The Certificate of Deposit Index (CODI) is the 12-month average of the monthly average yields on the nationally published secondary market 3-Month Certificate of Deposit rates. Information on monthly yields on 3-month certificates of deposit (secondary market) is published by the Federal Reserve Board.
Please note that the data series which produces CODI has apparently gotten very thin, and monthly data may or may not be available at times. The Federal Reserve notes in a footnote on publication H.15 that "Responses are not reported when the number of respondents is too few to be representative."
Note: After months of having insufficient data to publish, the Federal Reserve ceased publication of the underlying secondary market CD rates that comprise CODI on December 16, 2013.