{"id":50095,"date":"2019-03-27T21:09:00","date_gmt":"2019-03-28T01:09:00","guid":{"rendered":"https:\/\/prefblog.com\/?p=50095"},"modified":"2025-09-19T21:12:01","modified_gmt":"2025-09-20T01:12:01","slug":"march-27-2019","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=50095","title":{"rendered":"March 27, 2019"},"content":{"rendered":"

Some illuminating charts from a Statistics Canada study<\/a>:<\/p>\n

\"debttoincomestatscan\"<\/a>
Click for Big<\/i><\/div>\n
\"changedebttoincomestatscan\"<\/a>
Click for Big<\/i><\/div>\n
\"wealthstatscan\"<\/a>
Click for Big<\/i><\/div>\n

Meanwhile, PrefBlog’s Department Studying Artificial Intelligence Because There’s Not Bloody Much Of The Real Kind has learned something of interest to insurers<\/a>:<\/p>\n

\n

The predictions of early death that were made by AI algorithms were “significantly more accurate” than predictions delivered by a model that did not use machine learning, lead study author Dr. Stephen Weng, an assistant professor of epidemiology and data science at the University of Nottingham (UN) in the U.K., said in a statement<\/a>.<\/p>\n<\/blockquote>\n

It was an interesting day for the Canadian preferred share market, which steadily fell until 2:15pm, down 45bp, when the cavalry arrived and the index finished with a gain of 8bp on the day.<\/p>\n

\"txpr_190327\"<\/a>
Click for Big<\/i><\/div>\n

PerpetualDiscounts now yield 5.40%, equivalent to 7.02% interest at the standard equivalency factor of 1.3x. Long corporates<\/a> now yield 3.66%, so the pre-tax interest-equivalent spread (in this context, the “Seniority Spread”) is now about 335bp, a sharp narrowing from the 350bp reported March 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>\n-1.6354 %<\/td>\n2,071.2<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.6354 %<\/td>\n3,800.6<\/td>\n<\/tr>\n
Floater<\/td>\n5.65 %<\/td>\n5.76 %<\/td>\n42,018<\/td>\n14.26<\/td>\n3<\/td>\n-1.6354 %<\/td>\n2,190.3<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0397 %<\/td>\n3,278.9<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.87 %<\/td>\n4.57 %<\/td>\n78,137<\/td>\n3.88<\/td>\n8<\/td>\n-0.0397 %<\/td>\n3,915.7<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0397 %<\/td>\n3,055.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.66 %<\/td>\n-11.00 %<\/td>\n62,970<\/td>\n0.09<\/td>\n7<\/td>\n0.1572 %<\/td>\n2,936.0<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.36 %<\/td>\n5.40 %<\/td>\n79,909<\/td>\n14.66<\/td>\n26<\/td>\n0.4300 %<\/td>\n3,113.7<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n5.29 %<\/td>\n5.27 %<\/td>\n197,244<\/td>\n14.97<\/td>\n64<\/td>\n-0.3692 %<\/td>\n2,156.8<\/td>\n<\/tr>\n
Deemed-Retractible<\/td>\n5.21 %<\/td>\n5.75 %<\/td>\n99,020<\/td>\n8.20<\/td>\n27<\/td>\n0.3806 %<\/td>\n3,081.7<\/td>\n<\/tr>\n
FloatingReset<\/td>\n4.25 %<\/td>\n4.04 %<\/td>\n40,508<\/td>\n2.72<\/td>\n5<\/td>\n-0.5003 %<\/td>\n2,375.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n5.07 %<\/td>\n3.73 %<\/td>\n319,716<\/td>\n2.22<\/td>\n19<\/td>\n0.2101 %<\/td>\n2,571.3<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n1.98 %<\/td>\n4.12 %<\/td>\n147,250<\/td>\n2.74<\/td>\n3<\/td>\n0.0977 %<\/td>\n2,626.8<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.05 %<\/td>\n6.53 %<\/td>\n113,487<\/td>\n8.35<\/td>\n22<\/td>\n-0.3190 %<\/td>\n2,233.7<\/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
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n-3.71 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.01
\nBid-YTW : 9.34 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n-3.66 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 13.97
\nBid-YTW : 9.25 %<\/td>\n<\/tr>\n
TRP.PR.G<\/td>\nFixedReset Disc<\/td>\n-3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n
SLF.PR.J<\/td>\nFloatingReset<\/td>\n-2.86 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.28
\nBid-YTW : 9.51 %<\/td>\n<\/tr>\n
GWO.PR.N<\/td>\nFixedReset Ins Non<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 14.29
\nBid-YTW : 8.90 %<\/td>\n<\/tr>\n
HSE.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 18.38
\nEvaluated at bid price : 18.38
\nBid-YTW : 6.28 %<\/td>\n<\/tr>\n
RY.PR.M<\/td>\nFixedReset Disc<\/td>\n-2.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 19.68
\nEvaluated at bid price : 19.68
\nBid-YTW : 5.19 %<\/td>\n<\/tr>\n
BAM.PF.F<\/td>\nFixedReset Disc<\/td>\n-2.30 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 19.10
\nEvaluated at bid price : 19.10
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
BAM.PR.K<\/td>\nFloater<\/td>\n-2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 11.88
\nEvaluated at bid price : 11.88
\nBid-YTW : 5.84 %<\/td>\n<\/tr>\n
RY.PR.J<\/td>\nFixedReset Disc<\/td>\n-2.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 19.99
\nEvaluated at bid price : 19.99
\nBid-YTW : 5.27 %<\/td>\n<\/tr>\n
PWF.PR.A<\/td>\nFloater<\/td>\n-2.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 12.78
\nEvaluated at bid price : 12.78
\nBid-YTW : 5.48 %<\/td>\n<\/tr>\n
CM.PR.O<\/td>\nFixedReset Disc<\/td>\n-1.94 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 18.28
\nEvaluated at bid price : 18.28
\nBid-YTW : 5.17 %<\/td>\n<\/tr>\n
TD.PF.C<\/td>\nFixedReset Disc<\/td>\n-1.89 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 18.64
\nEvaluated at bid price : 18.64
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
BAM.PF.D<\/td>\nPerpetual-Discount<\/td>\n-1.59 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 21.65
\nEvaluated at bid price : 21.65
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
CM.PR.P<\/td>\nFixedReset Disc<\/td>\n-1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 17.38
\nEvaluated at bid price : 17.38
\nBid-YTW : 5.33 %<\/td>\n<\/tr>\n
SLF.PR.H<\/td>\nFixedReset Ins Non<\/td>\n-1.45 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.00
\nBid-YTW : 7.87 %<\/td>\n<\/tr>\n
BMO.PR.E<\/td>\nFixedReset Disc<\/td>\n-1.10 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 21.99
\nEvaluated at bid price : 22.50
\nBid-YTW : 4.82 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n-1.08 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 17.41
\nBid-YTW : 7.88 %<\/td>\n<\/tr>\n
TD.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.07 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 18.45
\nEvaluated at bid price : 18.45
\nBid-YTW : 5.14 %<\/td>\n<\/tr>\n
TRP.PR.F<\/td>\nFloatingReset<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 14.07
\nEvaluated at bid price : 14.07
\nBid-YTW : 6.39 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nDeemed-Retractible<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 24.04
\nBid-YTW : 5.71 %<\/td>\n<\/tr>\n
PWF.PR.Z<\/td>\nPerpetual-Discount<\/td>\n1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.89
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
SLF.PR.D<\/td>\nDeemed-Retractible<\/td>\n1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.05
\nBid-YTW : 6.53 %<\/td>\n<\/tr>\n
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n1.13 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.35
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
BMO.PR.Y<\/td>\nFixedReset Disc<\/td>\n1.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 20.70
\nEvaluated at bid price : 20.70
\nBid-YTW : 5.06 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n1.31 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.44
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
TD.PF.E<\/td>\nFixedReset Disc<\/td>\n1.35 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 21.06
\nEvaluated at bid price : 21.06
\nBid-YTW : 5.15 %<\/td>\n<\/tr>\n
TRP.PR.A<\/td>\nFixedReset Disc<\/td>\n1.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 14.36
\nEvaluated at bid price : 14.36
\nBid-YTW : 5.91 %<\/td>\n<\/tr>\n
PWF.PR.L<\/td>\nPerpetual-Discount<\/td>\n1.49 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 23.53
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.43 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nDeemed-Retractible<\/td>\n1.54 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.12
\nBid-YTW : 6.49 %<\/td>\n<\/tr>\n
IFC.PR.A<\/td>\nFixedReset Ins Non<\/td>\n1.60 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 16.46
\nBid-YTW : 8.09 %<\/td>\n<\/tr>\n
TRP.PR.B<\/td>\nFixedReset Disc<\/td>\n1.64 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 11.80
\nEvaluated at bid price : 11.80
\nBid-YTW : 5.75 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nDeemed-Retractible<\/td>\n1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.00
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
CU.PR.D<\/td>\nPerpetual-Discount<\/td>\n2.39 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 22.88
\nEvaluated at bid price : 23.14
\nBid-YTW : 5.34 %<\/td>\n<\/tr>\n
PWF.PR.K<\/td>\nPerpetual-Discount<\/td>\n3.78 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 23.09
\nEvaluated at bid price : 23.35
\nBid-YTW : 5.37 %<\/td>\n<\/tr>\n<\/table>\n\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
SLF.PR.A<\/td>\nDeemed-Retractible<\/td>\n584,603<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.35
\nBid-YTW : 6.13 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nDeemed-Retractible<\/td>\n306,985<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 21.25
\nBid-YTW : 6.47 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n219,640<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 22.06
\nEvaluated at bid price : 22.44
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n
GWO.PR.L<\/td>\nDeemed-Retractible<\/td>\n211,635<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-04-26
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.30
\nBid-YTW : -9.59 %<\/td>\n<\/tr>\n
GWO.PR.M<\/td>\nDeemed-Retractible<\/td>\n116,800<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2019-04-30
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.39
\nBid-YTW : -11.36 %<\/td>\n<\/tr>\n
PWF.PR.F<\/td>\nPerpetual-Discount<\/td>\n102,371<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 24.08
\nEvaluated at bid price : 24.34
\nBid-YTW : 5.47 %<\/td>\n<\/tr>\n
SLF.PR.B<\/td>\nDeemed-Retractible<\/td>\n101,850<\/td>\nYTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 22.42
\nBid-YTW : 6.14 %<\/td>\n<\/tr>\n
There were 39 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
IFC.PR.E<\/td>\nDeemed-Retractible<\/td>\nQuote: 23.80 – 24.91
\nSpot Rate : 1.1100
\nAverage : 0.7785<\/p>\n

YTW SCENARIO
\nMaturity Type : Hard Maturity
\nMaturity Date\t: 2030-01-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 23.80
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n

EMA.PR.F<\/td>\nFixedReset Disc<\/td>\nQuote: 19.15 – 19.79
\nSpot Rate : 0.6400
\nAverage : 0.4085<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 19.15
\nEvaluated at bid price : 19.15
\nBid-YTW : 5.42 %<\/td>\n<\/tr>\n

TRP.PR.G<\/td>\nFixedReset Disc<\/td>\nQuote: 18.30 – 19.05
\nSpot Rate : 0.7500
\nAverage : 0.5251<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 18.30
\nEvaluated at bid price : 18.30
\nBid-YTW : 6.02 %<\/td>\n<\/tr>\n

TD.PF.K<\/td>\nFixedReset Disc<\/td>\nQuote: 21.61 – 22.08
\nSpot Rate : 0.4700
\nAverage : 0.3053<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 21.32
\nEvaluated at bid price : 21.61
\nBid-YTW : 4.95 %<\/td>\n<\/tr>\n

BAM.PR.R<\/td>\nFixedReset Disc<\/td>\nQuote: 15.54 – 16.20
\nSpot Rate : 0.6600
\nAverage : 0.4975<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 15.54
\nEvaluated at bid price : 15.54
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n

CU.PR.F<\/td>\nPerpetual-Discount<\/td>\nQuote: 20.90 – 21.40
\nSpot Rate : 0.5000
\nAverage : 0.3455<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2049-03-27
\nMaturity Price : 20.90
\nEvaluated at bid price : 20.90
\nBid-YTW : 5.44 %<\/td>\n<\/tr>\n<\/table>\n","protected":false},"excerpt":{"rendered":"

Some illuminating charts from a Statistics Canada study: Click for Big Click for Big Click for Big Meanwhile, PrefBlog’s Department Studying Artificial Intelligence Because There’s Not Bloody Much Of The Real Kind has learned something …<\/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-50095","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50095","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=50095"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50095\/revisions"}],"predecessor-version":[{"id":50096,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/50095\/revisions\/50096"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=50095"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=50095"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=50095"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}