* Investigation required immediate action says prosecutor

* Attack was planned on Brussels during soccer match

Belgian police arrested 12 people suspected of planning new attacks after about 40 houses were searched across the country overnight, the federal prosecutor's office said on Saturday, as the prime minister prepared to convene a security meeting.

Europe is on high security alert, with the Euro 2016 soccer tournament underway in neighbouring France, after Islamist suicide bombers killed 32 people in Brussels in March following attacks in Paris last November in which 130 people died.

‘In connection with a criminal investigation concerning terrorism ... 40 persons were taken for questioning. Twelve among them were arrested,’ the prosecutor's office said in a statement.

‘The investigating judge will decide on their possible detention later today. The investigatory results necessitated an immediate intervention. The investigation continues.’

A spokesman for Prime Minister Charles Michel said the government's security council - which includes the ministers of defence, justice, home affairs and foreign affairs - would hold a meeting at 1000 GMT (1200 CET). A news conference may take place afterwards, he added.

Investigators have found links between the Brussels and Paris attackers, some of whom were based in Belgium.

The Belgian federal prosecutor's office said no weapons or explosives had been found during the searches, which also involved 152 garage lockups.

A French police couple were stabbed to death outside their home in Paris on Monday in an attack claimed by Islamic State. In a video posted on social networks, the attacker, Larossi Abballa, linked it to the soccer tournament, saying: ‘The Euros will be a graveyard.’

A spokeswoman for Paris public prosecutor Francois Molins said two people close to Abballa would meet a judge on Saturday while a third one was released.

Seperately, a judiciary source told Reuters on Friday a 22-year-old man suspected of planning attacks on tourists had been jailed on terrorism charges after being arrested at the beginning of the week.

Flemish public broadcaster VTM said the people arrested overnight were suspected of planning an attack in Brussels this weekend during one of Belgium's soccer matches.

Belgian newspaper Le Soir said areas where fans watch matches were potential targets, as well as other crowded areas such as shopping centres and stations, citing a security source.

On Wednesday Belgian police received an anti-terror alert warning that a group of Islamic State fighters had recently left Syria en route for Europe planning attacks in Belgium and France, security officials said.

Public broadcaster RTBF said Belgium's crisis centre on Friday had placed several government ministers, including the prime minister, under heightened protection.

Also on Friday police arrested and detained a 30-year-old man named as Youssef E.A, a Belgian national, on suspicion of taking part in terrorist activities in connection with the Brussels attacks.