Former Russian tycoon Mikhail Khodorkovsky was heckled on Sunday by angry pro-Moscow activists in the eastern Ukrainian city of Donetsk and barred from entering the rebel-held city hall.

Khodorkovsky, who spent a decade in prison in Russia and now lives in self-imposed exile in Switzerland, is visiting eastern Ukraine to "see for himself what's happening there," his spokeswoman Olga Pispanen told Agence France Presse.

The next round of U.S. sanctions against Moscow over Ukraine will target Russia's defense industry as well as individuals and companies close to President Vladimir Putin, a senior U.S. official said Sunday.

"Starting this week, in coordination with our allies and partners, we'll be exerting additional pressure on the people closest to him, the companies they control, the defense industry. All of this," deputy national security adviser Tony Blinken said on CNN's State of the Union.

Spectacles peeping through his balaclava, an amateur gun-enthusiast shows a group of recruits dressed head-to-toe in black how to strip a Kalashnikov rifle.

Past some abandoned agricultural equipment in a nearby field, five middle-aged trainees charge around a rudimentary obstacle course under the guidance of a rather portly comrade.

OSCE negotiators late Sunday walked out of a rebel-occupied town hall in east Ukraine with just one of eight of their inspectors being held as "prisoners of war" by pro-Kremlin separatists, as militants seized a regional TV station in Donetsk.

The two negotiators left the four-story gray building in the town of Slavyansk with the freed Swedish officer.

U.S. President Barack Obama on Sunday said new international sanctions set to come into force against Russia would send a message that it must stop its "provocation" in eastern Ukraine.

"It is important for us to take further steps sending a message to Russia that these kinds of destabilizing activities taking place in Ukraine has to stop," Obama said at a press conference in Malaysia.

The U.S. and Europe are set to slap new sanctions on Russia as early as Monday over the crisis in Ukraine where tensions spiked over the kidnapping of a team of international observers.

The Group of Seven top economies and the European Union signaled Saturday they would step up economic pressure on Moscow early this coming week.

U.S. Secretary of State John Kerry expressed concern to Russian Foreign Minister Sergei Lavrov Saturday about "provocative" Russian troop movements along Ukraine's border, a U.S. official said.

In a morning call with his counterpart, Kerry also urged full Russian support for efforts to free a mission from the Organization for Security and Cooperation in Europe held hostage by pro-Moscow militants in the flashpoint city of Slavyansk.

Russia has the world's second-ranked military after former Cold War foe the United States.

The armed forces in Ukraine, a former republic in the ex-Soviet Union, are much, much smaller.

Ukrainian Prime Minister Arseniy Yatsenyuk will cut short his trip to Rome and miss the canonisation of John Paul II and John XXIII because of growing tensions with Russia, his spokeswoman told Agence France Presse on Saturday.

"He can't stay because of the situation", Olga Lappo said as the prime minister met with Pope Francis, amid rising tensions between pro-Russian protesters and Ukrainian authorities in the eastern part of the ex-Soviet country.

Russian warplanes violated Ukraine's airspace several times in the past 24 hours, a Pentagon spokesman said Friday, in the latest sign of a mounting confrontation between Moscow and Kiev.

"I can confirm that on several occasions in the last 24 hours, Russian aircraft have entered Ukrainian airspace," said Colonel Steven Warren.