Nothing in the U.S. media on this, but reported by France’s Libération and Brazil’s O Globo:

France’s Director of Military Intelligence, General Christophe Gomart, testified to the Parliamentary Select Committee investigating the 2015 terrorist attacks in France that a Brazilian national who belongs to ISIS planned to attack the French delegation at the Rio Olympic games.

Gen. Gomart would not go into detail about the possible arrest and the exact location of this Brazilian member of ISIS, who may not necessarily be in Brazil, according to Libération.

The information, which should have remained classified, was appended to a 1,000 page report published on Tuesday on the website of the National Assembly, which is how Libération came across it.

Libération: La délégation française aux JO de Rio, cible d’un projet d’attentat de l’EI [French delegation to Rio Olympic Games targeted by ISIS]

O Globo: Jornal diz que brasileiro do EI planejaria ato terrorista contra delegação francesa no Rio

Translated into English from the O Globo article in Portuguese, Brazilian member of the Islamic state planned to attack French delegation in Rio, newspaper says

General Christophe Gomart: At least three sources with references to websites Daech [acronym of the Islamic State] in several Syrian cities could also be evaluated thanks to the knowledge and DRM catches [Direction du Renseignement Militaire] (…) These changes enable you to recover and confirm the information in the theaters of operations [military term]. George Fenech (Member): I had not heard of this Brazilian who intended to commit attacks against the French delegation at the Olympic Games. How do you know that? General Christophe Gomart: From our partners. In the evaluation of the newspaper, “our partners” would be countries with which France contributes in the fight against terrorism. The “Libération” highlights that Brazil plans an “anti-terrorist center” composed of US, British, Spanish and French experts.

Brazil’s security forces are on high alert. On Tuesday they released a man whose wife – in the middle of a marital fight – called the police, accusing him of plotting a terrorist bombing, after finding no evidence.

They are still looking for the GITMO guy who went missing from Uruguay, though.

UPDATE:

Linked to by Gates of Vienna. Thank you!