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Russia has opened a criminal investigation after gunmen shot dead 11 people at a military training ground near the Ukrainian border, authorities said on Sunday, as fighting raged in eastern and southern Ukraine.

Russia's RIA news agency, citing the defence ministry, said two gunmen opened fire with small arms during a firearms training exercise on Saturday, targeting personnel who had volunteered to fight in Ukraine. RIA said the gunmen, who it referred to as "terrorists," were shot dead.

The incident in the southwestern Belgorod region was the latest blow to Russian President Vladimir Putin's "special military operation" in Ukraine. It came a week after a blast damaged a bridge linking mainland Russia to Crimea, the peninsula it annexed from Ukraine in 2014.