The investigation will seek the arrest of three Moscow policemen detained on suspicion of abduction and extortion, Investigative Committee spokesman Vladimir Markin told Interfax.
"A decision on arresting three policemen suspected of abduction and extortion has to be made. They have been detained now," Markin said.
The Interior Ministry's department for Moscow told Interfax earlier that three policemen from the Khoroshyovo-Mnyovniki police department in Moscow had been detained on suspicion of killing a citizen of Azerbaijan.
"Acting based on operational reports, officers from the Russian Interior Ministry department for the Central Federal District ... detained three patrol policemen from the Khoroshyovo-Mnyovniki district police department and their unemployed friend on suspicion of killing a citizen of Azerbaijan," it said.
According to information possessed by police, five young men were traveling by car from Moscow to a community outside the city in the early hours of September 6. In a conflict that erupted between them on the way, the four suspects killed the victim and then drove his BMW 530i car back to Moscow to sell it.
"The documents on this fact have been passed to the Investigative Committee department for Moscow to open a criminal investigation," it said.
Moscow police chief Anatoly Yakunin also decided to dismiss all senior police officers at the Khoroshyovo-Mnyovniki district police department, and the rest of its personnel will have to undergo extraordinary reconfirmation.
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