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Thirty-four miners were working underground at the time of the explosion, four of who managed to escape while 11 others were rescued.
Shanxi government officials and relevant authorities immediately rushed to the scene to organise rescue work, the agency said.
The Jiajiabao coal mine was an illegal township mine still operating despite government campaigns to clean up the industry and shut down dangerous illegal operations.
Chinese coal mine disasters have killed 10% more people in the first five months of 2005 than in the same period last year, according to government data.