The workers in the cartoon are wearing protective-athletic gear such as they could find or borrow as protection -- At least, that's what I'd do given the scary threat they face.
Over the weekend, Homeland Security Director Tom Ridge announced that al Qaeda has specific plans to attack financial sector buildings. This is the first time that the color-coded alert system has been applied to specific geographic areas. The rest of the nation remains under a yellow alert.
The financial institutions under orange alert are The World Bank, The International Monetary Fund (both in D.C.), the Citigroup Center, the New York Stock Exchange (both in New York City), and the Prudential Plaza (Newark, NJ). A car or truck bomb is speculated as the favored attack.