WASHINGTON - (AP) - Authorities on three continents were investigating whether suspicious packages shipped from Yemen to Chicago religious sites were part of a terrorist plot.

No explosives have been found so far. Officials on Friday were probing whether the packages were sent as part of a dry run for an attack. Yemen is home to the al-Qaida branch that tried to bomb a U.S.-bound airliner on Christmas.

Intelligence and law enforcement officials discovered suspicious packages in England and Dubai late Thursday night, prompting national security officials to alert President Barack Obama to a"potential terrorist threat," the White House said.

The two packages were addressed to Chicago religious sites, Chicago FBI spokesman Ross Rise said. One was a synagogue, said a U.S. official who spoke on condition of anonymity to discuss the ongoing investigation.

The package in England, discovered aboard a plane in East Midlands about two hours north of London, contained a toner cartridge with attached wires and powder. It was found during routine screening of cargo, prompting authorities to scour three planes and a truck in the United States on Friday, U.S. officials said.

"The president directed U.S. intelligence and law enforcement agencies, and the Department of Homeland Security, to take steps to ensure the safety and security of the American people, and to determine whether these threats are a part of any additional terrorist plotting," the White House said in a statement.

Yemeni officials said they launched a terrorism investigation and Scotland Yard said its investigators were testing a number of items seized from the plane in East Midlands. In the U.S., searches were conducted in Philadelphia, Newark, N.J., and New York City.

The packages were being sent via UPS and FedEx. The packages, not the planes, originated in Yemen.

Two Philadelphia jets belonging to UPS were searched. A federal law enforcement official said nothing suspicious was found.

A source with knowledge of the situation in Newark who was not authorized to speak publicly said the FBI and a bomb squad checked two packages there and gave the "all clear."

New York Police Commissioner Ray Kelly said that the NYPD removed a package from a UPS truck in Brooklyn, tested it for possible explosives and found it not to be dangerous. The packagewas an envelope that came from Yemen, appeared to contain bank receipts, and was addressed to the JP Morgan Chase bank in Brooklyn, Kelly said. The package arrived on a plane that landed at Kennedy Airport, he said.