Two districts in the Stavropol region were placed on high alert after the bodies were found in four cars, one of them apparently booby-trapped, in the area yesterday, the Interfax news agency quoted the FSB security service as saying.
As police examined one of the cars, which contained the body of a local resident who had been shot in the head, an improvised explosive device (IED) went off in a nearby ditch, causing no injuries. Officers then defused another device nearby, the FSB said.
Two other bodies were identified as local taxi drivers and were found in the back seat and in the boot of their Lada cars. The remaining two bodies were found close to a parked car, Interfax cited the FSB as saying.
The Investigative Committee, which probes major criminal cases in Russia, opened investigations into murder, arms trafficking and attempts on the lives of law enforcement officials.
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The Stavropol region borders the Krasnodar region where the Black Sea resort of Sochi is located.
Russia particularly fears attacks by Islamist militants from the North Caucasus during the Sochi games, after two suicide bombings at a rail station and in a trolleybus last month in the southern city of Volgograd.
Security measures around Sochi include special permits for cars to enter the city or access Olympic venues, as well as drones monitoring the region and patrols by army troops.