US embassy issues a security warning

The U.S. Embassy in Moscow and the U.S. Consulate General St. Petersburg have issued a security message for U.S citizen.
The warning literally says:

SECURITY MESSAGE FOR U.S. CITIZENS:

August 7, 2012

This is to alert U.S. citizens in Russia who are planning to attend the Madonna concerts in Moscow on Tuesday, August 7, or in St. Petersburg on Thursday, August 9, that the U.S. Consulate General in St. Petersburg has received information regarding a threat of physical violence against spectators and performers at the St. Petersburg concert on August 9. The U.S. Embassy in Moscow and the U.S. Consulate General in St. Petersburg have shared the information with appropriate Russian law enforcement authorities. Russian authorities have indicated to the Embassy that they are taking appropriate measures in light of this information. While we expect that enhanced security measures will be put in place at both concerts, U.S. citizens are reminded to remain vigilant regarding their personal security, and to be aware of their surroundings at all times, especially in crowded areas.