| Filed Pursuant To Rule 433 Registration No. 333-209926 March 29, 2016
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SPDR® ETF Trading Report February 2016
Consolidated Consolidated Avg. Avg. Avg. Quote Short
Spread ($) Avg. Daily Consolidated Daily Volume Avg. Quote Size Avg. Size ($) Avg. Daily Interest
Spread Spread vs. 3 mo. Volume Avg. Daily(shares) vs. Quote Size(Shares) vs. Quote vs. 3 mo. Trade Volatility as of
Ticker ETF Name($)(%) trailing(shares) Volume ($) 3 mo. trailing(shares) 3 mo. trailing Size ($) trailing Size(%) 02/12/2016
US Core
SPY SPDR S&P 500® ETF 0.01 0.01 0.01 146,031,463 28,251,103,089 156,695,873 7,343 10,002 1,393,187 1,951,290 254 0.90 283,486,361
MDY SPDR S&P MidCap 400® ETF 0.05 0.02 0.05 1,879,441 453,494,411 2,488,290 1,062 1,451 249,283 350,315 119 1.00 4,994,836
SLY SPDR S&P 600 Small Cap ETF 0.25 0.27 0.24 16,739 1,608,756 25,985 3,148 2,947 285,807 279,376 122 0.90 6,787
DIA SPDR Dow Jones Industrial Average ETF 0.01 0.01 0.01 7,749,425 1,262,022,458 8,679,462 2,445 2,412 395,650 400,681 181 0.90 7,716,401
THRK SPDR Russell 3000 ETF 0.98 0.70 0.51 2,220 351,329 4,361 2,136 2,537 297,758 371,569 87 1.00 8,687
TWOK SPDR Russell 2000 ETF 0.17 0.30 0.18 9,181 590,220 21,051 4,472 4,532 262,328 291,634 178 1.10 6,997
ONEK SPDR Russell 1000 ETF 0.23 0.26 0.22 3,143 311,045 3,101 3,646 3,496 321,286 320,723 119 1.20 2,202
RSCO SPDR Russell Small Cap Completeness ETF 0.39 0.57 0.38 2,376 178,526 2,839 2,909 3,380 197,783 246,233 59 1.50 1,811
SPYX SPDR S&P 500 Fossil Fuel Free ETF 0.07 0.14 0.08 11,171 551,067 26,510 2,819 2,372 129,392 116,038 343 0.90 62,430
US Style
SPYG SPDR S&P 500 Growth ETF 0.18 0.20 0.17 69,614 6,513,771 47,243 1,147 1,488 104,423 140,482 116 1.00 4,952
SPYV SPDR S&P 500 Value ETF 0.11 0.13 0.10 8,738 842,903 14,288 1,687 1,630 151,290 149,927 96 0.90 4,854
MDYG SPDR S&P 400 Mid Cap Growth ETF 0.33 0.31 0.31 15,468 1,718,732 24,621 3,455 3,139 371,171 354,487 97 1.10 11,865
MDYV SPDR S&P 400 Mid Cap Value ETF 0.26 0.36 0.26 12,130 906,765 17,199 6,180 5,789 438,347 425,955 111 1.00 951
SLYG SPDR S&P 600 Small Cap Growth ETF 0.47 0.30 0.44 24,251 3,967,407 28,719 2,722 2,408 425,258 400,836 75 1.00 26,946
SLYV SPDR S&P 600 Small Cap Value ETF 0.26 0.31 0.24 30,358 2,688,782 37,876 2,829 2,956 243,294 266,070 93 0.90 17,769
US Sector
XLY Consumer Discretionary Select Sector SPDR ETF 0.01 0.01 0.01 9,893,943 733,759,096 9,715,444 3,427 4,179 245,305 311,127 170 1.00 27,259,281
XLP Consumer Staples Select Sector SPDR ETF 0.01 0.02 0.01 16,558,874 873,500,235 14,231,428 29,537 31,509 1,485,120 1,571,354 407 0.60 36,700,392
XLE Energy Select Sector SPDR ETF 0.01 0.02 0.01 29,203,075 1,685,878,195 28,748,025 6,082 6,074 340,349 349,802 184 1.60 47,109,692
XLF Financial Select Sector SPDR ETF 0.01 0.05 0.01 80,352,248 1,714,254,016 64,037,469 660,806 730,283 13,731,549 16,029,712 1,531 1.30 127,028,450
XLV Health Care Select Sector SPDR ETF 0.01 0.02 0.01 14,195,398 974,398,505 14,001,709 5,239 5,622 341,792 381,959 206 1.00 54,165,162
XLI Industrial Select Sector SPDR ETF 0.01 0.02 0.01 15,166,469 779,741,067 14,847,745 15,324 19,516 771,870 995,511 267 1.10 31,702,714
Source: Arcavision. Data is as of the referenced date and is subject to change. Past performance is not a guarantee of future results.
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SPDR® ETF Trading Report
Consolidated Consolidated Avg. Avg. Avg. Quote Short
Spread ($) Avg. Daily Consolidated Daily Volume Avg. Quote Size Avg. Size ($) Avg. Daily Interest
Spread Spread vs. 3 mo. Volume Avg. Daily(shares) vs. Quote Size(Shares) vs. Quote vs. 3 mo. Trade Volatility as of
Ticker ETF Name($)(%) trailing(shares) Volume ($) 3 mo. trailing(shares) 3 mo. trailing Size ($) trailing Size(%) 02/12/2016
US Sector (cont’d)
XLB Materials Select Sector SPDR ETF 0.01 0.02 0.01 9,364,375 402,744,542 8,615,647 11,221 13,212 450,411 541,956 238 1.60 19,229,516
XLK Technology Select Sector SPDR ETF 0.01 0.02 0.01 14,679,150 601,889,793 14,678,991 55,013 58,445 2,200,520 2,404,427 322 1.00 19,470,634
XLU Utilities Select Sector SPDR ETF 0.01 0.02 0.01 21,666,839 1,028,919,266 15,940,863 18,394 19,224 851,274 855,660 289 0.70 48,042,011
XLFS Financial Services Select Sector SPDR Fund 0.06 0.23 0.05 5,856 169,771 8,422 7,919 9,481 209,616 279,595 147 1.50 7,077
XLRE Real Estate Select Sector SPDR Fund 0.15 0.51 0.16 1,219 44,740 2,350 8,168 8,477 234,993 257,277 64 1.50 9,269
US Industry
KBE SPDR S&P Bank ETF 0.01 0.04 0.01 4,638,066 131,955,775 3,665,324 11,046 10,122 311,055 305,280 223 1.80 7,292,510
KCE SPDR S&P Capital Markets ETF 0.04 0.13 0.03 13,877 514,256 34,017 1,423 1,443 49,335 57,922 177 1.80 64,232
KIE SPDR S&P Insurance ETF 0.04 0.06 0.04 121,775 7,957,970 156,297 2,816 2,651 180,083 176,928 146 0.80 1,583,678
KRE SPDR S&P Regional Banking ETF 0.01 0.03 0.01 8,569,563 303,604,123 7,640,624 6,195 5,793 216,577 218,454 173 1.80 39,098,361
XBI SPDR S&P Biotech ETF 0.06 0.12 0.06 7,236,429 357,076,678 6,412,291 1,149 952 55,738 53,074 156 2.30 39,567,107
XHB SPDR S&P Homebuilders ETF 0.01 0.04 0.01 3,804,244 114,530,042 4,079,661 8,498 8,517 251,966 268,030 193 1.30 10,465,994
XME SPDR S&P Metals & Mining ETF 0.01 0.07 0.01 3,543,747 55,813,151 2,657,810 11,009 10,590 167,447 154,932 209 2.40 8,388,901
XES SPDR S&P Oil & Gas Equip & Services ETF 0.02 0.14 0.02 346,671 5,073,340 410,937 11,830 15,460 170,115 248,906 221 3.10 246,274
XITK SPDR FactSet Innovative Technology ETF 0.07 0.15 0.07 458 23,616 498 537 538 25,379 25,808 87 2.70 3,815
XOP SPDR S&P Oil & Gas Exploration & Production ETF 0.01 0.04 0.01 22,609,281 577,912,310 20,148,476 7,565 6,291 189,352 171,807 232 2.80 32,360,457
XPH SPDR S&P Pharmaceuticals ETF 0.06 0.14 0.06 172,526 7,409,754 173,405 5,421 4,314 225,785 200,601 142 1.50 2,786,837
XRT SPDR S&P Retail ETF 0.01 0.03 0.01 4,623,753 190,243,465 4,361,885 4,550 4,124 185,504 172,301 145 1.10 25,104,171
XSD SPDR S&P Semiconductors ETF 0.04 0.11 0.04 155,924 6,232,617 165,106 4,196 4,755 165,322 195,478 211 1.60 886,277
XHE SPDR S&P Health Care Equipment ETF 0.16 0.41 0.16 13,459 549,059 8,713 2,528 2,292 97,404 93,170 224 1.40 3,141
XTL SPDR S&P Telecom ETF 0.13 0.26 0.13 9,660 517,719 6,718 6,343 5,175 314,232 266,927 175 1.60 2,523
XAR SPDR S&P Aerospace & Defense ETF 0.08 0.18 0.09 18,328 899,957 19,593 691 916 32,871 45,937 146 1.20 8,580
XHS SPDR S&P Health Care Services ETF 0.10 0.19 0.09 25,869 1,390,826 27,714 1,244 1,103 62,822 59,573 153 1.40 16,669
XSW SPDR S&P Software & Services ETF 0.10 0.24 0.11 8,728 399,528 6,171 2,554 2,650 107,958 120,443 246 1.60 6,515
XTN SPDR S&P Transportation ETF 0.06 0.15 0.05 52,833 2,221,200 82,328 1,235 2,359 50,141 98,064 212 1.40 456,373
MTK SPDR Morgan Stanley Technology ETF 0.11 0.23 0.10 18,604 902,509 21,434 5,992 5,508 278,388 279,035 136 1.40 4,834
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
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SPDR® ETF Trading Report
Consolidated Consolidated Avg. Avg. Avg. Quote Short
Spread ($) Avg. Daily Consolidated Daily Volume Avg. Quote Size Avg. Size ($) Avg. Daily Interest
Spread Spread vs. 3 mo. Volume Avg. Daily(shares) vs. Quote Size(Shares) vs. Quote vs. 3 mo. Trade Volatility as of
Ticker ETF Name($)(%) trailing(shares) Volume ($) 3 mo . trailing(shares) 3 mo. trailing Size ($) trailing Size(%) 02/12/2016
Real Estate Equities
RWR SPDR Dow Jones REIT ETF 0.04 0.05 0.04 389,454 34,175,596 375,947 2,914 3,780 249,118 332,489 135 1.00 285,289
RWO SPDR Dow Jones Global Real Estate ETF 0.06 0.14 0.06 308,943 14,058,018 303,678 696 955 30,805 43,061 138 1.10 169,102
RWX SPDR Dow Jones Intl. Real Estate ETF 0.03 0.08 0.03 656,615 26,315,118 849,376 2,703 2,198 101,660 83,084 211 1.00 1,464,553
Global Equities
DGT SPDR Global Dow ETF 0.35 0.60 0.38 3,473 219,819 4,108 702 697 40,555 43,319 110 1.20 2,336
GII SPDR S&P Global Infrastructure ETF 0.30 0.73 0.33 6,121 261,070 14,163 1,387 1,519 56,687 62,051 111 1.10 1,234
GNR SPDR S&P Global Natural Resources ETF 0.10 0.32 0.08 114,479 3,556,330 156,766 1,469 1,795 44,922 56,112 205 1.60 360,223
CWI SPDR MSCI ACWI ex-US ETF 0.02 0.08 0.03 274,898 7,849,401 335,447 4,804 2,865 135,425 84,145 243 1.10 15,146
ACIM SPDR MSCI ACWI IMI ETF 1.03 1.83 1.19 3,605 221,354 4,205 420 411 23,701 24,241 96 1.50 3,699
GWL SPDR S&P World ex-US ETF 0.03 0.15 0.04 164,632 3,882,099 201,892 3,885 3,419 90,249 83,560 280 1.00 14,205
MDD SPDR S&P International Mid Cap ETF 0.59 2.17 0.55 7,460 217,686 13,129 592 561 15,943 15,674 103 1.20 7,044
GWX SPDR S&P International Small Cap ETF 0.07 0.26 0.07 116,504 3,132,220 151,951 1,343 1,020 34,703 27,489 217 0.80 30,853
LOWC SPDR MSCI ACWI Low Carbon Target ETF 0.07 0.10 0.06 715 60,058 893 1,003 1,075 64,804 72,530 125 1.50 3,713
International Developed Equities — Region/Country
JSC SPDR Russell/Nomura Small Cap™ Japan ETF 0.28 0.56 0.32 2,854 167,768 5,145 765 943 37,623 47,159 201 1.00 510
JPP SPDR Russell/Nomura PRIME™ Japan ETF 0.27 0.64 0.25 3,561 160,717 4,499 673 848 27,802 37,100 131 1.20 5,618
FEZ SPDR DJ Euro STOXX 50 ETF 0.01 0.03 0.01 4,044,443 127,831,250 3,720,349 34,964 32,017 1,074,444 1,034,789 355 1.30 823,894
FEU SPDR DJ STOXX 50 ETF 0.07 0.23 0.07 43,430 1,312,816 48,064 1,426 1,677 40,983 50,712 219 1.10 18,932
SMEZ SPDR EURO STOXX Small Cap ETF 0.22 0.50 0.23 13,831 625,373 14,417 442 361 19,209 16,577 186 1.20 1,515
HFEZ SPDR EURO STOXX 50 Currency Hedged ETF 0.07 0.23 0.09 4,941 221,178 6,826 447 462 13,616 15,306 464 2.10 1,368
HREX SPDR MSCI International Real Estate Currency 0.14 0.37 0.13 171 6,407 118 300 285 11,358 11,091 92 0.00 —
Hedged ETF
HDWX SPDR S&P International Dividend Currency 0.11 0.30 0.12 277 8,900 234 128 126 4,696 4,574 74 1.30 65
Hedged ETF
Emerging Market Equities
EMBB SPDR MSCI EM Beyond BRIC ETF 0.90 2.05 0.87 722 41,447 357 414 448 18,440 19,967 23 1.60 3,509
EMFT SPDR MSCI EM 50 ETF 0.64 1.84 0.73 71 2,829 226 2,041 2,089 70,884 76,645 7 2.40 144
GMM SPDR S&P Emerging Markets ETF 0.17 0.36 0.16 27,203 1,335,651 48,962 729 781 34,985 39,480 184 1.20 8,199
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
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SPDR® ETF Trading Report
Consolidated Consolidated Avg. Avg. Avg. Quote Short
Spread ($) Avg. Daily Consolidated Daily Volume Avg. Quote Size Avg. Size ($) Avg. Daily Interest
Spread Spread vs. 3 mo. Volume Avg. Daily(shares) vs. Quote Size(Shares) vs. Quote vs. 3 mo. Trade Volatility as of
Ticker ETF Name($)(%) trailing(shares) Volume ($) 3 mo. trailing(shares) 3 mo. trailing Size ($) trailing Size(%) 02/12/2016
Emerging Market Equities (cont’d)
GML SPDR S&P Emerging Latin America ETF 0.20 0.60 0.30 4,958 182,970 5,955 525 507 17,966 17,730 102 1.80 6,749
GAF SPDR S&P Emerging Middle East & Africa ETF 0.69 1.47 0.72 4,115 207,950 8,547 365 386 17,272 18,146 113 1.80 380
GUR SPDR S&P Emerging Europe ETF 0.22 1.04 0.21 12,931 307,899 14,049 425 564 9,167 12,391 214 1.50 8,338
GMF SPDR S&P Emerging Asia Pacific ETF 0.18 0.27 0.16 45,363 3,097,176 45,828 1,104 1,093 72,776 75,789 138 1.00 50,354
EWX SPDR S&P Emerging Markets Small Cap ETF 0.11 0.32 0.08 92,812 3,357,457 100,371 936 1,026 32,966 37,162 149 1.10 92,330
BIK SPDR S&P BRIC 40 ETF 0.04 0.27 0.04 9,720 180,586 18,044 857 752 13,858 13,183 143 1.60 3,833
GXC SPDR S&P China ETF 0.10 0.16 0.09 93,869 6,077,842 132,438 829 762 51,522 50,909 150 1.40 10,889
RBL SPDR S&P Russia ETF 0.07 0.51 0.06 16,282 232,786 13,957 1,296 1,232 16,822 16,127 716 2.40 8,318
XINA SPDR MSCI China A Shares IMI ETF 0.10 0.50 0.10 406 9,207 656 291 313 5,640 7,161 149 5.20 48
International Sector Equities
IPD SPDR S&P International Consumer Discretionary 0.23 0.68 0.30 1,594 63,423 3,617 557 632 18,559 22,019 73 1.20 10,062
Sector ETF
IPS SPDR S&P International Consumer Staples 0.21 0.52 0.23 2,427 115,958 4,161 1,017 844 41,148 33,937 77 0.80 886
Sector ETF
IPW SPDR S&P International Energy Sector ETF 0.07 0.51 0.07 19,033 292,681 20,319 941 1,150 13,607 16,756 285 2.00 16,613
IPF SPDR S&P International Financial Sector ETF 0.47 2.87 0.52 3,691 62,076 6,677 1,854 1,114 30,350 19,729 201 2.00 14,007
IRY SPDR S&P International Health Care Sector ETF 0.15 0.34 0.17 11,052 518,692 8,478 682 716 30,813 33,681 140 0.90 557
IPN SPDR S&P International Industrial Sector ETF 0.09 0.35 0.09 5,266 154,220 8,350 1,117 1,397 28,986 36,895 140 1.00 6,326
IRV SPDR S&P International Materials Sector ETF 0.06 0.41 0.08 377 8,298 1,437 1,744 2,472 27,363 38,662 19 2.30 1,526
IPK SPDR S&P International Technology Sector ETF 0.17 0.62 0.34 648 26,012 1,854 1,146 886 31,905 26,500 89 1.50 772
IST SPDR S&P International Telecommunications 0.10 0.42 0.11 7,211 181,524 5,956 553 587 12,996 14,070 124 1.10 191
Sector ETF
IPU SPDR S&P International Utilities Sector ETF 0.07 0.43 0.07 16,608 268,465 7,784 955 958 14,745 14,887 333 1.00 5,618
Advanced Beta — Income
EDIV SPDR S&P Emerging Markets Dividend ETF 0.04 0.16 0.04 68,482 1,655,213 108,508 1,252 1,243 29,071 28,713 220 1.40 19,134
DWX SPDR International Dividend ETF 0.04 0.13 0.04 145,456 4,694,010 211,799 1,006 1,440 31,458 46,426 186 1.40 226,376
SDY SPDR S&P Dividend ETF 0.03 0.04 0.03 731,020 54,674,538 1,203,601 5,224 5,418 380,725 393,889 210 0.80 277,631
WDIV SPDR S&P Global Dividend ETF 0.10 0.19 0.10 9,970 595,274 16,601 541 563 29,717 31,083 206 1.10 3,958
SPYD SPDR S&P 500 High Dividend ETF 0.09 0.31 0.07 11,266 359,123 12,772 10,866 11,608 316,418 334,543 237 1.10 3,742
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
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SPDR® ETF Trading Report
Consolidated Consolidated Avg. Avg. Avg. Quote Short
Spread ($) Avg. Daily Consolidated Daily Volume Avg. Quote Size Avg. Size ($) Avg. Daily Interest
Spread Spread vs. 3 mo. Volume Avg. Daily(shares) vs. Quote Size(Shares) vs. Quote vs. 3 mo. Trade Volatility as of
Ticker ETF Name($)(%) trailing(shares) Volume ($) 3 mo. trailing(shares) 3 mo. trailing Size ($) trailing Size(%) 02/12/2016
Advanced Beta — Multi Factor
QAUS SPDR MSCI Australia Quality Mix ETF 0.04 0.09 0.04 1,262 63,339 1,447 1,000 1,002 41,870 42,795 122 1.20 796
QCAN SPDR MSCI Canada Quality Mix ETF 0.06 0.13 0.06 5,855 345,322 4,886 911 952 39,255 40,955 206 1.50 7,014
QDEU SPDR MSCI Germany Quality Mix ETF 0.06 0.13 0.07 647 37,858 2,208 936 991 43,561 50,472 93 1.30 435
QJPN SPDR MSCI Japan Quality Mix ETF 0.28 0.49 0.24 470 41,577 2,601 548 585 31,614 35,673 97 2.00 1,971
QESP SPDR MSCI Spain Quality Mix ETF 0.04 0.10 0.04 60 938 210 1,000 1,000 37,530 42,800 22 2.60 370
QGBR SPDR MSCI United Kingdom Quality Mix ETF 0.08 0.17 0.08 81 5,433 109 1,001 1,003 45,495 48,375 7 3.60 869
QEFA SPDR MSCI EAFE Quality Mix ETF 0.53 1.04 0.57 533 37,368 1,782 1,754 1,264 89,173 67,940 91 1.00 1,291
QMEX SPDR MSCI Mexico Quality Mix ETF 0.08 0.36 0.06 266 6,490 605 692 738 14,615 16,000 53 2.20 34,399
QKOR SPDR MSCI Korea Quality Mix ETF 0.09 0.39 0.10 473 12,908 332 697 795 16,059 19,167 118 1.40 22,347
QTWN SPDR MSCI Taiwan Quality Mix ETF 0.33 0.71 0.23 39 811 107 705 727 32,663 34,976 18 2.50 1,037
QWLD SPDR MSCI World Quality Mix ETF 0.56 0.99 0.60 325 24,762 346 480 502 27,403 29,121 55 1.10 102
QEMM SPDR MSCI Emerging Markets Quality Mix ETF 0.34 0.78 0.38 10,293 512,739 25,765 1,189 1,178 52,958 52,810 218 1.10 62,770
QUS SPDR MSCI USA Quality Mix ETF 0.54 0.85 0.18 1,297 33,191 908 1,099 1,212 61,951 70,890 192 1.80 868
Advanced Beta — Single Factor
SPYB SPDR S&P 500 Buyback ETF 0.08 0.18 0.07 5,715 248,214 2,857 5,032 4,120 206,362 177,284 199 1.50 8,285
VLU SPDR S&P 1500 Value Tilt ETF 0.52 0.72 0.51 412 38,628 398 5,429 5,168 392,191 374,680 30 1.10 5,628
MMTM SPDR S&P 1500 Momentum Tilt ETF 1.03 1.22 0.83 1,307 125,492 1,273 1,860 1,997 153,041 169,326 135 1.80 500
LGLV SPDR Russell 1000 Low Volatility ETF 0.35 0.48 0.34 7,708 575,806 4,117 2,387 2,038 172,198 147,062 162 1.20 887
SMLV SPDR Russell 2000 Low Volatility ETF 0.27 0.39 0.28 5,596 429,341 5,151 2,631 2,759 184,617 197,793 226 0.70 10,340
ONEY SPDR Russell 1000 Yield Focus ETF 0.10 0.18 0.08 2,101 128,170 98,070 4,202 2,317 232,791 138,603 81 1.20 562
ONEO SPDR Russell 1000 Momentum Focus ETF 0.23 0.42 0.09 928 57,082 97,589 3,956 2,291 215,404 137,162 55 1.20 60
ONEV SPDR Russell 1000 Low Volatility Focus ETF 0.11 0.19 0.08 858 59,177 97,972 2,323 1,709 133,154 102,796 88 0.90 3,420
Advanced Beta — Fixed Income
CBND SPDR Barclays Issuer Scored Corporate Bond ETF 0.11 0.37 0.12 5,294 194,111 6,070 1,099 897 34,157 27,942 128 0.30 4,936
Fixed Income — US Government
BIL SPDR Barclays 1–3 Month T-Bill ETF 0.01 0.02 0.01 1,735,667 80,308,705 1,980,353 3,126,485 3,284,736 142,817,835 150,046,740 3,679 0.00 672,207
ITE SPDR Barclays Intermediate Term Treasury ETF 0.03 0.05 0.03 410,157 25,118,303 294,313 25,222 31,861 1,539,551 1,928,546 326 0.10 88,367
TLO SPDR Barclays Long Term Treasury ETF 0.09 0.12 0.08 219,850 16,807,588 146,316 12,129 11,253 917,438 825,070 254 0.70 268,215
IPE SPDR Barclays TIPS ETF 0.05 0.08 0.05 36,466 2,099,257 39,662 9,880 11,865 550,020 654,592 204 0.20 61,136
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
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SPDR® ETF Trading Report
Consolidated Consolidated Avg. Avg. Avg. Quote Short
Spread ($) Avg. Daily Consolidated Daily Volume Avg. Quote Size Avg. Size ($) Avg. Daily Interest
Spread Spread vs. 3 mo. Volume Avg. Daily(shares) vs. Quote Size(Shares) vs. Quote vs. 3 mo. Trade Volatility as of
Ticker ETF Name($)(%) trailing(shares) Volume ($) 3 mo. trailing(shares) 3 mo. trailing Size ($) trailing Size(%) 02/12/2016
Fixed Income — US Government (cont’d)
SST SPDR Barclays Short Term Treasury ETF 0.05 0.15 0.06 24,228 774,123 26,283 2,017 2,188 61,418 66,165 233 0.10 14,263
SIPE SPDR Barclays 0–5 Year TIPS ETF 0.14 0.72 0.14 622 16,923 926 2,754 3,092 53,373 59,768 64 0.30 904
TIPX SPDR Barclays 1–10 Year TIPS ETF 0.04 0.19 0.04 11,881 240,949 7,033 4,444 3,982 85,414 76,176 569 0.20 27,809
Fixed Income — US Investment Grade Corporates
SCPB SPDR Barclays Short Term Corporate Bond ETF 0.01 0.03 0.01 796,091 24,731,907 1,031,935 13,434 15,270 408,259 464,361 299 0.10 149,011
ITR SPDR Barclays Term Corporate Bond ETF 0.03 0.09 0.03 365,217 12,467,315 240,284 4,601 3,327 154,686 111,854 257 0.10 101,792
LWC SPDR Barclays Long Term Corporate Bond ETF 0.18 0.47 0.16 76,309 2,898,889 51,531 2,674 2,830 100,222 106,493 244 0.40 15,276
FLRN SPDR Barclays Investment Grade Floating Rate ETF 0.05 0.16 0.04 24,803 794,747 35,851 1,108 3,380 33,628 102,786 131 0.10 10,153
Fixed Income — High Yield
JNK SPDR Barclays High Yield Bond ETF 0.01 0.03 0.01 13,443,461 441,461,479 15,139,381 45,528 44,698 1,476,018 1,487,549 596 0.60 18,827,887
SJNK SPDR Barclays Short Term High Yield Bond ETF 0.01 0.05 0.01 1,744,970 43,431,853 2,120,106 9,235 9,519 227,643 240,926 376 0.50 1,324,567
IJNK SPDR Barclays International High Yield Bond ETF 0.12 0.59 0.21 7,927 179,378 6,641 1,176 1,194 24,320 25,361 277 0.40 832
CJNK SPDR BofA Merrill Lynch Crossover Corporate 0.36 1.51 0.26 4,718 128,892 7,925 1,301 2,394 31,133 58,270 167 0.60 588
Bond ETF
Fixed Income — US Mortgage
MBG SPDR Barclays Mortgage Bond ETF 0.07 0.25 0.08 32,049 904,565 23,765 4,721 2,642 128,034 71,334 182 0.20 8,708
Fixed Income — US Aggregate
BNDS SPDR Barclays Aggregate Bond ETF 0.04 0.08 0.04 85,770 5,079,735 97,667 1,198 995 69,352 57,213 244 0.20 40,304
Fixed Income — Hybrids
CWB SPDR Barclays Convertible Securities ETF 0.02 0.05 0.02 835,154 34,739,983 1,120,498 1,284 3,077 51,540 130,803 182 0.70 1,199,563
PSK SPDR Wells Fargo Preferred Stock ETF 0.08 0.19 0.08 188,169 8,381,677 152,833 1,760 1,229 77,422 54,445 161 0.60 30,368
Fixed Income — Municipal
SHM SPDR Nuveen Barclays Short Term Municipal 0.01 0.05 0.01 608,010 15,183,300 768,331 14,594 18,591 358,137 453,806 413 0.10 750,926
Bond ETF
TFI SPDR Nuveen Barclays Municipal Bond ETF 0.01 0.05 0.01 690,382 17,269,792 568,111 3,491 4,438 86,332 109,042 228 0.10 237,926
CXA SPDR NuveenBarclays California Municipal Bond ETF 0.07 0.29 0.07 20,322 557,889 22,161 1,243 1,330 30,652 32,558 229 0.20 5,092
INY SPDR Nuveen Barclays New York Municipal Bond ETF 0.12 0.51 0.17 7,473 201,461 4,455 2,753 2,620 66,265 62,697 314 0.20 35,933
Source: ArcaVision. Data is as of the referenced date and is subject to change. Past performance is not a guarantee of future results.
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SPDR® ETF Trading Report
Consolidated Consolidated Avg. Avg. Avg. Quote Short
Spread ($) Avg. Daily Consolidated Daily Volume Avg. Quote Size Avg. Size ($) Avg. Daily Interest
Spread Spread vs. 3 mo. Volume Avg. Daily(shares) vs. Quote Size(Shares) vs. Quote vs. 3 mo. Trade Volatility as of
Ticker ETF Name($)(%) trailing(shares) Volume ($) 3 mo. trailing(shares) 3 mo. trailing Size ($) trailing Size(%) 02/12/2016
Fixed Income — Municipal (Cont’d)
BABS SPDR Nuveen Barclays Build America Bond ETF 0.51 0.81 0.48 6,507 448,397 5,409 1,033 1,020 64,304 62,424 115 0.60 9,261
HYMB SPDR Nuveen S&P High Yield Municipal Bond ETF 0.05 0.10 0.07 93,127 5,546,040 123,531 698 839 39,863 47,706 175 0.20 20,446
Fixed Income — International
WIP SPDR Citi International Government Inflation- 0.10 0.19 0.09 46,690 2,525,728 75,508 2,629 2,496 133,948 127,046 130 0.40 324,505
Protected Bond ETF
BWZ SPDR Barclays Short Term International Treasury 0.10 0.34 0.07 24,946 778,233 49,855 2,210 2,368 67,206 70,685 228 0.40 2,840
Bond ETF
BWX SPDR Barclays International Treasury Bond ETF 0.06 0.11 0.04 209,946 11,437,128 438,434 3,309 3,669 175,509 189,981 168 0.40 191,929
IBND SPDR Barclays International Corporate Bond ETF 0.07 0.21 0.08 54,736 1,783,826 53,846 1,681 1,364 52,750 42,298 297 0.50 3,873
EMCD SPDR BofA Merrill Lynch Emerging Markets 0.43 1.62 0.47 2,671 80,524 2,716 2,318 2,145 61,357 57,100 101 0.60 100
Corporate Bond ETF
EBND SPDR Barclays Capital Emerging Markets Local 0.16 0.64 0.16 33,369 843,892 29,418 2,767 2,999 68,234 73,745 288 0.50 3,499
Bond ETF
Commodity
GLD® SPDR Gold Trust 0.01 0.01 0.01 15,748,432 1,869,382,819 9,494,834 5,850 5,972 675,324 657,398 217 1.20 12,895,864
NANR SPDR S&P North American Natural 0.06 0.23 0.08 48,257 1,256,534 599,422 3,327 4,839 84,639 119,717 360 1.80 11,122
Resources ETF
Active — Asset Allocation
RLY SPDR SSgA Multi-Asset Real Return ETF 0.05 0.21 0.05 36,681 839,338 61,130 13,948 19,291 302,253 424,402 786 0.70 2,538
INKM SPDR SSgA Income Allocation ETF 0.06 0.20 0.06 7,317 226,137 14,300 7,266 7,644 207,735 225,498 293 0.50 3,451
GAL SPDR SSgA Global Allocation ETF 0.10 0.33 0.09 45,223 1,442,128 72,363 9,960 16,503 310,852 534,862 281 0.50 2,551
Active — Equity
SYE SPDR MFS Systematic Core Equity ETF 0.28 0.53 0.27 634 42,199 1,504 1,491 1,486 78,695 84,256 97 1.50 1,056
SYG SPDR MFS Systematic Growth Equity ETF 0.26 0.49 0.25 2,315 145,864 2,581 1,476 1,475 80,088 84,252 243 1.30 3,362
SYV SPDR MFS Systematic Value Equity ETF 0.27 0.58 0.28 647 28,282 533 1,987 1,985 93,071 98,754 106 1.60 1,715
RORO SPDR SSgA Risk Aware ETF 0.21 0.56 0.21 — 0 26 506 507 18,442 18,589 — 0.00 7
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
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SPDR® ETF Trading Report
Consolidated Consolidated Avg. Avg. Avg. Quote Short
Spread ($) Avg. Daily Consolidated Daily Volume Avg. Quote Size Avg. Size ($) Avg. Daily Interest
Spread Spread vs. 3 mo. Volume Avg. Daily(shares) vs. Quote Size(Shares) vs. Quote vs. 3 mo. Trade Volatility as of
Ticker ETF Name($)(%) trailing(shares) Volume ($) 3 mo. trailing(shares) 3 mo. trailing Size ($) trailing Size(%) 02/12/2016
Active — Fixed Income
TOTL SPDR DoubleLine Total Return Tactical ETF 0.02 0.05 0.02 371,459 18,350,561 473,974 3,386 5,970 166,016 291,933 288 0.10 293,551
SRLN SPDR Blackstone / GSO Senior Loan ETF 0.05 0.11 0.06 112,157 5,379,205 172,589 4,258 4,676 194,037 215,704 171 0.10 11,799
ULST SPDR SSgA Ultra Short Term Bond ETF 0.08 0.20 0.07 32,418 1,329,768 88,928 1,701 701 67,972 28,033 256 0.10 12,036
Source: ArcaVision. Data is as of the referenced date and is subject to change. Past performance is not a guarantee of future results.
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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
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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,
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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
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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.
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State Street Global Advisors ID6208-IBG-18659 0316 Exp. Date 04/20/2016 SPD001076
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.