A \"big advance\" has been made in the probe into the deadly attack on the US consulate in Libya\'s second city Benghazi, Prime Minister Mustafa Abu Shagur told AFP in an exclusive interview on Thursday. \"We have made a big advance,\" Abu Shagur said in his first interview since his election as premier on Wednesday. \"We have some names and some photographs. Arrests have been made and more are under way as we speak.\" The new prime minister did not elaborate on how many suspects were in custody or what groups, if any, they were connected to. \"We don\'t want to categorise these people until we know all the facts,\" he said. Deputy Interior Minister Wanis al-Sharif was similarly reticent about going into details when he spoke to AFP earlier Thursday. \"The interior and justice ministries have begun their investigations and evidence gathering and some people have been arrested,\" he said. He declined to give any details of the number of people in custody or their backgrounds \"so as not to hamper the smooth running of the investigation.\" Initial reports said that Ambassador Chris Stevens and the three other Americans were killed by a mob outside the consulate in Libya\'s second largest city on Tuesday as they tried to flee an angry protest against a US-produced movie deemed offensive to Islam. But it is now believed Stevens died from smoke inhalation after becoming trapped in the compound when suspected Islamic militants fired on the building with rocket-propelled grenades and set it ablaze. US officials are investigating the possibility that the assault was a plot by Al-Qaeda affiliates or sympathisers, using the protest against the film as a cover to carry out a coordinated revenge attack on Tuesday\'s anniversary of the September 11, 2001 attacks in the United States. The finger of blame initially fell on hardline Sunni Islamists of the Salafist group Katibat Ansar al-Sharia (Brigade of the Supporters of Sharia). But in a statement Thursday, the group condemned \"the accusations without any verification or investigation\" which had emerged against it in the Libyan media.