{"id":40180,"date":"2020-01-27T23:54:13","date_gmt":"2020-01-28T04:54:13","guid":{"rendered":"http:\/\/prefblog.com\/?p=40180"},"modified":"2020-01-27T23:54:13","modified_gmt":"2020-01-28T04:54:13","slug":"january-27-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=40180","title":{"rendered":"January 27, 2020"},"content":{"rendered":"

Weakness since the BoC rate announcement on January 22<\/a> is continuing, with new chatter that global tourism will take a hit<\/a>. Looks like all the speculators have decided that all yields are going to and through zero with familiar, but still perplexing, effects on FixedReset prices … the TXPR price index<\/a> is now negative on the month, although the total return value is still barely positive.<\/p>\n

The alarm is well-illustrated by Robert McLister in the Globe<\/a>:<\/p>\n

The Wuhan coronavirus, which at last count has killed more than 80 people and infected more than 2,800 in China, is about to make fixed mortgage rates cheaper for Canadians.<\/p>\n

The new coronavirus is spreading fear throughout financial markets, conjuring memories of the 2003 SARS epidemic that killed 774 and knocked at least one-10th of a percentage point off Canada\u2019s GDP.<\/p>\n

The present contagion creates yet another risk for Canada\u2019s economy. Investors worry it\u2019ll disrupt Asian trade and hurt confidence, spending and oil prices. That would create deflationary pressure, and inflation expectations are the No. 1 driver of interest rates.<\/p>\n

The timing for a potential pandemic is never good, but this news is particularly ill-timed. It comes as fears of an economic slowdown intensified after last Wednesday\u2019s somewhat gloomy Bank of Canada statement.<\/p><\/blockquote>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices<\/strong>
Values are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
Current
Yield
(at bid)<\/td>\n		Median
YTW<\/td>\n		Median
Average
Trading
Value<\/td>\n		Median
Mod Dur
(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-3.2794 %<\/td>\n2,061.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-3.2794 %<\/td>\n3,783.3<\/td>\n<\/tr>\n
Floater<\/td>\n5.93 %<\/td>\n6.06 %<\/td>\n48,158<\/td>\n13.80<\/td>\n4<\/td>\n-3.2794 %<\/td>\n2,180.4<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0195 %<\/td>\n3,457.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.76 %<\/td>\n4.50 %<\/td>\n34,810<\/td>\n3.71<\/td>\n6<\/td>\n-0.0195 %<\/td>\n4,128.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0195 %<\/td>\n3,221.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.58 %<\/td>\n0.61 %<\/td>\n59,657<\/td>\n0.09<\/td>\n11<\/td>\n-0.0036 %<\/td>\n3,061.2<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.25 %<\/td>\n5.33 %<\/td>\n69,036<\/td>\n14.89<\/td>\n24<\/td>\n-0.1983 %<\/td>\n3,312.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.50 %<\/td>\n5.38 %<\/td>\n196,949<\/td>\n14.81<\/td>\n64<\/td>\n-0.7193 %<\/td>\n2,171.7<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.14 %<\/td>\n5.23 %<\/td>\n66,440<\/td>\n14.86<\/td>\n27<\/td>\n0.0124 %<\/td>\n3,255.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n6.05 %<\/td>\n5.93 %<\/td>\n68,120<\/td>\n14.00<\/td>\n3<\/td>\n-1.0457 %<\/td>\n2,521.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.09 %<\/td>\n3.54 %<\/td>\n129,678<\/td>\n1.49<\/td>\n22<\/td>\n0.0730 %<\/td>\n2,647.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n3.70 %<\/td>\n66,695<\/td>\n1.96<\/td>\n3<\/td>\n-0.0953 %<\/td>\n2,737.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.35 %<\/td>\n5.38 %<\/td>\n125,476<\/td>\n14.79<\/td>\n22<\/td>\n-0.9383 %<\/td>\n2,191.2<\/td>\n<\/tr>\n<\/table>\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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n-5.44 %<\/td>\nThe closing quote was 11.30-60; not completely ridiculous because the closing price was 11.53, down 4% (close\/close) on good volume for this issue of 26,715. But still, a pretty suspicious closing bid.<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 11.30
\nEvaluated at bid price : 11.30
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 12.06
\nEvaluated at bid price : 12.06
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 11.49
\nEvaluated at bid price : 11.49
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 12.82
\nEvaluated at bid price : 12.82
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 11.22
\nEvaluated at bid price : 11.22
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 16.02
\nEvaluated at bid price : 16.02
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 13.22
\nEvaluated at bid price : 13.22
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 13.36
\nEvaluated at bid price : 13.36
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 19.53
\nEvaluated at bid price : 19.53
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 16.44
\nEvaluated at bid price : 16.44
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 18.91
\nEvaluated at bid price : 18.91
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 11.41
\nEvaluated at bid price : 11.41
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 19.07
\nEvaluated at bid price : 19.07
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.74 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 18.68
\nEvaluated at bid price : 18.68
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 17.79
\nEvaluated at bid price : 17.79
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 14.43
\nEvaluated at bid price : 14.43
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 13.03
\nEvaluated at bid price : 13.03
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.35 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 20.88
\nEvaluated at bid price : 20.88
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
HSE.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 18.49
\nEvaluated at bid price : 18.49
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 16.88
\nEvaluated at bid price : 16.88
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 17.05
\nEvaluated at bid price : 17.05
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 13.95
\nEvaluated at bid price : 13.95
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 5.32 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 12.26
\nEvaluated at bid price : 12.26
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 23.48
\nEvaluated at bid price : 23.86
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 12.70
\nEvaluated at bid price : 12.70
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 15.64
\nEvaluated at bid price : 15.64
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 17.02
\nEvaluated at bid price : 17.02
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 22.10
\nEvaluated at bid price : 22.38
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
Traded<\/td>\n		Notes<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n52,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 11.55
\nEvaluated at bid price : 11.55
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
BIP.PR.C<\/td>\nFixedReset Prem<\/td>\n46,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-09-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n43,350<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 17.86
\nEvaluated at bid price : 17.86
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n42,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 16.88
\nEvaluated at bid price : 16.88
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n39,550<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 20.41
\nEvaluated at bid price : 20.41
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n28,828<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 22.98
\nEvaluated at bid price : 24.41
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
There were 23 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/table>\n\n\n\n\n\n\n\n\n\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 19.72 – 20.18
\nSpot Rate : 0.4600
\nAverage : 0.3068<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 19.72
\nEvaluated at bid price : 19.72
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n

BNS.PR.I<\/td>\nFixedReset Disc<\/td>\nQuote: 20.04 – 20.51
\nSpot Rate : 0.4700
\nAverage : 0.3281<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 20.04
\nEvaluated at bid price : 20.04
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n

ELF.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.06 – 22.53
\nSpot Rate : 0.4700
\nAverage : 0.3628<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.06
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n

SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.91 – 19.25
\nSpot Rate : 0.3400
\nAverage : 0.2360<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 18.91
\nEvaluated at bid price : 18.91
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n

CM.PR.Y<\/td>\nFixedReset Disc<\/td>\nQuote: 24.36 – 24.70
\nSpot Rate : 0.3400
\nAverage : 0.2363<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.36
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n

CM.PR.Q<\/td>\nFixedReset Disc<\/td>\nQuote: 18.68 – 18.98
\nSpot Rate : 0.3000
\nAverage : 0.1975<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-01-27
\nMaturity Price : 18.68
\nEvaluated at bid price : 18.68
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Weakness since the BoC rate announcement on January 22 is continuing, with new chatter that global tourism will take a hit. Looks like all the speculators have decided that all yields are going to and …<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[],"class_list":["post-40180","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40180","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=40180"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/40180\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=40180"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=40180"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=40180"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}