Around 1,000 EDL protesters have made their way along Whitehall before taking a position on the pavement across the road from Downing Street.
A much smaller group of anti-fascist demonstrators gathered opposite them holding an "EDL Racists" banner.
Both sides traded insults but were kept apart by officers and barriers.The EDL supporters chanted: "We hate Cameron."
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The 20-year-old was found fatally wounded on Roth Walk, near Finsbury Park, north London at around 3am on Saturday, Scotland Yard said.
Police have arrested a man wanted in connection with a burglary at the home of pensioner Richard Osborn-Brooks.
The rally comes after it emerged that the Home Office destroyed thousands of landing cards documenting the arrival of windrush-era migrants