People shouted "fascists" at the group, who walked with heads bowed. They were largely unshaven and dishevelled and dressed either in combat fatigues or civilian clothes.
A voice over a loudspeaker announced their arrival saying: "We are now able to watch passing people who were sent to kill us."
"We are Russians," the voice said.
A Reuters correspondent on the scene said that some people threw projectiles including bottles. Some shouted "Fascists!" and "Get on your knees!"
In a gesture intended to show that the captives were sullied, street cleaning vehicles moved behind them to cleanse where they had walked.
Such a display is banned by the Geneva Convention relative to the treatment of prisoners of war.
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Via Moscow Guardian correspondent Shaun Walker, here's video of the apparent march:
(Reuters reporting by Anton Zverev and Thomas Grove in Donetsk; Writing by Richard Balmforth; Editing by Lynne O'Donnell)