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Three soldiers from the Afghanistan National Army visiting Cape Cod, Massachusetts, for a military exercise have gone missing, according to the U.S. National Guard. The National Guard in Massachusetts says they believe at this time there is no threat to the public.

Maj. Jan Mohammad Arash, Capt. Mohammad Nasir Askarzada, and Capt. Noorullah Aminyar were last seen at the Hyannis Mall Saturday evening, a National Guard source tells Cheryl Fiandaca of NBC affiliate WHDH.

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A senior law enforcement source tells NBC News the FBI Field Office in Boston is aware of the disappearance and takes these matters seriously. The source tells NBC News that these soldiers are vetted by a wide variety of agencies very carefully before being allowed to travel to the United States.

Locally, the National Guard is asking for the public to provide any information if they know the whereabouts of the three soldiers.

The National Guard program is called "Regional Cooperation 2014" and has been held since 2004. According to a National Guard press release, "the purpose of Regional Cooperation 2014 is to increase participating nation's capabilities to conduct Stability Operations within internal borders and execute the range of operations conducted during United Nations mandated peacekeeping operations."

The soldiers stay at Camp Edwards on Cape Cod.

IN-DEPTH

— with Cheryl Fiandaca, WHDH