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Derivative Contract Information (Tables)

9 Months Ended

Jun. 30, 2017

Effect of Derivative Contracts in the Fund's Statements of Operations

For the three and nine months ended June 30, 2017, the effect of derivative contracts in the Fund’s Statements of Operations was as follows:

Risk exposure derivative type		Location of Gain or Loss on Derivatives Recognized in Income		Nine months ended Jun-30, 2017
(Amounts in 000’s of US$)
Currency Risk		Net Realized gain/(loss) from Gold Delivery Agreement		$	(1,313	)

Risk exposure derivative type		Location of Gain or Loss on Derivatives Recognized in Income		Three months ended Jun-30, 2017
(Amounts in 000’s of US$)
Currency Risk		Net Realized gain/(loss) from Gold Delivery Agreement		$	(1,227	)

Fund's OTC Derivative Liabilities

At June 30, 2017, the Fund’s OTC derivative liabilities, which may offset against the Fund’s OTC derivative assets and collateral pledged from the counterparty, are as follows:

Amounts Not Offset in the Statement of Financial Condition

Gross Amounts of Liabilities Presented in the Statement of Financial Condition

Financial Instruments Available for Offset

Financial Instruments Collateral Pledged

Cash Collateral Pledged

Net Amount

Counterparty

Merrill Lynch International

$

—

$

—

$

—

$

—

$

—

Summary of Average Daily Notional Value of Derivative Contracts Outstanding

The table below summarizes the average daily notional value of derivative contracts outstanding during the period:

		Nine months ended Jun-30, 2017
(Amounts in 000’s of US$)
Average notional		$	25,851

		Three months ended Jun-30, 2017
(Amounts in 000’s of US$)
Gold Delivery Agreement Average notional		$	27,153

Fund's OTC Derivative Assets

At June 30, 2017, the Fund’s OTC derivative assets, which may offset against the Fund’s OTC derivative liabilities and collateral received from the counterparty, are as follows:

Amounts Not Offset in the Statement of Financial Condition

Gross Amounts of Assets Presented in the Statement of Financial Condition

Financial Instruments Available for Offset

Financial Instruments Collateral Received

Cash Collateral Received

Net Amount

Counterparty

Merrill Lynch International

$

—

$

—

$

—

$

—

$

—

Over-the-Counter ("OTC") [Member]

Fund's OTC Derivative Assets and Liabilities

At June 30, 2017, the Fund’s over-the-counter (“OTC”) derivative assets and liabilities are as follows:

		Gross Amounts of Assets and Liabilities Presented in the Statement of Financial Condition
		Assetsa				Liabilitiesa
Derivatives
Swap Contracts		$	—			$	—

^a Absent an event of default or early termination, OTC derivative assets and liabilities are presented gross and not offset in the Statement of Financial Condition.

SPDR Long Dollar Gold Trust [Member]

Effect of Derivative Contracts in the Fund's Statements of Operations

For the three and nine months ended June 30, 2017, the effect of derivative contracts in the Fund’s Statements of Operations was as follows:

Risk exposure derivative type		Location of Gain or Loss on Derivatives Recognized in Income		Nine months ended Jun-30, 2017
(Amounts in 000’s of US$)
Currency Risk		Net Realized gain/(loss) from Gold Delivery Agreement		$	(1,313	)

Risk exposure derivative type		Location of Gain or Loss on Derivatives Recognized in Income		Three months ended Jun-30, 2017
(Amounts in 000’s of US$)
Currency Risk		Net Realized gain/(loss) from Gold Delivery Agreement		$	(1,227	)

Fund's OTC Derivative Liabilities

At June 30, 2017, the Fund’s OTC derivative liabilities, which may offset against the Fund’s OTC derivative assets and collateral pledged from the counterparty, are as follows:

Amounts Not Offset in the Statement of Financial Condition

Gross Amounts of Liabilities Presented in the Statement of Financial Condition

Financial Instruments Available for Offset

Financial Instruments Collateral Pledged

Cash Collateral Pledged

Net Amount

Counterparty

Merrill Lynch International

$

—

$

—

$

—

$

—

$

—

Summary of Average Daily Notional Value of Derivative Contracts Outstanding

The table below summarizes the average daily notional value of derivative contracts outstanding during the period:

		Nine months ended Jun-30, 2017
(Amounts in 000’s of US$)
Average notional		$	25,851

		Three months ended Jun-30, 2017
(Amounts in 000’s of US$)
Gold Delivery Agreement Average notional		$	27,153

Fund's OTC Derivative Assets

At June 30, 2017, the Fund’s OTC derivative assets, which may offset against the Fund’s OTC derivative liabilities and collateral received from the counterparty, are as follows:

Amounts Not Offset in the Statement of Financial Condition

Gross Amounts of Assets Presented in the Statement of Financial Condition

Financial Instruments Available for Offset

Financial Instruments Collateral Received

Cash Collateral Received

Net Amount

Counterparty

Merrill Lynch International

$

—

$

—

$

—

$

—

$

—

SPDR Long Dollar Gold Trust [Member] | Over-the-Counter ("OTC") [Member]

Fund's OTC Derivative Assets and Liabilities

At June 30, 2017, the Fund’s over-the-counter (“OTC”) derivative assets and liabilities are as follows:

		Gross Amounts of Assets and Liabilities Presented in the Statement of Financial Condition
		Assetsa				Liabilitiesa
Derivatives
Swap Contracts		$	—			$	—

^a Absent an event of default or early termination, OTC derivative assets and liabilities are presented gross and not offset in the Statement of Financial Condition.

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Tabular disclosure of derivative and other financial assets that are subject to offsetting, including master netting arrangements.

+ References

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
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-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

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+ References

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-SubTopic 20
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-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225877-175312

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+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
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-SubTopic 10
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+ References

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