We conduct a variety of additional research and analysis that we make available to the public. This information provides ongoing insight into activities and trends in the housing market and the broader economy.
Freddie Mac makes available loan-level credit performance data on a portion of fully amortizing fixed-rate mortgages that the company purchased or guaranteed from 1999 to 2017 to help investors build more accurate credit performance models in support of ongoing risk-sharing initiatives.
COFI is used as a benchmark for some types of mortgage loans and securities. It is calculated as the sum of the monthly average interest rates for marketable Treasury bills and for marketable Treasury notes, divided by two, and rounded to three decimal places.