{"id":41316,"date":"2020-09-03T21:01:24","date_gmt":"2020-09-04T02:01:24","guid":{"rendered":"http:\/\/prefblog.com\/?p=41316"},"modified":"2020-09-03T21:01:24","modified_gmt":"2020-09-04T02:01:24","slug":"september-3-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41316","title":{"rendered":"September 3, 2020"},"content":{"rendered":"\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>\n0.3476 %<\/td>\n1,686.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3476 %<\/td>\n3,095.1<\/td>\n<\/tr>\n
Floater<\/td>\n4.95 %<\/td>\n5.03 %<\/td>\n61,733<\/td>\n15.36<\/td>\n3<\/td>\n0.3476 %<\/td>\n1,783.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0396 %<\/td>\n3,539.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.44 %<\/td>\n40,540<\/td>\n3.69<\/td>\n7<\/td>\n0.0396 %<\/td>\n4,226.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0396 %<\/td>\n3,297.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n4.65 %<\/td>\n79,090<\/td>\n0.64<\/td>\n17<\/td>\n0.1491 %<\/td>\n3,121.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.26 %<\/td>\n5.33 %<\/td>\n83,849<\/td>\n14.86<\/td>\n17<\/td>\n0.3880 %<\/td>\n3,472.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.38 %<\/td>\n4.18 %<\/td>\n135,114<\/td>\n16.36<\/td>\n68<\/td>\n-0.1670 %<\/td>\n2,118.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.07 %<\/td>\n4.94 %<\/td>\n104,978<\/td>\n15.13<\/td>\n27<\/td>\n0.3184 %<\/td>\n3,415.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.84 %<\/td>\n2.39 %<\/td>\n43,923<\/td>\n1.39<\/td>\n3<\/td>\n-0.7529 %<\/td>\n1,807.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.26 %<\/td>\n4.20 %<\/td>\n230,347<\/td>\n0.86<\/td>\n11<\/td>\n-0.1577 %<\/td>\n2,618.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.51 %<\/td>\n135,787<\/td>\n1.38<\/td>\n2<\/td>\n0.1819 %<\/td>\n2,839.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.61 %<\/td>\n4.42 %<\/td>\n94,123<\/td>\n16.34<\/td>\n22<\/td>\n-0.2961 %<\/td>\n2,147.3<\/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\n\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n-4.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 13.36
\nEvaluated at bid price : 13.36
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n-4.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 12.22
\nEvaluated at bid price : 12.22
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-3.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.31
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 18.34
\nEvaluated at bid price : 18.34
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-3.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 17.98
\nEvaluated at bid price : 17.98
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 20.67
\nEvaluated at bid price : 20.67
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 21.02
\nEvaluated at bid price : 21.02
\nBid-YTW : 3.93 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 10.50
\nEvaluated at bid price : 10.50
\nBid-YTW : 4.90 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 18.76
\nEvaluated at bid price : 18.76
\nBid-YTW : 4.46 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 9.05
\nEvaluated at bid price : 9.05
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
TD.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 20.48
\nEvaluated at bid price : 20.48
\nBid-YTW : 4.04 %<\/td>\n<\/tr>\n
BMO.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.00
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 10.55
\nEvaluated at bid price : 10.55
\nBid-YTW : 4.30 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 22.68
\nEvaluated at bid price : 22.92
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.05 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nDeemed-Retractible<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 23.02
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.02 %<\/td>\n<\/tr>\n
RY.PR.Z<\/td>\nFixedReset Disc<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 21.73
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 18.05
\nEvaluated at bid price : 18.05
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 9.60
\nEvaluated at bid price : 9.60
\nBid-YTW : 4.03 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 8.65
\nEvaluated at bid price : 8.65
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-09-01
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.03 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 22.42
\nEvaluated at bid price : 22.70
\nBid-YTW : 4.97 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 23.89
\nEvaluated at bid price : 24.14
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.41
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 22.45
\nEvaluated at bid price : 22.71
\nBid-YTW : 4.94 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n3.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n3.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nDeemed-Retractible<\/td>\n4.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 24.39
\nEvaluated at bid price : 24.67
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n36.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 20.47
\nEvaluated at bid price : 20.47
\nBid-YTW : 3.94 %<\/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
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n74,122<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n73,169<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 17.58
\nEvaluated at bid price : 17.58
\nBid-YTW : 4.06 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n64,730<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 23.60
\nEvaluated at bid price : 23.97
\nBid-YTW : 3.95 %<\/td>\n<\/tr>\n
TD.PF.G<\/td>\nFixedReset Prem<\/td>\n61,590<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.35
\nBid-YTW : 4.08 %<\/td>\n<\/tr>\n
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n46,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 23.23
\nEvaluated at bid price : 23.58
\nBid-YTW : 4.10 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n36,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 4.16 %<\/td>\n<\/tr>\n
There were 37 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
CCS.PR.C<\/td>\nDeemed-Retractible<\/td>\nQuote: 22.92 – 24.00
\nSpot Rate : 1.0800
\nAverage : 0.6839<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 22.68
\nEvaluated at bid price : 22.92
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n

BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 13.36 – 14.08
\nSpot Rate : 0.7200
\nAverage : 0.4445<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 13.36
\nEvaluated at bid price : 13.36
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.01 – 19.75
\nSpot Rate : 0.7400
\nAverage : 0.4728<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 4.45 %<\/td>\n<\/tr>\n

IFC.PR.F<\/td>\nDeemed-Retractible<\/td>\nQuote: 25.20 – 26.31
\nSpot Rate : 1.1100
\nAverage : 0.8977<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 24.72
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n

TRP.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 9.05 – 9.80
\nSpot Rate : 0.7500
\nAverage : 0.5446<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 9.05
\nEvaluated at bid price : 9.05
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n

RY.PR.H<\/td>\nFixedReset Disc<\/td>\nQuote: 17.98 – 18.50
\nSpot Rate : 0.5200
\nAverage : 0.3155<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-09-03
\nMaturity Price : 17.98
\nEvaluated at bid price : 17.98
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref™ Preferred IndicesThese values reflect the December 2008 revision of the HIMIPref™ IndicesValues are provisional and are finalized monthly Index MeanCurrentYield(at bid) MedianYTW MedianAverageTradingValue MedianMod Dur(YTW) Issues Day’s Perf. Index Value Ratchet 0.00 % 0.00 …<\/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-41316","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41316","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=41316"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41316\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41316"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41316"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41316"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}