  Using data obtained with the Rossi X-ray Timing Explorer, we report the
detection of a 5 Hz quasi-periodic oscillation (QPO) in the bright low-mass
X-ray binary and Z source Cygnus X-2 during high overall intensities (the high
intensity state). This QPO was detected on the so-called normal branch and can
be identified with the normal branch QPO or NBO. Our detection of the NBO is
the first one during times when Cygnus X-2 was in the high intensity state. The
rms amplitude of this QPO decreased from 2.8% between 2-3.1 keV to <1.9%
between 5.0-6.5 keV. Above 6.5 keV, its amplitude rapidly increased to ~12% rms
above 16 keV. The time lags of the QPO were consistent with being zero below 5
keV (compared to the 2-3.1 keV band), but they rapidly increased to ~70 ms
around 10 keV, above which the time lags remained approximately constant near
70 ms. The photon energy dependencies of the rms amplitude and the time lags
are very similar to those observed for the NBO with other satellites (Ginga,
EXOSAT) at different (i.e. lower) intensity states.
