3 Missing Afghan Soldiers Found At Canadian Border Three soldiers went missing over the weekend from Cape Cod base.

 -- Three Afghan soldiers who went missing from a Cape Cod military base over the weekend were found today near the US-Canada border, a United States defense official told ABC News.

Law enforcement officials said the men did not try to hide, but instead walked up to border patrol agents and presented themselves for asylum.

The men are currently in Canadian custody, officials said.

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The three officers -- a major and two captains -- had been participating in a tabletop exercise called "Regional Cooperation 2014," which is run by Centcom and scheduled to go from September 17 to 24.

Law enforcement officials in Massachusetts told ABC News that the men were last seen Saturday buying civilian clothes at the Cape Cod Mall.

The three officers were part of a 14-officer contingent from Afghanistan, officials said.

The command post exercise has been held annually since 2004 and this year included participants from six countries and focused on a peacekeeping mission. Last year's exercise was conducted in Germany.

This comes as Col. Steve Warren said earlier today that there was no indication the missing men posed a threat to the public.

Warren said the missing soldiers were not considered a threat because they were "thoroughly" vetted by a number of people and agencies, including the State Department, the embassy in Kabul and by US forces.

"We believe based on the extensive vetting that we did prior to their deploying to the United States that they do not pose a threat," he said.

Warren said exercise participants are allowed to come and go from the base hosting the exercise, but "as a rule because it’s an unfamiliar area to them they would have US personnel accompany them if they wanted to depart post."