A Danish newspaper has reported that David Headley accused in the Mumbai terror attacks had also been preparing several attacks in the Danish capital – Copenhagen – in cooperation with an Al-Qaeda-linked group.The paper, Jyllands-Posten,said it had seen a classified report from an interrogation with Headley that showed he had also been planning attacks on other targets in Copenhagen.Headley had videotape recordings of the Copenhagen central train station, the city hall and the royal guard barracks in his possession when he was arrested. He had told investigators that he had discussed attacking the Danish capital with one of the world's most wanted terrorists, Ilyas Kashmiri.According to US Department of Justice, Ilyas Kashmiri is the operational chief of a Pakistani-based terrorist organisation called Harakat-ul-Jihad-Islami. The out fit had links to Al-Qaeda. He met with Headley in Pakistan in May 2009.