HELSINKI (AFP) - Two members of the Pussy Riot punk rock group who were due to appear at a festival in Finland on Saturday cancelled their appearance and have gone underground for safety reasons, Finnish media reported.

The two, whose names have not been disclosed, were to have made a masked appearance at an annual multicultural festival in Helsinki. According to Finnish daily Helsingin Sanomat, the pair cancelled their appearance at the last minute because of fears their identities would be revealed.

They are reported to be staying at an undisclosed location in Finland.

Two other Pussy Riot members are serving two-year jail terms in Russia for hooliganism motivated by religious hatred for a performance the band staged in a Moscow church in last year. A third member received a suspended sentence on appeal.