{"id":47797,"date":"2025-04-21T15:40:26","date_gmt":"2025-04-21T15:40:26","guid":{"rendered":"https:\/\/prefblog.com\/?p=47797"},"modified":"2025-06-19T15:41:00","modified_gmt":"2025-06-19T15:41:00","slug":"april-21-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47797","title":{"rendered":"April 21, 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>\n0.0000 %<\/td>\n2,078.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,045.7<\/td>\n<\/tr>\n
Floater<\/td>\n7.42 %<\/td>\n8.00 %<\/td>\n62,891<\/td>\n11.38<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,331.6<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0267 %<\/td>\n3,612.2<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.83 %<\/td>\n5.17 %<\/td>\n70,675<\/td>\n1.76<\/td>\n9<\/td>\n0.0267 %<\/td>\n4,313.8<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0267 %<\/td>\n3,365.8<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.2382 %<\/td>\n2,811.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n6.12 %<\/td>\n6.21 %<\/td>\n59,616<\/td>\n13.59<\/td>\n33<\/td>\n-1.2382 %<\/td>\n3,065.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.84 %<\/td>\n6.96 %<\/td>\n131,856<\/td>\n12.56<\/td>\n49<\/td>\n0.0946 %<\/td>\n2,691.6<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.96 %<\/td>\n6.06 %<\/td>\n75,230<\/td>\n13.77<\/td>\n21<\/td>\n-0.2289 %<\/td>\n3,037.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.93 %<\/td>\n5.91 %<\/td>\n40,462<\/td>\n14.00<\/td>\n3<\/td>\n0.4010 %<\/td>\n3,470.5<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.44 %<\/td>\n5.72 %<\/td>\n141,657<\/td>\n13.73<\/td>\n10<\/td>\n-0.1065 %<\/td>\n2,540.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0946 %<\/td>\n2,751.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.74 %<\/td>\n6.11 %<\/td>\n77,917<\/td>\n13.49<\/td>\n12<\/td>\n2.1444 %<\/td>\n2,743.0<\/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
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-15.75 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n
BN.PR.X<\/td>\nFixedReset Disc<\/td>\n-5.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 14.65
\nEvaluated at bid price : 14.65
\nBid-YTW : 7.95 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n-4.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.46 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n-2.90 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 19.72
\nEvaluated at bid price : 19.72
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
BIP.PR.F<\/td>\nFixedReset Disc<\/td>\n-2.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.95 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 16.12
\nEvaluated at bid price : 16.12
\nBid-YTW : 7.71 %<\/td>\n<\/tr>\n
PWF.PF.A<\/td>\nPerpetual-Discount<\/td>\n-2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 18.06
\nEvaluated at bid price : 18.06
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Discount<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 22.67
\nEvaluated at bid price : 22.91
\nBid-YTW : 6.30 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n-2.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.01
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.70 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 22.76
\nEvaluated at bid price : 23.10
\nBid-YTW : 7.06 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 18.60
\nEvaluated at bid price : 18.60
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 19.98
\nEvaluated at bid price : 19.98
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Prem<\/td>\n-1.53 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 23.51
\nEvaluated at bid price : 25.70
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 20.80
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 22.18
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.05 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.14
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n-1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 18.10
\nEvaluated at bid price : 18.10
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 15.10
\nEvaluated at bid price : 15.10
\nBid-YTW : 6.77 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n-1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 23.41
\nEvaluated at bid price : 23.70
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
PWF.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 23.33
\nEvaluated at bid price : 23.61
\nBid-YTW : 6.27 %<\/td>\n<\/tr>\n
IFC.PR.F<\/td>\nInsurance Straight<\/td>\n-1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 21.66
\nEvaluated at bid price : 22.05
\nBid-YTW : 6.06 %<\/td>\n<\/tr>\n
IFC.PR.E<\/td>\nInsurance Straight<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 21.76
\nEvaluated at bid price : 22.11
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 19.01
\nEvaluated at bid price : 19.01
\nBid-YTW : 6.98 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 14.88
\nEvaluated at bid price : 14.88
\nBid-YTW : 7.19 %<\/td>\n<\/tr>\n
FFH.PR.K<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 23.73
\nEvaluated at bid price : 24.05
\nBid-YTW : 6.43 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.27 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 15.95
\nEvaluated at bid price : 15.95
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 20.55
\nEvaluated at bid price : 20.55
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
BN.PF.G<\/td>\nFixedReset Disc<\/td>\n1.84 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 18.81
\nEvaluated at bid price : 18.81
\nBid-YTW : 7.52 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n2.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.50
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 7.01 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n2.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 15.90
\nEvaluated at bid price : 15.90
\nBid-YTW : 6.51 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n2.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 22.17
\nEvaluated at bid price : 22.61
\nBid-YTW : 6.11 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n3.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 19.40
\nEvaluated at bid price : 19.40
\nBid-YTW : 6.83 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n3.38 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 22.84
\nEvaluated at bid price : 23.55
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n8.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 17.70
\nEvaluated at bid price : 17.70
\nBid-YTW : 7.74 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n14.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 22.80
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.48 %<\/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
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n29,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 18.32
\nEvaluated at bid price : 18.32
\nBid-YTW : 7.32 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n24,000<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.11
\nBid-YTW : 4.00 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Disc<\/td>\n13,828<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 22.53
\nEvaluated at bid price : 23.41
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
FFH.PR.G<\/td>\nFixedReset Disc<\/td>\n13,100<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 22.24
\nEvaluated at bid price : 22.97
\nBid-YTW : 5.76 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n11,301<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
RY.PR.N<\/td>\nPerpetual-Discount<\/td>\n11,229<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.22 %<\/td>\n<\/tr>\n
There were 0 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.G<\/td>\nPerpetual-Discount<\/td>\nQuote: 16.00 – 20.20
\nSpot Rate : 4.2000
\nAverage : 2.5166<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 16.00
\nEvaluated at bid price : 16.00
\nBid-YTW : 7.17 %<\/td>\n<\/tr>\n

SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.95 – 18.60
\nSpot Rate : 2.6500
\nAverage : 1.5498<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 15.95
\nEvaluated at bid price : 15.95
\nBid-YTW : 6.59 %<\/td>\n<\/tr>\n

SLF.PR.C<\/td>\nInsurance Straight<\/td>\nQuote: 19.76 – 21.45
\nSpot Rate : 1.6900
\nAverage : 1.0466<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 19.76
\nEvaluated at bid price : 19.76
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n

GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 15.00 – 16.55
\nSpot Rate : 1.5500
\nAverage : 0.9811<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n

GWO.PR.T<\/td>\nInsurance Straight<\/td>\nQuote: 21.14 – 22.92
\nSpot Rate : 1.7800
\nAverage : 1.2400<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 21.14
\nEvaluated at bid price : 21.14
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n

ENB.PR.D<\/td>\nFixedReset Disc<\/td>\nQuote: 17.55 – 18.84
\nSpot Rate : 1.2900
\nAverage : 0.7880<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-04-21
\nMaturity Price : 17.55
\nEvaluated at bid price : 17.55
\nBid-YTW : 7.59 %<\/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-47797","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47797","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=47797"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47797\/revisions"}],"predecessor-version":[{"id":47798,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47797\/revisions\/47798"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47797"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47797"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47797"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}