The advisory comes on the heels of an intelligence report that militants are planning to target 100 policemen and as many pilgrims participating in the Amarnath Yatra.
The terror threat has prompted the authorities to mobilise the "highest level" of security measures including satellite tracking system.
"Reside only in authorised campus and lodgement centres," the Jammu and Kashmir police said in its multi-point advisory.
"If you see any suspicious person or thing or receive such information, don't panic. Keep vigil on it and inform police," the advisory further read.
The 40-day long Amarnath yatra began today amid multi- tier security with more than 6,000 pilgrims paying obeisance at Amarnath on the first day.
The second batch of 2,481 pilgrims, comprising 1,638 males, 663 females and 180 sages, left from Jammu in 66 vehicles for the twin base camps of the yatra.
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