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MEXICO CITY (Reuters) - A deadly blast that killed at least 37 people at Mexican state oil monopoly Pemex's headquarters in Mexico City was caused by a build up of gas, the government said on Monday.

Attorney General Jesus Murillo said no trace of explosives was found at the site of the explosion, the latest in a string of safety lapses to hit the oil monopoly. New President Enrique Pena Nieto is seeking to push through a major overhaul of Pemex.

(Reporting by Lorena Segura; Writing by Simon Gardner; Editing by Dave Graham)