Filed Pursuant To Rule 433
Registration No. 333-209926
March 29, 2016
SPDR® ETF Options Report March 10, 2016 Ticker Name 20 Day Average ETF Volume 20 Day Average Total Option Volume 20 Day Average Call Option Volume 20 Day Average Put Option Volume Total Open Interest (Call) Total Open Interest (Put) Options Available SPY SPDR S&P500 ETF Trust 124,418,240 2,592,855 1,022,771 1,570,084 6,450,585 13,130,130 Y XLF Financial Select Sector SPDR Fund 69,705,944 145,801 68,471 77,330 1,364,233 2,106,243 Y XLE Energy Select Sector SPDR Fund 27,461,370 56,791 32,282 24,510 491,953 487,735 Y XOP SPDR S&P Oil & Gas Exploration & Production ETF 26,817,608 87,171 33,408 53,763 491,608 604,775 Y XLU Utilities Select Sector SPDR Fund 19,728,770 31,767 12,583 19,183 248,637 334,342 Y GLD® SPDR Gold Shares 14,757,834 264,643 181,415 83,227 2,918,489 1,243,365 Y JNK SPDR Barclays High Yield Bond ETF 14,705,466 4,338 3,115 1,223 69,408 101,403 Y XLP Consumer Staples Select Sector SPDR Fund 14,025,267 11,316 2,773 8,543 71,915 210,991 Y XLI Industrial Select Sector SPDR Fund 12,710,440 24,470 16,309 8,161 131,060 212,427 Y XLV Health Care Select Sector SPDR Fund 11,607,443 7,755 3,202 4,553 86,078 156,775 Y XLK Technology Select Sector SPDR Fund 11,413,781 5,247 2,351 2,896 95,055 68,148 Y XLY Consumer Discretionary Select Sector SPDR Fund 8,577,050 18,449 4,483 13,966 200,665 401,107 Y XLB Materials Select Sector SPDR Fund 8,007,312 5,298 2,612 2,686 77,181 173,934 Y KRE SPDR S&P Regional Banking ETF 7,124,755 13,784 6,857 6,927 116,629 197,905 Y XBI SPDR S&P Biotech ETF 6,482,922 17,896 7,729 10,167 151,358 317,847 Y XME SPDR S&P Metals & Mining ETF 5,883,928 26,768 14,993 11,775 115,672 198,474 Y DIA SPDR Dow Jones Industrial Average ETF Trust 5,209,616 40,349 20,592 19,757 354,284 291,210 Y XRT SPDR S&P Retail ETF 4,453,950 20,474 3,254 17,219 74,723 243,739 Y KBE SPDR S&P Bank ETF 4,418,127 2,256 651 1,605 20,619 36,418 Y FEZ SPDR EURO STOXX 50 ETF 3,824,068 6,412 3,026 3,387 74,457 74,249 Y XHB SPDR S&P Homebuilders ETF 3,347,337 2,382 1,041 1,342 49,764 42,828 Y SJNK SPDR Barclays Short Term High Yield Bond ETF 1,712,092 10 7 3 447 492 Y MDY SPDR S&P MidCap 400 ETF Trust 1,670,800 2,981 2,398 583 52,508 30,312 Y CWB SPDR Barclays Convertible Securities ETF 957,734 9 5 5 174 930 Y XES SPDR S&P Oil & Gas Equipment & Services ETF 754,593 30 17 14 560 1,170 Y SDY SPDR S&P Dividend ETF 716,085 188 167 21 5,575 1,852 Y RWX SPDR Dow Jones International Real Estate ETF 526,214 — 5 — 103 — Y Source: Bloomberg. STATE STREET GLOBAL ADVISORS® SPDR®
SPDR® ETF Options Report Ticker Name 20 Day Average ETF Volume 20 Day Average Total Option Volume 20 Day Average Call Option Volume 20 Day Average Put Option Volume Total Open Interest (Call) Total Open Interest (Put) Options Available RWR SPDR Dow Jones REIT ETF 368,085 340 7 333 381 6,862 Y XPH SPDR S&P Pharmaceuticals ETF 192,034 34 26 7 413 160 Y BWX SPDR Barclays International Treasury Bond ETF 191,524 15 12 2 233 15 Y EDIV SPDR S&P Emerging Markets Dividend ETF 151,522 1 1 0 41 11 Y DWX SPDR S&P International Dividend ETF 139,615 13 3 9 337 251 Y XSD SPDR S&P Semiconductor ETF 136,622 0 0 — 22 — Y EWX SPDR S&P Emerging Markets SmallCap ETF 113,969 15 9 6 124 205 Y KCE SPDR S&P Capital Markets ETF 110,033 3 1 1 170 30 Y GNR SPDR S&P Global Natural Resources ETF 99,619 10 5 5 97 135 Y GWX SPDR S&P International Small Cap ETF 95,017 — — 1 — 40 Y GXC SPDR S&P China ETF 84,271 8 4 3 5,235 59 Y KIE SPDR S&P Insurance ETF 82,895 16 13 3 444 107 Y HYMB SPDR Nuveen S&P High Yield Municipal Bond ETF 82,446 — — 4 — 91 Y EBND SPDR Barclays Emerging Markets Local Bond ETF 11,989 — — — 1 30 Y XLFS Financial Services Select Sector SPDR Fund 6,297 0 — 0 24 2 Y DGT SPDR Global Dow ETF 6,275 — — — — 21 Y 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. State Street Global Markets, LLC is the distributor for all registered products on behalf of the advisor. SSGA Funds Management has retained Nuveen Asset Management as the sub-advisor. 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. ID6211-IBG-18663 0316 Exp. Date: 04/20/2016 SPD001078
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.