{"id":47779,"date":"2025-04-07T15:31:00","date_gmt":"2025-04-07T15:31:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47779"},"modified":"2025-06-19T15:32:24","modified_gmt":"2025-06-19T15:32:24","slug":"april-7-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47779","title":{"rendered":"April 7, 2025"},"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-0.8076 %<\/td>\n2,112.7<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.8076 %<\/td>\n4,112.7<\/td>\n<\/tr>\n
Floater<\/td>\n7.30 %<\/td>\n7.79 %<\/td>\n62,832<\/td>\n11.64<\/td>\n3<\/td>\n-0.8076 %<\/td>\n2,370.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4919 %<\/td>\n3,573.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.88 %<\/td>\n5.54 %<\/td>\n81,019<\/td>\n1.79<\/td>\n9<\/td>\n-0.4919 %<\/td>\n4,267.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.4919 %<\/td>\n3,329.7<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.3945 %<\/td>\n2,816.9<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.10 %<\/td>\n6.19 %<\/td>\n61,629<\/td>\n13.61<\/td>\n33<\/td>\n-1.3945 %<\/td>\n3,071.6<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.91 %<\/td>\n6.80 %<\/td>\n125,851<\/td>\n12.69<\/td>\n49<\/td>\n-2.4510 %<\/td>\n2,659.2<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.98 %<\/td>\n6.05 %<\/td>\n73,268<\/td>\n13.81<\/td>\n21<\/td>\n-0.4401 %<\/td>\n3,028.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.94 %<\/td>\n5.99 %<\/td>\n34,816<\/td>\n13.89<\/td>\n3<\/td>\n-2.5397 %<\/td>\n3,404.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.55 %<\/td>\n5.62 %<\/td>\n140,644<\/td>\n13.85<\/td>\n10<\/td>\n-1.7083 %<\/td>\n2,499.1<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-2.4510 %<\/td>\n2,718.2<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.83 %<\/td>\n6.01 %<\/td>\n72,933<\/td>\n13.67<\/td>\n12<\/td>\n-3.1917 %<\/td>\n2,698.4<\/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\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\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.F<\/td>\nPerpetual-Discount<\/td>\n-17.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.97
\nEvaluated at bid price : 18.97
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-9.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 17.25
\nEvaluated at bid price : 17.25
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n-8.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.73 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-6.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.52
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n-6.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.51
\nEvaluated at bid price : 18.51
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
PVS.PR.J<\/td>\nSplitShare<\/td>\n-5.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2028-02-29
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.50
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-5.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-5.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n-4.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.84
\nEvaluated at bid price : 22.12
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
FTS.PR.H<\/td>\nFixedReset Disc<\/td>\n-4.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 14.66
\nEvaluated at bid price : 14.66
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-4.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 14.69
\nEvaluated at bid price : 14.69
\nBid-YTW : 6.50 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n-4.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 15.98
\nEvaluated at bid price : 15.98
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-4.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-4.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 7.04 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-4.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.20
\nEvaluated at bid price : 18.20
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-4.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n-4.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.28
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n-3.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 20.95
\nEvaluated at bid price : 20.95
\nBid-YTW : 6.82 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-3.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 15.06
\nEvaluated at bid price : 15.06
\nBid-YTW : 7.44 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n-3.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n-3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n-3.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 20.29
\nEvaluated at bid price : 20.29
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-3.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
FTS.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n-3.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.83
\nEvaluated at bid price : 18.83
\nBid-YTW : 6.57 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n-3.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 7.27 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-3.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.34
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-3.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.63
\nEvaluated at bid price : 21.90
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n-3.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 6.91 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n-3.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 17.58
\nEvaluated at bid price : 17.58
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.48 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 15.56
\nEvaluated at bid price : 15.56
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n-3.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.62
\nEvaluated at bid price : 18.62
\nBid-YTW : 7.37 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.60
\nEvaluated at bid price : 21.97
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-2.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.61
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
NA.PR.I<\/td>\nFixedReset Prem<\/td>\n-2.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.08
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 15.79
\nEvaluated at bid price : 15.79
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 17.58
\nEvaluated at bid price : 17.58
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n
FFH.PR.J<\/td>\nFloatingReset<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.51
\nEvaluated at bid price : 22.82
\nBid-YTW : 5.99 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 17.76
\nEvaluated at bid price : 17.76
\nBid-YTW : 7.34 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.75
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n-2.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.88
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.23 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 15.17
\nEvaluated at bid price : 15.17
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-2.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.62
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-2.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.17
\nEvaluated at bid price : 21.17
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-2.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 13.25
\nEvaluated at bid price : 13.25
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
FFH.PR.H<\/td>\nFloatingReset<\/td>\n-2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.53
\nEvaluated at bid price : 22.79
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.59
\nEvaluated at bid price : 23.25
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-2.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.31
\nEvaluated at bid price : 19.31
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
GWO.PR.P<\/td>\nInsurance Straight<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.20
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-2.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.65
\nEvaluated at bid price : 18.65
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
NA.PR.K<\/td>\nFixedReset Prem<\/td>\n-1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.56
\nEvaluated at bid price : 26.08
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.97 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 15.93
\nEvaluated at bid price : 15.93
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.59
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.57
\nEvaluated at bid price : 23.84
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.30
\nEvaluated at bid price : 21.30
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 5.74 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n-1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.15
\nBid-YTW : 6.40 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.66
\nEvaluated at bid price : 18.66
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n-1.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.08
\nEvaluated at bid price : 21.08
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.16
\nEvaluated at bid price : 23.42
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.38
\nEvaluated at bid price : 19.38
\nBid-YTW : 5.87 %<\/td>\n<\/tr>\n
BN.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.39
\nEvaluated at bid price : 18.39
\nBid-YTW : 6.52 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n-1.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.11
\nEvaluated at bid price : 21.11
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.21
\nEvaluated at bid price : 18.21
\nBid-YTW : 7.43 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.79
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.30
\nEvaluated at bid price : 24.30
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
NA.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.96
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.15
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.52
\nEvaluated at bid price : 23.40
\nBid-YTW : 5.26 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.55
\nEvaluated at bid price : 22.80
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.71
\nEvaluated at bid price : 23.00
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 17.61
\nEvaluated at bid price : 17.61
\nBid-YTW : 7.53 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.54
\nEvaluated at bid price : 25.26
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.84
\nEvaluated at bid price : 19.84
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.16 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.21
\nEvaluated at bid price : 23.51
\nBid-YTW : 6.21 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.95
\nEvaluated at bid price : 23.85
\nBid-YTW : 5.63 %<\/td>\n<\/tr>\n
NA.PR.S<\/td>\nFixedReset Prem<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.85
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 14.35
\nEvaluated at bid price : 14.35
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.28
\nEvaluated at bid price : 21.28
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.42
\nEvaluated at bid price : 25.40
\nBid-YTW : 5.52 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n1.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 20.39
\nEvaluated at bid price : 20.39
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n1.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.27
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.81
\nEvaluated at bid price : 19.81
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
PVS.PR.K<\/td>\nSplitShare<\/td>\n3.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2029-05-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.12 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n5.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.83
\nEvaluated at bid price : 22.15
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n12.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.51
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n18.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.34 %<\/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
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n43,800<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.79
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.53 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n34,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 17.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.54 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n26,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 23.32
\nEvaluated at bid price : 24.16
\nBid-YTW : 5.45 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n25,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.62
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n23,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 17.50
\nEvaluated at bid price : 17.50
\nBid-YTW : 7.58 %<\/td>\n<\/tr>\n
PVS.PR.L<\/td>\nSplitShare<\/td>\n20,900<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-06-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.00
\nBid-YTW : 5.64 %<\/td>\n<\/tr>\n
There were 41 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\n
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
See TMX DataLinx: ‘Last’ != ‘Close’<\/a> and the posts linked therein for an idea of why these quotes are so horrible.<\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 18.97 – 23.88
\nSpot Rate : 4.9100
\nAverage : 3.4999<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 18.97
\nEvaluated at bid price : 18.97
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n

POW.PR.B<\/td>\nPerpetual-Discount<\/td>\nQuote: 21.80 – 25.00
\nSpot Rate : 3.2000
\nAverage : 1.8817<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.54
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n

BN.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 15.98 – 18.95
\nSpot Rate : 2.9700
\nAverage : 1.9246<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 15.98
\nEvaluated at bid price : 15.98
\nBid-YTW : 7.49 %<\/td>\n<\/tr>\n

CU.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 19.05 – 22.12
\nSpot Rate : 3.0700
\nAverage : 2.1344<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 19.05
\nEvaluated at bid price : 19.05
\nBid-YTW : 6.71 %<\/td>\n<\/tr>\n

MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\nQuote: 21.17 – 23.79
\nSpot Rate : 2.6200
\nAverage : 1.7955<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 21.17
\nEvaluated at bid price : 21.17
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n

BN.PF.I<\/td>\nFixedReset Disc<\/td>\nQuote: 22.52 – 24.50
\nSpot Rate : 1.9800
\nAverage : 1.1654<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-07
\nMaturity Price : 22.22
\nEvaluated at bid price : 22.52
\nBid-YTW : 7.04 %<\/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-47779","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47779","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=47779"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47779\/revisions"}],"predecessor-version":[{"id":47780,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47779\/revisions\/47780"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47779"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47779"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47779"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}