{"id":41727,"date":"2020-12-11T23:30:40","date_gmt":"2020-12-12T04:30:40","guid":{"rendered":"http:\/\/prefblog.com\/?p=41727"},"modified":"2020-12-11T23:30:40","modified_gmt":"2020-12-12T04:30:40","slug":"december-11-2020","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41727","title":{"rendered":"December 11, 2020"},"content":{"rendered":"

And now it’s time to prepare PrefLetter<\/a>!<\/p>\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-1.3151 %<\/td>\n1,873.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.3151 %<\/td>\n3,436.9<\/td>\n<\/tr>\n
Floater<\/td>\n4.57 %<\/td>\n4.61 %<\/td>\n63,740<\/td>\n16.11<\/td>\n2<\/td>\n-1.3151 %<\/td>\n1,980.7<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0545 %<\/td>\n3,607.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.80 %<\/td>\n4.44 %<\/td>\n46,350<\/td>\n3.84<\/td>\n9<\/td>\n-0.0545 %<\/td>\n4,307.9<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0545 %<\/td>\n3,361.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.32 %<\/td>\n3.18 %<\/td>\n79,213<\/td>\n0.09<\/td>\n19<\/td>\n-0.1275 %<\/td>\n3,200.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.97 %<\/td>\n5.05 %<\/td>\n79,702<\/td>\n15.36<\/td>\n12<\/td>\n-0.6041 %<\/td>\n3,684.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.02 %<\/td>\n3.90 %<\/td>\n149,230<\/td>\n17.20<\/td>\n56<\/td>\n-0.6191 %<\/td>\n2,318.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.00 %<\/td>\n4.57 %<\/td>\n88,544<\/td>\n4.00<\/td>\n22<\/td>\n-0.4384 %<\/td>\n3,593.0<\/td>\n<\/tr>\n
FloatingReset<\/td>\n1.96 %<\/td>\n1.88 %<\/td>\n47,484<\/td>\n1.13<\/td>\n3<\/td>\n0.3442 %<\/td>\n1,857.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.16 %<\/td>\n3.28 %<\/td>\n217,630<\/td>\n0.81<\/td>\n22<\/td>\n-0.1877 %<\/td>\n2,672.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.94 %<\/td>\n1.82 %<\/td>\n192,907<\/td>\n1.12<\/td>\n2<\/td>\n0.0000 %<\/td>\n2,876.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.04 %<\/td>\n3.84 %<\/td>\n85,463<\/td>\n17.37<\/td>\n22<\/td>\n-0.2938 %<\/td>\n2,422.9<\/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
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-4.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-4.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-3.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 19.17
\nEvaluated at bid price : 19.17
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Disc<\/td>\n-2.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 21.49
\nEvaluated at bid price : 21.85
\nBid-YTW : 3.97 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 9.33
\nEvaluated at bid price : 9.33
\nBid-YTW : 4.66 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 18.85
\nEvaluated at bid price : 18.85
\nBid-YTW : 3.91 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 23.65
\nEvaluated at bid price : 24.10
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 19.89
\nEvaluated at bid price : 19.89
\nBid-YTW : 3.65 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 24.10
\nEvaluated at bid price : 24.36
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 4.53 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 3.90 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 15.20
\nEvaluated at bid price : 15.20
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.50
\nBid-YTW : 3.81 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 11.85
\nEvaluated at bid price : 11.85
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 15.43
\nEvaluated at bid price : 15.43
\nBid-YTW : 4.96 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-06-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.61
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 10.40
\nEvaluated at bid price : 10.40
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 3.84 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Prem<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-01-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 0.38 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.27
\nBid-YTW : 3.75 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-09-30
\nMaturity Price : 25.25
\nEvaluated at bid price : 25.53
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 12.22
\nEvaluated at bid price : 12.22
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 3.94 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BAM.PF.J<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.45
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 11.41
\nEvaluated at bid price : 11.41
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 15.23
\nEvaluated at bid price : 15.23
\nBid-YTW : 3.81 %<\/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
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n150,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 17.63
\nEvaluated at bid price : 17.63
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n109,568<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n109,125<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 24.14
\nEvaluated at bid price : 24.50
\nBid-YTW : 3.89 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n101,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n50,190<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 3.66 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nInsurance Straight<\/td>\n40,850<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 24.60
\nEvaluated at bid price : 24.86
\nBid-YTW : 4.77 %<\/td>\n<\/tr>\n
There were 28 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
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 14.70 – 15.63
\nSpot Rate : 0.9300
\nAverage : 0.5725<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.40 – 24.55
\nSpot Rate : 1.1500
\nAverage : 0.8065<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.40
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset Disc<\/td>\nQuote: 19.17 – 19.80
\nSpot Rate : 0.6300
\nAverage : 0.3802<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 19.17
\nEvaluated at bid price : 19.17
\nBid-YTW : 3.88 %<\/td>\n<\/tr>\n

MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.60 – 22.20
\nSpot Rate : 0.6000
\nAverage : 0.3693<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.60
\nBid-YTW : 3.87 %<\/td>\n<\/tr>\n

IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.30 – 20.99
\nSpot Rate : 0.6900
\nAverage : 0.4815<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 4.09 %<\/td>\n<\/tr>\n

RY.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 21.50 – 22.00
\nSpot Rate : 0.5000
\nAverage : 0.2970<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2050-12-11
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 3.72 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

And now it’s time to prepare PrefLetter! 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 …<\/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-41727","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41727","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=41727"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41727\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41727"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41727"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41727"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}