Utilize the input text as a context reference, choose the right relationship between Shiv Sena and Mumbai from the options. Options: product/material produced, manufacturer, distributed by, industry, position held, original broadcaster, owned by, founded by, distribution format, headquarters location, stock exchange, currency, parent organization, chief executive officer, director/manager, owner of, operator, member of, employer, chairperson, platform, subsidiary, legal form, publisher, developer, brand, business division, location of formation, creator.

Last week, the Shiv Sena threatened the staging of two concerts by renowned Pakistani ghazal maestro Ghulam Ali that were subsequently cancelled in Mumbai and Pune.

Answer: location_of_formation