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 \sim 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 \sim 70 ms ( 140° ) 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 .