The Egyptian interior ministry announced Saturday that two men had been arrested on suspicion of involvement with a new Cairo militant group, reported Al-Ahram Arabic website.

The two arrested men had a pellet gun and ammunition, according to police.

The self-proclaimed militant group Kataeb Helwan, or the Helwan Brigades -- after the south Cairo district – made its first appearance in a video published and circulated on social media networks in which they vowed to target all police facilities in south Cairo.

The video, released on 14 August, showed 12 masked men holding rifles, with some making a four-fingered gesture known as the Rabaa sign, associated with the dispersal of a major protest camp of supporters of the Muslim Brotherhood on 14 August 2013.

The police have claimed that the militant group are linked to the Muslim Brotherhood and that the video had been filmed by a female journalist working for RASSD news network, known for its Brotherhood affiliation.

Dozens of people have been arrested on charges of belonging to the group since the video was circulated.

On Wednesday, police also alleged that the mastermind of the group is the son-in-law of leading Brotherhood figure Khairat El-Shater.

A wave of militant attacks, mostly targeting security forces, has swept Egypt since the ouster of president Mohamed Morsi last summer. A radical Islamist group known as Ansar Beit Al-Maqdis (Soldiers of Jerusalem) has claimed responsibility for several major attacks.