Spanish police are stepping up the hunt for remaining members of a terror cell wanted for the Madrid train attacks.
Two Moroccan brothers are among the key suspects still at large
The group's key figures, ringleader Serhane ben Abdelmajid Fakhet and Jamal Ahmidan died with three associates when a bomb blast ripped through their flat.
Two other suspects have been arrested, one near Madrid, the other in Ceuta.
Meanwhile, police are examining a fax sent to a newspaper threatening more bloodshed if Spain does not withdraw its troops from Iraq and Afghanistan.
The fax, handwritten in Arabic, was sent by a group calling itself Abu Nayaf al-Afgani.
The group claimed responsibility for the 11 March attacks, which killed 191 people, and for Friday's foiled bomb attack on the high-speed train link between Madrid and Seville.
The group said it was cancelling a truce designed to give Spain time to remove its
forces, adding "if these demands are not met we will declare war on you and
turn your country into a hell where blood will flow in rivers".
Key Madrid suspects
Sarhane ben Abdelmajid Fakhet: Dead
Abdennabi Kounjaa: Dead
Jamal Ahmidan: Dead
Rachid Oulad Akcha: At large
Mohammed Oulad Akcha: At large
Said Berraj: At large
Spain's incoming Socialist Prime Minister Jose Luis Rodriguez Zapatero has promised to withdraw 1,300 Iraq-based troops by 30 June unless the United Nations takes control.
ABC newspaper says investigators believe Abu Nayaf al-Afgani is linked to the alleged terrorist cell in Madrid led by Fakhet.
Interior Minister Angel Acebes said rucksacks filled with explosives found in the wreckage of the Madrid flat proved Fakhet's cell had been poised to strike again.
The mayor of the suburb of Leganes - where Saturday's blast occurred - has called on locals to take part in a peace march on Monday evening.
Fakhet, alias The Tunisian, and Ahmidan were named last week in international arrest warrants connected with the attacks.
Ahmidan, known as El Chino or Mowgli, was believed to have led the gang which placed 13 rucksacks packed with explosives on the trains on 11 March.
Moroccan Abdennabi Kounjaa, among the dead, was also one of the six men named in the arrest warrants.
A fourth body was identified as that of Asri Rifaat Anouar, not on the list, and a fifth has not been identified.
That leaves three suspects from the list still at large: Moroccan brothers Mohammed and Rachid Oulad Akcha and Moroccan Said Berraj.
The latest arrests took place on Saturday - one in Fuenlabrada, near Madrid, and the other in Ceuta, a Spanish enclave in North Africa.
Spain has already provisionally charged 15 suspects over the Madrid train attacks.
"The core of the group that carried out the attacks is either arrested or dead in yesterday's collective suicide, including the head of the operative commando," Mr Acebes told a news conference.
In Leganes, police have recovered 200 detonators of the kind used in the Madrid attacks, Mr Acebes said.
The blast was preceded by an exchange of gunfire
They also removed 10kg (22 pounds) of dynamite from the flat, he added.
"They were going to keep on attacking because some of the explosives were prepared, packed and connected to detonators," Mr Acebes said.
Before Saturday's explosion, the suspects reportedly spotted the police as they prepared to enter the flat and opened fire from the first floor window.
Neighbours said a group of North Africans had moved into the apartment about a month ago. They were rarely seen and the blinds were always closed, the neighbours said.
Sunday saw Spain's outgoing Prime Minister, Jose Maria Aznar, and incoming Premier Jose Luis Rodriguez Zapatero attend the funeral of the dead special forces police officer, Javier Torrontera.
The Madrid bombing was Europe's worst terror attack since the 1988 Lockerbie bombing.
Six of the 15 provisionally charged over the attacks have been charged with multiple counts of murder, and nine have been accused of collaborating with or belonging to a terrorist organisation. Most are Moroccans.
The Moroccan Islamic Combatant Group is the main focus of police investigations.