{"id":47787,"date":"2025-04-11T15:35:00","date_gmt":"2025-04-11T15:35:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47787"},"modified":"2025-06-19T15:36:18","modified_gmt":"2025-06-19T15:36:18","slug":"april-11-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47787","title":{"rendered":"April 11, 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-0.0291 %<\/td>\n2,040.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0291 %<\/td>\n3,971.8<\/td>\n<\/tr>\n
Floater<\/td>\n7.55 %<\/td>\n8.01 %<\/td>\n61,533<\/td>\n11.39<\/td>\n3<\/td>\n-0.0291 %<\/td>\n2,289.0<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0446 %<\/td>\n3,605.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.84 %<\/td>\n5.17 %<\/td>\n75,842<\/td>\n1.78<\/td>\n9<\/td>\n0.0446 %<\/td>\n4,305.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0446 %<\/td>\n3,359.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.5397 %<\/td>\n2,791.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.16 %<\/td>\n6.27 %<\/td>\n60,035<\/td>\n13.54<\/td>\n33<\/td>\n0.5397 %<\/td>\n3,044.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.99 %<\/td>\n7.20 %<\/td>\n135,760<\/td>\n12.33<\/td>\n49<\/td>\n0.3120 %<\/td>\n2,624.5<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n6.10 %<\/td>\n6.13 %<\/td>\n73,032<\/td>\n13.72<\/td>\n21<\/td>\n-0.0163 %<\/td>\n2,967.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.98 %<\/td>\n5.96 %<\/td>\n40,226<\/td>\n13.93<\/td>\n3<\/td>\n0.3234 %<\/td>\n3,440.0<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.55 %<\/td>\n5.86 %<\/td>\n147,972<\/td>\n13.59<\/td>\n10<\/td>\n0.1084 %<\/td>\n2,501.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.3120 %<\/td>\n2,682.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.99 %<\/td>\n6.60 %<\/td>\n77,386<\/td>\n12.93<\/td>\n12<\/td>\n-0.3031 %<\/td>\n2,626.2<\/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\n\n
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-18.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
CCS.PR.C<\/td>\nInsurance Straight<\/td>\n-17.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-7.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nInsurance Straight<\/td>\n-6.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.34 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-5.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 19.42
\nEvaluated at bid price : 19.42
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-4.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 12.50
\nEvaluated at bid price : 12.50
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-3.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.55 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nInsurance Straight<\/td>\n-2.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 22.08
\nEvaluated at bid price : 22.31
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 17.90
\nEvaluated at bid price : 17.90
\nBid-YTW : 8.03 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 14.75
\nEvaluated at bid price : 14.75
\nBid-YTW : 6.94 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 17.65
\nEvaluated at bid price : 17.65
\nBid-YTW : 7.89 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.10
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 14.25
\nEvaluated at bid price : 14.25
\nBid-YTW : 7.65 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 23.25
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.20 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 22.04
\nEvaluated at bid price : 22.35
\nBid-YTW : 6.81 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n1.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 19.55
\nEvaluated at bid price : 19.55
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 22.11
\nEvaluated at bid price : 22.40
\nBid-YTW : 7.36 %<\/td>\n<\/tr>\n
FTS.PR.K<\/td>\nFixedReset Disc<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 6.80 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 19.41
\nEvaluated at bid price : 19.41
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 17.35
\nEvaluated at bid price : 17.35
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n1.95 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.85 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 20.65
\nEvaluated at bid price : 20.65
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
BIP.PR.E<\/td>\nFixedReset Disc<\/td>\n2.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 7.08 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n2.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 21.62
\nEvaluated at bid price : 22.01
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n2.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n2.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 10.95
\nEvaluated at bid price : 10.95
\nBid-YTW : 8.01 %<\/td>\n<\/tr>\n
BN.PR.B<\/td>\nFloater<\/td>\n3.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 10.95
\nEvaluated at bid price : 10.95
\nBid-YTW : 8.01 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n3.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 20.91
\nEvaluated at bid price : 20.91
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
IFC.PR.K<\/td>\nInsurance Straight<\/td>\n3.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.80
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n3.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.07 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n4.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
BN.PR.Z<\/td>\nFixedReset Disc<\/td>\n5.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 7.46 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n7.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 18.23
\nEvaluated at bid price : 18.23
\nBid-YTW : 7.75 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n17.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 19.70
\nEvaluated at bid price : 19.70
\nBid-YTW : 6.22 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n28.88 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 18.70
\nEvaluated at bid price : 18.70
\nBid-YTW : 6.11 %<\/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
CU.PR.I<\/td>\nFixedReset Disc<\/td>\n75,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 23.93
\nEvaluated at bid price : 24.53
\nBid-YTW : 6.67 %<\/td>\n<\/tr>\n
NA.PR.C<\/td>\nFixedReset Prem<\/td>\n71,050<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 23.53
\nEvaluated at bid price : 25.23
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n60,400<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 23.23
\nEvaluated at bid price : 24.15
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n47,195<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 17.64
\nEvaluated at bid price : 17.64
\nBid-YTW : 7.94 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n43,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n32,643<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 17.07
\nEvaluated at bid price : 17.07
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n
There were 14 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
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.10 – 25.00
\nSpot Rate : 5.9000
\nAverage : 3.3405<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 7.09 %<\/td>\n<\/tr>\n

FTS.PR.M<\/td>\nFixedReset Disc<\/td>\nQuote: 19.65 – 24.90
\nSpot Rate : 5.2500
\nAverage : 3.1006<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 7.00 %<\/td>\n<\/tr>\n

CCS.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 17.57 – 21.99
\nSpot Rate : 4.4200
\nAverage : 2.6058<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 17.57
\nEvaluated at bid price : 17.57
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n

PWF.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 17.10 – 21.40
\nSpot Rate : 4.3000
\nAverage : 2.6215<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 17.10
\nEvaluated at bid price : 17.10
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n

MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.45 – 25.00
\nSpot Rate : 2.5500
\nAverage : 1.5615<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.45
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 18.50 – 21.00
\nSpot Rate : 2.5000
\nAverage : 1.7342<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-11
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 6.14 %<\/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-47787","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47787","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=47787"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47787\/revisions"}],"predecessor-version":[{"id":47788,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47787\/revisions\/47788"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47787"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47787"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47787"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}