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The blaze occurred at a plastic foam warehouse at around 5:00 p.m. local time (1200 GMT), with a strong smell spreading all over the city.
Zhumabai Yeskendirov, head of Astana's emergency situations department, told reporters that "the builders themselves can't say for sure how many people were inside the warehouse when the fire broke out."
According to a firefighter, at least 20 people were inside the warehouse when it caught fire.
Yeskendirov also said one survivor was rescued from the fire, and the search work for the missing people was continuing.
The fire, having already been contained, set some 8,000 square meters of the warehouse ablaze.
Twenty-five fire engines were deployed in putting out the fire. Firefighters at the scene were recovering the victims' bodies.
The cause of the fire was currently unknown.