There was a huge uproar about Apple possibly collecting IMEI numbers from iPhone users whenever they used either the Weather or Stocks Widget but it seems like it was a false alarm. Heise publications has found it is instead a unique code identifier sent out by every iPhone and is not specific on a per user basis.
Heise, through some extended testing, found these two Widgets do not transfer any sort of personal information besides what the user has input and a unique identifier code. The code is used by the iPhone to either authenticate with Apple whether or not the device connecting to that service (which is powered by Yahoo!) is allowed or used to track how popular that service is amongst users.
However, the Calculator Application found on the iPod Touch and iPhone sends the same information.
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