They are two strokes ahead of the holder, Helen Alfredsson. Lisa Hackney leads the British challenge on 69, with Laura Davies, who birdied two of her last three holes, on 70.
Lunn and Nilsmark have something to prove. The Australian has been living in the shadow of her sister, Karen, who has won four events, while Nilsmark wants to lose the tag of the best player on the Tour not to have won a tournament.
Before this season Lunn lacked application, but that has changed. 'I told myself to stop mucking about and work hard like everyone else,' she said. Her diligence in hitting more than 200 balls a day and sharpening her short game paid dividends yesterday as she gathered an impressive haul of five birdies and an eagle.
Nilsmark, who was twice a runner-up last season, never exceeded par and her round included six birdies.
HENNESSY CUP (Cologne) Leading first- round scores (GB or Irl unless stated): 66 M Lunn (Aus), C Nilsmark (Swe). 68 H Alfredsson (Swe). 69 L Hackney, D Petrizzi (US), J Allmark (Swe). 70 M-L de Lorenzi (Fr), G Stewart, D Dowling, L Davies, K Lunn (Aus), F Descampe (Bel). 71 K Parker (US), T Johnson, P Wright, A Shapcott, J Forbes, H Dobson, A Sorenstam (Swe).Reuse content