The Investigative Committee qualified the incident in St. Petersburg as an Assault to Murder of two or more people committed in a generally unsafe manner (Article 30, part 2 of Article 105 of the Criminal Code of the Russian Federation).
The explosion occurred at around 1845 local time as Russians geared up to celebrate the New Year - the country's biggest holiday - followed by Russian Orthodox Christmas, which falls on January 7.
At an awards ceremony for troops who fought in Syria, Russian President Vladimir Putin said Wednesday's bombing at a St. Petersburg supermarket was a terror attack, adding that another attack had been thwarted.
The device that blew up late Wednesday in Russia's second-largest city contained an explosive force equivalent to 200 grams of TNT, the National Anti-Terrorist Committee said in a website statement.
"Yesterday I ordered the director of the Federal Security Service, while arresting these bandits, to act, obviously, only within the limits of the law", Mr. Putin said, referring to returning Islamic fighters.
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The Investigative Committee has launched a criminal case on the grounds of attempted mass murder after the blast.
Putin called the bombing an act of terrorism.
The Kremlin has said that those attacks were prevented thanks to intelligence provided by America's Central Intelligence Agency. It is suspected that the device was placed in one of the store's storage units.
He has previously said that over 4,000 citizens from Russian Federation and some 5,000 people from other ex-Soviet nations have joined the Islamic State group in Syria and Iraq.