{"id":43548,"date":"2022-06-06T19:35:48","date_gmt":"2022-06-07T00:35:48","guid":{"rendered":"https:\/\/prefblog.com\/?p=43548"},"modified":"2022-06-06T19:35:48","modified_gmt":"2022-06-07T00:35:48","slug":"june-6-2022","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=43548","title":{"rendered":"June 6, 2022"},"content":{"rendered":"
<\/a><\/div>\n

TXPR closed at 657.51<\/a>, down 0.52% on the day. Volume today was 1.36-million, slightly below the median of the past 21 trading days.<\/p>\n

CPD closed at 13.09<\/a>, down 0.30% on the day. Volume was 56,090, below the median of the past 21 trading days.<\/p>\n

ZPR closed at 10.95<\/a> down 0.46% on the day. Volume of 147,290 was near the median of the past 21 trading days.<\/p>\n

Five-year Canada yields were up to 3.15%<\/a> today. It’s nice to see a three-handle on the GOC-5 yield<\/a> after so long!<\/p>\n\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>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1665 %<\/td>\n2,696.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1665 %<\/td>\n5,171.4<\/td>\n<\/tr>\n
Floater<\/td>\n4.61 %<\/td>\n4.69 %<\/td>\n45,197<\/td>\n15.98<\/td>\n3<\/td>\n0.1665 %<\/td>\n2,980.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1469 %<\/td>\n3,534.0<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.81 %<\/td>\n4.92 %<\/td>\n35,848<\/td>\n3.21<\/td>\n8<\/td>\n0.1469 %<\/td>\n4,220.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1469 %<\/td>\n3,292.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.77 %<\/td>\n-17.35 %<\/td>\n62,775<\/td>\n0.09<\/td>\n2<\/td>\n-0.0591 %<\/td>\n2,997.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.59 %<\/td>\n5.70 %<\/td>\n61,615<\/td>\n14.32<\/td>\n34<\/td>\n-0.4586 %<\/td>\n3,319.5<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.39 %<\/td>\n5.87 %<\/td>\n119,459<\/td>\n13.91<\/td>\n57<\/td>\n-0.1936 %<\/td>\n2,660.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.53 %<\/td>\n5.55 %<\/td>\n93,529<\/td>\n14.62<\/td>\n19<\/td>\n-0.9002 %<\/td>\n3,251.2<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.90 %<\/td>\n5.07 %<\/td>\n51,892<\/td>\n15.43<\/td>\n2<\/td>\n0.5979 %<\/td>\n2,731.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.99 %<\/td>\n4.18 %<\/td>\n120,376<\/td>\n2.02<\/td>\n9<\/td>\n0.2864 %<\/td>\n2,643.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1936 %<\/td>\n2,719.7<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.30 %<\/td>\n5.78 %<\/td>\n70,455<\/td>\n14.21<\/td>\n15<\/td>\n-0.7386 %<\/td>\n2,792.5<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BMO.PR.W<\/td>\nFixedReset Disc<\/td>\n-8.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-8.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 19.87
\nEvaluated at bid price : 19.87
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-7.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n
BAM.PF.E<\/td>\nFixedReset Disc<\/td>\n-7.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-6.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-6.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 22.19
\nEvaluated at bid price : 22.49
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n-4.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 17.95
\nEvaluated at bid price : 17.95
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 22.49
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-2.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 21.25
\nEvaluated at bid price : 21.25
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 21.05
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.54 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 21.09
\nEvaluated at bid price : 21.09
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 21.89
\nEvaluated at bid price : 22.13
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
BAM.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.80
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 20.22
\nEvaluated at bid price : 20.22
\nBid-YTW : 5.58 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 22.65
\nEvaluated at bid price : 23.04
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.55
\nBid-YTW : 5.60 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 23.75
\nEvaluated at bid price : 24.06
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.46
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 23.48
\nEvaluated at bid price : 23.75
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 14.84
\nEvaluated at bid price : 14.84
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.67
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
TRP.PR.D<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
TRP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 20.40
\nEvaluated at bid price : 20.40
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 21.53
\nEvaluated at bid price : 21.90
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 21.93
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 22.23
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
RY.PR.H<\/td>\nFixedReset Disc<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 22.20
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
BAM.PR.T<\/td>\nFixedReset Disc<\/td>\n1.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 19.86
\nEvaluated at bid price : 19.86
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nPerpetual-Discount<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 23.90
\nEvaluated at bid price : 24.30
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n2.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.95
\nBid-YTW : 4.76 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n3.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 5.52 %<\/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
CM.PR.R<\/td>\nFixedReset Disc<\/td>\n68,167<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-07-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.10
\nBid-YTW : 4.91 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n42,624<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 24.20
\nEvaluated at bid price : 24.62
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n28,628<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 23.75
\nEvaluated at bid price : 24.06
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n23,556<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-11-25
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.85
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n16,857<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.29 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n15,678<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2023-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
There were 16 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
SLF.PR.J<\/td>\nFloatingReset<\/td>\nQuote: 16.15 – 25.00
\nSpot Rate : 8.8500
\nAverage : 4.7359<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 16.15
\nEvaluated at bid price : 16.15
\nBid-YTW : 4.70 %<\/td>\n<\/tr>\n

CM.PR.O<\/td>\nFixedReset Disc<\/td>\nQuote: 22.17 – 24.50
\nSpot Rate : 2.3300
\nAverage : 1.3281<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 21.71
\nEvaluated at bid price : 22.17
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 20.00 – 21.75
\nSpot Rate : 1.7500
\nAverage : 1.0639<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n

BMO.PR.W<\/td>\nFixedReset Disc<\/td>\nQuote: 20.05 – 22.48
\nSpot Rate : 2.4300
\nAverage : 1.7545<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.00 – 16.59
\nSpot Rate : 1.5900
\nAverage : 1.0709<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 6.63 %<\/td>\n<\/tr>\n

BAM.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 18.40 – 20.73
\nSpot Rate : 2.3300
\nAverage : 1.8129<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2052-06-06
\nMaturity Price : 18.40
\nEvaluated at bid price : 18.40
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

TXPR closed at 657.51, down 0.52% on the day. Volume today was 1.36-million, slightly below the median of the past 21 trading days. CPD closed at 13.09, down 0.30% on the day. Volume was 56,090, …<\/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-43548","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43548","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=43548"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/43548\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=43548"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=43548"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=43548"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}