SPDR ETF Options Report.

Filed Pursuant To Rule 433

Registration No. 333-217785

July 27, 2017

LOGO

SPDR® ETF Options Report
INVESTMENT PROFESSIONAL USE ONLY
June 2017
20 Day Average 20 Day Average 20 Day Average 20 Day Average Total Open Total Open
Ticker Name ETF Volume Total Option Volume Call Option Volume Put Option Volume Interest (Call) Interest (Put)
SPY SPDR S&P500 ETF Trust 70,756,240 2,006,933 778,037 1,228,896 6,373,699 13,547,930
XLF Financial Select Sector SPDR Fund 66,079,552 181,100 105,743 75,357 2,057,196 2,449,004
XOP SPDR S&P Oil & Gas Exploration & Production ETF 18,379,760 125,126 41,612 83,514 972,999 2,101,330
XLE Energy Select Sector SPDR Fund 16,101,198 40,769 20,645 20,124 538,779 803,795
JNK SPDR Bloomberg Barclays High Yield Bond ETF 12,191,294 1,127 13 1,114 4,789 62,232
XLK Technology Select Sector SPDR Fund 11,848,476 17,421 8,396 9,025 171,538 451,879
XLU Utilities Select Sector SPDR Fund 11,831,570 35,780 11,938 23,842 353,347 705,211
XLP Consumer Staples Select Sector SPDR Fund 9,766,478 8,698 4,005 4,693 108,255 408,495
XLV Health Care Select Sector SPDR Fund 7,524,173 19,121 11,003 8,118 135,647 165,383
XLI Industrial Select Sector SPDR Fund 6,613,913 8,565 2,607 5,958 98,408 193,841
GLD® SPDR Gold Shares 6,454,290 124,716 78,116 46,600 2,390,576 1,007,885
KRE SPDR S&P Regional Banking ETF 5,304,943 25,554 13,341 12,213 214,286 200,951
XBI SPDR S&P Biotech ETF 5,207,274 30,764 13,076 17,688 183,404 267,506
XRT SPDR S&P Retail ETF 4,230,042 8,388 3,325 5,063 85,091 106,838
XLY Consumer Discretionary Select Sector SPDR Fund 3,676,878 5,130 1,846 3,284 66,471 113,964
XLB Materials Select Sector SPDR Fund 3,471,620 3,807 1,952 1,855 78,162 122,555
XME SPDR S&P Metals & Mining ETF 2,664,750 7,255 3,641 3,614 76,361 132,078
XLRE Real Estate Select Sector SPDR Fund 2,596,745 71 26 45 1,543 1,687
FEZ SPDR EURO STOXX 50 ETF 2,414,951 4,945 3,971 974 288,144 174,062
KBE SPDR S&P Bank ETF 2,398,069 2,191 942 1,249 51,090 48,827
DIA SPDR Dow Jones Industrial Average ETF Trust 2,195,744 24,911 12,580 12,331 239,730 169,510
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF 1,659,005 52 — 52 — 1,073
CWB SPDR Bloomberg Barclays Convertible Securities ETF 1,246,703 8 5 3 124 236
MDY SPDR S&P MidCap 400 ETF Trust 1,246,481 1,040 664 376 35,952 36,430
XHB SPDR S&P Homebuilders ETF 1,217,688 2,225 737 1,488 40,619 68,902
XES SPDR S&P Oil & Gas Equipment & Services ETF 615,104 132 81 51 2,699 1,536
BWX SPDR Bloomberg Barclays International Treasury Bond ETF 559,611 202 100 102 1,322 2,128
BIL SPDR Bloomberg Barclays 1-3 Month T-Bill ETF 537,187 1 — 1 3 1
Source: Bloomberg as of Bloomberg as of Bloomberg as of Bloomberg as of 7/18/2017.

LOGO

SPDR® ETF Options Report         20 Day Average20 Day Average20 Day Average20 Day AverageTotal OpenTotal Open TickerNameETF VolumeTotal Option VolumeCall Option VolumePut Option VolumeInterest (Call)Interest (Put) RWXSPDR Dow Jones International Real Estate ETF533,0671275152126 SDYSPDR S&P Dividend ETF362,1107157142,742670 TFISPDR Nuveen Bloomberg Barclays Municipal Bond ETF267,104————92 CWISPDR MSCI ACWI ex-US ETF231,32341380211 RWRSPDR Dow Jones REIT ETF175,73162419785 RWOSPDR Dow Jones Global Real Estate ETF166,08811—31 DWXSPDR S&P International Dividend ETF140,4092112115 GNRSPDR S&P Global Natural Resources ETF139,424532101142 GWLSPDR S&P World ex-US ETF130,026———10— HYMBSPDR Nuveen S&P High Yield Municipal Bond ETF96,36251486159 XARSPDR S&P Aerospace & Defense ETF86,83519136586232 KIESPDR S&P Insurance ETF85,0191073128372 XSDSPDR S&P Semiconductor ETF77,915642142107 XPHSPDR S&P Pharmaceuticals ETF74,46221192550244 GXCSPDR S&P China ETF66,94884472112 EDIVSPDR S&P Emerging Markets Dividend ETF51,1254313011 EWXSPDR S&P Emerging Markets SmallCap ETF 49,5372113430 EBNDSPDR Bloomberg Barclays Emerging Markets Local Bond ETF23,9546—6—118 GURSPDR S&P Emerging Europe ETF §23,40122814168200 KCESPDR S&P Capital Markets ETF8,6504315818 Source: Bloomberg as of Bloomberg as of Bloomberg as of Bloomberg as of 7/18/2017. § These SPDR ETFs are scheduled to be liquidated on or around July 31, 2017.    State Street Global Advisors    2

LOGO

SPDR® ETF Options Report ssga.com | spdrs.com | spdrgoldshares.com State Street Global Advisors One Lincoln Street, Boston, MA 02111-2900. T: +1 617 786 3000. 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. Commodities and commodity-index linked securities may be affected by changes in overall market movements, changes in interest rates, and other factors such as weather, disease, embargoes, or political and regulatory developments, as well as trading activity of speculators and arbitrageurs in the underlying commodities. Frequent trading of ETFs could significantly increase commissions and other costs such that they may offset any savings from low fees or costs. Diversification does not ensure a profit or guarantee against loss. 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. 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. 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. 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 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. BLOOMBERG®, a trademark and service mark of Bloomberg Finance L.P. and its affiliates, and BARCLAYS®, a trademark and service mark of Barclays Bank Plc, have each been licensed for use in connection with the listing and trading of the SPDR Bloomberg Barclays ETFs. Distributor: State Street Global Advisors Funds Distributors, LLC, member FINRA, SIPC, an indirect 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. State Street Global Advisors Funds Distributors, LLC is the distributor for some registered products on behalf of the advisor. SSGA Funds Management has retained Nuveen Asset Management, LLC as the sub-advisor. State Street Global Advisors Funds Distributors, LLC is not affiliated with Nuveen Asset Management, LLC. 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 © 2017 State Street Corporation. All Rights Reserved. IBG-24442 Exp. Date: 7/31/2018 SPD001390

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.