it near where you get Aurons ultimate weapon, (near dark magnus sisters if u have international version) if you come from the long road where you can ride the chocobo's head toward where you fight the battle with sin(the bit with the machina fight) after you pass thru the gate where you are on foot(no chocobo's allowed its your first left!!!! (I think if you know how to get to the high command centre head that way checking the screen as you go you'll find it!)
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TSA
