The alert, warning against misuse by terrorists ahead of Republic Day celebrations on January 26, has been issued by multiple agencies, including the Delhi Police, the CRPF and central agencies.
Official sources said a white Sumo Victa of the Central Reserve Police Force was stolen from outside a camp of the force in R K Puram area on the intervening night of December 29-30.
The official number plate of the stolen four-wheeler is 'JK 02A W5441', they said.
The alert issued by security agencies, especially to agencies and forces based in Kashmir, said the vehicle could be misused for a possible sabotage attack or fidayeen raid.
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Intelligence inputs have already stated that "militants can use a vehicle laden with explosives to attack a camp (of security forces/agencies) in the run up to Republic Day celebrations...", it said.
The CRPF, too, issued an alert and asked all its units in Jammu and Kashmir and north India to be on heightened vigil and take extra precautionary measures.
The force has asked all its unit commanders to share the message with the "last man on ground" so that the possible misuse of the stolen vehicle does not impact their security.
It also asked all its units in the country to "review" and fortify camp security.
The threat of the stolen vehicle has been escalated to the level of "high alert" in the wake of the recent attack on the CRPF camp in Pulwama, sources said.