Major banks -- located not on Wall Street but in midtown Manhattan -- are worried about a planned Occupy Wall Street march to their headquarters tomorrow. Occupy Wall Street organizers announced on their website they are planning a march to midtown scheduled for tomorrow where protesters will throw paper planes made of angry letters toward the headquarters of major banks located there. "Meet-up at Bryant Park (6th Ave. & 42nd St.), march to Bank of America headquarters, Morgan Stanley headquarters, Wells Fargo headquarters, Citigroup headquarters, JP Morgan Chase headquarters," reads the OccupyWallSt.org website.

Now CNBC's John Carney reports that Morgan Stanley employees received an email warning them the company may go into lockdown tomorrow, further proving just how nervous this protest is really making bankers. All that hand-wringing even though the planned activities sound, well, kind of whimsical. From OccupyWallSt.org:

Throughout the march a flyering team will be handing out copies of the letters that have links to the website at the bottom. Both marches will be accompanied by (a) a team of bicycling pirates, (b) a choir, (c) a marching band, (d) a set of "postmasters" with stenciled OTBR logos to guide the march and lead group activities.