Filed Pursuant To Rule 433
Registration No. 333-209926
June 21, 2016
SPDR® ETF Options Report
June 13, 2016
20 Day Average 20 Day Average 20 Day Average 20 Day Average Total Open Total
Open Options Ticker Name ETF Volume Total Option Volume Call Option Volume Put Option Volume Interest (Call) Interest (Put) Available
SPY SPDR S&P500 ETF Trust
85,400,040 2,396,833 948,068 1,448,765 9,113,972 14,949,620 Y XLF Financial Select Sector SPDR Fund 37,462,664 96,859 34,473 62,386 963,514 2,312,558 Y XLE Energy Select Sector SPDR Fund 14,165,407 40,701 15,052 25,649 490,968 797,729 Y XOP SPDR
S&P Oil & Gas Exploration & Production ETF 13,937,292 49,314 21,493 27,821 490,757 775,065 Y XLU Utilities Select Sector SPDR Fund 13,668,742 30,978 11,449 19,529 286,866 431,271 Y XLP Consumer Staples Select Sector SPDR Fund 10,103,343
14,850 4,867 9,982 106,962 264,879 Y XLI Industrial Select Sector SPDR Fund 10,059,515 23,997 12,034 11,963 196,913 424,960 Y GLD® SPDR Gold Shares 9,801,355 188,491 128,340 60,151 3,189,309 1,120,735 Y XLV Health Care Select Sector SPDR Fund
9,383,497 17,355 7,447 9,907 172,541 223,377 Y JNK SPDR Barclays High Yield Bond ETF 9,359,757 8,274 7,579 695 168,821 71,845 Y XME SPDR S&P Metals & Mining ETF 9,151,966 42,055 14,146 27,909 319,112 921,453 Y XLK Technology Select Sector
SPDR Fund 8,621,759 8,160 4,436 3,724 94,180 120,386 Y XBI SPDR S&P Biotech ETF 7,026,428 26,242 12,977 13,265 231,164 374,632 Y XRT SPDR S&P Retail ETF 6,058,397 23,689 11,513 12,176 145,420 140,660 Y KRE SPDR S&P Regional Banking ETF
5,542,195 10,003 4,573 5,431 127,047 167,528 Y XLY Consumer Discretionary Select Sector SPDR Fund 5,127,602 10,930 3,203 7,727 158,913 269,689 Y XLB Materials Select Sector SPDR Fund 5,086,885 11,858 1,396 10,462 98,289 200,073 Y XHB SPDR S&P
Homebuilders ETF 3,259,378 3,280 1,619 1,661 57,408 60,460 Y FEZ SPDR EURO STOXX 50 ETF 3,061,496 6,297 4,020 2,277 76,873 52,376 Y KBE SPDR S&P Bank ETF 2,878,633 1,714 55 1,658 7,929 51,142 Y DIA SPDR Dow Jones Industrial Average ETF Trust
2,782,931 30,866 16,101 14,765 356,177 292,168 Y MDY SPDR S&P MidCap 400 ETF Trust 1,793,818 2,137 1,777 361 64,579 29,061 Y SJNK SPDR Barclays Short Term High Yield Bond ETF 1,366,081 7 7 — 116 1,091 Y XES SPDR S&P Oil & Gas
Equipment & Services ETF 905,883 206 192 15 4,750 686 Y SDY SPDR S&P Dividend ETF 843,220 110 64 46 5,806 2,027 Y CWB SPDR Barclays Convertible Securities ETF 655,306 9 5 4 186 157 Y RWX SPDR Dow Jones International Real Estate ETF 534,824
— — — 103 1 Y
Source: Bloomberg. state street global advisors spdr
SPDR® ETF Options Report
20 Day Average 20 Day Average 20 Day Average 20 Day Average Total Open Total Open Options Ticker Name ETF Volume Total Option Volume Call Option Volume Put Option Volume Interest
(Call) Interest (Put) Available
BWX SPDR Barclays International Treasury Bond ETF 472,064 6 3 2 312 67 Y RWR SPDR Dow Jones REIT ETF 287,002 16 2 14 416 4,032 Y
KIE SPDR S&P Insurance ETF 249,939 32 3 29 364 750 Y XPH SPDR S&P Pharmaceuticals ETF 245,270 22 20 2 565 147 Y TFI SPDR Nuveen Barclays Municipal Bond ETF 242,104 0 0 — 4 20 Y RWO SPDR Dow Jones Global Real Estate ETF 229,848 —
— — — 2 Y DWX SPDR S&P International Dividend ETF 180,662 2 1 1 96 56 Y GNR SPDR S&P Global Natural Resources ETF 120,590 0 0 0 149 140 Y GWX SPDR S&P International Small Cap ETF 102,194 2 0 2 21 100 Y EBND SPDR Barclays
Emerging Markets Local Bond ETF 73,284 — — 1 1 — Y GUR SPDR S&P Emerging Europe ETF 60,331 3 2 1 31 10 Y XSD SPDR S&P Semiconductor ETF 59,804 2 2 1 36 12 Y HYMB SPDR Nuveen S&P High Yield Municipal Bond ETF 57,713 6 5 1
38 112 Y GXC SPDR S&P China ETF 50,255 10 5 5 5,286 196 Y EWX SPDR S&P Emerging Markets SmallCap ETF 47,022 4 3 1 116 218 Y EDIV SPDR S&P Emerging Markets Dividend ETF 43,617 5 0 4 97 78 Y XLRE Real Estate Select Sector SPDR Fund 3,435
— — — — — Y
Source: Bloomberg.
State Street Global
Advisors
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
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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.
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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
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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 866.787.2257 or visit spdrs.com. Read it carefully.
Not FDIC Insured • No Bank Guarantee • May Lose Value
© 2016 State Street Corporation. All Rights Reserved.
ID6920-IBG-19769 0616 Exp. Date:
06/30/2017 IBG.SPDRETFOG.0616 PD001118
State Street Global Advisors
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.