{"id":41458,"date":"2020-10-07T00:55:37","date_gmt":"2020-10-07T05:55:37","guid":{"rendered":"http:\/\/prefblog.com\/?p=41458"},"modified":"2020-10-07T00:55:37","modified_gmt":"2020-10-07T05:55:37","slug":"october-6-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41458","title":{"rendered":"October 6, 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>\n1.0492 %<\/td>\n1,656.5<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.0492 %<\/td>\n3,039.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.14 %<\/td>\n5.17 %<\/td>\n50,765<\/td>\n15.24<\/td>\n3<\/td>\n1.0492 %<\/td>\n1,751.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2053 %<\/td>\n3,513.1<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n4.82 %<\/td>\n55,626<\/td>\n3.59<\/td>\n8<\/td>\n0.2053 %<\/td>\n4,195.3<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2053 %<\/td>\n3,273.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.29 %<\/td>\n3.47 %<\/td>\n84,731<\/td>\n0.15<\/td>\n17<\/td>\n-0.0023 %<\/td>\n3,178.4<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.09 %<\/td>\n5.08 %<\/td>\n92,067<\/td>\n15.08<\/td>\n17<\/td>\n0.1168 %<\/td>\n3,603.1<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.53 %<\/td>\n4.35 %<\/td>\n127,359<\/td>\n16.36<\/td>\n65<\/td>\n-0.3944 %<\/td>\n2,085.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.04 %<\/td>\n4.79 %<\/td>\n106,942<\/td>\n15.29<\/td>\n22<\/td>\n0.5225 %<\/td>\n3,519.5<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.99 %<\/td>\n2.90 %<\/td>\n40,714<\/td>\n1.30<\/td>\n3<\/td>\n-0.1179 %<\/td>\n1,792.1<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.22 %<\/td>\n3.77 %<\/td>\n250,550<\/td>\n0.84<\/td>\n14<\/td>\n0.2489 %<\/td>\n2,635.7<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.95 %<\/td>\n2.29 %<\/td>\n100,981<\/td>\n1.30<\/td>\n2<\/td>\n-0.1406 %<\/td>\n2,854.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.71 %<\/td>\n4.38 %<\/td>\n79,005<\/td>\n16.13<\/td>\n22<\/td>\n-1.3620 %<\/td>\n2,114.8<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-18.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-14.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-5.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-3.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-3.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 16.50
\nEvaluated at bid price : 16.50
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n-2.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 16.77
\nEvaluated at bid price : 16.77
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 4.41 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-2.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 18.15
\nEvaluated at bid price : 18.15
\nBid-YTW : 4.35 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 22.83
\nEvaluated at bid price : 23.15
\nBid-YTW : 4.15 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 4.28 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 21.27
\nEvaluated at bid price : 21.55
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 10.85
\nEvaluated at bid price : 10.85
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 12.02
\nEvaluated at bid price : 12.02
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 16.95
\nEvaluated at bid price : 16.95
\nBid-YTW : 4.29 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 4.14 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 24.69
\nEvaluated at bid price : 25.01
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 24.51
\nEvaluated at bid price : 24.76
\nBid-YTW : 4.81 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.59
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 8.35
\nEvaluated at bid price : 8.35
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 13.18
\nEvaluated at bid price : 13.18
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 23.35
\nEvaluated at bid price : 23.64
\nBid-YTW : 4.72 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-11-05
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 3.52 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.19
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 13.78
\nEvaluated at bid price : 13.78
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 23.51
\nEvaluated at bid price : 23.78
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
BIK.PR.A<\/td>\nFixedReset Prem<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 5.66 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 17.32
\nEvaluated at bid price : 17.32
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n2.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 20.43
\nEvaluated at bid price : 20.43
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n2.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 4.26 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n2.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 23.43
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n2.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 21.73
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 10.74
\nEvaluated at bid price : 10.74
\nBid-YTW : 4.19 %<\/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
PVS.PR.I<\/td>\nSplitShare<\/td>\n367,425<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.95
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n88,376<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 24.29
\nEvaluated at bid price : 24.59
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n56,822<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 22.92
\nEvaluated at bid price : 23.19
\nBid-YTW : 4.87 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Disc<\/td>\n56,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 23.28
\nEvaluated at bid price : 25.02
\nBid-YTW : 4.11 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nDeemed-Retractible<\/td>\n47,385<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 23.42
\nEvaluated at bid price : 23.71
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n44,885<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
There were 41 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
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.42 – 23.99
\nSpot Rate : 7.5700
\nAverage : 4.0966<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 16.42
\nEvaluated at bid price : 16.42
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n

IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 17.40 – 25.00
\nSpot Rate : 7.6000
\nAverage : 4.2271<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 17.40
\nEvaluated at bid price : 17.40
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.50 – 19.30
\nSpot Rate : 3.8000
\nAverage : 2.3919<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 15.50
\nEvaluated at bid price : 15.50
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 16.55 – 19.55
\nSpot Rate : 3.0000
\nAverage : 1.6927<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 16.55
\nEvaluated at bid price : 16.55
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.81 – 18.00
\nSpot Rate : 2.1900
\nAverage : 1.2472<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 15.81
\nEvaluated at bid price : 15.81
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n

MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.75 – 20.00
\nSpot Rate : 1.2500
\nAverage : 0.7192<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-10-06
\nMaturity Price : 18.75
\nEvaluated at bid price : 18.75
\nBid-YTW : 4.50 %<\/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-41458","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41458","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=41458"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41458\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41458"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41458"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41458"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}