{"id":43068,"date":"2022-03-03T20:55:34","date_gmt":"2022-03-04T01:55:34","guid":{"rendered":"https:\/\/prefblog.com\/?p=43068"},"modified":"2022-03-03T20:55:34","modified_gmt":"2022-03-04T01:55:34","slug":"march-3-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=43068","title":{"rendered":"March 3, 2022"},"content":{"rendered":"\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
HIMIPref\u2122 Preferred Indices
\nThese values reflect the December 2008 revision of the HIMIPref\u2122 Indices<\/strong>
\nValues are provisional and are finalized monthly<\/td>\n<\/tr>\n
Index<\/td>\nMean
\nCurrent
\nYield
\n(at bid)<\/td>\n		Median
\nYTW<\/td>\n		Median
\nAverage
\nTrading
\nValue<\/td>\n		Median
\nMod Dur
\n(YTW)<\/td>\n		Issues<\/td>\nDay’s Perf.<\/td>\nIndex Value<\/td>\n<\/tr>\n
Ratchet<\/td>\n3.21 %<\/td>\n3.79 %<\/td>\n39,347<\/td>\n19.75<\/td>\n1<\/td>\n-1.0875 %<\/td>\n2,720.9<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.3951 %<\/td>\n5,165.5<\/td>\n<\/tr>\n
Floater<\/td>\n3.40 %<\/td>\n3.43 %<\/td>\n58,826<\/td>\n18.61<\/td>\n3<\/td>\n-1.3951 %<\/td>\n2,976.9<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1577 %<\/td>\n3,633.4<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.66 %<\/td>\n4.26 %<\/td>\n31,250<\/td>\n3.35<\/td>\n6<\/td>\n-0.1577 %<\/td>\n4,339.0<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1577 %<\/td>\n3,385.5<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.23 %<\/td>\n1.06 %<\/td>\n62,736<\/td>\n0.09<\/td>\n21<\/td>\n0.2416 %<\/td>\n3,221.8<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n4.93 %<\/td>\n5.00 %<\/td>\n62,828<\/td>\n15.40<\/td>\n11<\/td>\n-0.4078 %<\/td>\n3,736.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.13 %<\/td>\n4.40 %<\/td>\n115,561<\/td>\n16.52<\/td>\n43<\/td>\n1.3697 %<\/td>\n2,705.8<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.02 %<\/td>\n4.69 %<\/td>\n91,991<\/td>\n15.60<\/td>\n18<\/td>\n0.2979 %<\/td>\n3,570.6<\/td>\n<\/tr>\n
FloatingReset<\/td>\n2.95 %<\/td>\n2.57 %<\/td>\n66,846<\/td>\n20.89<\/td>\n2<\/td>\n-0.8487 %<\/td>\n2,844.9<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.78 %<\/td>\n3.78 %<\/td>\n135,526<\/td>\n2.03<\/td>\n26<\/td>\n0.3014 %<\/td>\n2,706.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n1.3697 %<\/td>\n2,765.9<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.28 %<\/td>\n4.39 %<\/td>\n84,368<\/td>\n16.56<\/td>\n17<\/td>\n-0.4284 %<\/td>\n2,842.1<\/td>\n<\/tr>\n<\/tbody>\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.N<\/td>\nPerpetual-Discount<\/td>\n-6.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n-3.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-3.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 4.42 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 22.48
\nEvaluated at bid price : 22.74
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 19.32
\nEvaluated at bid price : 19.32
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 13.80
\nEvaluated at bid price : 13.80
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 2.57 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 22.43
\nEvaluated at bid price : 23.24
\nBid-YTW : 4.44 %<\/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: 2052-03-03
\nMaturity Price : 22.60
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 22.40
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.40 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 13.90
\nEvaluated at bid price : 13.90
\nBid-YTW : 3.43 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 23.88
\nEvaluated at bid price : 24.32
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
IAF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 23.15
\nEvaluated at bid price : 24.05
\nBid-YTW : 4.64 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.89
\nBid-YTW : 4.50 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Prem<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 23.88
\nEvaluated at bid price : 24.25
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
BAM.PR.E<\/td>\nRatchet<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.10
\nBid-YTW : 3.79 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 14.83
\nEvaluated at bid price : 14.83
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 23.88
\nEvaluated at bid price : 24.30
\nBid-YTW : 4.36 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 22.29
\nEvaluated at bid price : 22.75
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Premium<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 24.37
\nEvaluated at bid price : 24.75
\nBid-YTW : 4.80 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Premium<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 23.91
\nEvaluated at bid price : 24.15
\nBid-YTW : 4.93 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.10
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 23.48
\nEvaluated at bid price : 23.75
\nBid-YTW : 4.67 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 23.36
\nEvaluated at bid price : 23.65
\nBid-YTW : 4.69 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Premium<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.67
\nBid-YTW : 4.62 %<\/td>\n<\/tr>\n
IAF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.66
\nBid-YTW : 4.48 %<\/td>\n<\/tr>\n
CU.PR.I<\/td>\nFixedReset Prem<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-01
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.43
\nBid-YTW : 2.90 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.20
\nBid-YTW : 4.33 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 23.74
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.00 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 24.51
\nEvaluated at bid price : 24.74
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
BMO.PR.T<\/td>\nFixedReset Disc<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.50
\nBid-YTW : 4.31 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 24.18
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.39 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n3.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.10
\nBid-YTW : -15.59 %<\/td>\n<\/tr>\n
BAM.PF.H<\/td>\nFixedReset Prem<\/td>\n3.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-12-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.95
\nBid-YTW : 3.08 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n15.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 4.89 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n16.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 22.39
\nEvaluated at bid price : 23.00
\nBid-YTW : 4.57 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n56.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.60
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n\n\n\n\n\n\n\n\n
Volume Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nShares
\nTraded<\/td>\n		Notes<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Premium<\/td>\n105,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 24.88
\nEvaluated at bid price : 25.10
\nBid-YTW : 5.13 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n40,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 22.69
\nEvaluated at bid price : 23.60
\nBid-YTW : 4.25 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Prem<\/td>\n38,900<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-05-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.03
\nBid-YTW : 4.32 %<\/td>\n<\/tr>\n
TD.PF.M<\/td>\nFixedReset Prem<\/td>\n36,035<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.07
\nBid-YTW : 3.45 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n30,500<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-04-02
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.16
\nBid-YTW : -7.45 %<\/td>\n<\/tr>\n
CM.PR.Y<\/td>\nFixedReset Prem<\/td>\n29,976<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2024-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.40
\nBid-YTW : 2.96 %<\/td>\n<\/tr>\n
There were 20 other index-included issues trading in excess of 10,000 shares.<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\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.E<\/td>\nInsurance Straight<\/td>\nQuote: 25.58 – 32.99
\nSpot Rate : 7.4100
\nAverage : 4.0318<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2026-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.58
\nBid-YTW : 4.86 %<\/td>\n<\/tr>\n

BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.05 – 24.06
\nSpot Rate : 2.0100
\nAverage : 1.2486<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 21.81
\nEvaluated at bid price : 22.05
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n

BAM.PR.K<\/td>\nFloater<\/td>\nQuote: 13.80 – 15.50
\nSpot Rate : 1.7000
\nAverage : 0.9847<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 13.80
\nEvaluated at bid price : 13.80
\nBid-YTW : 3.46 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.25 – 20.25
\nSpot Rate : 1.0000
\nAverage : 0.6635<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 19.25
\nEvaluated at bid price : 19.25
\nBid-YTW : 5.23 %<\/td>\n<\/tr>\n

CU.PR.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.60 – 24.88
\nSpot Rate : 1.2800
\nAverage : 0.9825<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 23.30
\nEvaluated at bid price : 23.60
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n

PWF.PR.P<\/td>\nFixedReset Disc<\/td>\nQuote: 15.85 – 16.75
\nSpot Rate : 0.9000
\nAverage : 0.7296<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-03-03
\nMaturity Price : 15.85
\nEvaluated at bid price : 15.85
\nBid-YTW : 4.78 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

HIMIPref\u2122 Preferred Indices These values reflect the December 2008 revision of the HIMIPref\u2122 Indices Values are provisional and are finalized monthly Index Mean Current Yield (at bid) Median YTW Median Average Trading Value Median Mod …<\/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-43068","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43068","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=43068"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43068\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=43068"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=43068"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=43068"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}