RIGA, June 12 (Reuters) - Latvia on Friday arrested two Russian activists after they were caught entering a military base as the country was taking part in U.S.-led military exercises.

The men, sporting a black and orange St. George flag of the Russian military and holding anti-NATO leaflets, climbed over a wall of the Adazi base on Wednesday, the Latvian military said. They were caught minutes later but formally arrested on Friday.

Their detention, and a hacking incident in Lithuania on Wednesday, will add to tensions between former-Soviet Baltic states and Russia which have been high since Moscow's annexation of Crimea last year and its support of pro-Russian rebels in eastern Ukraine.

The states have large Russian minorities and are on alert for an information war conducted on their territory. Russia has been flexing its muscles around Europe with heightened activity by its warplanes and reports of submarines in Nordic waters.

The Russian Embassy had no comment on the arrests.

Latvian Defence Minister Raimonds Vejonis said the incident could be part of an information war but that the "(security) services work appropriately to eliminate such provocations", according to local news agency LETA.

The Other Russia, a small militant movement set up by National Bolshevik Party founder Eduard Limonov who wants to create a Eurasian state, said the two men were theirs.

An investigation has been opened into whether to charge them with spying and attempting to conduct terror acts. If found guilty, they face up to life in prison.

The Lithuanian Defence Ministry was hacked on Wednesday, it said. Media showed screenshots of its webpage with text saying the military exercises, known as "Saber Strike", were in preparation to annex Russia's Kaliningrad enclave, between Lithuania and Poland.

(Reporting by Gederts Gelzis; Additional reporting by Andrius Sytas in Vilnius; Editing by Janet Lawrence)

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