Spanish investigators believe that two assailants who broke into the North Korean embassy in Madrid last month and took hostages have links to the CIA, according to reports.

None of the 10 individuals who broke into the embassy before tying up and beating staff as they looked for information on computers have been caught.

But sources from the investigation told the Spanish newspaper El País that they been able to identify several of the attackers from video evidence.

Although the majority of the assailants who sped away in two of the embassy’s cars before vanishing have been identified as Koreans, two of the group “have been recognised by Spanish secret services as being linked with the CIA”, El País reported on Wednesday.

According to the newspaper, members of the investigation by the National Police and Spain’s CNI secret service contacted the CIA to ask for an explanation of possible US involvement in the break-in. The response, according to Spanish government sources, was “unconvincing”.