format method of SimpleDateFormat class in case of fr locale,
when time zone is set as "GMT" returns "TU" instead of "GMT".
It is not the case if time zone is srt as "GMT+00:00"

Mentiond below is the program and output too.

 import java.text.*;
 import java.util.*;


 class BugTest {

     public static void main(String args[]) throws Exception {
         
         DateFormat df = DateFormat.getDateTimeInstance(); 
         Locale[] loc = df.getAvailableLocales();
         String[] tzones = {"GMT", "GMT+00:00","GMT-00:00", "GMT+02:40"};
         boolean pass = true;

         for(int k=0; k<tzones.length; k++) {

             for(int i=0; i<loc.length;i++) {
                 Locale.setDefault(loc[i]);
                 TimeZone tz1 = TimeZone.getTimeZone(tzones[k]); 
              // System.out.println(loc[i]);
                 SimpleDateFormat sdf = new SimpleDateFormat("M/d/yyyy z");
                 sdf.setTimeZone(tz1);
                 String datebuf = (sdf.format(new Date(),new StringBuffer(),new FieldPosition(0))).toString();
             //  System.out.println("Formatted-date :"+datebuf);
             //  System.out.println("Time-zone: "+tzones[k]);
                 if(datebuf.indexOf("GMT")==-1) {
                     System.out.println("Test failed for Locale :"+loc[i]);
                     System.out.println("Time-zone: "+tzones[k]);
                     System.out.println("Formatted-date :"+datebuf);
                     pass=false;  
                 }
             }
         }
     
         if(pass) {
             System.out.println("Test Passed");
             }
     
     
     
     }


 }

**********Output******************************

Test failed for Locale :fr
Time-zone: GMT
Formatted-date :10/3/2001 TU
Test failed for Locale :fr_BE
Time-zone: GMT
Formatted-date :10/3/2001 TU
Test failed for Locale :fr_BE_EURO
Time-zone: GMT
Formatted-date :10/3/2001 TU
Test failed for Locale :fr_CA
Time-zone: GMT
Formatted-date :10/3/2001 TU
Test failed for Locale :fr_CH
Time-zone: GMT
Formatted-date :10/3/2001 TU
Test failed for Locale :fr_FR
Time-zone: GMT
Formatted-date :10/3/2001 TU
Test failed for Locale :fr_FR_EURO
Time-zone: GMT
Formatted-date :10/3/2001 TU
Test failed for Locale :fr_LU
Time-zone: GMT
Formatted-date :10/3/2001 TU
Test failed for Locale :fr_LU_EURO
Time-zone: GMT
Formatted-date :10/3/2001 TU