Microsectors -3x Short Artificial Intelligence SEC Filings

Bank of Montreal (BMO) priced US$1,212,000 Senior Medium-Term Notes, Series K — Autocallable Barrier Notes with Memory Coupons — linked to the least performing of Apple Inc. (AAPL), International Business Machines Corporation (IBM) and Amazon.com, Inc. (AMZN). The notes were priced on June 15, 2026, settle on June 18, 2026 and mature on June 18, 2029. They pay a contingent coupon of 1.25% per month (approximately 15.00% per annum) when each reference asset is at or above its coupon barrier on an Observation Date, and include a Memory Coupon Feature to pay missed coupons later if conditions are met. The notes are autocallable beginning with Observation Dates on or after December 15, 2026 if all reference assets meet the Call Level. At maturity, if a Trigger Event has occurred (the least performing reference asset is below its Trigger Level), principal is reduced by the percentage decline in that asset; otherwise investors receive full principal. The pricing supplement states an estimated initial value of $954.56 per $1,000 on the Pricing Date and discloses offering economics, tax characterization guidance, and jurisdictional distribution restrictions.

Bank of Montreal priced US$1,093,000 Senior Medium-Term Notes, Series K — autocallable barrier notes linked to UnitedHealth Group common stock (UNH). The notes pay contingent quarterly coupons of 2.525% per quarter (≈10.10% per annum) if the Reference Asset meets the Coupon Barrier on Observation Dates. The notes mature on June 18, 2029, have an Initial Level of $411.04, a Trigger Level of $267.18 (65.00% of Initial Level), and an estimated initial value of $967.54 per $1,000 on the Pricing Date.

Bank of Montreal priced US$11,072,000 Series K Senior Medium-Term Autocallable Barrier Notes linked to NVIDIA common stock. The notes price at 100% of principal, have an Initial Level of $212.45, a monthly contingent interest rate of 0.8583% (approximately 10.30% per annum), a Coupon Barrier and Trigger Level of $116.85 (55.00% of Initial Level), a Valuation Date of July 14, 2027 and a Maturity Date of July 19, 2027.

If not automatically redeemed, payment at maturity depends on NVIDIA's Final Level: holders receive $1,000 per $1,000 principal unless the Final Level is below the Trigger Level, in which case holders will receive a Physical Delivery Amount of NVIDIA shares (or a Cash Delivery Amount at the issuer's election). The estimated initial value on the Pricing Date is $975.75 per $1,000.

The Bank of Montreal is offering US$650,000 in Senior Medium-Term Notes, Series K: Autocallable Barrier Notes with Memory Coupons linked to the common stock of Advanced Micro Devices, Inc. The notes mature on June 18, 2029 and pay contingent quarterly coupons at 5.6125% per quarter if the Reference Asset meets coupon barriers. The notes may be automatically redeemed beginning December 15, 2026 if the Reference Asset closes at or above the call level, and principal at maturity depends on AMD's closing level relative to a 50.00% trigger barrier.

Bank of Montreal priced US$350,000 Senior Medium-Term Notes, Series K: Autocallable Barrier Notes with Memory Coupons due June 18, 2030, linked to the least performing of the S&P 500 (SPX), NASDAQ-100 (NDX) and Russell 2000 (RTY). The notes pay a Contingent Coupon of 0.75% per month (approximately 9.00% per annum) if each reference asset on an Observation Date is >= its Coupon Barrier (70% of Initial Level). The notes feature a Memory Coupon, monthly observation/payment dates, and an automatic redemption if, on any Observation Date beginning December 15, 2026, each Reference Asset is >= its Call Level (100% of Initial Level). At maturity, if a Trigger Event occurred (any Final Level < 60% of Initial Level), holders receive $1,000 adjusted by the Percentage Change of the least performing Reference Asset; otherwise they receive $1,000. Initial levels: SPX 7,554.29, NDX 30,543.92, RTY 2,965.087. Coupon Barrier and Trigger Levels are set at 70% and 60% of those Initial Levels. The estimated initial value on the Pricing Date was $983.99 per $1,000 principal.

Bank of Montreal priced a US$3,073,000 offering of Senior Medium-Term Notes, Series K — Callable Barrier Notes with Contingent Coupons due June 18, 2029. The notes pay a contingent coupon of 2.0833% per month (approximately 25.00% per annum) when each reference ETF closes at or above its coupon barrier on observation dates and are callable by the issuer beginning September 15, 2026. At maturity (if not called), principal repayment depends on the performance of the least performing of XLY and SMH; a Trigger Event occurs if a reference asset’s Final Level is below its Trigger Level, which may reduce the principal repayment below the original $1,000 per note. The estimated initial value on the pricing date was $981.67 per $1,000 principal.

Bank of Montreal (issuer) priced US$2,618,000 of Senior Medium-Term Notes, Series K — Callable Barrier Notes with Contingent Coupons — due June 18, 2029. The notes pay monthly contingent coupons of 0.6333% per month (~7.60% per annum) if the Basket closes above a 70.00 coupon barrier on observation dates. The Reference Asset is an equally weighted basket of the S&P 500, NASDAQ-100 and Russell 2000. The issuer may call the notes beginning June 15, 2027 on observation dates; if not called, maturity payoff is $1,000 adjusted by the Basket's percentage change subject to a 70.00 trigger (70% of initial). The estimated initial value was $982.03 per $1,000 on the pricing date.

Bank of Montreal offers Market Linked Securities—auto-callable notes linked to the lowest performing share of ASML and Eli Lilly with a contingent quarterly coupon and a final maturity on July 5, 2029. The original offering price is $1,000 per security and the estimated initial value at pricing is $968.40 (floor $919.00).

The notes pay contingent quarterly coupons (memory feature) if the lowest performing underlier meets a coupon threshold (70% of starting value). If not auto-called, principal at maturity depends on the lowest performing underlier; falling below 70% of starting value exposes investors to more than a 30% principal loss. Pricing date is June 29, 2026; issue date is July 2, 2026.

The Bank of Montreal is offering non‑interest bearing, unsecured structured notes linked to the S&P 500® Index with a $1,000 principal amount per note. The notes feature a 140% upside participation rate, a buffer that protects against declines up to 12.50% and a capped payout with a maximum settlement amount expected between $1,232.40 and $1,273.28 per $1,000 principal. If the final index level is below the buffer (equal to 87.50% of the initial level), investors lose approximately 1.1429% of principal for each 1.00% decline below that buffer. The determination date and stated maturity are set on the trade date and are expected to fall within a 23–26 month range from the trade date. The notes are designed to be held to maturity, are not listed on an exchange, carry Bank of Montreal credit risk, and have uncertain U.S. federal tax treatment.