{"id":51719,"date":"2026-03-27T21:35:47","date_gmt":"2026-03-28T01:35:47","guid":{"rendered":"https:\/\/prefblog.com\/?p=51719"},"modified":"2026-03-27T21:35:47","modified_gmt":"2026-03-28T01:35:47","slug":"march-27-2026","status":"publish","type":"post","link":"https:\/\/prefblog.com\/?p=51719","title":{"rendered":"March 27, 2026"},"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>\n0.0000 %<\/td>\n2,485.0<\/td>\n<\/tr>\n
FixedFloater<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n0.0000 %<\/td>\n4,711.9<\/td>\n<\/tr>\n
Floater<\/td>\n5.80 %<\/td>\n5.98 %<\/td>\n59,382<\/td>\n13.97<\/td>\n3<\/td>\n0.0000 %<\/td>\n2,715.5<\/td>\n<\/tr>\n
OpRet<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0395 %<\/td>\n3,650.3<\/td>\n<\/tr>\n
SplitShare<\/td>\n4.78 %<\/td>\n4.56 %<\/td>\n79,210<\/td>\n2.94<\/td>\n5<\/td>\n-0.0395 %<\/td>\n4,359.2<\/td>\n<\/tr>\n
Interest-Bearing<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-0.0395 %<\/td>\n3,401.2<\/td>\n<\/tr>\n
Perpetual-Premium<\/td>\n5.79 %<\/td>\n5.88 %<\/td>\n75,480<\/td>\n13.91<\/td>\n7<\/td>\n0.0635 %<\/td>\n3,020.5<\/td>\n<\/tr>\n
Perpetual-Discount<\/td>\n5.80 %<\/td>\n5.86 %<\/td>\n44,835<\/td>\n14.02<\/td>\n28<\/td>\n-0.7214 %<\/td>\n3,261.4<\/td>\n<\/tr>\n
FixedReset Disc<\/td>\n6.00 %<\/td>\n6.28 %<\/td>\n107,669<\/td>\n13.41<\/td>\n27<\/td>\n-1.3415 %<\/td>\n3,136.7<\/td>\n<\/tr>\n
Insurance Straight<\/td>\n5.71 %<\/td>\n5.76 %<\/td>\n62,466<\/td>\n14.28<\/td>\n22<\/td>\n-0.2531 %<\/td>\n3,186.9<\/td>\n<\/tr>\n
FloatingReset<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.3415 %<\/td>\n3,731.4<\/td>\n<\/tr>\n
FixedReset Prem<\/td>\n6.04 %<\/td>\n4.89 %<\/td>\n90,709<\/td>\n2.66<\/td>\n21<\/td>\n-0.2751 %<\/td>\n2,626.5<\/td>\n<\/tr>\n
FixedReset Bank Non<\/td>\n0.00 %<\/td>\n0.00 %<\/td>\n0<\/td>\n0.00<\/td>\n0<\/td>\n-1.3415 %<\/td>\n3,206.3<\/td>\n<\/tr>\n
FixedReset Ins Non<\/td>\n5.30 %<\/td>\n5.73 %<\/td>\n74,110<\/td>\n14.18<\/td>\n14<\/td>\n-0.0031 %<\/td>\n3,118.3<\/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\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
BIP.PR.E<\/td>\nFixedReset Prem<\/td>\n-4.69 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 23.68
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n
ENB.PF.A<\/td>\nFixedReset Disc<\/td>\n-4.56 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n-4.16 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.72
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
POW.PR.A<\/td>\nPerpetual-Discount<\/td>\n-4.12 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n
GWO.PR.G<\/td>\nInsurance Straight<\/td>\n-3.85 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 21.46
\nEvaluated at bid price : 21.72
\nBid-YTW : 6.01 %<\/td>\n<\/tr>\n
GWO.PR.R<\/td>\nInsurance Straight<\/td>\n-3.52 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 20.31
\nEvaluated at bid price : 20.31
\nBid-YTW : 5.95 %<\/td>\n<\/tr>\n
BN.PF.E<\/td>\nFixedReset Disc<\/td>\n-3.43 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.24 %<\/td>\n<\/tr>\n
CU.PR.H<\/td>\nPerpetual-Discount<\/td>\n-3.41 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.12
\nEvaluated at bid price : 22.40
\nBid-YTW : 5.92 %<\/td>\n<\/tr>\n
BN.PR.T<\/td>\nFixedReset Disc<\/td>\n-3.33 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 20.30
\nEvaluated at bid price : 20.30
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
ENB.PF.G<\/td>\nFixedReset Disc<\/td>\n-3.19 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 21.78
\nEvaluated at bid price : 22.16
\nBid-YTW : 6.62 %<\/td>\n<\/tr>\n
ENB.PR.D<\/td>\nFixedReset Disc<\/td>\n-3.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 21.00
\nEvaluated at bid price : 21.00
\nBid-YTW : 6.69 %<\/td>\n<\/tr>\n
ENB.PR.H<\/td>\nFixedReset Disc<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.30
\nBid-YTW : 6.18 %<\/td>\n<\/tr>\n
CU.PR.C<\/td>\nFixedReset Disc<\/td>\n-2.83 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 23.57
\nEvaluated at bid price : 24.05
\nBid-YTW : 5.83 %<\/td>\n<\/tr>\n
ENB.PR.Y<\/td>\nFixedReset Disc<\/td>\n-2.79 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 20.89
\nEvaluated at bid price : 20.89
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n
CIU.PR.A<\/td>\nPerpetual-Discount<\/td>\n-1.98 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 19.78
\nEvaluated at bid price : 19.78
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
ENB.PR.J<\/td>\nFixedReset Disc<\/td>\n-1.77 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.31
\nEvaluated at bid price : 22.79
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
GWO.PR.H<\/td>\nInsurance Straight<\/td>\n-1.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 20.00
\nEvaluated at bid price : 20.00
\nBid-YTW : 6.10 %<\/td>\n<\/tr>\n
FTS.PR.J<\/td>\nPerpetual-Discount<\/td>\n-1.62 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 21.20
\nEvaluated at bid price : 21.20
\nBid-YTW : 5.67 %<\/td>\n<\/tr>\n
PWF.PR.S<\/td>\nPerpetual-Discount<\/td>\n-1.57 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 20.75
\nEvaluated at bid price : 20.75
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
GWO.PR.Y<\/td>\nInsurance Straight<\/td>\n-1.55 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 19.74
\nEvaluated at bid price : 19.74
\nBid-YTW : 5.73 %<\/td>\n<\/tr>\n
GWO.PR.Q<\/td>\nInsurance Straight<\/td>\n-1.47 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 21.82
\nEvaluated at bid price : 22.06
\nBid-YTW : 5.86 %<\/td>\n<\/tr>\n
ENB.PR.F<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.05
\nEvaluated at bid price : 22.29
\nBid-YTW : 6.45 %<\/td>\n<\/tr>\n
BN.PF.B<\/td>\nFixedReset Disc<\/td>\n-1.46 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.80
\nEvaluated at bid price : 23.65
\nBid-YTW : 6.23 %<\/td>\n<\/tr>\n
FTS.PR.F<\/td>\nPerpetual-Discount<\/td>\n-1.32 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 21.50
\nEvaluated at bid price : 21.76
\nBid-YTW : 5.68 %<\/td>\n<\/tr>\n
CU.PR.G<\/td>\nPerpetual-Discount<\/td>\n-1.21 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 19.62
\nEvaluated at bid price : 19.62
\nBid-YTW : 5.80 %<\/td>\n<\/tr>\n
ENB.PF.K<\/td>\nFixedReset Prem<\/td>\n-1.11 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 23.61
\nEvaluated at bid price : 25.02
\nBid-YTW : 6.36 %<\/td>\n<\/tr>\n
SLF.PR.E<\/td>\nInsurance Straight<\/td>\n-1.06 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 20.58
\nEvaluated at bid price : 20.58
\nBid-YTW : 5.50 %<\/td>\n<\/tr>\n
POW.PR.D<\/td>\nPerpetual-Discount<\/td>\n-1.05 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 21.33
\nEvaluated at bid price : 21.60
\nBid-YTW : 5.79 %<\/td>\n<\/tr>\n
SLF.PR.C<\/td>\nInsurance Straight<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 20.51
\nEvaluated at bid price : 20.51
\nBid-YTW : 5.46 %<\/td>\n<\/tr>\n
ENB.PF.E<\/td>\nFixedReset Disc<\/td>\n-1.01 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.00
\nEvaluated at bid price : 22.47
\nBid-YTW : 6.44 %<\/td>\n<\/tr>\n
PWF.PR.R<\/td>\nPerpetual-Discount<\/td>\n-1.00 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 23.42
\nEvaluated at bid price : 23.71
\nBid-YTW : 5.89 %<\/td>\n<\/tr>\n
TD.PF.A<\/td>\nFixedReset Prem<\/td>\n1.51 %<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-10-31
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.51
\nBid-YTW : 4.61 %<\/td>\n<\/tr>\n
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\n1.82 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n
MFC.PR.L<\/td>\nFixedReset Ins Non<\/td>\n2.22 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 23.12
\nEvaluated at bid price : 24.40
\nBid-YTW : 5.55 %<\/td>\n<\/tr>\n
POW.PR.B<\/td>\nPerpetual-Discount<\/td>\n3.48 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.91
\nEvaluated at bid price : 23.18
\nBid-YTW : 5.78 %<\/td>\n<\/tr>\n
SLF.PR.G<\/td>\nFixedReset Ins Non<\/td>\n3.72 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 19.50
\nEvaluated at bid price : 19.50
\nBid-YTW : 5.82 %<\/td>\n<\/tr>\n
GWO.PR.I<\/td>\nInsurance Straight<\/td>\n4.63 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 19.88
\nEvaluated at bid price : 19.88
\nBid-YTW : 5.69 %<\/td>\n<\/tr>\n
GWO.PR.S<\/td>\nInsurance Straight<\/td>\n5.24 %<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.44
\nEvaluated at bid price : 22.70
\nBid-YTW : 5.80 %<\/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
IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\n125,289<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.72
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n
BN.PR.K<\/td>\nFloater<\/td>\n104,700<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 13.10
\nEvaluated at bid price : 13.10
\nBid-YTW : 5.98 %<\/td>\n<\/tr>\n
PWF.PR.P<\/td>\nFixedReset Disc<\/td>\n50,000<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 20.20
\nEvaluated at bid price : 20.20
\nBid-YTW : 5.97 %<\/td>\n<\/tr>\n
MFC.PR.I<\/td>\nFixedReset Ins Non<\/td>\n45,383<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2027-09-19
\nMaturity Price : 25.00
\nEvaluated at bid price : 25.50
\nBid-YTW : 4.68 %<\/td>\n<\/tr>\n
RY.PR.S<\/td>\nFixedReset Prem<\/td>\n43,648<\/td>\nYTW SCENARIO
\nMaturity Type : Call
\nMaturity Date\t: 2029-02-24
\nMaturity Price : 25.00
\nEvaluated at bid price : 26.15
\nBid-YTW : 4.40 %<\/td>\n<\/tr>\n
ENB.PF.C<\/td>\nFixedReset Disc<\/td>\n18,200<\/td>\nYTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.02
\nEvaluated at bid price : 22.47
\nBid-YTW : 6.45 %<\/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
MFC.PR.F<\/td>\nFixedReset Ins Non<\/td>\nQuote: 19.60 – 23.80
\nSpot Rate : 4.2000
\nAverage : 3.3062<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 19.60
\nEvaluated at bid price : 19.60
\nBid-YTW : 5.88 %<\/td>\n<\/tr>\n

POW.PR.A<\/td>\nPerpetual-Discount<\/td>\nQuote: 23.25 – 24.70
\nSpot Rate : 1.4500
\nAverage : 0.8969<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.98
\nEvaluated at bid price : 23.25
\nBid-YTW : 6.03 %<\/td>\n<\/tr>\n

BIP.PR.E<\/td>\nFixedReset Prem<\/td>\nQuote: 24.00 – 25.29
\nSpot Rate : 1.2900
\nAverage : 0.7837<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 23.68
\nEvaluated at bid price : 24.00
\nBid-YTW : 6.56 %<\/td>\n<\/tr>\n

ENB.PF.A<\/td>\nFixedReset Disc<\/td>\nQuote: 22.00 – 23.27
\nSpot Rate : 1.2700
\nAverage : 0.7717<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 21.70
\nEvaluated at bid price : 22.00
\nBid-YTW : 6.68 %<\/td>\n<\/tr>\n

IFC.PR.C<\/td>\nFixedReset Ins Non<\/td>\nQuote: 23.72 – 24.80
\nSpot Rate : 1.0800
\nAverage : 0.6259<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.96
\nEvaluated at bid price : 23.72
\nBid-YTW : 6.09 %<\/td>\n<\/tr>\n

BN.PF.E<\/td>\nFixedReset Disc<\/td>\nQuote: 22.50 – 23.50
\nSpot Rate : 1.0000
\nAverage : 0.6093<\/p>\n

YTW SCENARIO
\nMaturity Type : Limit Maturity
\nMaturity Date\t: 2056-03-27
\nMaturity Price : 22.03
\nEvaluated at bid price : 22.50
\nBid-YTW : 6.24 %<\/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-51719","post","type-post","status-publish","format-standard","hentry","category-market-action"],"_links":{"self":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51719","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=51719"}],"version-history":[{"count":1,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51719\/revisions"}],"predecessor-version":[{"id":51720,"href":"https:\/\/prefblog.com\/index.php?rest_route=\/wp\/v2\/posts\/51719\/revisions\/51720"}],"wp:attachment":[{"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=51719"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=51719"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/prefblog.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=51719"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}