287,9041200.5019,544
DIA    SPDR Dow Jones Industrial Average ETF Trust 0.020.010.022,515,648525,135,9763,115,2351,9442,503405,810520,3241290.206,572,913
THRK    SPDR Russell 3000 ETF 0.640.360.696,6691,191,3419,1303,0412,449543,214431,9551250.406,741
TWOK    SPDR Russell 2000® ETF 0.220.270.2512,3041,001,90718,7906,3515,824517,162470,4041310.503,667
ONEK    SPDR Russell 1000 ETF 0.300.260.355,129575,8393,6602,7553,031309,304337,8661640.3017,137
SMD    SPDR S&P 1000 ETF 0.690.760.702,526228,6983,9361,7471,819158,680164,911620.401,360
SPYX    SPDR S&P 500 Fossil Fuel Reserves Free ETF 0.230.400.253,982231,2496,9132,6093,533151,505202,8301120.3018,623
SHE    SPDR SSGA Gender Diversity Index ETF 0.050.080.0515,040996,6388,3048,1567,896540,498520,504790.3012,173
US Style
SPYG    SPDR S&P 500 Growth ETF 0.210.180.2334,2204,014,72130,7192,3232,774272,534319,149930.3030,724
SPYV    SPDR S&P 500 Value ETF 0.200.180.2312,5481,407,48919,0072,9783,107334,042351,060760.4013,293
MDYG    SPDR S&P 400 Mid Cap Growth ETF 0.340.240.3718,7962,660,49317,3433,5823,125507,032437,8131360.5015,848
MDYV    SPDR S&P 400 Mid Cap Value ETF 0.260.270.2818,8301,789,83928,9427,5996,183722,285591,0951000.506,238
SLYG    SPDR S&P 600 Small Cap Growth ETF 0.590.280.6031,2046,641,29631,5942,5832,535549,740534,961830.5038,992
SLYV    SPDR S&P 600 Small Cap Value ETF 0.300.250.2951,6326,082,58153,4072,0031,675235,973196,310760.5028,937
US Sector
XLY    Consumer Discretionary Select Sector SPDR Fund 0.010.010.014,274,872384,253,6654,120,1049,8069,400881,461829,8321670.4011,080,736
XLP    Consumer Staples Select Sector SPDR Fund 0.010.020.017,265,121402,059,7238,013,52570,35173,4073,893,2244,046,1943780.3037,230,614
XLE    Energy Select Sector SPDR Fund 0.010.020.0115,295,3471,029,065,08815,638,99716,99414,2761,143,356984,4731880.7035,703,716
XLF    Financial Select Sector SPDR Fund 0.010.040.0168,476,9501,611,424,72277,863,175915,371884,10521,538,68021,032,8581,2110.5078,037,933
XLV    Health Care Select Sector SPDR Fund 0.010.010.016,033,113455,219,7937,228,90818,35716,7741,385,0361,258,5532470.4021,377,955
XLI    Industrial Select Sector SPDR Fund 0.010.020.018,478,822563,568,5099,529,96629,74927,4891,977,4161,806,5772760.4034,568,472
Source: ArcaVision. Data is as of May 31, 2017. Past performance is not a guarantee of future results.

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SPDR® ETF Trading Report
ConsolidatedConsolidated Avg.Avg.Avg. QuoteShort
Spread ($)Avg. DailyConsolidatedDaily VolumeAvg.Quote SizeAvg.Size ($)Avg.DailyInterest
Spread Spread vs. 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 ($)trailingSize(%)04/30/2017
Active — Fixed Income (cont’d)
ULST    SPDR SSGA Ultra Short Term Bond ETF 0.070.160.052,800108,0136,1882,7083,094108,997124,7191380.101,509
Source: ArcaVision. Data is as of May 31, 2017. Past performance is not a guarantee of future results.
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Important Risk Information
ETFs trade like stocks, fluctuate in market value and may trade at prices above or below the ETFs’ net asset value.
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Important Information Relating to SPDR Gold Shares 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. 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.
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
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
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State Street Global Advisors    ID9923-IBG-24137 0717 Exp. Date: 07/31/2018 SPD001369

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.