They called again and left a message. Their software was too stupid to wait for the beep. I have reconstrucyed their message based on a web search of the phrasing. Their message is, "This call is pertaining to the notice you recently received in your current [unintelligible] bill about a rate reduction. [End Reconstruction] To receive the discount on your bill, please, press zero to speak to a representative. Press zero to connect."
That confirms our suspicions. This is an alternate energy provider scam.
We got a call again from this number today at 4:53 pm. The caller ID was still WALTHAM MA, and it was again blocked by our call blocker. Please see my posts of 16 Jun and 25 Aug 2016. When I called back (our number is hidden by default on outgoing messages), I heard a recording which said "Hello and thank you for calling. If you'd like to be placed on a do-not-call-list for the number that called you, please press one now." Since our number is already on the do not call registry, this is unnecessary, and their call is breaking the law.