The agency said Fyodor Cherepanov, who was kidnapped Oct. 25, escaped Wednesday night and returned home.
It said Cherepanov, the ataman, or leader, of the Cossack community in eastern Kazakhstan, got away when his captors "eased their vigilance."
The kidnappers had demanded a ransom of $900,000 and called for Cossacks to be moved from positions of power in Kazakhstan and deported to Russia.
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