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

Bank of Montreal priced US$1,280,000 Senior Medium-Term Notes, Series K, Autocallable Barrier Notes with Contingent Coupons linked to the common stock of Moderna, Inc. (MRNA). The notes price at 100% of principal with an agent commission of 2.00% and proceeds to BMO of 98.00%.

Key economics: Initial Level $51.71; Contingent Interest Rate 6.075% per quarter (approximately 24.30% per annum); Coupon Barrier Level and Trigger Level both $25.86 (50.00% of Initial Level). Observation Date is three trading days before each quarterly coupon date; Valuation Date is February 28, 2029; Maturity Date is March 05, 2029. Estimated initial value on the Pricing Date was $947.72 per $1,000 principal.

Bank of Montreal priced a US$425,000 offering of Senior Medium-Term Notes, Series K, Autocallable Barrier Notes linked to the Class A common stock of Datadog, Inc. ("DDOG"). The notes mature on March 05, 2029 with a Pricing Date of February 26, 2026 and Settlement Date of March 03, 2026.

The notes pay a 4.4375% contingent coupon per quarter (approximately 17.75% per annum) if the Reference Asset meets the Coupon Barrier on Observation Dates. The offering price is 100% of principal; Agent’s Commission is 2.00% and proceeds to Bank of Montreal are $416,500. The estimated initial value on the Pricing Date was $955.27 per $1,000 principal amount.

The Coupon Barrier and Trigger Level are each $58.23 (50.00% of the Initial Level). Automatic redemption occurs if the closing level on an Observation Date is at or above the Call Level (100% of Initial Level), beginning with the Observation Date prior to the June 05, 2026 contingent coupon. Payment at maturity is cash only and depends on the Final Level versus the Trigger Level; a Trigger Event (Final Level below Trigger Level) can reduce the principal repaid.

Bank of Montreal issues US$2,065,000 Senior Medium-Term Notes, Series K — Callable Barrier Notes due September 03, 2027. These notes are linked to the least performing of the S&P 500® (SPX), Russell 2000® (RTY) and the Nasdaq-100 Technology Sector (NDXT).

The notes pay contingent monthly coupons of 1.1775% per month (approximately 14.13% per annum) if each Reference Asset on a Coupon Observation Date is at or above its Coupon Barrier (75% of its Initial Level). Pricing Date was February 26, 2026, Settlement Date March 03, 2026, Valuation Date August 31, 2027. The estimated initial value was $980.70 per $1,000 principal amount.

Bank of Montreal is offering non‑interest bearing, principal‑at‑risk structured notes linked to the TOPIX® Index with an original issue price of $1,000 per note and aggregate original issue amount of $1,795,000. The notes mature on March 1, 2028 unless automatically called on the call observation date.

If the TOPIX closing level on the call observation date (initial underlier level: 3,880.34) is greater than or equal to that initial level, each $1,000 note will be redeemed on the call payment date for principal plus a 13.90% call premium. If not called, maturity payoff depends on index performance: an upside participation rate of 200% for positive returns, a full principal return if decline is up to 10.00%, and a downside rate of ~1.1111% loss of principal per 1% decline below 90.00% of the initial level (buffer level 3,492.306).

Bank of Montreal is issuing Capped Leveraged Index Return Notes® linked to the MSCI Emerging Markets, due February 25, 2028. The notes are offered at a public offering price of $10.00 per unit (aggregate $16,439,560.00), with an initial estimated value of $9.65 per unit and an underwriting discount of $0.20 per unit.

The notes provide a 200% participation rate in positive index performance up to a Capped Value of $12.265 per unit (a 22.65% capped return). If the Index finishes below the Threshold Value of 1,457.35 (90% of the Starting Value 1,619.28), holders will incur proportional principal loss. Payments are unsecured and subject to BMO credit risk.

Bank of Montreal is offering Accelerated Return Notes® linked to the Russell 2000® Index due April 30, 2027, in a primary offering of 4,426,385 units at a $10.00 public offering price totaling $44,263,850. Each note has a $10 principal amount, a 300% participation rate, and a Capped Value of $11.978 per unit (a 19.78% capped return). The Starting Value for the Index was 2,677.289 on the pricing date. The Redemption Amount at maturity is based on the average Closing Levels of the Index during the Maturity Valuation Period of April 21, 2027 through April 27, 2027. The notes are senior unsecured obligations of BMO, subject to BMO credit risk, not insured by CDIC or FDIC, not listed, and include an underwriting discount of $0.175 and a hedging related charge of $0.05 per unit. The term sheet warns of market, valuation, index, tax and small-cap risks and notes potential withholding or alternative U.S. tax treatments.

Bank of Montreal issues market‑linked, auto‑callable notes linked to Dow Inc. (DOW) due March 1, 2029. Each security has a face amount and original offering price of $1,000; the issuer’s estimated initial value is $959.17. The notes pay a contingent quarterly coupon at a 13.30% per annum rate if the Underlier meets a coupon threshold of $17.94 on scheduled calculation days. The starting value is $29.90; the downside/coupon threshold equals 60% of the starting value. If not called, maturity pays $1,000 if the ending value is ≥ the downside threshold, otherwise the maturity payment equals $1,000 × (ending value/starting value). Pricing date: February 26, 2026; issue date: March 3, 2026.

Bank of Montreal is offering US$1,360,000 of Senior Medium-Term Notes, Series K — Capped Enhanced Return Notes linked to the S&P 500® Index. The notes pay at maturity based on the index: 200.00% upside leverage on appreciation, capped at a Maximum Redemption Amount of $1,138.40 per $1,000 (a 13.84% return). If the index declines, investors lose 1% of principal for each 1% decline, with potential loss of up to 100.00% of principal. Key dates: Pricing Date February 26, 2026, Settlement Date March 03, 2026, Valuation Date March 31, 2027, Maturity Date April 05, 2027. Notes are unsecured, not listed, issued in $1,000 denominations, sold through BMO Capital Markets Corp., and carry the issuer credit risk of Bank of Montreal. The initial estimated value was $977.94 per $1,000; public price equals $1,000 per note (aggregate $1,360,000), reflecting offering and hedging costs.

Bank of Montreal priced US$1,326,000 of Senior Medium-Term Notes, Series K: Contingent Risk Absolute Return Buffer Notes linked to the common stock of Microsoft Corporation (MSFT). The notes mature on March 03, 2028, have a Pricing Date of February 26, 2026 and a Valuation Date of February 29, 2028.

The notes provide 150.00% upside leverage on any positive Percentage Change in the Reference Asset but cap the payment at a Maximum Redemption Amount of $1,273.00 per $1,000. They include an 80.00% Buffer Level (a 20.00% Buffer Percentage) that yields a positive return if the Final Level is between the Initial Level and the Buffer Level, up to a Maximum Downside Redemption Amount of $1,200.00 per $1,000. If the Reference Asset declines by more than 20.00%, investors lose 1% of principal for each excess 1% decline, potentially losing up to 80.00% of principal. All payments are subject to the credit risk of Bank of Montreal and the notes pay no interest.