Conservative party leadership..........>

GILT SUMMARY: Conservative party leadership frontrunner Boris Johnson is facing

mounting pressure to explain why the police were called to his home on Friday.

Having refused to be drawn into questioning on the issue at the first Tory party

hustings, Johnson now faces calls from one the party's largest donors to explain

himself. Remain-supporting Tories have indicated that they could support the

opposition and topple the government in the event of a no-deal Brexit being

pursued. Ken Clarke, a longstanding supporter of the EU, has warned that he

would be prepared to bring down the government to avert no deal.

- The Sep-19 gilt future trades at 130.49, up 31 ticks from Friday's close and 8

ticks off the day's low; L-H: 130.41-130.74. Cash yields are 1-2bps lower on the

day. Current yields (Last / 1d chg / L..H): 2Y (0.5865% / -1.8bp /

0.5761%...0.5914%); 5Y (0.6105% / -1.9bp / 0.5993%...0.6152%); 10Y (0.823% /

-2.1bp / 0.8108%...0.8282%); 30Y (1.4299% / -1.7bp / 1.4189%...1.4339%)

- Short sterling futures have broadly rallied with reds & blues outperforming: W

(+ 0.5/2.0 ticks); R (+ 1.5/2.0 ticks); G (+ 1.0/1.5 ticks); B (+ 1.5/2.0

ticks).