A search for extra-solar planets was carried out in three gravitational microlensing events of high magnification, MACHO 98-BLG-35, MACHO 99-LMC-2, and OGLE 00-BUL-12. Photometry was derived from observational images by the MOA and OGLE groups using an image subtraction technique. For MACHO 98-BLG-35, additional photometry derived from the MPS and PLANET groups was included. Planetary modeling of the three events was carried out in a super-cluster computing environment. The estimated probability for explaining the data on MACHO 98-BLG-35 without a planet is <1%. The best planetary model has a planet of mass ~(0.4-1.5) X 10^-5 M_Earth at a projected radius of either ~1.5 or ~2.3 AU. We show how multi-planet models can be applied to the data. We calculated exclusion regions for the three events and found that Jupiter-mass planets can be excluded with projected radii from as wide as about 30 AU to as close as around 0.5 AU for MACHO 98-BLG-35 and OGLE 00-BUL-12. For MACHO 99-LMC-2, the exclusion region extends out to around 10 AU and constitutes the first limit placed on a planetary companion to an extragalactic star. We derive a particularly high peak magnification of ~160 for OGLE 00-BUL-12. We discuss the detectability of planets with masses as low as Mercury in this and similar events.
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