Investor Presentation

BMO maintains a sizeable portfolio of high-quality liquid assets and meets all regulatory liquidity metrics 12% Liquid Asset Mix (%) 14% 20% 1% ■Cash & Equivalents Deposits with other banks Sovereigns / Central Banks / Multilateral dev. banks NHA MBS and US agency MBS/ CMOS Corporate and other debt 20% 33% Corporate equity Liquidity Metrics 144% 135% 130% 129% 129% 129% 129% 125% 125% 129% 131% 128% 129% 118% 119% 118% 118% 119% 116% 114% 114% 114% 113% 114% 115% 116% • • BMO has $378B in unencumbered high quality liquid assets for the quarter ended January 31, 2024. BMO's liquid assets are primarily held in the Bank's trading business and in supplemental liquid asset pools maintained for contingent liquidity purposes Liquid assets primarily consist of deposits with central banks, sovereign and provincial government debt, U.S. agency securities, investment grade corporate debt and traded equities that are hedged through derivative transactions with third parties Liquidity metrics remain strong through January 31, 2024, and well above regulatory requirements - Average daily Liquidity Coverage Ratio¹ (LCR) of 129% Net Stable Funding Ratio¹ (NSFR) of 116% LCR¹ and NSFR¹ were elevated in advance of closing the Bank of the West acquisition on February 1st, 2023 and have returned to normalized levels Q1'21 Q2'21 Q3'21 Q4'21 Q1'22 Q2'22 Q3'22 Q4'22 Q1'23 Q2'23 Q3'23 Q4'23 Q1'24 LCR ――NSFR 1 Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR) are disclosed in accordance with OSFI's Liquidity Adequacy Requirements (LAR) Guideline BMOM Investor Presentation ⚫ February 2024 50

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