North Korea said Sunday it's watching closely rumors the FBI played a role in what it called a "grave terrorist attack" at its embassy in Madrid, according to the state-run KCNA news agency.

Details: North Korea expects Spain to investigate last month's embassy incident, KCNA reports. A Spanish judge investigating what he called an armed break-in at the embassy said this week the U.S.-based alleged gang leader contacted the FBI days afterward to offer data stolen in the raid.

The other side: The U.S. denies any involvement in the incident. The dissident group claiming responsibility says it entered the embassy peacefully.

The big picture: The Spanish judge has issued international warrants for the suspected gang leader, Mexico-born U.S. resident Adrian Hong Chang, and U.S. citizen Sam Ryu over the incident, which occurred just before President Trump’s second summit with North Korea's leader Kim Jong-un in Hanoi.