{"id":41988,"date":"2021-02-25T23:13:31","date_gmt":"2021-02-26T04:13:31","guid":{"rendered":"http:\/\/prefblog.com\/?p=41988"},"modified":"2021-02-25T23:13:31","modified_gmt":"2021-02-26T04:13:31","slug":"february-25-2021","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=41988","title":{"rendered":"February 25, 2021"},"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>\n-0.5233 %<\/td>\n2,300.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5233 %<\/td>\n4,221.0<\/td>\n<\/tr>\n
Floater<\/td>\n3.76 %<\/td>\n3.79 %<\/td>\n51,417<\/td>\n17.81<\/td>\n3<\/td>\n-0.5233 %<\/td>\n2,432.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0073 %<\/td>\n3,672.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.70 %<\/td>\n4.17 %<\/td>\n36,098<\/td>\n4.19<\/td>\n8<\/td>\n0.0073 %<\/td>\n4,386.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0073 %<\/td>\n3,422.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.35 %<\/td>\n2.92 %<\/td>\n71,401<\/td>\n0.13<\/td>\n19<\/td>\n-0.0618 %<\/td>\n3,238.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.98 %<\/td>\n5.00 %<\/td>\n96,665<\/td>\n15.41<\/td>\n13<\/td>\n-1.0969 %<\/td>\n3,724.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.54 %<\/td>\n3.85 %<\/td>\n181,396<\/td>\n17.28<\/td>\n56<\/td>\n0.7783 %<\/td>\n2,584.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.00 %<\/td>\n4.78 %<\/td>\n79,514<\/td>\n15.29<\/td>\n22<\/td>\n-0.3718 %<\/td>\n3,603.8<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.09 %<\/td>\n2.66 %<\/td>\n29,737<\/td>\n20.57<\/td>\n2<\/td>\n1.4503 %<\/td>\n2,283.8<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.13 %<\/td>\n2.59 %<\/td>\n234,783<\/td>\n0.89<\/td>\n20<\/td>\n0.0384 %<\/td>\n2,710.9<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.80 %<\/td>\n1.83 %<\/td>\n219,067<\/td>\n0.49<\/td>\n1<\/td>\n0.0400 %<\/td>\n2,892.0<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.42 %<\/td>\n3.70 %<\/td>\n132,946<\/td>\n17.79<\/td>\n22<\/td>\n0.4422 %<\/td>\n2,777.7<\/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
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-5.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 22.58
\nEvaluated at bid price : 22.85
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-3.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 23.90
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 21.69
\nEvaluated at bid price : 22.03
\nBid-YTW : 4.88 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 24.28
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 24.22
\nEvaluated at bid price : 24.48
\nBid-YTW : 4.74 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 11.33
\nEvaluated at bid price : 11.33
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 23.44
\nEvaluated at bid price : 23.70
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 23.95
\nEvaluated at bid price : 24.20
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 23.14
\nEvaluated at bid price : 24.01
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
IAF.PR.B<\/td>\nInsurance Straight<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 24.16
\nEvaluated at bid price : 24.41
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 3.74 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.99
\nBid-YTW : 3.63 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.68
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 22.16
\nEvaluated at bid price : 22.50
\nBid-YTW : 4.43 %<\/td>\n<\/tr>\n
TRP.PR.K<\/td>\nFixedReset Disc<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.53
\nBid-YTW : 3.18 %<\/td>\n<\/tr>\n
BNS.PR.I<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 23.16
\nEvaluated at bid price : 24.40
\nBid-YTW : 3.53 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.14
\nBid-YTW : 3.82 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 15.74
\nEvaluated at bid price : 15.74
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 14.28
\nEvaluated at bid price : 14.28
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.80
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 15.35
\nEvaluated at bid price : 15.35
\nBid-YTW : 3.85 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 22.56
\nEvaluated at bid price : 23.44
\nBid-YTW : 3.70 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 14.40
\nEvaluated at bid price : 14.40
\nBid-YTW : 2.66 %<\/td>\n<\/tr>\n
BMO.PR.S<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.65
\nBid-YTW : 3.62 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 20.49
\nEvaluated at bid price : 20.49
\nBid-YTW : 4.52 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 14.70
\nEvaluated at bid price : 14.70
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Disc<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.10
\nBid-YTW : 3.83 %<\/td>\n<\/tr>\n
NA.PR.W<\/td>\nFixedReset Disc<\/td>\n2.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 21.51
\nEvaluated at bid price : 21.51
\nBid-YTW : 3.80 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n2.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 22.27
\nEvaluated at bid price : 22.85
\nBid-YTW : 3.59 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 17.99
\nEvaluated at bid price : 17.99
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 11.90
\nEvaluated at bid price : 11.90
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n3.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 12.84
\nEvaluated at bid price : 12.84
\nBid-YTW : 4.49 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n4.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 20.57
\nEvaluated at bid price : 20.57
\nBid-YTW : 3.99 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n5.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 22.36
\nEvaluated at bid price : 22.94
\nBid-YTW : 3.49 %<\/td>\n<\/tr>\n<\/table>\n\n\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
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n413,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.38
\nBid-YTW : 2.52 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n192,273<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 17.80
\nEvaluated at bid price : 17.80
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n174,691<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 23.44
\nEvaluated at bid price : 23.70
\nBid-YTW : 4.75 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n164,046<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 15.24
\nEvaluated at bid price : 15.24
\nBid-YTW : 4.44 %<\/td>\n<\/tr>\n
MIC.PR.A<\/td>\nPerpetual-Premium<\/td>\n161,778<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2030-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n142,306<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 11.90
\nEvaluated at bid price : 11.90
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n103,348<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Premium<\/td>\n102,087<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-01
\nMaturity Price : 25.50
\nEvaluated at bid price : 25.85
\nBid-YTW : 4.19 %<\/td>\n<\/tr>\n
There were 57 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
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 15.74 – 17.95
\nSpot Rate : 2.2100
\nAverage : 1.2244<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 15.74
\nEvaluated at bid price : 15.74
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.85 – 24.15
\nSpot Rate : 1.3000
\nAverage : 0.7182<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 22.58
\nEvaluated at bid price : 22.85
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n

CU.PR.E<\/td>\nPerpetual-Discount<\/td>\nQuote: 24.15 – 25.15
\nSpot Rate : 1.0000
\nAverage : 0.5933<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 23.90
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.09 %<\/td>\n<\/tr>\n

BAM.PR.Z<\/td>\nFixedReset Disc<\/td>\nQuote: 21.60 – 22.50
\nSpot Rate : 0.9000
\nAverage : 0.6173<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 21.31
\nEvaluated at bid price : 21.60
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n

TD.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.46 – 23.08
\nSpot Rate : 0.6200
\nAverage : 0.3859<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2051-02-25
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.46
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n

CU.PR.I<\/td>\nFixedReset Prem<\/td>\nQuote: 25.68 – 26.40
\nSpot Rate : 0.7200
\nAverage : 0.5087<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.68
\nBid-YTW : 3.88 %<\/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-41988","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41988","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=41988"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/41988\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=41988"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=41988"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=41988"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}