The Prosecutor-General's Office said in a statement the suspects were "connected to organizing and carrying out" the September 13 killing. It gave no further details.
Earlier, Russia's "Kommersant" daily reported that police have detained three Ukrainians on suspicion of murdering the Central Bank's first deputy chairman, who led efforts against money laundering.
The paper said the suspects confessed -- one for killing Kozlov, another for killing his driver, the third for driving the getaway car. It also said the police probe is focused on banks that were threatened with losing their licenses due to anticorruption efforts by Kozlov.Contract Killings Continue
Meanwhile, a local lawmaker and an executive with the ITAR-TASS news agency have been found dead, as a spate of apparent contract killings continues to wrack Russia.
Aleksandr Semyonov, a member of the Irbit city council, was found dead late on October 15 with gunshot wounds in his back. Police say the lawmaker had several criminal convictions and had spent about 10 years in prison.
In Moscow, reports say the business chief of the ITAR-TASS news agency, Anatoly Voronin, was found dead in his apartment.
ITAR-TASS quoted a source at the Moscow Prosecutor's Office as saying that Voronin's body bore traces of violent death, including "multiple knife wounds."
(ITAR-TASS, AFP, AP)