MicroSectors™ Solactive FANG & Innovation -3X Inverse Leveraged ETNs SEC Filings

Bank of Montreal is offering US$300,000 of Senior Medium‑Term Notes, Series K: autocallable barrier notes linked to the common stock of Kratos Defense & Security Solutions, Inc. (KTOS), maturing on March 09, 2028. The notes pay a monthly Coupon of 1.5208% (approximately 18.25% per annum) and are callable beginning on March 04, 2027 if the reference stock closes at or above its Call Level.

If not called, maturity payoff is cash only and depends on the Final Level relative to a Trigger Level set at $45.36 (50.00% of the Initial Level). An estimated initial value on the Pricing Date was $963.32 per $1,000 principal; the public offering price was 100% of principal with proceeds to the bank of approximately 99.625%.

Bank of Montreal priced $561,000 Senior Medium-Term Notes, Series K, an autocallable, memory-coupon structured note due March 09, 2028. The notes pay contingent quarterly coupons at a 3.1325% rate (approximately 12.53% per annum) if each reference asset meets its coupon barrier on observation dates.

The notes are linked to the least performing of the S&P 500® (SPX), Russell 2000® (RTY) and the State Street SPDR S&P Oil & Gas E&P ETF (XOP). Coupon and trigger levels are set at 70.00% of each Initial Level. Automatic redemption occurs if on any observation date each asset is at or above 100.00% of its Initial Level. Estimated initial value was $966.32 per $1,000 principal on the pricing date.

Bank of Montreal priced US$1,987,000 Senior Medium-Term Notes, Series K — Autocallable Barrier Notes linked to the least performing of the S&P 500®, NASDAQ-100® and Russell 2000®, due March 09, 2029. The notes pay a contingent coupon of 0.9833% per month (approximately 11.80% per annum) if each reference asset closes on a Coupon Observation Date at or above its Coupon Barrier Level, and include an automatic redemption feature on specified Call Observation Dates.

The payment at maturity, if not auto‑redeemed, depends on the Percentage Change of the Least Performing Reference Asset; if a Trigger Event occurs the maturity payout equals $1,000 + [$1,000 x Percentage Change of the Least Performing Reference Asset]. The pricing supplement states an estimated initial value of $983.29 per $1,000 principal amount on the Pricing Date (March 04, 2026).

Bank of Montreal priced US$882,000 Senior Medium‑Term Notes, Series K — callable Barrier Notes linked to the least performing of the S&P 500®, Russell 2000® and the Dow Jones Industrial Average®. The notes pay contingent quarterly coupons of 2.5875% per quarter (≈10.35% per annum) if each reference asset on an observation date is ≥ its coupon barrier, have an issuer call beginning September 8, 2026, and mature on March 11, 2030. The pricing supplement states an estimated initial value of $984.43 per $1,000 principal on the pricing date and explains final principal at maturity depends on the performance of the least performing reference asset, with defined coupon barrier (75%) and trigger level (65%) thresholds.

Bank of Montreal issues US$3,309,000 Senior Medium-Term Notes, Series K (Buffer Notes) due March 09, 2029. The notes provide 85.00% upside participation on any appreciation of the State Street SPDR S&P 500 ETF Trust (SPY) and a 20.00% principal buffer against declines; losses beyond the buffer reduce principal dollar-for-dollar, up to an 80.00% loss. The notes are unsubordinated, non‑interest bearing, payable in cash only, subject to Bank of Montreal credit risk, issued in minimum denominations of $1,000, and were sold at a total public offering price of $3,309,000.

Bank of Montreal is offering US$831,000 Senior Medium-Term Notes, Series K Buffer Notes due March 09, 2029, linked to the shares of the SPDR® Gold Trust ("GLD"). The notes provide 82.00% upside participation on appreciation and include a 10.00% downside buffer: investors receive full principal at maturity if GLD does not fall more than 10.00% from the Initial Level ($468.14 on March 03, 2026), but lose 1 of principal for each 1 decline beyond the buffer, up to a 90.00% principal loss. The notes pay no interest, are unsecured obligations subject to Bank of Montreal credit risk, issued in minimum denominations of $1,000, and were priced to the public at 100% with an estimated initial value of $981.62 per $1,000.

Bank of Montreal priced US$536,000 Senior Medium‑Term Notes, Series K, an Autocallable Barrier Note with Memory Coupons linked to the least performing of the common stock of Tesla, Inc. and NVIDIA Corporation.

Key terms: Pricing Date March 04, 2026, Settlement Date March 09, 2026, Valuation Date March 06, 2028, Maturity Date March 09, 2028. Contingent Coupon equals 2.0667% per month (approximately 24.80% per annum) or $20.667 per $1,000 when payable; Memory Coupon feature permits payment of previously unpaid coupons if future observation conditions are met. Automatic redemption may occur beginning on June 04, 2026 if each reference asset equals or exceeds its Call Level (100% of initial level) on an Observation Date. At maturity, if a Trigger Event occurred (final level of any Reference Asset below its Trigger Level of 55.00% of initial), the cash payment equals $1,000 plus the percentage change of the least performing asset, which can be less than principal. The estimated initial value on the Pricing Date was $979.68 per $1,000 in principal amount.

Bank of Montreal prices US$2,317,000 Series K senior medium-term notes — Autocallable Barrier Notes with Memory Coupons linked to the least performing of the common stock of Tesla, Inc. and NVIDIA Corporation. The notes were priced on March 04, 2026, settle on March 09, 2026 and mature on March 09, 2028. They pay a contingent monthly coupon of 1.8167% (about 21.80% per annum) when each reference asset closes at or above its coupon barrier, feature a Memory Coupon to catch up unpaid coupons, and can be automatically redeemed beginning on June 04, 2026 if both reference assets close at or above their Call Level. At maturity investors receive principal unless a Trigger Event occurs (Final Level below 55% of Initial Level for the least performing asset), in which case the cash payment equals $1,000 plus the percentage change of the least performing asset, which may be less than the principal. The pricing supplement states an estimated initial value of $962.78 per $1,000 principal amount.

Bank of Montreal is offering market-linked, auto-callable senior medium-term notes due March 16, 2027 linked to the lowest performing share of GE, INTC and JPM. The original offering price is $1,000 with an estimated initial value of $979 (not less than $929). The securities pay monthly contingent coupons at a rate set on pricing date, with a minimum contingent coupon rate of 16.50% per annum, are subject to automatic call if the lowest performing Underlier meets its call threshold on scheduled calculation days, and provide a downside threshold of 50% of starting value at maturity. Agent discount is $15.75 per security and proceeds to the issuer are $984.25 per security. Payments are unsecured obligations of Bank of Montreal and subject to issuer credit risk.