WASHINGTON (CNN) -- Authorities in India are holding four people in connection with a reported plan to attack U.S. targets next week, including the embassy in New Delhi, CNN learned on Wednesday.

The alleged ringleader of the group, a man named Said Abu Nasr, is linked with suspected terrorist leader Osama bin Laden, according to a source in Washington.

Indian police said Abu Nasr was carrying a quantity of a sophisticated explosive when he was detained in early January. Abu Nasr is believed to be from Bangladesh. Supporters of Bin Laden, the exiled Saudi businessman who reportedly operates a terrorist network from a base in Afghanistan, have targeted U.S. facilities in India, a U.S. law enforcement source told CNN.

Indian police said they believed the U.S. Embassy in New Delhi as well as consular offices in Madras and Calcutta may have been singled out for an attack next Tuesday, the Indian national holiday known as Republic Day.

U.S. officials in India, including an FBI agent, are working with Indian authorities to determine the credibility of the alleged threats, according to CNN's sources.

Bin Laden is suspected of financing last summer's bombings of two U.S. embassies in Africa.

The simultaneous August 7 blasts in neighboring Kenya and Tanzania killed 224 people, including 12 Americans.

Correspondent Pierre Thomas contributed to this report.

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