{"id":49769,"date":"2018-10-05T21:47:00","date_gmt":"2018-10-06T01:47:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49769"},"modified":"2025-08-25T21:49:03","modified_gmt":"2025-08-26T01:49:03","slug":"october-5-2018","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49769","title":{"rendered":"October 5, 2018"},"content":{"rendered":"

The American jobs report<\/a> yielded signs that the labour market has reached an inflection point:<\/p>\n

The jobs report came in below expectations, but wasn\u2019t a major headline grabber, even as unemployment dropped to its lowest rate since 1969, as the strong labor market is well known at this point. <\/p>\n

The most notable aspect of the report was the strong sequential wage trends \u201cthat put wage growth on track to cross 3% in October, supported by broadening wage pressures across sectors,\u201d writes Morgan Stanley \u2019s Robert Rosener.<\/p>\n<\/blockquote>\n

… which had an effect on Treasuries<\/a>:<\/p>\n

Treasury yields hit fresh multiyear peaks on Friday, extending their weeklong ascent, after a key jobs report showed tightening labor markets were leading to wage gains\u2014a bearish development for bond bulls.<\/p>\n

The Bureau of Labor Statistics reported the U.S. had added 134,000 jobs in September, below the 168,000 jobs expected from economists polled by MarketWatch. July\u2019s and August\u2019s numbers were increased. The unemployment rate fell to 3.7%, its lowest level since 1969. While, the average hourly earnings rose 0.3%, after a stellar 0.4% gain the previous month.<\/p>\n

The 10-year Treasury note yield … rose 3 basis points to a seven-year high of 3.227%, contributing to a weeklong climb of 17.1 basis points, its largest such rise since February. The 30-year bond yield … rose 4.2 basis points to 3.396%, extending its weeklong rise to 20 basis points, its biggest such climb since the week of President Donald Trump\u2019s election. <\/p>\n

The shorter-end of the bond market showed a more modest rise. The 2-year note yield … rose 0.8 basis point to 2.888%, its highest since 2008. The short-dated maturity posted a weeklong yield gain of 7 basis points. Bond prices move in the opposite direction of yields.<\/p>\n<\/blockquote>\n

In Canada we’re still grinding away at unemployment<\/a>:<\/p>\n

Canada\u2019s job market gained 63,000 positions in September, edging the unemployment rate lower to 5.9 per cent, and offsetting job losses in August, Statistics Canada reported Friday.<\/p>\n

September\u2019s increase in employment was largely driven by gains in part-time work, with part-time jobs up by around 80,000, the agency said in its monthly labour force survey.<\/p>\n<\/blockquote>\n

And Five-year Canadas<\/a> popped up to 2.49% to close the week.<\/p>\n

The increase in yields must have been good for FixedResets, eh? Well … um … profit-taking! FixedResets were hit by profit-taking! Unless it was something else. Manulife issues got whacked … perhaps by those pesky short-sellers<\/a>. No wonder Elon Musk hates them so much<\/a>!<\/p>\n\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>\n0.4188 %<\/td>\n3,218.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.4188 %<\/td>\n5,905.2<\/td>\n<\/tr>\n
Floater<\/td>\n3.38 %<\/td>\n3.55 %<\/td>\n38,853<\/td>\n18.44<\/td>\n4<\/td>\n0.4188 %<\/td>\n3,403.2<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0793 %<\/td>\n3,229.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.61 %<\/td>\n4.70 %<\/td>\n55,232<\/td>\n4.75<\/td>\n5<\/td>\n0.0793 %<\/td>\n3,857.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0793 %<\/td>\n3,009.6<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.56 %<\/td>\n-3.24 %<\/td>\n53,999<\/td>\n0.09<\/td>\n12<\/td>\n-0.0427 %<\/td>\n2,925.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.47 %<\/td>\n5.61 %<\/td>\n64,321<\/td>\n14.48<\/td>\n21<\/td>\n-0.3500 %<\/td>\n2,984.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n4.16 %<\/td>\n4.95 %<\/td>\n129,773<\/td>\n15.48<\/td>\n43<\/td>\n-0.2507 %<\/td>\n2,607.9<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.21 %<\/td>\n6.19 %<\/td>\n62,162<\/td>\n5.31<\/td>\n27<\/td>\n-0.5656 %<\/td>\n2,970.1<\/td>\n<\/tr>\n
FloatingReset<\/td>\n3.43 %<\/td>\n3.57 %<\/td>\n41,538<\/td>\n5.62<\/td>\n4<\/td>\n0.2991 %<\/td>\n2,881.3<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n4.86 %<\/td>\n3.94 %<\/td>\n219,806<\/td>\n2.83<\/td>\n34<\/td>\n-0.1892 %<\/td>\n2,573.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n3.19 %<\/td>\n3.91 %<\/td>\n67,893<\/td>\n0.38<\/td>\n9<\/td>\n0.0994 %<\/td>\n2,580.1<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n4.37 %<\/td>\n5.37 %<\/td>\n94,885<\/td>\n5.40<\/td>\n22<\/td>\n-1.5035 %<\/td>\n2,560.3<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n-4.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 22.97
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-4.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.04
\nBid-YTW : 6.96 %<\/td>\n<\/tr>\n
MFC.PR.B<\/td>\nDeemed-Retractible<\/td>\n-3.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 8.01 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-3.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.40
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nDeemed-Retractible<\/td>\n-3.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.21
\nBid-YTW : 8.58 %<\/td>\n<\/tr>\n
MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-2.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.57
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n-2.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.28
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n-2.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\n-2.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.63
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-12-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.07
\nBid-YTW : 5.25 %<\/td>\n<\/tr>\n
IAG.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-2.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.56
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
MFC.PR.Q<\/td>\nFixedReset Ins Non<\/td>\n-2.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.26
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-2.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.35
\nBid-YTW : 8.60 %<\/td>\n<\/tr>\n
NA.PR.G<\/td>\nFixedReset Prem<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 23.16
\nEvaluated at bid price : 25.01
\nBid-YTW : 5.08 %<\/td>\n<\/tr>\n
MFC.PR.J<\/td>\nFixedReset Ins Non<\/td>\n-1.92 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.55
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
BAM.PR.M<\/td>\nPerpetual-Discount<\/td>\n-1.67 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 20.57
\nEvaluated at bid price : 20.57
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BAM.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 23.02
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.18 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.41
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n-1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 24.10
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n
MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.40 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.27
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BAM.PR.N<\/td>\nPerpetual-Discount<\/td>\n-1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 20.56
\nEvaluated at bid price : 20.56
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BAM.PF.G<\/td>\nFixedReset Disc<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 23.52
\nEvaluated at bid price : 24.65
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 23.55
\nEvaluated at bid price : 24.41
\nBid-YTW : 4.83 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n-1.09 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.87
\nBid-YTW : 7.93 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.55
\nBid-YTW : 8.39 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.62
\nBid-YTW : 6.35 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 20.99
\nEvaluated at bid price : 20.99
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
BAM.PR.B<\/td>\nFloater<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 18.34
\nEvaluated at bid price : 18.34
\nBid-YTW : 3.55 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.65
\nBid-YTW : 7.07 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n1.73 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 21.16
\nEvaluated at bid price : 21.16
\nBid-YTW : 4.08 %<\/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
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n136,289<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 5.85 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n94,121<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n86,172<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.21
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
GWO.PR.T<\/td>\nDeemed-Retractible<\/td>\n71,750<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.41
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
PWF.PR.H<\/td>\nPerpetual-Premium<\/td>\n68,936<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2018-11-04
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.56
\nBid-YTW : -8.67 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n53,222<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2020-05-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.82
\nBid-YTW : 4.34 %<\/td>\n<\/tr>\n
There were 27 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
Wide Spread Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nQuote Data and Yield Notes<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\nQuote: 24.40 – 25.40
\nSpot Rate : 1.0000
\nAverage : 0.6129<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 22.97
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n

MFC.PR.H<\/td>\nFixedReset Ins Non<\/td>\nQuote: 24.57 – 25.23
\nSpot Rate : 0.6600
\nAverage : 0.4088<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.57
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n

TRP.PR.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.85 – 23.80
\nSpot Rate : 0.9500
\nAverage : 0.7541<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 22.37
\nEvaluated at bid price : 22.85
\nBid-YTW : 5.07 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.35 – 18.85
\nSpot Rate : 0.5000
\nAverage : 0.3205<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2025-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.35
\nBid-YTW : 8.60 %<\/td>\n<\/tr>\n

MFC.PR.O<\/td>\nFixedReset Ins Non<\/td>\nQuote: 25.63 – 26.09
\nSpot Rate : 0.4600
\nAverage : 0.2919<\/p>\n

YTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-06-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.63
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n

HSE.PR.C<\/td>\nFixedReset Disc<\/td>\nQuote: 24.50 – 24.99
\nSpot Rate : 0.4900
\nAverage : 0.3232<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2048-10-05
\nMaturity Price : 24.10
\nEvaluated at bid price : 24.50
\nBid-YTW : 5.51 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

The American jobs report yielded signs that the labour market has reached an inflection point: The jobs report came in below expectations, but wasn\u2019t a major headline grabber, even as unemployment dropped to its lowest …<\/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-49769","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49769","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=49769"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49769\/revisions"}],"predecessor-version":[{"id":49770,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49769\/revisions\/49770"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49769"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49769"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49769"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}