BMO is not BMO in this case.  Those shares are held in individual client accounts, BMO NesbittBurns cannot just sell them on a whim because some one from BMO Capital Markets calls and says "Hey, we need to keep the price down".  These are separate legal entities, and after all the fraud we've seen the market recently, you really think BMO is going to mess around with clients money like that for small potatoes like Baja?  Also, if banks were doing propietary trading and wanted to keep their price manipulation hidden, there is a way to make it anonymous, they wouldn't be doing it under their own brokerage ID.