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Registration Statement No.333-285508
\nFiled Pursuant to Rule 424(b)(2)

\nPricing Supplement dated October 29, 2026 to the Prospectus dated March 25, 2025,
\nthe Prospectus Supplement dated March 25, 2025 and the Product Supplement dated March 25, 2025

US$402,000
\nSenior Medium-Term Notes, Series K
\nAutocallable Barrier Notes with Contingent Coupons due November 05, 2029
\nLinked to the Least Performing of the EURO STOXX 50^® Index and the NASDAQ-100 Index^® and the Russell 2000^® Index

The notes are designed for investors who are seeking quarterly contingent periodic interest payments\n(as described in more detail below), as well as a return of principal if the closing level of each of the EURO STOXX 50^® Index and\nthe NASDAQ-100 Index^® and the Russell 2000^® Index (each, a \"Reference Asset\" and, collectively, the \"Reference\nAssets\") on any quarterly Observation Date beginning in April 2027 is greater than 100% of its Initial Level (the “Call Level”).\nInvestors should be willing to have their notes automatically redeemed prior to maturity, be willing to forego any potential to participate\nin any increase in the level of the Reference Assets and be willing to lose some or all of their principal at maturity.

The notes will pay a Contingent Coupon on each Contingent Coupon Payment Date at the Contingent Interest\nRate of 2.60% per quarter (approximately 10.40% per annum) if the closing level of each Reference Asset on the applicable quarterly Observation\nDate is greater than or equal to its Coupon Barrier Level. However, if the closing level of any Reference Asset is less than its Coupon\nBarrier Level on an Observation Date, the notes will not pay the Contingent Coupon for that Observation Date.

Beginning on April 30, 2027, if on any Observation Date, the closing level of each Reference Asset is\ngreater than its Call Level, the notes will be automatically redeemed. On the following Contingent Coupon Payment Date (the “Call\nSettlement Date\"), investors will receive their principal amount plus the Contingent Coupon otherwise due. After the notes are redeemed,\ninvestors will not receive any additional payments in respect of the notes.

The notes do not guarantee any return of principal at maturity. Instead, if the notes are not automatically\nredeemed, the payment at maturity will be based on the Final Level of each Reference Asset and whether the Final Level of any Reference\nAsset has declined from its Initial Level to below its Trigger Level on the Valuation Date (a “Trigger Event”), as described\nbelow.

If the notes are not automatically redeemed and a Trigger Event has occurred, investors will lose 1%\nof the principal amount for each 1% decrease in the level of the Least Performing Reference Asset from its Initial Level to its Final\nLevel. In such a case, you will receive a cash amount at maturity that is less than the principal amount, together with the final Contingent\nCoupon, if payable.

Investing in the notes is not equivalent to a hypothetical direct investment in the Reference Assets.

The notes will not be listed on any securities exchange.

All payments on the notes are subject to the credit risk of Bank of Montreal.

The notes will be issued in minimum denominations of $1,000 and integral multiples of $1,000.

Our subsidiary, BMO Capital Markets Corp. (“BMOCM”), is the agent for this offering. See\n“Supplemental Plan of Distribution (Conflicts of Interest)” below.

The notes will not be subject to conversion into our common shares or the common shares of any of our\naffiliates under subsection 39.2(2.3) of the Canada Deposit Insurance Corporation Act (the “CDIC Act”).

Terms of the Notes:

\n \n \n \n \n \n \n \n \n \n \n \n \n

Pricing Date:	October 29, 2026		Valuation Date:	October 31, 2029
Settlement Date:	November 03, 2026		Maturity Date:	November 05, 2029

Specific Terms of the Notes:

\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n

Autocallable \nNumber	Reference \nAssets	Ticker \nSymbol	Initial \nLevel	Contingent \nInterest Rate	Coupon \nBarrier \nLevel*	Trigger \nLevel*	CUSIP	Principal \nAmount	Price to \nPublic¹	Agent’s \nCommission¹	Proceeds to \nBank of \nMontreal¹
7460	The EURO STOXX 50^® Index	SX5E	6,207.07	\n 2.60% per quarter (approximately 10.40% per annum) \n	4,344.95, 70.00% of its Initial Level	4,344.95, 70.00% of its Initial Level	06376MMZ4	$402,000.00	100%	\n Approximately 0.6866% \n $2,760.00 \n	\n Approximately 99.3134% \n $399,240.00 \n
The NASDAQ-100 Index^®	NDX	29,402.51	20,581.76, 70.00% of its Initial Level	20,581.76, 70.00% of its Initial Level
The Russell 2000^® Index	RTY	2,859.217	2,001.452, 70.00% of its Initial Level	2,001.452, 70.00% of its Initial Level

¹ The total “Agent’s Commission” and “Proceeds\nto Bank of Montreal” specified above reflect the aggregate amounts at the time Bank of Montreal established its hedge positions\non or prior to the Pricing Date, which may have been variable and fluctuated depending on market conditions at such times. Certain dealers\nwho purchased the notes for sale to certain fee-based advisory accounts may have foregone some or all of their selling concessions, fees\nor commissions. The public offering price for investors purchasing the notes in these accounts was between $990.00 and $1,000 per $1,000\nin principal amount. We or one of our affiliates will also pay a referral fee to certain dealers of up to 0.50% of the principal amount\nin connection with the distribution of the notes.

* Rounded to two decimal places with respect to SX5E and NDX and rounded\nto three decimal places with respect to RTY.

Investing in the notes involves risks, including\nthose described in the “Selected Risk Considerations” section beginning on page P-5 hereof, the “Additional Risk Factors\nRelating to the Notes” section beginning on page PS-6 of the product supplement, and the “Risk Factors” section beginning\non page S-1 of the prospectus supplement and on page 8 of the prospectus.

Neither the Securities and Exchange Commission\nnor any state securities commission has approved or disapproved of these notes or passed upon the accuracy of this document, the product\nsupplement, the prospectus supplement or the prospectus. Any representation to the contrary is a criminal offense. The notes will be our\nunsecured obligations and will not be savings accounts or deposits that are insured by the United States Federal Deposit Insurance Corporation,\nthe Deposit Insurance Fund, the Canada Deposit Insurance Corporation or any other governmental agency or instrumentality or other entity.

On the date hereof, based on the terms set forth\nabove, the estimated initial value of the notes is $972.45 per $1,000 in principal amount. However, as discussed in more detail below,\nthe actual value of the notes at any time will reflect many factors and cannot be predicted with accuracy.

BMO CAPITAL MARKETS

Key Terms of the Notes:

\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n

Reference Assets:	The EURO STOXX 50^® Index (ticker symbol \"SX5E\") and the NASDAQ-100 Index^® (ticker symbol \"NDX\") and the Russell 2000^® Index (ticker symbol \"RTY\"). See \"The Reference Assets\" below for additional information.

Contingent Coupons:	If the closing level of each Reference Asset on an Observation Date is greater than or equal to its Coupon Barrier Level, a Contingent Coupon will be paid on the corresponding Contingent Coupon Payment Date at the Contingent Interest Rate, subject to the automatic redemption feature.

Contingent Interest Rate:	2.60% per quarter (approximately 10.40% per annum), if payable. Accordingly, each Contingent Coupon, if payable, will equal $26.00 for each $1,000 in principal amount.

Observation Dates:¹	Three trading days prior to each scheduled Contingent Coupon Payment Date.

Contingent Coupon Payment \nDates:¹	Interest, if payable, will be paid on the 5th day of each February, May, August, and November (or, if such day is not a business day, the next following business day), beginning on February 05, 2027 and ending on the Maturity Date, subject to the automatic redemption feature.

Automatic Redemption:	Beginning on April 30, 2027, if, on any Observation Date, the closing level of each Reference Asset is greater than its Call Level, the notes will be automatically redeemed. No further amounts will be owed to you under the Notes.

Payment upon Automatic \nRedemption:	If the notes are automatically redeemed, then, on the Call Settlement Date, investors will receive their principal amount plus the Contingent Coupon otherwise due.

Call Settlement Date:¹	If the notes are automatically redeemed, the Contingent Coupon Payment Date immediately following the relevant Observation Date.

Payment at Maturity:	\n If the notes are not automatically redeemed, the payment at maturity\n for the notes is based on the performance of the Reference Assets. \n \n You will receive $1,000 for each $1,000 in principal amount of the note,\n unless a Trigger Event has occurred. \n \n If a Trigger Event has occurred, you will receive at maturity, for each\n $1,000 in principal amount of your notes, a cash amount equal to: \n \n $1,000 + ($1,000 x Percentage Change of the Least\n Performing Reference Asset) \n \n This amount will be less than the principal amount\n of your notes, and may be zero. \n \n You will also receive the final Contingent Coupon, if payable.

Trigger Event:²	A Trigger Event will be deemed to occur if the Final Level of any Reference Asset is less than its Trigger Level on the Valuation Date.

Least Performing Reference Asset:	The Reference Asset with the lowest Percentage Change.

Percentage Change:	\n With respect to each Reference Asset, the quotient, expressed as a percentage,\n of the following formula: \n \n (Final Level - Initial Level) \n Initial Level

Initial Level:²	As set forth on the cover hereof.

Coupon Barrier Level:²	4,344.95 with respect to SX5E, 20,581.76 with respect to NDX and 2,001.452 with respect to RTY, each of which is 70.00% of its respective Initial Level (rounded to two decimal places with respect to SX5E and NDX and rounded to three decimal places with respect to RTY).

Trigger Level:²	4,344.95 with respect to SX5E, 20,581.76 with respect to NDX and 2,001.452 with respect to RTY, each of which is 70.00% of its respective Initial Level (rounded to two decimal places with respect to SX5E and NDX and rounded to three decimal places with respect to RTY).

Call Level:²	With respect to each Reference Asset, 100.00% of its Initial Level.

Final Level:	With respect to each Reference Asset, the closing level of that Reference Asset on the Valuation Date.

Pricing Date:	October 29, 2026

\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n

Settlement Date:	November 03, 2026

Valuation Date:¹	October 31, 2029

Maturity Date:¹	November 05, 2029

Calculation Agent:	BMOCM

Selling Agent:	BMOCM

¹ Subject to the occurrence of a market disruption event,\nas described in the accompanying product supplement.

² As determined by the calculation agent and subject to adjustment\nin certain circumstances. See \"General Terms of the Notes - Adjustments to a Reference Asset that Is an Index\" in the product\nsupplement for additional information.

Additional Terms of the Notes

You should read this document together with the\nproduct supplement dated March 25, 2025, the prospectus supplement dated March 25, 2025 and the prospectus dated March 25, 2025. This\ndocument, together with the documents listed below, contains the terms of the notes and supersedes all other prior or contemporaneous\noral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence, trade ideas,\nstructures for implementation, sample structures, fact sheets, brochures or other educational materials of ours or the agent. You\nshould carefully consider, among other things, the matters set forth in Additional Risk Factors Relating to the Notes in the product supplement,\nas the notes involve risks not associated with conventional debt securities. We urge you to consult your investment, legal, tax, accounting\nand other advisers before you invest in the notes.

You may access these documents on the SEC website\nat www.sec.gov as follows (or if such address has changed, by reviewing our filings for the relevant date on the SEC website):

Product supplement dated March 25, 2025:
\nhttps://www.sec.gov/Archives/edgar/data/927971/000121465925004743/b324250424b2.htm

Prospectus supplement dated March 25, 2025 and prospectus\ndated March 25, 2025:
\nhttps://www.sec.gov/Archives/edgar/data/927971/000119312525062081/d840917d424b5.htm

Our Central Index Key, or CIK, on the SEC website\nis 927971. As used in this document, \"we\", \"us\" or \"our\" refers to Bank of Montreal.

Selected Risk Considerations

An investment in the notes involves significant\nrisks. Investing in the notes is not equivalent to investing directly in the Reference Assets. These risks are explained in more detail\nin the “Additional Risk Factors Relating to the Notes” section of the product supplement.

Risks Related to the Structure or Features of the Notes

Your investment in the notes may result in a loss. — The notes do not guarantee any return of principal. If the notes\nare not automatically redeemed, the payment at maturity will be based on the Final Level of each Reference Asset and whether a Trigger\nEvent has occurred. If the Final Level of any Reference Asset is less than its Trigger Level, a Trigger Event will occur, and you will\nlose 1% of the principal amount for each 1% that the Final Level of the Least Performing Reference Asset is less than its Initial Level.\nIn such a case, you will receive at maturity a cash payment that is less than the principal amount of the notes and may be zero. Accordingly,\nyou could lose your entire investment in the notes.

You may not receive any Contingent Coupons with respect to your notes. — We will not necessarily make periodic interest\npayments on the notes. If the closing level of any Reference Asset on an Observation Date is less than its Coupon Barrier Level, we will\nnot pay you the Contingent Coupon applicable to that Observation Date. If the closing level of a Reference Asset is less than its Coupon\nBarrier Level on each of the Observation Dates, we will not pay you any Contingent Coupons during the term of the notes, and you will\nnot receive a positive return on the notes. Generally, this non-payment of any Contingent Coupons will coincide with a greater risk of\nprincipal loss on your notes.

Your notes are subject to automatic early redemption. — We will redeem the notes if the closing level of each Reference\nAsset on any Observation Date is greater than its Call Level. Following an automatic redemption, you will not receive any additional Contingent\nCoupons and may not be able to reinvest your proceeds in an investment with returns that are comparable to the notes. Furthermore, to\nthe extent you are able to reinvest such proceeds in an investment with a comparable return for a similar level of risk, you may incur\ntransaction costs such as dealer discounts and hedging costs built into the price of the new notes.

Your return on the notes is limited to the Contingent Coupons, if any, regardless of any increase in the level of any Reference\nAsset. — You will not receive a payment at maturity with a value greater than your principal amount plus the final Contingent\nCoupon, if payable. In addition, if the notes are automatically redeemed, you will not receive a payment greater than the principal amount\nplus the applicable Contingent Coupon, even if the Final Level of one or more Reference Assets exceeds its Call Level by a substantial\namount. Accordingly, your maximum return on the applicable notes is limited to the potential return represented by the Contingent Coupons.

Whether you receive any Contingent Coupons and your payment at maturity may be determined solely by reference to the least performing\nReference Asset, even if any other Reference Assets perform better. - We will only make each Contingent Coupon payment on the notes\nif the closing level of each Reference Asset on the applicable Observation Date exceeds the applicable Coupon Barrier, even if the levels\nof any other Reference Assets have increased significantly. Similarly, if a Trigger Event occurs with respect to any Reference Asset and\nthe Final Level of any Reference Asset is less than its Initial Level, your payment at maturity will be determined by reference to the\nperformance of the Least Performing Reference Asset. Even if the levels of any other Reference Assets have increased over the term of\nthe notes, or have experienced a decline that is less than that of the Least Performing Reference Asset, your return at maturity will\nonly be determined by reference to the performance of the Least Performing Reference Asset if a Trigger Event occurs.

The payments on the notes will be determined by reference to each Reference Asset individually, not to a basket, and the payments\non the notes will be based on the performance of the least performing Reference Asset. — Whether each Contingent Coupon is\npayable, and the payment at maturity if a Trigger Event occurs, will be determined only by reference to the performance of the least performing\nReference Asset as of the applicable Observation Date and/or Valuation Date, regardless of the performance of any other Reference Assets.\nThe notes are not linked to a weighted basket, in which the risk may be mitigated and diversified among each of the basket components.\nFor example, in the case of notes linked to a weighted basket, the return would depend on the weighted aggregate performance of the basket\ncomponents reflected as the basket return. As a result, a decrease of the level of one basket component could be mitigated by the increase\nof the level of the other basket components, as scaled by the weighting of that basket component. However, in the case of the notes, the\nindividual performance of each Reference Asset will not be combined, and the performance of one Reference Asset will not be mitigated\nby any positive performance of any other Reference Assets. Instead, your receipt of Contingent Coupon payments on the notes will depend\non the level of each Reference Asset on each Observation Date, and your return at maturity will depend solely on the Final Level of the\nLeast Performing Reference Asset if a Trigger Event occurs.

Your return on the notes may be lower than the return on a conventional debt security of comparable maturity. — The\nreturn that you will receive on your notes, which could be negative, may be less than the return you could earn on other investments.\nThe notes do not provide for fixed interest payments and you may not receive any Contingent Coupons over the term of the notes. Even if\nyou do receive one or more Contingent Coupons and your return on the notes is positive, your return may be less than the return you would\nearn if you bought a conventional senior interest bearing debt security of ours with the same maturity or if you invested directly in\nthe Reference Assets. Your investment may not reflect the full opportunity cost to you when you take into account factors that affect\nthe time value of money.

A higher Contingent Interest Rate or lower Trigger Levels or Coupon Barrier Levels may reflect greater expected volatility of the\nReference Assets, and greater expected volatility generally indicates an increased risk of loss at maturity. — The economic\nterms for the notes, including the Contingent Interest Rate, Coupon Barrier Levels and Trigger Levels, are based, in part, on the expected\nvolatility of the Reference Assets at the time the terms of the notes are set. “Volatility” refers to the frequency and magnitude\nof changes in the level of a Reference Asset. The greater the expected volatility of the Reference Assets as of the Pricing Date, the\ngreater the expectation is as of that date that the closing level of a Reference Asset could be less than its Coupon Barrier Level on\nany Observation Date and that a Trigger Event could occur and, as a consequence, indicates an increased risk of not receiving a Contingent\nCoupon and an increased risk of loss, respectively. All things being equal, this greater expected volatility will generally be reflected\nin a higher Contingent Interest Rate than the yield payable on our conventional debt securities with a similar maturity or on otherwise\ncomparable securities, and/or a lower Trigger Levels and/or Coupon Barrier Levels than those terms on otherwise comparable securities.\nTherefore, a relatively higher Contingent Interest Rate may indicate an increased risk of loss. Further, relatively lower Trigger Levels\nand/or Coupon Barriers may not necessarily indicate that the notes have a greater likelihood of a return of principal at maturity and/or\npaying Contingent Coupons. You should be willing to accept the downside market risk of the Reference Assets and the potential to lose\na significant portion or all of your initial investment.

Risks Related to the Reference Assets

Owning the notes is not the same as a hypothetical direct investment in the Reference Assets or a security directly linked to the\nReference Assets. — The return on your notes will not reflect the return you would realize if you made a hypothetical direct\ninvestment in the Reference Assets or the underlying securities of the Reference Assets or a security directly linked to the performance\nof the Reference Assets or the underlying securities of the Reference Assets and held that investment for a similar period. Your notes\nmay trade quite differently from the Reference Assets. Changes in the level of a Reference Asset may not result in comparable changes\nin the market value of your notes. Even if the levels of the Reference Assets increase during the term of the notes, the market value\nof the notes prior to maturity may not increase to the same extent. It is also possible for the market value of the notes to decrease\nwhile the levels of the Reference Assets increase.

You will not have any shareholder rights and will have no right to receive any shares of any company included in a Reference Asset\nat maturity. — Investing in your notes will not make you a holder of any securities included in the Reference Assets. Neither\nyou nor any other holder or owner of the notes will have any voting rights, any right to receive dividends or other distributions, or\nany other rights with respect to such underlying securities.

We have no affiliation with any index sponsor and will not be responsible for any index sponsor's actions. — The sponsors\nof the Reference Assets are not our affiliates and will not be involved in the offering of the notes in any way. Consequently, we have\nno control over the actions of any index sponsor, including any actions of the type that would require the calculation agent to adjust\nthe payment to you at maturity. The index sponsors have no obligation of any sort with respect to the notes. Thus, the index sponsors\nhave no obligation to take your interests into consideration for any reason, including in taking any actions that might affect the value\nof the notes. None of our proceeds from the issuance of the notes will be delivered to any index sponsor.

You must rely on your own evaluation of the merits of an investment linked to the Reference Assets. — In the ordinary\ncourse of their businesses, our affiliates from time to time may express views on expected movements in the levels of the Reference Assets\nor the prices of the securities included in the Reference Assets. One or more of our affiliates have published, and in the future may\npublish, research reports that express views on the Reference Assets or these securities. However, these views are subject to change from\ntime to time. Moreover, other professionals who deal in the markets relating to the Reference Assets at any time may have significantly\ndifferent views from those of our affiliates. You are encouraged to derive information concerning the Reference Assets from multiple sources,\nand you should not rely on the views expressed by our affiliates. Neither the offering of the notes nor any views which our affiliates\nfrom time to time may express in the ordinary course of their businesses constitutes a recommendation as to the merits of an investment\nin the notes.

Risks Relating to the EURO STOXX 50^® Index

An investment in the notes is subject to risks associated with foreign securities markets. — The EURO STOXX 50^®\nIndex tracks the value of certain foreign equity securities. You should be aware that investments in securities linked to the value of\nforeign equity securities involve particular risks. The foreign securities markets may have less liquidity and may be more volatile than\nU.S. or other securities markets and market developments may affect foreign markets differently from U.S. or other securities markets.\nDirect or indirect government intervention to stabilize these foreign securities markets, as well as cross-shareholdings in foreign companies,\nmay affect trading prices and volumes in these markets. Also, there is generally less publicly available information about foreign companies\nthan about those U.S. companies that are subject to the reporting requirements of the SEC, and foreign companies are subject to accounting,\nauditing and financial reporting standards and requirements that differ from those applicable to U.S. reporting companies.
\nPrices of securities in foreign countries are subject to political, economic, financial and social factors that apply in those geographical\nregions. These factors, which could negatively affect those securities markets, include the possibility of recent or future changes in\na foreign government’s economic and fiscal policies, the possible imposition of, or changes in, currency exchange laws or other\nlaws or restrictions applicable to foreign companies or investments in foreign equity securities and the possibility of fluctuations in\nthe rate of exchange between currencies, the possibility of outbreaks of hostility and political instability and the possibility of natural\ndisaster or adverse public health developments in the region. Moreover, foreign economies may differ favorably or unfavorably from the\nU.S. economy in important respects such as growth of gross national product, rate of inflation, capital reinvestment, resources and self-sufficiency.

An investment in the notes is subject to foreign currency exchange rate risk. — The value of the EURO STOXX 50^® Index\nwill fluctuate based in part upon changes in the value of the currencies in which the relevant stocks are traded. Accordingly, investors\nin the notes will be exposed to currency exchange rate risk with respect to each of the currencies in which the stocks represented by\nthe EURO STOXX 50^® Index are traded. An investor’s net exposure will depend on the extent to which these currencies strengthen\nor weaken against the U.S. dollar.

Risks Relating to the NASDAQ-100 Index^®

An investment in the notes is subject to risks associated with foreign securities markets. — The NASDAQ-100 Index^®\ntracks the value of certain foreign equity securities. You should be aware that investments in securities linked to the value of foreign\nequity securities involve particular risks. The foreign securities markets comprising the NASDAQ-100 Index^® may have less liquidity\nand may be more volatile than U.S. or other securities markets and market developments may affect foreign markets differently from U.S.\nor other securities markets. Direct or indirect government intervention to stabilize these foreign securities markets, as well as cross-shareholdings\nin foreign companies, may affect trading prices and volumes in these markets. Also, there is generally less publicly available information\nabout foreign companies than about those U.S. companies that are subject to the reporting requirements of the U.S. Securities and Exchange\nCommission, and foreign companies are subject to accounting, auditing and financial reporting standards and requirements that differ from\nthose applicable to U.S. reporting companies.
\nPrices of securities in foreign countries are subject to political, economic, financial and social factors that apply in those geographical\nregions. These factors, which could negatively affect those securities markets, include the possibility of recent or future changes in\na foreign government’s economic and fiscal policies, the possible imposition of, or changes in, currency exchange laws or other\nlaws or restrictions applicable to foreign companies or investments in foreign equity securities and the possibility of fluctuations in\nthe rate of exchange between currencies, the possibility of outbreaks of hostility and political instability and the possibility of natural\ndisaster or adverse public health developments in the region. Moreover, foreign economies may differ favorably or unfavorably from the\nU.S. economy in important respects such as growth of gross national product, rate of inflation, capital reinvestment, resources and self-sufficiency.

Risks Relating to the Russell 2000^® Index

An investment in the notes is subject to risks associated in investing in stocks with a small market capitalization. —\nThe Russell 2000^® Index consists of stocks issued by companies with relatively small market capitalizations. These companies often\nhave greater stock price volatility, lower trading volume and less liquidity than large-capitalization companies. As a result, the level\nof the Russell 2000^® Index may be more volatile than that of a market measure that does not track solely small-capitalization stocks.\nStock prices of small-capitalization companies are also generally more vulnerable than those of large-capitalization companies to adverse\nbusiness and economic developments, and the stocks of small-capitalization companies may be thinly traded, and be less attractive to many\ninvestors if they do not pay dividends. In addition, small capitalization companies are typically less well-established and less stable\nfinancially than large-capitalization companies and may depend on a small number of key personnel, making them more vulnerable to loss\nof those individuals. Small capitalization companies tend to have lower revenues, less diverse product lines, smaller shares of their\ntarget markets, fewer financial resources and fewer competitive strengths than large-capitalization companies. These companies may also\nbe more susceptible to adverse developments related to their products or services.

General Risk Factors

Your investment is subject to the credit risk of Bank of Montreal. — Our credit ratings and credit spreads may adversely\naffect the market value of the notes. Investors are dependent on our ability to pay any amounts due on the notes, and therefore investors\nare subject to our credit risk and to changes in the market’s view of our creditworthiness. Any decline in our credit ratings or\nincrease in the credit spreads charged by the market for taking our credit risk is likely to adversely affect the value of the notes.

Potential conflicts. — We and our affiliates play a variety of roles in connection with the issuance of the notes, including\nacting as calculation agent. In performing these duties, the economic interests of the calculation agent and other affiliates of ours\nare potentially adverse to your interests as an investor in the notes. We or one or more of our affiliates may also engage in trading\nof securities included in a Reference Asset on a regular basis as part of our general broker-dealer and other businesses, for proprietary\naccounts, for other accounts under management or to facilitate transactions for our customers. Any of these activities could adversely\naffect the level of the Reference Assets and, therefore, the market value of, and the payments on, the notes. We or one or more of our\naffiliates may also issue or underwrite other securities or financial or derivative instruments with returns linked or related to changes\nin the performance of the Reference Assets. By introducing competing products into the marketplace in this manner, we or one or more of\nour affiliates could adversely affect the market value of the notes.

Our initial estimated value of the notes is lower than the price to public. — Our initial estimated value of the notes\nis only an estimate, and is based on a number of factors. The price to public of the notes exceeds our initial estimated value, because\ncosts associated with offering, structuring and hedging the notes are included in the price to public, but are not included in the estimated\nvalue. These costs include any underwriting discount and selling concessions, the profits that we and our affiliates expect to realize\nfor assuming the risks in hedging our obligations under the notes and the estimated cost of hedging these obligations.

Our initial estimated value does not represent any future value of the notes, and may also differ from the estimated value of any\nother party. — Our initial estimated value of the notes as of the date hereof is derived using our internal pricing models.\nThis value is based on market conditions and other relevant factors, which include volatility of the Reference Assets, dividend rates\nand interest rates. Different pricing models and assumptions could provide values for the notes that are greater than or less than our\ninitial estimated value. In addition, market conditions and other relevant factors after the Pricing Date are expected to change, possibly\nrapidly, and our assumptions may prove to be incorrect. After the Pricing Date, the value of the notes could change dramatically due to\nchanges in market conditions, our creditworthiness, and the other factors set forth herein and in the product supplement. These changes\nare likely to impact the price, if any, at which we or BMOCM would be willing to purchase the notes from you in any secondary market transactions.\nOur initial estimated value does not represent a minimum price at which we or our affiliates would be willing to buy your notes in any\nsecondary market at any time.

The terms of the notes were not determined by reference to the credit spreads for our conventional fixed-rate debt. —\nTo determine the terms of the notes, we used an internal funding rate that represents a discount from the credit spreads for our conventional\nfixed-rate debt. As a result, the terms of the notes are less favorable to you than if we had used a higher funding rate.

Certain costs are likely to adversely affect the value of the notes. — Absent any changes in market conditions, any\nsecondary market prices of the notes will likely be lower than the price to public. This is because any secondary market prices will likely\ntake into account our then-current market credit spreads, and because any secondary market prices are likely to exclude all or a portion\nof any underwriting discount and selling concessions, and the hedging profits and estimated hedging costs that are included in the price\nto public of the notes and that may be reflected on your account statements. In addition, any such price is also likely to reflect a discount\nto account for costs associated with establishing or unwinding any related hedge transaction, such as dealer discounts, mark-ups and other\ntransaction costs. As a result, the price, if any, at which BMOCM or any other party may be willing to purchase the notes from you in\nsecondary market transactions, if at all, will likely be lower than the price to public. Any sale that you make prior to the Maturity\nDate could result in a substantial loss to you.

Lack of liquidity. — The notes will not be listed on any securities exchange. BMOCM may offer to purchase the notes\nin the secondary market, but is not required to do so. Even if there is a secondary market, it may not provide enough liquidity to allow\nyou to trade or sell the notes easily. Because other dealers are not likely to make a secondary market for the notes, the price at which\nyou may be able to trade the notes is likely to depend on the price, if any, at which BMOCM is willing to buy the notes.

Hedging and trading activities. — We or any of our affiliates have carried out or may carry out hedging activities related\nto the notes, including purchasing or selling securities included in the Reference Assets, futures or options relating to the Reference\nAssets or securities included in the Reference Assets or other derivative instruments with returns linked or related to changes in the\nperformance on the Reference Assets or securities included in the Reference Assets. We or our affiliates may also trade in the securities\nincluded in the Reference Assets or instruments related to the Reference Assets or such securities from time to time. Any of these hedging\nor trading activities on or prior to the Pricing Date and during the term of the notes could adversely affect the payments on the notes.

Many economic and market factors will influence the value of the notes. — In addition to the levels of the Reference\nAssets and interest rates on any trading day, the value of the notes will be affected by a number of economic and market factors that\nmay either offset or magnify each other, and which are described in more detail in the product supplement.

Significant aspects of the tax treatment of the notes are uncertain. — The tax treatment of the notes is uncertain. We\ndo not plan to request a ruling from the Internal Revenue Service or from any Canadian authorities regarding the tax treatment of the\nnotes, and the Internal Revenue Service or a court may not agree with the tax treatment described herein.
\nThe Internal Revenue Service has released a notice that may affect the taxation of holders of “prepaid forward contracts”\nand similar instruments. According to the notice, the Internal Revenue Service and the U.S. Treasury are actively considering whether\nthe holder of such instruments should be required to accrue ordinary income on a current basis. While it is not clear whether the notes\nwould be viewed as similar to such instruments, it is possible that any future guidance could materially and adversely affect the tax\nconsequences of an investment in the notes, possibly with retroactive effect.
\nPlease read carefully the section entitled \"U.S. Federal Tax Information\" herein, the section entitled \"Supplemental Tax\nConsiderations–Supplemental U.S. Federal Income Tax Considerations\" in the accompanying product supplement, the section entitled\n\"United States Federal Income Taxation\" in the accompanying prospectus and the section entitled \"Certain Income Tax Consequences\"\nin the accompanying prospectus supplement. You should consult your tax advisor about your own tax situation.

Examples of the Hypothetical Payment at Maturity for a $1,000 Investment\nin the Notes

The following table illustrates the hypothetical\npayments on a note at maturity, assuming that the notes are not automatically redeemed. The hypothetical payments are based on a $1,000\ninvestment in the note, a hypothetical Initial Level of 100.00, a hypothetical Trigger Level of 70.00 for each Reference Asset (70.00%\nof the hypothetical Initial Level), a hypothetical Call Level of 100.00 (100.00% of the hypothetical Initial Level), a range of hypothetical\nFinal Levels and the effect on the payment at maturity.

The hypothetical examples shown below are intended\nto help you understand the terms of the notes. If the notes are not automatically redeemed, the actual cash amount that you will receive\nat maturity will depend upon the Final Level of the Least Performing Reference Asset. If the notes are automatically redeemed prior to\nmaturity, the hypothetical examples below will not be relevant, and you will receive on the applicable Call Settlement Date, for each\n$1,000 principal amount, the principal amount plus the applicable Contingent Coupon.

As discussed in more detail above, your total return\non the notes will also depend on the number of Contingent Coupon Dates on which the Contingent Coupon is payable. It is possible that\nthe only payments on your notes will be the payment, if any, due at maturity. The payment at maturity will not exceed the principal amount,\nand may be significantly less.

\n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n \n

Hypothetical Final Level of the \nLeast Performing Reference Asset	Hypothetical Final Level of the \nLeast Performing Reference Asset \nExpressed as a Percentage of its \nInitial Level	Payment at Maturity (Excluding \nCoupons)
200.00	200.00%	$1,000.00
180.00	180.00%	$1,000.00
160.00	160.00%	$1,000.00
140.00	140.00%	$1,000.00
120.00	120.00%	$1,000.00
100.00	100.00%	$1,000.00
90.00	90.00%	$1,000.00
80.00	80.00%	$1,000.00
70.00	70.00%	$1,000.00
69.99	69.99%	$699.90
60.00	60.00%	$600.00
40.00	40.00%	$400.00
20.00	20.00%	$200.00
0.00	0.00%	$0.00

U.S. Federal Tax Information

By purchasing the notes, each holder agrees (in\nthe absence of a change in law, an administrative determination or a judicial ruling to the contrary) to treat each note as a pre-paid\ncontingent income-bearing derivative contract for U.S. federal income tax purposes. In the opinion of our counsel, Mayer Brown LLP, it\nwould generally be reasonable to treat the notes as pre-paid contingent income-bearing derivative contracts in respect of the Reference\nAssets for U.S. federal income tax purposes. However, the U.S. federal income tax consequences of your investment in the notes are uncertain\nand the Internal Revenue Service could assert that the notes should be taxed in a manner that is different from that described in the\npreceding sentence. Please see the discussion in the accompanying product supplement under \"Supplemental Tax Considerations—Supplemental\nU.S. Federal Income Tax Considerations—Notes Treated as Investment Units Consisting of a Debt Portion and a Put Option, as Pre-Paid\nContingent Income-Bearing Derivative Contracts, or as Pre-Paid Derivative Contracts—Notes Treated as Pre-Paid Contingent Income-Bearing\nDerivative Contracts,\" which applies to the notes, except the following disclosure which supplements, and to the extent inconsistent\nsupersedes, the discussion in the product supplement.

Under current Internal Revenue Service guidance,\nwithholding on \"dividend equivalent\" payments (as discussed in the product supplement), if any, will not apply to notes that\nare issued as of the date of this pricing supplement unless such notes are \"delta-one\" instruments. Based on our determination\nthat the notes are not delta-one instruments, non-United States holders (as defined in the product supplement) should not generally be\nsubject to withholding on dividend equivalent payments, if any, under the notes.

Supplemental Plan of Distribution (Conflicts of Interest)

BMOCM will purchase the notes from us at a purchase\nprice reflecting the commission set forth on the cover hereof. BMOCM has informed us that, as part of its distribution of the notes, it\nwill reoffer the notes to other dealers who will sell them. Each such dealer, or each additional dealer engaged by a dealer to whom BMOCM\nreoffers the notes, will receive a commission from BMOCM, which will not exceed the commission set forth on the cover page. We or one\nof our affiliates will also pay a referral fee to certain dealers of up to 0.50% of the principal amount in connection with the distribution\nof the notes.

Certain dealers who purchase the notes for sale\nto certain fee-based advisory accounts may forego some or all of their selling concessions, fees or commissions. The public offering price\nfor investors purchasing the notes in these accounts may be less than 100% of the principal amount, as set forth on the cover page of\nthis document. Investors that hold their notes in these accounts may be charged fees by the investment advisor or manager of that account\nbased on the amount of assets held in those accounts, including the notes.

We will deliver the notes on a date that is greater\nthan one business day following the pricing date. Under Rule 15c6-1 of the Securities Exchange Act of 1934, as amended (the “Exchange\nAct”), trades in the secondary market generally are required to settle in one business day, unless the parties to any such trade\nexpressly agree otherwise. Accordingly, purchasers who wish to trade the notes more than one business day prior to the issue date will\nbe required to specify alternative settlement arrangements to prevent a failed settlement.

We own, directly or indirectly, all of the outstanding\nequity securities of BMOCM, the agent for this offering. In accordance with FINRA Rule 5121, BMOCM may not make sales in this offering\nto any of its discretionary accounts without the prior written approval of the customer.

You should not construe the offering of the notes\nas a recommendation of the merits of acquiring an investment linked to the Reference Assets or as to the suitability of an investment\nin the notes.

BMOCM may, but is not obligated to, make a market\nin the notes. BMOCM will determine any secondary market prices that it is prepared to offer in its sole discretion.

We may use this pricing supplement in the initial sale of the notes.\nIn addition, BMOCM or another of our affiliates may use this pricing supplement in market-making transactions in any notes after their\ninitial sale. Unless BMOCM or we inform you otherwise in the confirmation of sale, this pricing supplement is being used by BMOCM in a\nmarket-making transaction.

For a period of approximately three months following\nissuance of the notes, the price, if any, at which we or our affiliates would be willing to buy the notes from investors, and the value\nthat BMOCM may also publish for the notes through one or more financial information vendors and which could be indicated for the notes\non any brokerage account statements, will reflect a temporary upward adjustment from our estimated value of the notes that would otherwise\nbe determined and applicable at that time. This temporary upward adjustment represents a portion of (a) the hedging profit that we or\nour affiliates expect to realize over the term of the notes and (b) any underwriting discount and the selling concessions paid in connection\nwith this offering. The amount of this temporary upward adjustment will decline to zero on a straight-line basis over the three-month\nperiod.

The notes and the related offer to purchase notes\nand sale of notes under the terms and conditions provided herein do not constitute a public offering in any non-U.S. jurisdiction, and\nare being made available only to individually identified investors pursuant to a private offering as permitted in the relevant jurisdiction.\nThe notes are not, and will not be, registered with any securities exchange or registry located outside of the United States and have\nnot been registered with any non-U.S. securities or banking regulatory authority. The contents of this document have not been reviewed\nor approved by any non-U.S. securities or banking regulatory authority. Any person who wishes to acquire the notes from outside the United\nStates should seek the advice or legal counsel as to the relevant requirements to acquire these notes.

British Virgin Islands. The notes have not\nbeen, and will not be, registered under the laws and regulations of the British Virgin Islands, nor has any regulatory authority in the\nBritish Virgin Islands passed comment upon or approved the accuracy or adequacy of this document. This pricing supplement and the related\ndocuments shall not constitute an offer, invitation or solicitation to any member of the public in the British Virgin Islands for the\npurposes of the Securities and Investment Business Act, 2010, of the British Virgin Islands.

Cayman Islands. Pursuant to the Companies\nLaw (as amended) of the Cayman Islands, no invitation may be made to the public in the Cayman Islands to subscribe for the notes by or\non behalf of the issuer unless at the time of such invitation the issuer is listed on the Cayman Islands Stock Exchange. The issuer is\nnot presently listed on the Cayman Islands Stock Exchange and, accordingly, no invitation to the public in the Cayman Islands is to be\nmade by the issuer (or by any dealer on its behalf). No such invitation is made to the public in the Cayman Islands hereby.

Dominican Republic. Nothing in this pricing\nsupplement constitutes an offer of securities for sale in the Dominican Republic. The notes have not been, and will not be, registered\nwith the Superintendence of Securities Market of the Dominican Republic (Superintendencia del Mercado de Valores), under Dominican Securities\nMarket Law No. 249-17 (“Securities Law 249-17”), and the notes may not be offered or sold within the Dominican Republic or\nto, or for the account or benefit of, Dominican persons (as defined under Securities Law 249-17 and its regulations). Failure to comply\nwith these directives may result in a violation of Securities Law 249-17 and its regulations.

Israel. This pricing supplement is intended\nsolely for investors listed in the First Supplement of the Israeli Securities Law of 1968, as amended. A prospectus has not been prepared\nor filed, and will not be prepared or filed, in Israel relating to the notes offered hereunder. The notes cannot be resold in Israel other\nthan to investors listed in the First Supplement of the Israeli Securities Law of 1968, as amended.

No action will be taken in Israel that would permit\nan offering of the notes or the distribution of any offering document or any other material to the public in Israel. In particular, no\noffering document or other material has been reviewed or approved by the Israel Securities Authority. Any material provided to an offeree\nin Israel may not be reproduced or used for any other purpose, nor be furnished to any other person other than those to whom copies have\nbeen provided directly by us or the selling agents.

Nothing in this pricing supplement or any other\noffering material relating to the notes, should be considered as the rendering of a recommendation or advice, including investment advice\nor investment marketing under the Law For Regulation of Investment Advice, Investment Marketing and Investment Portfolio Management, 1995,\nto purchase any note. The purchase of any note will be based on an investor’s own understanding, for the investor’s own benefit\nand for the investor’s own account and not with the aim or intention of distributing or offering to other parties. In purchasing\nthe notes, each investor declares that it has the knowledge, expertise and experience in financial and business matters so as to be capable\nof evaluating the risks and merits of an investment in the notes, without relying on any of the materials provided.

Mexico. The notes have not been registered\nwith the National Registry of Securities maintained by the Mexican National Banking and Securities Commission and may not be offered or\nsold publicly in Mexico. This pricing supplement and the related documents may not be publicly distributed in Mexico. The notes may only\nbe offered in a private offering pursuant to Article 8 of the Securities Market Law.

Switzerland. This pricing supplement is not\nintended to constitute an offer or solicitation to purchase or invest in any notes. Neither this pricing supplement nor any other offering\nor marketing material relating to the notes constitutes a prospectus compliant with the requirements of articles 35 et seq. of the Swiss\nFinancial Services Act (\"FinSA\") for a public offering of the notes in Switzerland and no such prospectus has been or will be\nprepared for or in connection with the offering of the notes in Switzerland.

Neither this pricing supplement nor any other offering\nor marketing material relating to the notes has been or will be filed with or approved by a Swiss review body (Prüfstelle). No application\nhas been or is intended to be made to admit the notes to trading on any trading venue (SIX Swiss Exchange or on any other exchange or\nany multilateral trading facility) in Switzerland. Neither this pricing supplement nor any other offering or marketing material relating\nto the notes may be publicly distributed or otherwise made publicly available in Switzerland.

The notes may not be publicly offered, directly\nor indirectly, in Switzerland within the meaning of FinSA except (i) in any circumstances falling within the exemptions to prepare a prospectus\nlisted in article 36 para. 1 FinSA or (ii) where such offer does not qualify as a public offer in Switzerland, provided always that no\noffer of notes shall require the Issuer or any offeror to publish a prospectus pursuant to article 35 FinSA in respect to such offer and\nthat such offer shall comply with the additional restrictions set out below (if applicable). The Issuer has not authorised and does not\nauthorise any offer of notes which would require the Issuer or any offeror to publish a prospectus pursuant to article 35 FinSA in respect\nof such offer. For purposes of this provision \"public offer\" shall have the meaning as such term is understood pursuant to article\n3 lit. g and h FinSA and the Swiss Financial Services Ordinance (\"FinSO\").

The notes do not constitute participations in a\ncollective investment scheme within the meaning of the Swiss Collective Investment Schemes Act. They are not subject to the approval of,\nor supervision by, the Swiss Financial Market Supervisory Authority (\"FINMA\"), and investors in the notes will not benefit from\nprotection under CISA or supervision by FINMA.

Prohibition of Offer to Private Clients in Switzerland\n- No Key Information Document pursuant to article 58 FinSA (Basisinformationsblatt für Finanzinstrumente) or equivalent document\nunder foreign law pursuant to article 59 para. 2 FinSA has been or will be prepared in relation to the notes. Therefore, the following\nadditional restriction applies: Notes qualifying as \"debt securities with a derivative character\" pursuant to article 86 para.\n2 FinSO may not be offered within the meaning of article 58 para. 1 FinSA, and neither this pricing supplement nor any other offering\nor marketing material relating to such notes may be made available, to any retail client (Privatkunde) within the meaning of FinSA in\nSwitzerland.

The notes may also be sold in the following jurisdictions,\nprovided, in each case, any sales are made in accordance with all applicable laws in such jurisdiction:

Barbados

Bermuda

Additional Information Relating to the Estimated Initial Value of\nthe Notes

Our estimated initial value of the notes on the\ndate hereof that is set forth on the cover hereof, equals the sum of the values of the following hypothetical components:

a fixed-income debt component with the same tenor as the notes, valued using our internal funding rate for structured notes; and

one or more derivative transactions relating to the economic terms of the notes.

The internal funding rate used in the determination\nof the initial estimated value generally represents a discount from the credit spreads for our conventional fixed-rate debt. The value\nof these derivative transactions is derived from our internal pricing models. These models are based on factors such as the traded market\nprices of comparable derivative instruments and on other inputs, which include volatility, dividend rates, interest rates and other factors.\nAs a result, the estimated initial value of the notes on the Pricing Date was determined based on the market conditions on the Pricing\nDate.

The Reference Assets

All disclosures contained in this pricing supplement\nregarding the Reference Assets, including, without limitation, their make-up, method of calculation, and changes in their components and\ntheir historical closing levels, have been derived from publicly available information prepared by the applicable sponsors. The information\nreflects the policies of, and is subject to change by, the sponsors. The sponsors own the copyrights and all rights to the Reference Assets.\nThe sponsors are under no obligation to continue to publish, and may discontinue publication of, the Reference Assets. Neither we nor\nBMO Capital Markets Corp. accepts any responsibility for the calculation, maintenance or publication of any Reference Asset or any successor.\nWe encourage you to review recent levels of the Reference Assets prior to making an investment decision with respect to the notes.

The EURO STOXX 50^® Index

The EURO STOXX 50^® Index is a free-float\nmarket capitalization-weighted index of 50 European blue-chip stocks. The 50 stocks included in the EURO STOXX 50^® Index\ntrade in Euros, and are allocated, based on their country of incorporation, primary listing and largest trading volume, to a Eurozone\ncountry. Companies allocated to a Eurozone country but not traded in Euros are not eligible for inclusion in the index.

STOXX Limited calculates, administers and publishes\nthe EURO STOXX 50^® Index. Additional information regarding the EURO STOXX 50^® Index is available on the\nfollowing website: stoxx.com (the “SX5E website”). We are not incorporating by reference the website or any material it includes\nin this document.

The level of the SX5E is published on Bloomberg\nProfessional^® service (“Bloomberg”) under the ticker symbol “SX5E.”

Constituents

The EURO STOXX 50^® Index is composed\nof 50 index stocks chosen by STOXX Limited from the constituents of the 20 EURO STOXX Supersector indices, which represent the Eurozone\nportion of the STOXX Europe 600 Supersector indices. The 20 “supersectors” from which stocks are selected for the EURO STOXX\n50^® Index are: Automobiles & Parts; Banks; Basic Resources; Chemicals; Construction & Materials; Consumer Products\n& Services; Energy; Financial Services; Food, Beverages & Tobacco; Health Care; Industrial Goods & Services; Insurance; Media;\nPersonal Care, Drug & Grocery Stores; Real Estate; Retailers; Technology; Telecommunications; Travel & Leisure; and Utilities;\nalthough stocks from each of these supersectors are not necessarily included at a given time.

The composition of the EURO STOXX 50^®\nIndex is reviewed by STOXX Limited annually in September. Within each of the 20 EURO STOXX Supersector indices, the respective index component\nstocks are ranked by free-float market capitalization. The largest stocks are added to the selection list until the coverage is close\nto, but still less than, 60% of the free-float market capitalization of the corresponding EURO STOXX Total Market Index Supersector Index.\nIn exceptional cases, the Management Board of STOXX Limited (the “STOXX Management Board”) may make additions and deletions\nto the selection list.

The component stocks of the EURO STOXX 50^®\nIndex are monitored on an ongoing monthly basis for deletion and quarterly basis for addition.

The component stocks of the EURO STOXX 50^®\nIndex are subject to a “fast exit” rule. A component stock is deleted if it ranks 75 or below on the monthly selection list\nand it ranked 75 or below on the selection list of the previous month, or if it has otherwise stopped trading. Component stocks may also\nbe added subject to a “fast entry” rule, where stocks on the selection lists and initial public offering (IPO) stocks are\nreviewed for a fast-track addition on a quarterly basis.

A deleted stock is replaced immediately to maintain\nthe fixed number of stocks. The replacement is based on the latest monthly selection list. In the case of a merger or takeover where a\ncomponent stock is involved, the original component stock is replaced by the new component stock. Generally, non-surviving stocks are\ndeleted at the last traded price of the security.

The free float factors and outstanding number of\nshares for each index stock that STOXX Limited uses to calculate the EURO STOXX 50^® Index, as described below, are reviewed,\ncalculated and implemented on a quarterly basis and are fixed until the next quarterly review. Certain extraordinary adjustments\nto the free float factors and/or the number of outstanding shares are implemented and made effective more quickly. The timing depends\non the magnitude of the change. Each component’s weight is capped at 10% of the EURO STOXX 50^® Index’s total\nfree float market capitalization. The free float factor reduces the index stock’s number of shares to the actual amount available\non the market. All holdings that are larger than five percent of the total outstanding number of shares and held on a long-term basis\nare excluded from the index calculation (including, but not limited to, stock owned by the company itself, stock owned by governments,\nstock owned by certain individuals or families, and restricted shares).

Calculation and Maintenance

STOXX Limited calculates the EURO STOXX 50^®\nIndex using the “Laspeyres formula,” which measures the aggregate price changes in the index stocks against a fixed base quantity\nweight. The formula for calculating the EURO STOXX 50^® Index value can be expressed as follows:

\n \n \n \n \n \n \n

\n \n \n

EURO STOXX 50^® Index =

Free Float Market Capitalization of the

\n \n

EURO STOXX 50^® Index

Divisor

The “free float market capitalization of the\nEURO STOXX 50^® Index” is equal to the sum of the product of the price, the number of shares, the free float factor\nand the weighting cap factor for each index stock as of the time the EURO STOXX 50^® Index is being calculated. Where any\nindex component stock price is unavailable on any trading day, STOXX will generally use the last reported price for such component stock.

The EURO STOXX 50^® Index “divisor”\nis calculated by starting with the previous divisor in effect for the EURO STOXX 50^® Index and multiplying it by a fraction,\nthe numerator of which is the previous free float market capitalization of the EURO STOXX 50^® Index, plus or minus\nthe difference between the closing market capitalization of the EURO STOXX 50^® Index and the adjusted closing market capitalization\nof the EURO STOXX 50^® Index, and the denominator of which is the previous free float market capitalization of the EURO\nSTOXX 50^® Index. Errors in divisor calculation are corrected on an intraday basis if discovered on the same day the new\ndivisor is effective. If the error is discovered later, the error is corrected on an intraday basis if feasible and only if the error\nis considered significant by the STOXX Management Board.

In case the investability and tradability of the\nEURO STOXX 50^® Index and index based products is affected by an upcoming market or company event that is considered significant\nor “extreme” by the STOXX Management Board, the STOXX Management Board may undertake certain adjustments and changes. Changes\nto the composition of the EURO STOXX 50^® Index due to corporate actions (including mergers and takeovers, spin-offs, sector\nchanges and bankruptcy) are typically announced immediately, implemented two trading days later and become effective on the next trading\nday after implementation. STOXX Limited also adjusts the divisor for the EURO STOXX 50^® Index to maintain the continuity\nof the EURO STOXX 50^® Index values across changes due to certain corporate actions. Additional information regarding changes\nto the EURO STOXX 50^® Index that may result from corporate actions is available in the relevant methodology on the SX5E\nwebsite.

The methodology also provides information on what\nadjustments, if any, will be made for unexpected exchange closures or trading halts, including halts affecting an individual constituent\nwhile markets generally remain open.

The EURO STOXX 50^® Index operates\nvia its rule-based methodology as determined by STOXX Limited. The STOXX Management Board may undertake certain adjustments and discretionary\nchanges to the EURO STOXX 50^®.

License Agreement

We have entered into a non-exclusive license agreement\nwith STOXX, which grants us a license in exchange for a fee to use the EURO STOXX 50^® Index in connection with the issuance of certain\nsecurities, including the notes.

STOXX and its licensors (the “Licensors”)\nhave no relationship with us or BMOCM, other than the licensing of the EURO STOXX 50^® Index and the related trademarks for use in\nconnection with the notes.

STOXX and its Licensors do not:

sponsor, endorse, sell or promote the notes.\n

recommend that any person invest in the notes or any other securities.\n

have any responsibility or liability for or make any decisions about the timing, amount or pricing of the notes.\n

have any responsibility or liability for the administration, management or marketing of the notes.\n

consider the needs of the notes or the owners of the notes in determining, composing or calculating the EURO STOXX 50^® Index or\nhave any obligation to do so.\n

STOXX and its Licensors will not have any liability\nin connection with the notes. Specifically,

STOXX and its Licensors do not make any warranty, express or implied, and disclaim any and all warranty about:\n

the results to be obtained by the notes, the owner of the notes or any other person in connection with the use of the EURO STOXX 50^®\nIndex and the data included in the EURO STOXX 50^® Index;\n

the accuracy or completeness of the EURO STOXX 50^® Index and its data;\n

the merchantability and the fitness for a particular purpose or use of the EURO STOXX 50^® Index or its data;\n

STOXX and its Licensors will have no liability for any errors, omissions or interruptions in the EURO STOXX 50^® Index or its data;\nand\n

any lost profits or indirect, punitive, special or consequential damages or losses, even if STOXX knows that they might occur.\n

The licensing agreement among us, BMOCM and STOXX\nis solely for the benefit of the parties thereto and not for the benefit of the owner of the notes or any other third parties.

The Nasdaq-100 Index^®

The Nasdaq-100 Index^® (“NDX”)\nis an index that is calculated, maintained and published by Nasdaq, Inc. (“Nasdaq”) and is designed to measure the performance\nof 100 of the largest Nasdaq listed non-financial stocks. The NDX is a “price return” index and is calculated using a modified\nmarket capitalization-weighted methodology. Additional information about the Nasdaq-100 Index^® is available on the following\nwebsite: indexes.nasdaqomx.com/Index/Overview/NDX (the “NDX website”). We are not incorporating by reference the website mentioned\nin the preceding sentence or any material included thereon in this document.

The level of the NDX is published on Bloomberg Professional^®\nservice (“Bloomberg”) under the ticker symbol “NDX.”

Constituents

To qualify for index inclusion, securities must\nmeet the NDX’s “Security Eligibility Criteria,” which are applied as of the reconstitution reference date. Eligible\nsecurity types include common stocks, tracking stocks, and American depositary receipts, including New York registry shares.

To be eligible for index inclusion, a company’s\nprimary U.S. listing must be on the Nasdaq Global Select Market or the Nasdaq Global Market. To be eligible, a company must not be classified\nas being in the financial industry according to the Industry Classification Benchmark, a product of FTSE International Limited that is\nused under license. Companies classified as being in the real estate industry, according to the Industry Classification Benchmark, are\neligible unless organized as a real estate investment trust.

There is no minimum or maximum market capitalization\ncriterion, although the security selection process is based in part on a ranking of companies by market capitalization. A security must\nhave a three-month average daily traded value of at least $5 million (USD).

A reconstitution is conducted on an annual basis,\nat which time all eligible companies are ranked based on market capitalization, as of the reconstitution reference date. The market capitalization\nof each company is the combined market capitalization of all eligible share classes.

If, at any time, it is determined that an index\nsecurity is ineligible for continued inclusion, it will be removed as soon as practicable. Advanced notice of an index security deletion,\nincluding the effective date, will be announced through the normal channels.

A security that is not already an index constituent\nmay be added on an expedited basis (“Fast Entry”) if its full market capitalization ranks within the top 40 current index\nconstituents. A Fast Entry inclusion will not require the removal of another security, and may temporarily increase the constituent count\nto more than 100.

Calculation and Maintenance

The NDX is a modified market capitalization-weighted\nindex. The value of the NDX equals the NDX market value divided by the NDX divisor. The overall NDX market value is the aggregate of each\nNDX stock’s market value, as may be adjusted for any corporate actions. A stock’s market value is determined by multiplying\nthe last sale price by the number of shares of the index security included in the NDX. In other words, the value of the NDX is equal to\n(i) the sum of the products of (a) the index shares of each of the NDX stocks multiplied by (b) each such stock’s last sale price\n(adjusted for corporate actions, if any), divided by (ii) the divisor of the NDX.

The price return NDX divisor is calculated as the\nratio of (i) the start of day market value of the NDX divided by (ii) the previous day NDX value.

The NDX employs a modified capitalization weighting\nscheme that is rebalanced quarterly. The NDX uses company-level weights, which are derived using the price and total shares outstanding\n(“TSO”) of each security, as of the rebalance reference date. For quarterly rebalances in March, June, and September, index\nshares for each security are adjusted by the percentage change in that company’s TSO since the previous TSO update. Following those\nadjustments, the resulting company weights are evaluated based on two constraints: (1) an individual company constraint whereby no company’s\nweight may exceed a preset percentage and (2) an aggregate constraint whereby the aggregate weight of companies whose weights exceed a\ncertain threshold may not exceed a preset percentage. If one of the constraints is violated or if the quarterly rebalance coincides with\nthe annual reconstitution, adjustments will be made based on additional individual and aggregate weight constraint.

In the periods between scheduled index reconstitution\nand rebalancing events, individual index securities may be subject to a variety of corporate actions and events that require maintenance\nand adjustments to the NDX. Additional information regarding changes to the NDX that may result from corporate actions is available in\nthe relevant methodology on the NDX website.

The NDX is managed by a governance committee structure\nand the governance committee is responsible for governance, oversight, and accountability procedures for the index determination process.

License Agreement

The notes are not sponsored, endorsed, sold or promoted\nby Nasdaq, Inc. or its affiliates (NASDAQ, with its affiliates, are referred to as the “Corporations”). The Corporations have\nnot passed on the legality or suitability of, or the accuracy or adequacy of descriptions and disclosures relating to, the notes. The\nCorporations make no representation or warranty, express or implied to the owners of the notes or any member of the public regarding the\nadvisability of investing in securities generally or in the notes particularly, or the ability of the NASDAQ-100 Index^® to track general\nstock market performance. The Corporations' only relationship to the Issuer (“Licensee”) is in the licensing of the Nasdaq^®,\nthe NASDAQ-100 Index^®, and certain trade names of the Corporations and the use of the NASDAQ-100 Index^® which is determined, composed\nand calculated by NASDAQ without regard to Licensee or the notes. NASDAQ has no obligation to take the needs of the Licensee or the owners\nof the notes into consideration in determining, composing or calculating the NASDAQ-100 Index^®. The Corporations are not responsible\nfor and have not participated in the determination of the timing of, prices at, or quantities of the notes to be issued or in the determination\nor calculation of the equation by which the notes are to be converted into cash. The Corporations have no liability in connection with\nthe administration, marketing or trading of the notes.

THE CORPORATIONS DO NOT GUARANTEE THE ACCURACY\nAND/OR UNINTERRUPTED CALCULATION OF NASDAQ-100 INDEX^® OR ANY DATA INCLUDED THEREIN, THE CORPORATIONS MAKE NO WARRANTY, EXPRESS OR\nIMPLIED, AS TO RESULTS TO BE OBTAINED BY LICENSEE, OWNERS OF THE NOTES, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE NASDAQ-100 INDEX^®\nOR ANY DATA INCLUDED THEREIN. THE CORPORATIONS MAKE NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIM ALL WARRANTIES OF MERCHANTABILITY\nOR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE NASDAQ-100 INDEX^® OR ANY DATA INCLUDED THEREIN. WITHOUT LIMITING ANY\nOF THE FOREGOING, IN NO EVENT SHALL THE CORPORATIONS HAVE ANY LIABILITY FOR ANY LOST PROFITS OR SPECIAL, INCIDENTAL, PUNITIVE, INDIRECT,\nOR CONSEQUENTIAL DAMAGES, EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.

The Russell 2000^® Index

The Russell 2000^® Index (the “RTY”)\nis intended to measure the composite price performance of stocks of 2,000 companies determined to be part of the U.S. equity market. The\nRTY consists of the smallest 2,000 companies, by market capitalization, that are included in the Russell 3000^® Index,\nwhich itself is composed of the 3,000 largest U.S. companies as determined by market capitalization that are traded on a major U.S. exchange.\nThe RTY is designed to track the performance of the small capitalization segment of the U.S. equity market.

The RTY is calculated, published and disseminated\nby FTSE Russell, which is a trading name of FTSE International Limited, Frank Russell Company, FTSE Global Debt Capital Markets Limited\n(and its subsidiary FTSE Global Debt Capital Markets Inc), FTSE Fixed Income LLC, FTSE (Beijing) Consulting Limited and FTSE EU SAS (together,\n“FTSE Russell”). The RTY is a subset of the Russell U.S. indices. Additional information is available at lseg.com/en/ftse-russell/indices/russell-us\n(the “RTY website”). We are not incorporating by reference the website mentioned in the preceding sentence or any material\nincluded thereon in this document.

The level of the RTY is published on Bloomberg Professional^®\nservice (“Bloomberg”) under the ticker symbol “RTY”.

Constituents

Members of the RTY are determined each year during\nsemiannual reconstitution and enhanced quarterly with the addition of initial public offerings (IPOs).

All companies that are determined to be part of\nthe U.S. equity market under FTSE Russell’s country-assignment methodology are included in the Russell U.S. indices and all securities\neligible for inclusion in Russell U.S. indices must trade on an eligible U.S. exchange. The eligible U.S. exchanges are: CBOE, NYSE, NYSE\nAmerican, NASDAQ and ARCA.

Certain securities, including but not limited to,\npreferred and convertible preferred stock, redeemable shares, participating preferred stock, warrants, rights, and trust receipts are\nnot included in the Russell U.S. Indices. Certain types of issuers, including but not limited to, business development companies, exchange\ntraded funds, mutual funds, limited liability companies, closed-end investment companies, blank-check companies, special-purpose acquisition\ncompanies and limited partnerships, are also not eligible for inclusion.

Russell U.S. indices are reconstituted semiannually.\nOn the rank day in May and October of each year, all eligible securities are ranked by their total market capitalization. Reconstitution\nthen occurs on the fourth Friday in June and the second Friday in December, and a full calendar for reconstitution is published each spring.\nEligible IPOs are added to the Russell U.S. indices quarterly.

Calculation and Maintenance

After membership is determined, a security’s\nshares are adjusted to include only those shares available to the public, which is often referred to as “free float.” The\npurpose of this adjustment is to exclude from market calculations the capitalization that is not available for purchase and is not part\nof the investable opportunity set. Stocks are weighted in the Russell U.S. indices by their available (also called “float-adjusted”)\nmarket capitalization, which is calculated by multiplying the primary closing price by the available shares. Adjustments to shares are\nreviewed at reconstitution, during quarterly update cycles and for corporate actions such as mergers.

Certain types of shares are considered restricted\nand removed from total market capitalization to arrive at free float or available market capitalization, such as shares directly owned\nby State, Regional, Municipal and Local governments (excluding shares held by independently managed pension schemes for governments),\nshares held by directors, senior executives and managers of the company, and by their family and direct relations, and by companies with\nwhich they are affiliated, and shares with high shareholding concentration, etc.

FTSE Russell adjusts the RTY in response to certain\ncorporate actions and events, both to reflect the evolution of securities and to ensure that the indexes remain representative of the\nU.S. equity market. A company’s membership and its weight in the RTY can be impacted by these corporate actions. Additional information\nregarding changes to the RTY that may result from corporate actions is available in the relevant methodology on the RTY website.

FTSE Russell reviews the methodology of the RTY\non a yearly basis. The FTSE Russell index governance board may consider the feedback from market consultations before granting approval\nof significant changes.

License Agreement

“Russell 2000^®” and “Russell\n3000^®” are trademarks of FTSE Russell and have been licensed for use by us.

The notes are not sponsored, endorsed, sold or promoted\nby FTSE Russell. FTSE Russell makes no representation or warranty, express or implied, to the owners of the notes or any member of the\npublic regarding the advisability of investing in securities generally or in the notes particularly or the ability of the Russell 2000^®\nIndex to track general stock market performance or a segment of the same. FTSE Russell's publication of the Russell 2000^® Index in\nno way suggests or implies an opinion by FTSE Russell as to the advisability of investment in any or all of the securities upon which\nthe Russell 2000^® Index is based. FTSE Russell's only relationship to the Issuer is the licensing of certain trademarks and trade\nnames of FTSE Russell and of the Russell 2000^® Index which is determined, composed and calculated by FTSE Russell without regard to\nthe Issuer or the notes. FTSE Russell is not responsible for and has not reviewed the notes nor any associated literature or publications\nand FTSE Russell makes no representation or warranty express or implied as to their accuracy or completeness, or otherwise. FTSE Russell\nreserves the right, at any time and without notice, to alter, amend, terminate or in any way change the Russell 2000^® Index. FTSE\nRussell has no obligation or liability in connection with the administration, marketing or trading of the notes.

FTSE RUSSELL DOES NOT GUARANTEE THE ACCURACY AND/OR\nTHE COMPLETENESS OF THE RUSSELL 2000^® INDEX OR ANY DATA INCLUDED THEREIN AND FTSE RUSSELL SHALL HAVE NO LIABILITY FOR ANY ERRORS,\nOMISSIONS, OR INTERRUPTIONS THEREIN. FTSE RUSSELL MAKES NO WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY THE ISSUER, INVESTORS,\nOWNERS OF THE NOTES, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE RUSSELL 2000^® INDEX OR ANY DATA INCLUDED THEREIN. FTSE RUSSELL\nMAKES NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE\nOR USE WITH RESPECT TO THE RUSSELL 2000^® INDEX OR ANY DATA INCLUDED HEREIN WITHOUT LIMITING ANY OF THE FOREGOING. IN NO EVENT SHALL\nFTSE RUSSELL HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES (INCLUDING LOST PROFITS), EVEN IF NOTIFIED\nOF THE POSSIBILITY OF SUCH DAMAGES.

Validity of the Notes

In the opinion of Osler, Hoskin & Harcourt LLP,\nthe issue and sale of the notes has been duly authorized by all necessary corporate action of the Bank in conformity with the Senior Indenture,\nand when this pricing supplement has been attached to, and duly notated on, the master note that represents the notes, the notes will\nhave been validly executed and issued and, to the extent validity of the notes is a matter governed by the laws of the Province of Ontario,\nor the laws of Canada applicable therein, and will be valid obligations of the Bank, subject to the following limitations (i) the enforceability\nof the Senior Indenture may be limited by the Canada Deposit Insurance Corporation Act (Canada), the Winding-up and Restructuring Act\n(Canada) and bankruptcy, insolvency, reorganization, receivership, moratorium, arrangement or winding-up laws or other similar laws affecting\nthe enforcement of creditors’ rights generally; (ii) the enforceability of the Senior Indenture may be limited by equitable principles,\nincluding the principle that equitable remedies such as specific performance and injunction may only be granted in the discretion of a\ncourt of competent jurisdiction; (iii) pursuant to the Currency Act (Canada) a judgment by a Canadian court must be awarded in Canadian\ncurrency and that such judgment may be based on a rate of exchange in existence on a day other than the day of payment; and (iv) the enforceability\nof the Senior Indenture will be subject to the limitations contained in the Limitations Act, 2002 (Ontario), and such counsel expresses\nno opinion as to whether a court may find any provision of the Senior Debt Indenture to be unenforceable as an attempt to vary or exclude\na limitation period under that Act. This opinion is given as of the date hereof and is limited to the laws of the Provinces of Ontario\nand the federal laws of Canada applicable thereto. In addition, this opinion is subject to customary assumptions about the trustee’s\nauthorization, execution and delivery of the Indenture and the genuineness of signatures and certain factual matters, all as stated in\nthe letter of such counsel dated March 25, 2025, which has been filed as Exhibit 5.3 to Bank of Montreal’s Form 6-K filed with the\nSEC and dated March 25, 2025.

In the opinion of Mayer Brown LLP, when this pricing\nsupplement has been attached to, and duly notated on, the master note that represents the notes, and the notes have been issued and sold\nas contemplated herein, the notes will be valid, binding and enforceable obligations of Bank of Montreal, entitled to the benefits of\nthe Senior Indenture, subject to applicable bankruptcy, insolvency and similar laws affecting creditors’ rights generally, concepts\nof reasonableness and equitable principles of general applicability (including, without limitation, concepts of good faith, fair dealing\nand the lack of bad faith). This opinion is given as of the date hereof and is limited to the laws of the State of New York. Insofar as\nthis opinion involves matters governed by the laws of the Province of Ontario, or the laws of Canada applicable therein, Mayer Brown LLP\nhas assumed, without independent inquiry or investigation, the validity of the matters opined on by Osler, Hoskin & Harcourt LLP,\nCanadian legal counsel for the issuer, in its opinion expressed above. This opinion is subject to customary assumptions about the trustee’s\nauthorization, execution and delivery of the Senior Indenture and the genuineness of signatures and to such counsel’s reliance on\nthe Bank of Montreal and other sources as to certain factual matters, all as stated in the legal opinion of Mayer Brown LLP dated March\n25, 2025, which has been filed with the SEC as an exhibit to a report on Form 6-K by the Bank of Montreal on March 25, 2025.

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