| As Of | Filing | | Doc. | | Page | | Title | Docs. |
|---|
| | |  |
| 3/1/24 | | 424B2 | | | | 1 | | About this Prospectus | 8 |
| | | | | | 1 | | About this Prospectus Supplement | 8 |
| 4/17/24 |  | 424B2 | | | | 1 | | Additional Terms of the Notes | 19 |
| 3/1/24 | | 424B2 | | | | 1 | | Bank of Montreal | 8 |
| 4/17/24 | | 424B2 | | | | 1 | | Broker's Confirmation of Redemption | 16 |
| 3/1/24 | | 424B2 | | | | 1 | | Canadian Taxation | 8 |
| | | | | | 1 | | Caution Regarding Forward-Looking Statements | 8 |
| | | | | | 1 | | Certain Canadian Federal Income Tax Considerations | 2 |
| 12/6/23 | | 424B2 | | | | 1 | | Certain Income Tax Consequences | 6 |
| 3/1/24 | | 424B2 | | | | 1 | | Consolidated Capitalization | 2 |
| | | | | | 1 | | Description of Common Shares and Preferred Shares | 8 |
| | | | | | 1 | | Description of Debt Securities We May Offer | 8 |
| | | | | | 1 | | Description of the Notes | 2 |
| 12/6/23 | | 424B2 | | | | 1 | | Description of the Notes We May Offer | 6 |
| 3/1/24 | | 424B2 | | | | 1 | | Description of the Preferred Shares | 2 |
| 12/6/23 | | 424B2 | | | | 1 | | Documents Filed as Part of the Registration Statement | 6 |
| 4/17/24 | | 424B2 | | | | 1 | | Employee Retirement Income Security Act | 27 |
| 3/29/24 | | 424B2 | | | | 1 | | Equity universe is defined by, The | 8 |
| 4/9/24 | | 424B2 | | | | 1 | | ETFs, The | 9 |
| 3/1/24 | | 424B2 | | | | 1 | | Experts | 8 |
| 12/4/23 | | 8-A12B | | | | 1 | | Form of Note representing the MAX S&P 500 (R) 4X Leveraged ETNs due November 30, 2043 | 1 |
| 4/17/24 | | 424B2 | | | | 1 | | Hypothetical Examples | 30 |
| 3/1/24 | | 424B2 | | | | 1 | | Incorporation of Certain Information By Reference | 8 |
| 4/9/24 | | 424B2 | | | | 1 | | Index has limited actual historical information, The | 20 |
| 4/17/24 | | 424B2 | | | | 1 | | Index, The | 30 |
| 6/27/23 | | 424B2 | | | | 1 | | Intraday Index Level and Intraday Value of the Notes | 4 |
| 4/9/24 | | 424B2 | | | | 1 | | Intraday Indicative Value and the Indicative Note Value are not the same as the closing price or any other trading price of the notes in the secondary market, The | 41 |
| 4/17/24 | | 424B2 | | | | 1 | | Intraday Value of the Index and the Notes | 12 |
| 3/29/24 | | 424B2 | | | | 1 | | Investability screens used to determine the investable equity universe in each market are as follows, The | 8 |
| 4/17/24 | | 424B2 | | | | 1 | | Leverage of the notes is reset daily, and the effective leverage of the notes during any given day may be greater than or less than 4.0, The | 7 |
| 3/1/24 | | 424B2 | | | | 1 | | Limitations on Enforcement of U.S. Laws Against the Bank, Our Management and Others | 8 |
| 4/17/24 | | 424B2 | | | | 1 | | Notes are not suitable for investors with longer-term investment objectives, The | 44 |
| | | | | | 1 | | Notes are subject to intraday purchase risk, The | 44 |
| 6/22/23 | | 11-K | | | | 1 | | Notes to Financial Statements | 1 |
| 4/17/24 | | 424B2 | | | | 1 | | Notice of Early Redemption | 16 |
| 3/1/24 | | 424B2 | | | | 1 | | Other Expenses of Issuance and Distribution | 8 |
| | | | | | 1 | | Plan of Distribution (Conflicts of Interest) | 8 |
| 12/12/23 | | S-8 | | | | 1 | | Power of Attorney for Bank of Montreal (included on the signature page hereto) | 1 |
| 3/1/24 | | 424B2 | | | | 1 | | Presentation of Financial Information | 8 |
| 6/22/23 | | 11-K | | | | 1 | | Report of Independent Registered Public Accounting Firm | 1 |
| 4/17/24 | | 424B2 | | | | 1 | | Risk Factors | 38 |
| 6/22/23 | | 11-K | | | | 1 | | Schedule H, Line 4(i)-Schedule of Assets (Held at End of Year) | 1 |
| 12/6/23 | | 424B2 | | | | 1 | | Specific Terms of the Notes | 6 |
| 6/22/23 | | 11-K | | | | 1 | | Statements of Changes in Net Assets Available for Benefits | 1 |
| | | | | | 1 | | Statements of Net Assets Available for Benefits | 1 |
| 4/17/24 | | 424B2 | | | | 1 | | Summary | 30 |
| 3/1/24 | | 424B2 | | | | 1 | | Summary of the Notes | 2 |
| | | | | | 1 | | Summary of the Preferred Shares | 2 |
| 4/17/24 | | 424B2 | | | | 1 | | Supplemental Plan of Distribution (Conflicts of Interest) | 38 |
| | | | | | 1 | | Supplemental Tax Considerations | 36 |
| 6/22/23 | | 11-K | | | | 1 | | Supplementary Information | 1 |
| 4/17/24 | | 424B2 | | | | 1 | | Table of Contents | 33 |
| 3/29/24 | | 424B2 | | | | 1 | | The equity universe is defined by | 8 |
| 4/9/24 | | 424B2 | | | | 1 | | The ETFs | 9 |
| 4/17/24 | | 424B2 | | | | 1 | | The Index | 30 |
| 4/9/24 | | 424B2 | | | | 1 | | The Index has limited actual historical information | 20 |
| 4/9/24 | | 424B2 | | | | 1 | | The Intraday Indicative Value and the Indicative Note Value are not the same as the closing price or any other trading price of the notes in the secondary market | 41 |
| 3/29/24 | | 424B2 | | | | 1 | | The investability screens used to determine the investable equity universe in each market are as follows | 8 |
| 4/17/24 | | 424B2 | | | | 1 | | The leverage of the notes is reset daily, and the effective leverage of the notes during any given day may be greater than or less than 4.0 | 7 |
| | | | | | 1 | | The notes are not suitable for investors with longer-term investment objectives | 44 |
| | | | | | 1 | | The notes are subject to intraday purchase risk | 44 |
| | | | | | 1 | | The value of the notes in the secondary market may be influenced by many unpredictable factors | 48 |
| 3/1/24 | | 424B2 | | | | 1 | | U.S. Federal Income Tax Considerations | 2 |
| | | | | | 1 | | United States Federal Income Taxation | 8 |
| | | | | | 1 | | Use of Proceeds | 8 |
| 4/17/24 | | 424B2 | | | | 1 | | Use of Proceeds and Hedging | 19 |
| | | | | | 1 | | Validity of the Notes | 22 |
| 3/1/24 | | 424B2 | | | | 1 | | Validity of the Securities | 8 |
| 4/17/24 | | 424B2 | | | | 1 | | Value of the notes in the secondary market may be influenced by many unpredictable factors, The | 48 |
| 3/1/24 | | 424B2 | | | | 1 | | Where You Can Find More Information | 8 |
