{"id":47831,"date":"2025-05-13T01:07:25","date_gmt":"2025-05-13T01:07:25","guid":{"rendered":"https:\/\/prefblog.com\/?p=47831"},"modified":"2025-06-20T01:07:53","modified_gmt":"2025-06-20T01:07:53","slug":"may-13-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=47831","title":{"rendered":"May 13, 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-1.3820 %<\/td>\n2,116.3<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.3820 %<\/td>\n4,119.6<\/td>\n<\/tr>\n
Floater<\/td>\n7.28 %<\/td>\n7.58 %<\/td>\n62,621<\/td>\n11.80<\/td>\n3<\/td>\n-1.3820 %<\/td>\n2,374.1<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0591 %<\/td>\n3,666.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.77 %<\/td>\n4.53 %<\/td>\n77,396<\/td>\n2.60<\/td>\n8<\/td>\n-0.0591 %<\/td>\n4,378.5<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0591 %<\/td>\n3,416.3<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.7452 %<\/td>\n2,931.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.86 %<\/td>\n5.98 %<\/td>\n52,864<\/td>\n13.90<\/td>\n33<\/td>\n0.7452 %<\/td>\n3,196.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.56 %<\/td>\n6.39 %<\/td>\n106,730<\/td>\n12.87<\/td>\n51<\/td>\n0.2801 %<\/td>\n2,833.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.78 %<\/td>\n5.89 %<\/td>\n63,345<\/td>\n14.02<\/td>\n21<\/td>\n1.0252 %<\/td>\n3,134.4<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.68 %<\/td>\n5.77 %<\/td>\n31,140<\/td>\n14.18<\/td>\n3<\/td>\n-0.0772 %<\/td>\n3,589.7<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.41 %<\/td>\n5.40 %<\/td>\n116,181<\/td>\n13.71<\/td>\n8<\/td>\n0.1109 %<\/td>\n2,590.0<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2801 %<\/td>\n2,896.6<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.31 %<\/td>\n5.80 %<\/td>\n65,696<\/td>\n13.99<\/td>\n14<\/td>\n0.7210 %<\/td>\n2,900.6<\/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
BN.PR.K<\/td>\nFloater<\/td>\n-5.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 11.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 8.03 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.96 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
BN.PF.I<\/td>\nFixedReset Disc<\/td>\n-1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.35
\nEvaluated at bid price : 23.70
\nBid-YTW : 6.90 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.44
\nEvaluated at bid price : 25.52
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
PWF.PR.O<\/td>\nPerpetual-Discount<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.69
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.01
\nEvaluated at bid price : 24.11
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nInsurance Straight<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 24.21
\nEvaluated at bid price : 24.50
\nBid-YTW : 6.00 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.43
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 19.66
\nEvaluated at bid price : 19.66
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
FTS.PR.M<\/td>\nFixedReset Disc<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.70
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n1.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.50
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 19.21
\nEvaluated at bid price : 19.21
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
NA.PR.I<\/td>\nFixedReset Prem<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.35
\nEvaluated at bid price : 25.30
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n1.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
BN.PF.D<\/td>\nPerpetual-Discount<\/td>\n1.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 19.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.20 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n1.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.16 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n1.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 21.67
\nEvaluated at bid price : 21.92
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 19.80
\nEvaluated at bid price : 19.80
\nBid-YTW : 6.08 %<\/td>\n<\/tr>\n
ENB.PR.N<\/td>\nFixedReset Disc<\/td>\n1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 22.14
\nEvaluated at bid price : 22.61
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n1.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 19.83
\nEvaluated at bid price : 19.83
\nBid-YTW : 7.02 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.41
\nEvaluated at bid price : 23.70
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n1.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 19.71
\nEvaluated at bid price : 19.71
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n1.87 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 19.61
\nEvaluated at bid price : 19.61
\nBid-YTW : 6.15 %<\/td>\n<\/tr>\n
POW.PR.C<\/td>\nPerpetual-Discount<\/td>\n2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 24.46
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.93 %<\/td>\n<\/tr>\n
CU.PR.J<\/td>\nPerpetual-Discount<\/td>\n2.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 20.06
\nEvaluated at bid price : 20.06
\nBid-YTW : 5.94 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n2.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n2.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.77
\nEvaluated at bid price : 24.81
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 19.57
\nEvaluated at bid price : 19.57
\nBid-YTW : 6.86 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n3.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
IFC.PR.I<\/td>\nInsurance Straight<\/td>\n3.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 22.77
\nEvaluated at bid price : 23.19
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n4.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 22.25
\nEvaluated at bid price : 22.52
\nBid-YTW : 5.90 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n4.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.38
\nEvaluated at bid price : 24.67
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n5.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 20.68
\nEvaluated at bid price : 20.68
\nBid-YTW : 6.04 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n6.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 20.85
\nEvaluated at bid price : 20.85
\nBid-YTW : 5.41 %<\/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.C<\/td>\nFixedReset Disc<\/td>\n298,811<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 20.50
\nEvaluated at bid price : 20.50
\nBid-YTW : 6.33 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n102,130<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.77
\nEvaluated at bid price : 24.81
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Disc<\/td>\n37,010<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.26
\nBid-YTW : 6.26 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n36,256<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 23.59
\nEvaluated at bid price : 24.25
\nBid-YTW : 5.72 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n35,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 19.71
\nEvaluated at bid price : 19.71
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
RY.PR.O<\/td>\nPerpetual-Discount<\/td>\n28,592<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 24.25
\nEvaluated at bid price : 24.55
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
There were 6 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
BN.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 17.21 – 24.00
\nSpot Rate : 6.7900
\nAverage : 3.6515<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 17.21
\nEvaluated at bid price : 17.21
\nBid-YTW : 6.76 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 16.30 – 18.50
\nSpot Rate : 2.2000
\nAverage : 1.2720<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 16.30
\nEvaluated at bid price : 16.30
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n

FTS.PR.K<\/td>\nFixedReset Disc<\/td>\nQuote: 21.15 – 22.84
\nSpot Rate : 1.6900
\nAverage : 1.0158<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.30 – 23.88
\nSpot Rate : 4.5800
\nAverage : 4.1740<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 19.30
\nEvaluated at bid price : 19.30
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 22.45 – 23.45
\nSpot Rate : 1.0000
\nAverage : 0.6248<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 21.90
\nEvaluated at bid price : 22.45
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n

BN.PR.K<\/td>\nFloater<\/td>\nQuote: 11.00 – 11.77
\nSpot Rate : 0.7700
\nAverage : 0.4894<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-05-13
\nMaturity Price : 11.00
\nEvaluated at bid price : 11.00
\nBid-YTW : 8.03 %<\/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-47831","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47831","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=47831"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47831\/revisions"}],"predecessor-version":[{"id":47832,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/47831\/revisions\/47832"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=47831"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=47831"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=47831"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}