More than 200 people were killed in the blasts
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Several Madrid bombers, driving a car loaded with explosives, were stopped and fined by traffic police days before the attacks, says a Spanish newspaper.
The El Pais story follows claims that Spain ignored warnings from Morocco that various terror suspects were in the country.
So far 20 people have been arrested in connection with the 11 March attacks.
One hundred and ninety people were killed when 10 bombs exploded on four trains in rush hour on 11 March.
Vehicle check
Spain's El Pais said that three or four of the bombers were thought to have been in a car when they were fined for an unspecified driving offence on the way back to the capital Madrid from the north of Spain.
They had reportedly bought 110kg (220 pounds) of stolen explosives from an ex-miner and the car boot was thought to have been packed with explosives when police officers stopped the vehicle.
Reports say the police checked the vehicle number plate but found nothing untoward and so allowed the men to continue their journey, after fining them for a minor traffic offence.
The Volkswagen they were driving was in fact stolen, but the theft had not yet been reported.
The incident adds to a list of concerns about Spain's handling of the terrorist threat to the country before 11 March.
Moroccan newspapers have been full of how intelligence about terror suspects was passed on to Spain but apparently ignored by investigators.
Fingerprints
There has also been speculation in Germany that the attacks were planned there, as at least one of the suspects had spent time there.
Spanish investigators are now building up a case against the suspects.
A house between Chinchon and Morata de Tajuna in Madrid Province, where the bombers are believed to have made their devices, was raided by police on Friday.
They are reported to have found fingerprints of some of the suspects, including that of key suspect Jamal Zougam.
Some prints match those found in a van containing explosives, detonators and an Arabic tape, left by the bombers near the train station in Alcala de Henares on the day of the attacks.
Court appearance
Police are also reported to have found evidence that shows the house is where the bombers activated the phone cards in the mobile phones which were used as timers in the bombs.
Twenty people have been arrested in Spain so far in connection with the Madrid bomb attacks, including the ex-miner suspected of selling the explosives.
Two of the men have been released without charge and 12 detained for further questioning.
Six men arrested on Friday are to appear before an investigating High Court magistrate later on Monday.