French anti-terrorism police are investigating threats of an attack on conservative French presidential candidate Nicolas Sarkozy.

The probe follows anonymous e-mail messages sent Monday to a French television station (France 5) and to an official of the Socialist Party that backs Segolene Royal, Sarkozy's closest rival.

The messages read: "Attack Sarkozy, Lyon, April 5, 2007." Sarkozy is scheduled to travel to the southeastern city of Lyon Thursday - the date mentioned - for an election rally.

Public opinion polls show Sarkozy with a narrow lead over Royal in the race for the presidency.

The first round of voting is scheduled for April 22.

Some information for this report was provided by AFP and AP.