The call triggered the state's alert system at 12:55 p.m. Giannoulias said in a post on X, formerly Twitter.
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Illinois Secretary of State Police swept the building and surrounding grounds for explosive devices, but none were found, Giannoulias said.
Employees were allowed back inside about 1:45 p.m.
On Sunday, the capitol was locked down after a bomb threat.
The Illinois Secretary of State Police responded, but found no explosive devices during a sweep.
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The lockdown was lifted soon after.
That threat came one month after another bomb threat was called in at the state capitol.
That lockdown was lifted, after police determined there was no danger.