Boris Johnson has faced fresh calls....>

GILT SUMMARY: Boris Johnson has faced fresh calls to answer for the recent

police call to his address; a story which is refusing to die down. With his

rival Jeremy Hunt further ramping up the pressure, Johnson is no longer able to

keep a low profile during the campaign. If he discloses further details of his

Brexit strategy,  his lead over Hunt is likely to narrow. 

- Irish Finance Minister Paschal Donohoe has warned that economic growth in

Ireland could be flat next year if the UK abruptly leaves the EU without a deal.

- The Sep-19 gilt future trades at 130.87, up 24 ticks from Monday's close and 8

ticks off the day's high; L-H: 130.5-130.95.

- Gilts have rallied with yields 1-3bps lower on the day. Cash yields (Last / 1d

chg / L..H): 2Y (0.5673% / -1.2bp / 0.5599%...0.5712%); 5Y (0.5825% / -2bp /

0.5756%...0.5911%); 10Y (0.7898% / -2.5bp / 0.7827%...0.8003%); 30Y (1.4142% /

-1.2bp / 1.4054%...1.4207%).

- The short sterling futures strip has flattened: W (broadly + 0.0/1.5 ticks

higher); R (+ 1.5/2.0 ticks); G (+ 1.5/2.5 ticks); B (+ 2.0 ticks).