Tiny Baetis mayflies are perhaps the most commonly encountered and imitated by anglers on all American trout streams due to their great abundance, widespread distribution, and trout-friendly emergence habits.
I'm tentatively classifying this one as Siphlonurus alternatus, because it seems to fit that species best in the old keys in Needham's Biology of Mayflies, but I'm hesitant because I can't find documentation that southwest Montana or the surrounding area is within the species' range, although they are widely distributed throughout eastern North American and western Canada.
This mayfly was collected from the Gallatin River in Montana on July 2nd, 2019 and added to Troutnut.com by Troutnut on July 18th, 2019.