The man featured in the video, "Ray Larsen", real name Railton Loy, is the 'International Imperial Wizard' of a small Klan organization called the 'National Knights of the Ku Klux Klan', which is based in northern Indiana (there's no one 'The' Klan, just isolated scattered organizations with highly varying degrees of interconnectedness)--the South Bend metro area specifically, which is *probably* where that segment was filmed; South Bend is fairly close to Chicago, so that's probably why it's Fox Chicago that picked this story up. Whether "Larsen" really has "connections" whom he knows are planning to assassinate Obama if he's elected, or was just relishing the fact that he can shock and frighten people and perhaps score his 'klavern' some intra-Klan PR by offering something that could be construed as either a threat or a speculative prediction, is anyone's guess, but obviously not something the authorities can afford not to take seriously. In their violent days forty years ago it was often the Klan's m.o. for the person who delivered the threat to have no direct connection to the one(s) who carried it out, and in turn for neither to live in the town where the murder was actually committed; plus, as the informant in the video clip points out, ultimately it only takes one vile human being to do such a thing. That said, it seems unlikely that this scumbag would reveal an assassination plot against a national political figure on major-network TV, if there really was a serious plot that he was in the know on.