Boris Johnson and Jeremy Hunt are......>

GILT SUMMARY: Boris Johnson and Jeremy Hunt are taking part in the latest

hustings event in Essex. Johnson has refused to rule out proroguing parliament

in a bid to push through a no-deal Brexit in the event of not being able to

secure a better withdrawal agreement with the EU.

- He also further reiterated his plans for a points-based immigration system -

an attempt to placate both the liberal and more conservative wings of his party.

- The Sep-19 gilt future trades at 130.44, down 2 ticks from Thursday's close

and 8 ticks off the day's high; L-H: 130.3-130.52. Cash yields (Last / 1d chg /

L..H): 2Y (0.6% / +0.7bp / 0.5948%...0.6035%); 5Y (0.6231% / +0.8bp /

0.6175%...0.6268%); 10Y (0.8282% / +0.7bp / 0.823%...0.8327%); 30Y (1.4637% /

+0.5bp / 1.4597%...1.4679%).

- Short sterling futures have broadly sold off with greens underperforming: W

(broadly - 0.0/2.0 ticks lower); R (+ 1.5 tick); G (- 1.5/2.0 ticks); B (-

0.5/1.5 ticks).