At least two bombs have exploded and three others defused in three Banamex bank branches in Mexico City.
Media reports have attributed the explosions to a revolutionary group.
Some windows were broken but no serious damages or injuries were reported.
According to reports, a group called the People's Revolutionary Armed Forces said it had carried out the explosions, both in calls to the television station and to Mexican newspapers.
Azteca also reported that the callers said they had placed explosives at the Italian Embassy in Mexico City and at the federal Senate building.
However, officials were later quoted as saying that no explosives were found at the Senate building.
Mexico City police officials said they had no additional information. Television footage showed authorities searching the grounds of the Italian Embassy, but the results of their search were not immediately known.
A wall next to one of the bank branches had been painted with the word "FARP", the initials of the revolutionary group.
A man at one of the banks was slightly injured. His exact condition is not known.