{"id":47795,"date":"2025-04-17T15:39:00","date_gmt":"2025-04-17T15:39:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=47795"},"modified":"2025-06-19T15:39:57","modified_gmt":"2025-06-19T15:39:57","slug":"april-17-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47795","title":{"rendered":"April 17, 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>\n0.4011 %<\/td>\n2,078.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4011 %<\/td>\n4,045.7<\/td>\n<\/tr>\n
Floater<\/td>\n7.42 %<\/td>\n7.99 %<\/td>\n65,609<\/td>\n11.40<\/td>\n3<\/td>\n0.4011 %<\/td>\n2,331.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0044 %<\/td>\n3,611.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n5.20 %<\/td>\n70,935<\/td>\n1.77<\/td>\n9<\/td>\n0.0044 %<\/td>\n4,312.6<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0044 %<\/td>\n3,364.9<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.1368 %<\/td>\n2,846.7<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.04 %<\/td>\n6.15 %<\/td>\n60,587<\/td>\n13.72<\/td>\n33<\/td>\n-0.1368 %<\/td>\n3,104.2<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.84 %<\/td>\n7.03 %<\/td>\n135,866<\/td>\n12.48<\/td>\n49<\/td>\n-0.5070 %<\/td>\n2,689.1<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.95 %<\/td>\n6.05 %<\/td>\n74,435<\/td>\n13.84<\/td>\n21<\/td>\n0.0204 %<\/td>\n3,044.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.95 %<\/td>\n5.88 %<\/td>\n42,112<\/td>\n14.05<\/td>\n3<\/td>\n-0.1601 %<\/td>\n3,456.6<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.44 %<\/td>\n5.81 %<\/td>\n143,028<\/td>\n13.78<\/td>\n10<\/td>\n-0.1929 %<\/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>\n-0.5070 %<\/td>\n2,748.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.86 %<\/td>\n6.41 %<\/td>\n76,975<\/td>\n13.16<\/td>\n12<\/td>\n-0.9089 %<\/td>\n2,685.4<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-8.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 8.58 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-6.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-4.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 21.74
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.38 %<\/td>\n<\/tr>\n
PWF.PR.E<\/td>\nPerpetual-Discount<\/td>\n-3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.01
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n-2.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.47
\nEvaluated at bid price : 18.47
\nBid-YTW : 7.79 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 6.61 %<\/td>\n<\/tr>\n
BN.PF.J<\/td>\nFixedReset Disc<\/td>\n-2.36 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.75
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.34 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n-2.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 21.12
\nEvaluated at bid price : 21.12
\nBid-YTW : 6.25 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n-2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 23.41
\nEvaluated at bid price : 23.75
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n-1.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 21.47
\nEvaluated at bid price : 21.73
\nBid-YTW : 6.19 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 15.75
\nEvaluated at bid price : 15.75
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
POW.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.60
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 23.40
\nEvaluated at bid price : 25.32
\nBid-YTW : 5.81 %<\/td>\n<\/tr>\n
FFH.PR.J<\/td>\nFloatingReset<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.65
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.26
\nEvaluated at bid price : 18.26
\nBid-YTW : 7.42 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nInsurance Straight<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 19.75
\nEvaluated at bid price : 19.75
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 6.42 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 19.95
\nEvaluated at bid price : 19.95
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n1.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 22.33
\nEvaluated at bid price : 22.81
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 19.65
\nEvaluated at bid price : 19.65
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.55
\nEvaluated at bid price : 18.55
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.36
\nEvaluated at bid price : 18.36
\nBid-YTW : 6.41 %<\/td>\n<\/tr>\n
ENB.PR.B<\/td>\nFixedReset Disc<\/td>\n2.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 17.09
\nEvaluated at bid price : 17.09
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n3.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 20.03
\nEvaluated at bid price : 20.03
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n3.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n3.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n3.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 19.90
\nEvaluated at bid price : 19.90
\nBid-YTW : 5.71 %<\/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>\n1,034,674<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 3.56 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n237,121<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n177,227<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 21.96
\nEvaluated at bid price : 22.35
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n176,061<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 22.47
\nEvaluated at bid price : 22.83
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n147,266<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 22.07
\nEvaluated at bid price : 22.30
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n108,382<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 22.58
\nEvaluated at bid price : 23.51
\nBid-YTW : 5.38 %<\/td>\n<\/tr>\n
There were 23 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: 18.90 – 23.88
\nSpot Rate : 4.9800
\nAverage : 3.0792<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.90
\nEvaluated at bid price : 18.90
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n

ENB.PF.G<\/td>\nFixedReset Disc<\/td>\nQuote: 16.25 – 17.91
\nSpot Rate : 1.6600
\nAverage : 1.1933<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 16.25
\nEvaluated at bid price : 16.25
\nBid-YTW : 8.58 %<\/td>\n<\/tr>\n

GWO.PR.Y<\/td>\nInsurance Straight<\/td>\nQuote: 18.86 – 21.00
\nSpot Rate : 2.1400
\nAverage : 1.6809<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.86
\nEvaluated at bid price : 18.86
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.85 – 21.98
\nSpot Rate : 1.1300
\nAverage : 0.7394<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.80 – 20.44
\nSpot Rate : 1.6400
\nAverage : 1.3256<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.80
\nEvaluated at bid price : 18.80
\nBid-YTW : 7.15 %<\/td>\n<\/tr>\n

ENB.PR.J<\/td>\nFixedReset Disc<\/td>\nQuote: 18.50 – 19.30
\nSpot Rate : 0.8000
\nAverage : 0.5184<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-17
\nMaturity Price : 18.50
\nEvaluated at bid price : 18.50
\nBid-YTW : 7.74 %<\/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-47795","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47795","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=47795"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47795\/revisions"}],"predecessor-version":[{"id":47796,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47795\/revisions\/47796"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47795"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47795"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47795"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}