{"id":49971,"date":"2019-02-27T20:53:00","date_gmt":"2019-02-28T01:53:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=49971"},"modified":"2025-09-04T20:54:12","modified_gmt":"2025-09-05T00:54:12","slug":"february-27-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=49971","title":{"rendered":"February 27, 2019"},"content":{"rendered":"

PerpetualDiscounts now yield 5.58%, equivalent to 7.25% interest at the standard equivalency factor of 1.3x. Long corporates<\/a> now yield a little over 3.85%, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) is now about 340bp, a sharp narrowing from the 355bp reported February 20<\/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>\n0.6196 %<\/td>\n2,204.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.6196 %<\/td>\n4,044.3<\/td>\n<\/tr>\n
Floater<\/td>\n5.32 %<\/td>\n5.57 %<\/td>\n30,456<\/td>\n14.46<\/td>\n4<\/td>\n0.6196 %<\/td>\n2,330.8<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0421 %<\/td>\n3,258.5<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.90 %<\/td>\n4.56 %<\/td>\n91,700<\/td>\n3.95<\/td>\n8<\/td>\n0.0421 %<\/td>\n3,891.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0421 %<\/td>\n3,036.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.83 %<\/td>\n-4.47 %<\/td>\n89,965<\/td>\n0.08<\/td>\n4<\/td>\n-0.1479 %<\/td>\n2,902.6<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.54 %<\/td>\n5.58 %<\/td>\n73,170<\/td>\n14.25<\/td>\n31<\/td>\n0.0515 %<\/td>\n3,004.8<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.13 %<\/td>\n5.43 %<\/td>\n216,512<\/td>\n14.77<\/td>\n65<\/td>\n0.2440 %<\/td>\n2,216.2<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.30 %<\/td>\n6.21 %<\/td>\n91,744<\/td>\n8.10<\/td>\n27<\/td>\n0.1845 %<\/td>\n2,996.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.32 %<\/td>\n5.57 %<\/td>\n52,281<\/td>\n8.45<\/td>\n6<\/td>\n0.4556 %<\/td>\n2,461.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.11 %<\/td>\n4.03 %<\/td>\n306,662<\/td>\n2.24<\/td>\n18<\/td>\n0.2195 %<\/td>\n2,544.4<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.97 %<\/td>\n4.03 %<\/td>\n167,036<\/td>\n2.81<\/td>\n3<\/td>\n0.6287 %<\/td>\n2,637.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.01 %<\/td>\n6.84 %<\/td>\n131,859<\/td>\n8.35<\/td>\n22<\/td>\n-0.0274 %<\/td>\n2,239.7<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-4.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.85
\nBid-YTW : 9.63 %<\/td>\n<\/tr>\n
VNR.PR.A<\/td>\nFixedReset Disc<\/td>\n-2.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.13
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\n-2.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.95
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n
TD.PF.I<\/td>\nFixedReset Disc<\/td>\n-2.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 22.54
\nEvaluated at bid price : 23.31
\nBid-YTW : 5.11 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.58 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.44
\nBid-YTW : 4.85 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Disc<\/td>\n-1.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 20.18
\nEvaluated at bid price : 20.18
\nBid-YTW : 5.41 %<\/td>\n<\/tr>\n
MFC.PR.M<\/td>\nFixedReset Ins Non<\/td>\n-1.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.29
\nBid-YTW : 7.21 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.14 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.75
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
TD.PF.D<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 21.52
\nEvaluated at bid price : 21.52
\nBid-YTW : 5.31 %<\/td>\n<\/tr>\n
BIP.PR.D<\/td>\nFixedReset Disc<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 21.86
\nEvaluated at bid price : 22.16
\nBid-YTW : 6.17 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.15
\nBid-YTW : 8.89 %<\/td>\n<\/tr>\n
EIT.PR.A<\/td>\nSplitShare<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Soft Maturity
\nMaturity Date\t: 2024-03-14
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.05
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 8.75 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 14.65
\nEvaluated at bid price : 14.65
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.80
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.90
\nBid-YTW : 7.62 %<\/td>\n<\/tr>\n
RY.PR.W<\/td>\nPerpetual-Discount<\/td>\n1.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 24.09
\nEvaluated at bid price : 24.35
\nBid-YTW : 5.05 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 15.18
\nBid-YTW : 8.84 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.81
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
TRP.PR.C<\/td>\nFixedReset Disc<\/td>\n1.26 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 13.68
\nEvaluated at bid price : 13.68
\nBid-YTW : 5.96 %<\/td>\n<\/tr>\n
CM.PR.Q<\/td>\nFixedReset Disc<\/td>\n1.29 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 21.15
\nEvaluated at bid price : 21.15
\nBid-YTW : 5.39 %<\/td>\n<\/tr>\n
BMO.PR.C<\/td>\nFixedReset Disc<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 22.94
\nEvaluated at bid price : 24.00
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
SLF.PR.I<\/td>\nFixedReset Ins Non<\/td>\n1.61 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.88
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
HSE.PR.A<\/td>\nFixedReset Disc<\/td>\n1.80 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 13.55
\nEvaluated at bid price : 13.55
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.81 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 15.78
\nEvaluated at bid price : 15.78
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
BAM.PR.X<\/td>\nFixedReset Disc<\/td>\n1.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
BIP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.91 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 20.61
\nEvaluated at bid price : 20.61
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
BAM.PR.C<\/td>\nFloater<\/td>\n2.02 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 12.60
\nEvaluated at bid price : 12.60
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
HSE.PR.E<\/td>\nFixedReset Disc<\/td>\n2.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.78 %<\/td>\n<\/tr>\n
BAM.PF.I<\/td>\nFixedReset Prem<\/td>\n2.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.26
\nBid-YTW : 4.73 %<\/td>\n<\/tr>\n
MFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n2.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 20.82
\nBid-YTW : 6.64 %<\/td>\n<\/tr>\n
BAM.PR.R<\/td>\nFixedReset Disc<\/td>\n2.50 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n2.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 21.45
\nEvaluated at bid price : 21.78
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n3.42 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.04 %<\/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.PR.R<\/td>\nFixedReset Disc<\/td>\n91,900<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 16.80
\nEvaluated at bid price : 16.80
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
NA.PR.A<\/td>\nFixedReset Prem<\/td>\n91,250<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2021-08-15
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.66
\nBid-YTW : 4.38 %<\/td>\n<\/tr>\n
TD.PF.L<\/td>\nFixedReset Prem<\/td>\n71,464<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 23.22
\nEvaluated at bid price : 25.20
\nBid-YTW : 5.02 %<\/td>\n<\/tr>\n
MFC.PR.R<\/td>\nFixedReset Ins Non<\/td>\n61,298<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2022-03-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.70
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Disc<\/td>\n56,500<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 22.15
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.04 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n47,370<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 19.26
\nEvaluated at bid price : 19.26
\nBid-YTW : 5.42 %<\/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
EMA.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 19.60 – 23.07
\nSpot Rate : 3.4700
\nAverage : 1.9578<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.70 %<\/td>\n<\/tr>\n

MFC.PR.N<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.00 – 21.99
\nSpot Rate : 2.9900
\nAverage : 1.7360<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 19.00
\nBid-YTW : 7.31 %<\/td>\n<\/tr>\n

MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 13.85 – 15.02
\nSpot Rate : 1.1700
\nAverage : 0.7319<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.85
\nBid-YTW : 9.63 %<\/td>\n<\/tr>\n

VNR.PR.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.13 – 23.30
\nSpot Rate : 1.1700
\nAverage : 0.7356<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 21.80
\nEvaluated at bid price : 22.13
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n

MFC.PR.K<\/td>\nFixedReset Ins Non<\/td>\nQuote: 18.95 – 19.89
\nSpot Rate : 0.9400
\nAverage : 0.6020<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 18.95
\nBid-YTW : 7.51 %<\/td>\n<\/tr>\n

BAM.PR.X<\/td>\nFixedReset Disc<\/td>\nQuote: 15.00 – 15.98
\nSpot Rate : 0.9800
\nAverage : 0.6776<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-02-27
\nMaturity Price : 15.00
\nEvaluated at bid price : 15.00
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

PerpetualDiscounts now yield 5.58%, equivalent to 7.25% interest at the standard equivalency factor of 1.3x. Long corporates now yield a little over 3.85%, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) is …<\/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-49971","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49971","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=49971"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49971\/revisions"}],"predecessor-version":[{"id":49972,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/49971\/revisions\/49972"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=49971"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=49971"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=49971"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}