{"id":50056,"date":"2025-09-16T21:20:43","date_gmt":"2025-09-17T01:20:43","guid":{"rendered":"https:\/\/prefblog.com\/?p=50056"},"modified":"2025-09-16T21:20:43","modified_gmt":"2025-09-17T01:20:43","slug":"september-16-2025","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50056","title":{"rendered":"September 16, 2025"},"content":{"rendered":"

Canadian inflation<\/a> wasn’t as bad as expected:<\/p>\n

Canada\u2019s inflation rate rose to 1.9 per cent in August, increasing by less than economists had forecasted and solidifying expectations of an interest rate cut on Wednesday.<\/p>\n

Statistics Canada reported on Tuesday that the annual inflation rate rose from 1.7 per cent in July. The acceleration in headline inflation was driven by a smaller annual decrease gasoline prices in August relative to July.
…<\/b>
The Bank of Canada\u2019s key measures of inflation continued to hover around three per cent last month. Meanwhile, inflation excluding gasoline prices rose by 2.4 per cent, down slightly from the previous three months.
…<\/b>
Food prices rose by 3.4 per cent, compared with 3.3 per cent in July. Shelter costs increased at a slower pace of 2.6 per cent, down from 3 per cent the previous month.<\/p><\/blockquote>\n

And the market reacted<\/a>:<\/p>\n

Credit market-based probabilities of a Bank of Canada rate cut on Wednesday rose following the release of Canadian inflation numbers this morning – which overall were modestly softer than expected.<\/p>\n

Based on trading in overnight index swaps markets, traders now see about a 93% chance of a quarter point cut on Wednesday, up from about 87% prior to the inflation report, according to LSEG data.
…<\/b>
Here, in detail, is how implied probabilities of future interest rate moves stood in swaps markets after the inflation report. The current overnight rate is 2.75 per cent. While the bank moves in quarter-point increments, credit market implied rates fluctuate more fluidly and are constantly changing. Columns to the right are percentage probabilities of future rate moves.<\/p><\/blockquote>\n

<\/a>
Pre-Announcement<\/div>\n
<\/a>
Post-Announcement<\/div>\n

Erika McEntarfer, former commissioner at the Bureau of Labor Statistics, provided some commentary on her firing<\/a>:<\/p>\n

Her lecture at the Levy Economics Institute at Bard College, her alma mater, comes as questions swirl about the integrity of government data as Trump has sought greater control of the agency and tariffs appear to be hurting the economy.
…<\/b>
\u201cFiring your chief statistician is a dangerous step,\u201d she said. \u201cThat\u2019s an attack on the independence of an institution arguably as important as the Federal Reserve for economic stability. It has serious economic consequences, but that they would do this with no warning \u2014 it made no sense.\u201d<\/p>\n

\u201cMessing with economic data is like messing with the traffic lights and turning the sensors off. Cars don\u2019t know where to go, traffic backs up at intersections,\u201d she said, a nod to the concerns many economists have raised since her firing.<\/p>\n

Before her firing, McEntarfer\u2019s biggest concern with the monthly jobs reports and other economic reports the BLS publishes was funding shortfalls that made it harder to conduct surveys that inform the data, she said. That\u2019s been especially true as response rates to the agency\u2019s surveys have fallen. But that has not impacted the accuracy of the data, she said.<\/p>\n

\u201cBut after the events of the last six weeks, I\u2019m afraid we have to fear for the (data) dependence of the agencies themselves.\u201d
…<\/b>
On Tuesday, McEntarfer said that late-responding firms were the principal reason for the negative revision that preceded her firing. That dynamic was explained by McEntarfer and her staff during their monthly pre-jobs report briefing to the White House.<\/p>\n

She told White House economists that revisions as large as the May and June jobs data tend to occur \u201cwhen the economy slows,\u201d she said. During the briefing, White House officials asked her: Was the skew disproportionately among small firms, and when was the last time this happened?<\/p>\n

\u201cIt was a pretty broad-based, negative skew,\u201d she said, noting that the last time this happened was in the early months of the pandemic. Businesses were likely responding late to the survey \u201cbecause they\u2019re just too busy trying to stay alive.\u201d<\/p><\/blockquote>\n

Quality costs money, Mr. Trump!<\/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>\n6.70 %<\/td>\n7.15 %<\/td>\n36,715<\/td>\n13.28<\/td>\n1<\/td>\n-0.9063 %<\/td>\n2,450.8<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.2029 %<\/td>\n4,619.6<\/td>\n<\/tr>\n
Floater<\/td>\n6.58 %<\/td>\n6.91 %<\/td>\n68,614<\/td>\n12.72<\/td>\n3<\/td>\n0.2029 %<\/td>\n2,662.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1120 %<\/td>\n3,657.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.79 %<\/td>\n4.44 %<\/td>\n59,381<\/td>\n3.39<\/td>\n6<\/td>\n0.1120 %<\/td>\n4,368.4<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.1120 %<\/td>\n3,408.4<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.48 %<\/td>\n3.22 %<\/td>\n76,467<\/td>\n0.08<\/td>\n3<\/td>\n0.0528 %<\/td>\n3,082.1<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.58 %<\/td>\n5.67 %<\/td>\n46,559<\/td>\n14.30<\/td>\n28<\/td>\n-0.7084 %<\/td>\n3,370.0<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.94 %<\/td>\n6.06 %<\/td>\n122,160<\/td>\n13.68<\/td>\n32<\/td>\n-0.5481 %<\/td>\n3,017.4<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.45 %<\/td>\n5.45 %<\/td>\n56,278<\/td>\n14.73<\/td>\n18<\/td>\n-0.2463 %<\/td>\n3,317.3<\/td>\n<\/tr>\n
FloatingReset<\/td>\n5.05 %<\/td>\n4.93 %<\/td>\n47,455<\/td>\n0.12<\/td>\n1<\/td>\n0.0000 %<\/td>\n3,764.2<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.66 %<\/td>\n4.99 %<\/td>\n119,981<\/td>\n2.40<\/td>\n21<\/td>\n0.0799 %<\/td>\n2,627.6<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.5481 %<\/td>\n3,084.4<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.25 %<\/td>\n5.42 %<\/td>\n63,340<\/td>\n14.50<\/td>\n15<\/td>\n1.6592 %<\/td>\n3,054.0<\/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
Performance Highlights<\/strong><\/td>\n<\/tr>\n
Issue<\/td>\nIndex<\/td>\nChange<\/td>\nNotes<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-8.44 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
BN.PR.M<\/td>\nPerpetual-Discount<\/td>\n-6.25 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-4.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 22.63
\nEvaluated at bid price : 22.88
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
BN.PF.F<\/td>\nFixedReset Disc<\/td>\n-4.65 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.55
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n
BN.PF.C<\/td>\nPerpetual-Discount<\/td>\n-4.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 20.46
\nEvaluated at bid price : 20.46
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n-3.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.75
\nEvaluated at bid price : 22.00
\nBid-YTW : 5.61 %<\/td>\n<\/tr>\n
ENB.PR.T<\/td>\nFixedReset Disc<\/td>\n-3.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.63
\nEvaluated at bid price : 21.91
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
CU.PR.E<\/td>\nPerpetual-Discount<\/td>\n-2.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.94
\nEvaluated at bid price : 22.18
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
ENB.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.99 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.18
\nEvaluated at bid price : 21.18
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n-1.68 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 23.43
\nEvaluated at bid price : 25.15
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
MFC.PR.C<\/td>\nInsurance Straight<\/td>\n-1.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.36
\nEvaluated at bid price : 21.36
\nBid-YTW : 5.30 %<\/td>\n<\/tr>\n
IFC.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 23.33
\nEvaluated at bid price : 24.76
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.28 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.15
\nBid-YTW : 5.57 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.23 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 23.03
\nEvaluated at bid price : 23.30
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nInsurance Straight<\/td>\n-1.20 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.42
\nEvaluated at bid price : 21.42
\nBid-YTW : 5.21 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.17 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.10
\nEvaluated at bid price : 21.10
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 20.73
\nEvaluated at bid price : 20.73
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
CU.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.04 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 20.88
\nEvaluated at bid price : 20.88
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n
PWF.PR.T<\/td>\nFixedReset Disc<\/td>\n1.03 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.45
\nBid-YTW : 5.36 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n1.15 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.70
\nEvaluated at bid price : 21.95
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
ENB.PR.A<\/td>\nPerpetual-Discount<\/td>\n1.18 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 24.64
\nEvaluated at bid price : 24.90
\nBid-YTW : 5.56 %<\/td>\n<\/tr>\n
BN.PR.R<\/td>\nFixedReset Disc<\/td>\n1.37 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 20.05
\nEvaluated at bid price : 20.05
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
TD.PF.J<\/td>\nFixedReset Prem<\/td>\n1.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.60
\nBid-YTW : 5.10 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n3.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 24.06
\nEvaluated at bid price : 24.31
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n32.93 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.97
\nEvaluated at bid price : 22.20
\nBid-YTW : 5.12 %<\/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
FFH.PR.G<\/td>\nFixedReset Prem<\/td>\n137,200<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2025-10-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.97
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
FFH.PR.I<\/td>\nFixedReset Disc<\/td>\n66,799<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 23.99
\nEvaluated at bid price : 24.77
\nBid-YTW : 5.62 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n59,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.44
\nEvaluated at bid price : 21.73
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n55,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.87
\nEvaluated at bid price : 22.11
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
CM.PR.S<\/td>\nFixedReset Prem<\/td>\n36,075<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2028-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.70
\nBid-YTW : 4.99 %<\/td>\n<\/tr>\n
BN.PF.A<\/td>\nFixedReset Disc<\/td>\n33,625<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 23.43
\nEvaluated at bid price : 25.15
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
There were 24 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.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 19.85 – 22.05
\nSpot Rate : 2.2000
\nAverage : 1.2806<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 19.85
\nEvaluated at bid price : 19.85
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n

BN.PF.F<\/td>\nFixedReset Disc<\/td>\nQuote: 22.55 – 24.20
\nSpot Rate : 1.6500
\nAverage : 0.9762<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.55
\nBid-YTW : 6.31 %<\/td>\n<\/tr>\n

BN.PR.M<\/td>\nPerpetual-Discount<\/td>\nQuote: 19.50 – 21.05
\nSpot Rate : 1.5500
\nAverage : 0.9227<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 6.12 %<\/td>\n<\/tr>\n

BN.PF.C<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.46 – 21.35
\nSpot Rate : 0.8900
\nAverage : 0.5037<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 20.46
\nEvaluated at bid price : 20.46
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n

ENB.PR.T<\/td>\nFixedReset Disc<\/td>\nQuote: 21.91 – 22.78
\nSpot Rate : 0.8700
\nAverage : 0.5115<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 21.63
\nEvaluated at bid price : 21.91
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n

CU.PR.H<\/td>\nPerpetual-Discount<\/td>\nQuote: 22.88 – 24.50
\nSpot Rate : 1.6200
\nAverage : 1.2838<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2055-09-16
\nMaturity Price : 22.63
\nEvaluated at bid price : 22.88
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Canadian inflation wasn’t as bad as expected: Canada\u2019s inflation rate rose to 1.9 per cent in August, increasing by less than economists had forecasted and solidifying expectations of an interest rate cut on Wednesday. Statistics …<\/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-50056","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50056","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=50056"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50056\/revisions"}],"predecessor-version":[{"id":50059,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50056\/revisions\/50059"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50056"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50056"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50056"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}