European government bonds: Bund, BTP, OAT and more

Germany: prices, yields and the yield curve

Every listed German Federal security (Bund, Bobl, Schatz, inflation-linked Bunds) with clean price, accrued interest, yield to maturity, Macaulay and modified duration, convexity and the value of one basis point, from the Deutsche Bundesbank's reference prices. Each bond is placed on a fitted yield curve next to the ECB's euro area AAA curve, with weekly price and yield history since 2015. German bonds can be added to the backtest, with their total return including coupons.

Ten more euro area countries

Italy (BTP, BTP€i, BTP Italia, BTP Valore, CCTeu, BOT), France (OAT, BTF), Spain (Bonos, Obligaciones, Letras), the Netherlands (DSL, DTC), Belgium (OLO), Austria, Portugal (OT, BT), Ireland, Finland and Greece: every bond and bill with its coupon, how it pays, maturity and amount outstanding, from ESMA's register, and a chart of what each state must repay year by year.

10-year yields and spreads

Monthly 10-year government yields of eleven euro area countries since 2005 from the ECB, with each country's spread over Germany: the BTP-Bund spread, the OAT-Bund spread and the rest.

Questions

What is duration?

Duration measures how sensitive a bond's price is to interest rates: with a modified duration of 8, the price falls about 8% if yields rise by one percentage point.

Why are there no yields for Italian and French bonds?

ESMA's register gives each bond's terms but not its price. Per-bond prices need a source the site may publish; until then the ECB 10-year yields show the market level.