PROSHARES TR II

CUSIP: 74347W627 Class: SHT VIX ST TRM

BANK OF MONTREAL /CAN/'s Holding History (CIK: 0000927971)

Note: Option positions (PUT/CALL) are excluded.

Q3 2017
Shares 26,000 Value ($000) $2,438 Avg Close — Range —
Q2 2017
Shares 40,000 Value ($000) $6,451 Avg Close — Range —
Q1 2017
Shares 65,000 Value ($000) $9,175 Avg Close — Range —