{"id":47128,"date":"2024-08-01T20:51:57","date_gmt":"2024-08-02T01:51:57","guid":{"rendered":"https:\/\/prefblog.com\/?p=47128"},"modified":"2024-08-01T20:51:57","modified_gmt":"2024-08-02T01:51:57","slug":"august-1-2024","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47128","title":{"rendered":"August 1, 2024"},"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-0.3384 %<\/td>\n2,246.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.3384 %<\/td>\n4,309.1<\/td>\n<\/tr>\n
Floater<\/td>\n9.95 %<\/td>\n10.14 %<\/td>\n27,343<\/td>\n9.40<\/td>\n2<\/td>\n-0.3384 %<\/td>\n2,483.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0272 %<\/td>\n3,526.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.74 %<\/td>\n6.58 %<\/td>\n26,676<\/td>\n1.19<\/td>\n6<\/td>\n-0.0272 %<\/td>\n4,211.1<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0272 %<\/td>\n3,285.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5733 %<\/td>\n2,813.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.12 %<\/td>\n6.25 %<\/td>\n60,172<\/td>\n13.53<\/td>\n28<\/td>\n0.5733 %<\/td>\n3,067.9<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.15 %<\/td>\n6.86 %<\/td>\n126,102<\/td>\n12.56<\/td>\n47<\/td>\n0.6746 %<\/td>\n2,643.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.02 %<\/td>\n6.17 %<\/td>\n66,129<\/td>\n13.63<\/td>\n20<\/td>\n0.7709 %<\/td>\n3,010.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n8.99 %<\/td>\n8.84 %<\/td>\n28,053<\/td>\n10.50<\/td>\n4<\/td>\n0.0770 %<\/td>\n2,789.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.27 %<\/td>\n5.64 %<\/td>\n266,119<\/td>\n2.94<\/td>\n6<\/td>\n0.2768 %<\/td>\n2,543.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6746 %<\/td>\n2,702.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.18 %<\/td>\n6.37 %<\/td>\n107,507<\/td>\n13.38<\/td>\n14<\/td>\n0.8588 %<\/td>\n2,834.2<\/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.B<\/td>\nInsurance Straight<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 16.26
\nEvaluated at bid price : 16.26
\nBid-YTW : 8.09 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 20.08
\nEvaluated at bid price : 20.08
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 23.35
\nEvaluated at bid price : 23.90
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.32 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.48
\nBid-YTW : 7.03 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 23.21
\nEvaluated at bid price : 24.80
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
BN.PF.H<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 23.20
\nEvaluated at bid price : 23.65
\nBid-YTW : 7.64 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 23.11
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.27
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 23.48
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 22.35
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
FFH.PR.H<\/td>\nFloatingReset<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 9.46 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.10
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 22.57
\nEvaluated at bid price : 23.30
\nBid-YTW : 6.84 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.35
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 22.67
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.32
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
BIP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 23.85
\nEvaluated at bid price : 24.25
\nBid-YTW : 7.85 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n1.76 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.63
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.61
\nEvaluated at bid price : 21.90
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 22.01
\nEvaluated at bid price : 22.24
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n2.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 19.91
\nEvaluated at bid price : 19.91
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.35
\nEvaluated at bid price : 21.35
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n2.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 19.83
\nEvaluated at bid price : 19.83
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n3.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n4.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n5.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.12
\nBid-YTW : 7.24 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n6.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 18.08
\nEvaluated at bid price : 18.08
\nBid-YTW : 7.95 %<\/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
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n111,600<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n72,277<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 19.93
\nEvaluated at bid price : 19.93
\nBid-YTW : 7.25 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n62,399<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.35
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n60,591<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 23.46
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n59,065<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 24.78
\nEvaluated at bid price : 24.78
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n57,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.63
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.37 %<\/td>\n<\/tr>\n
There were 21 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
CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 20.05 – 21.88
\nSpot Rate : 1.8300
\nAverage : 1.1666<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n

POW.PR.B<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.57 – 22.75
\nSpot Rate : 1.1800
\nAverage : 0.8453<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.57
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n

BN.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 22.75 – 24.00
\nSpot Rate : 1.2500
\nAverage : 0.9423<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 22.32
\nEvaluated at bid price : 22.75
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.99 – 22.96
\nSpot Rate : 0.9700
\nAverage : 0.6646<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 21.61
\nEvaluated at bid price : 21.99
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n

MFC.PR.B<\/td>\nInsurance Straight<\/td>\nQuote: 19.50 – 20.26
\nSpot Rate : 0.7600
\nAverage : 0.5309<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n

RY.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 23.56 – 24.10
\nSpot Rate : 0.5400
\nAverage : 0.3310<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2054-08-01
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.56
\nBid-YTW : 5.95 %<\/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-47128","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47128","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=47128"}],"version-history":[{"count":0,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47128\/revisions"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47128"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47128"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47128"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}