Context : Cyg OB2 is one of the most massive associations of O-type stars in our Galaxy .
Despite the large interstellar reddening towards Cyg OB2 , many studies , spanning a wide range of wavelengths , have been conducted to more clearly understand this association .
X-ray observations provide a powerful tool to overcome the effect of interstellar absorption and study the most energetic processes associated with the stars in Cyg OB2 .

Aims : We analyse XMM-Newton data to investigate the X-ray and UV properties of massive O-type stars as well as low-mass pre-main sequence stars in Cyg OB2 .

Methods : We obtained six XMM-Newton observations of the core of Cyg OB2 .
In our analysis , we pay particular attention to the variability of the X-ray bright OB stars , especially the luminous blue variable candidate Cyg OB2 # 12 .

Results : We find that X-ray variability is quite common among the stars in Cyg OB2 .
Whilst short-term variations are restricted mostly to low-mass pre-main sequence stars , one third of the OB stars display long-term variations .
The X-ray flux of Cyg OB2 # 12 varies by 37 % , over timescales from days to years , whilst its mean \log { \frac { L _ { X } } { L _ { bol } } } amounts to -6.10 .

Conclusions : These properties suggest that Cyg OB2 # 12 is either an interacting-wind system or displays a magnetically confined wind .
Two other X-ray bright O-type stars ( MT91 516 and CPR2002 A11 ) display variations that suggest they are interacting wind binary systems .