* Ukrainian president's whereabouts unknown
* Ally of jailed opposition leader becomes parliament speaker
* Events move rapidly after 77 people killed
* Changes would bring Ukraine closer to West, setback for Putin
By Timothy Heritage and Pavel Polityuk
KIEV, Feb 22 (Reuters) - Protesters seized the Kiev office of President Viktor Yanukovich on Saturday and the opposition demanded a new election be held by May, as the pro-Russian leader's grip on power rapidly eroded following bloodshed in the capital.
Anti-government demonstrators entered Yanukovich's compound in the capital and were controlling the entrance, a Reuters reporter said at the scene. Security guards were present inside the building but were not trying to expel the protesters.
The president's residence outside the capital appeared to have been abandoned. Local media said protesters entered the sprawling grounds but it was unclear whether they were inside the building. Interfax said some security guards were present.
A security source said the president was still in Ukraine but was unable to confirm whether he was in Kiev.
Yanukovich, who enraged much of the population by turning away from the European Union to build closer ties with Russia three months ago, made sweeping concessions in a deal brokered by European diplomats on Friday after days of violence that killed 77 people, with central Kiev resembling a war zone.
But the deal, which called for early elections by the end of the year, was not enough to satisfy demonstrators, who want him out immediately after bloodshed that saw his police snipers shooting from rooftops.
Parliament has quickly acted to implement the deal, voting to restore a constitution that curbs the president's powers and to change the legal code possibly allowing his arch-adversary, jailed opposition leader Yulia Tymoshenko, to go free.
The speaker of parliament, a Yanukovich loyalist, resigned and parliament on Saturday elected Oleksander Turchynov, a close ally of Tymoshenko, as his replacement.
Events were moving at a rapid pace that could see a decisive shift in the future of a country of 46 million people away from Moscow's orbit and closer to the West, although Ukraine is near bankruptcy and depends on Russian aid to pay its debt.
"Today he (Yanukovich) left the capital," opposition leader Vitaly Klitschko, a retired world heavyweight boxing champion, told an emergency session of parliament debating an opposition motion calling on the president to resign.
"Millions of Ukrainians see only one choice - early presidential and parliamentary elections." Klitschko then tweeted that an election should be held no later than May 25.
The senior security source said of Yanukovich: "Everything's ok with him ... He is in Ukraine." Asked whether the leader was in Kiev, the source replied: "I cannot say."
The UNIAN news agency cited Anna Herman, a lawmaker close to Yanukovich, as saying the president was in the northeastern city of Kharkiv.
At the president's office in the capital, Ostap Kryvdyk, who described himself as a protest commander, said some protesters had entered the offices but there was no looting.
"We will guard the building until the next president comes," he told Reuters. "Yanukovich will never be back."
In a sign of the quick transformation, the interior ministry responsible for the police appeared to swing behind the protests. It said it served "exclusively the Ukrainian people and fully shares their strong desire for speedy change."
Parliament voted on Friday to dismiss Interior Minister Vitaly Zakharchenko, a Yanukovich loyalist blamed by the opposition for the bloodshed.
The ministry urged citizens to unite "in the creation of a truly independent, democratic and just European country".
Yanukovich's broad concessions on Friday brought an end to 48 hours of violence that had turned the centre of Kiev into an inferno of blazing barricades. Without enough loyal police to restore order, the authorities resorted to placing snipers on rooftops who shot demonstrators in the head and neck.
The foreign ministers of France, Germany and Poland negotiated the concessions from Yanukovich, in what the Kremlin's envoy acknowledged as superior diplomacy.
"The EU representatives were in their own way trying to be useful, they started the talks," said Russian envoy Vladimir Lukin. "We joined the talks later, which wasn't very right. One should have agreed on the format of the talks right from the start," Lukin was quoted as saying by Interfax news agency.
Yanukovich, 63, a burly former Soviet regional transport official with two convictions for assault, did not smile during a signing ceremony at the presidential headquarters on Friday.
"YOU'LL ALL BE DEAD"
It took hard lobbying to persuade the opposition to accept the deal, and crowds in the streets made clear they were not satisfied with an arrangement that would leave Yanukovich in power. Video filmed outside a meeting room during a break in the talks showed Polish Foreign Minister Vladislaw Sikorski pleading with opposition delegates: "If you don't support this, you'll have martial law, you'll have the army, you'll all be dead."
Anti-government protesters remained encamped in Independence Square, known as the Maidan or "Euro-Maidan", through the night. They held aloft coffins of slain comrades and denounced opposition leaders for shaking Yanukovich's hand.
The week's violence was by far the worst to hit Ukraine since it emerged from the breakup of the Soviet Union.
With borders drawn up by Bolshevik commissars, Ukraine has faced an identity crisis since independence. It fuses territory that was mostly part of Russia since the Middle Ages with provinces that were parts of Poland and Austria until they were annexed by the Soviets in the 20th century.
In the country's east, most people speak Russian. In the west, most speak Ukrainian and many despise Moscow. Successive governments have sought closer relations with the European Union, but have been unable to wean their heavy Soviet-era industry from dependence on cheap Russian gas.
The past week saw the country on the verge of splitting, with central authority vanishing altogether in the west, where anti-Russian demonstrators seized government buildings and police fled. Deaths in the capital cost Yanukovich support of wealthy industrialists who previously backed him.
Yanukovich's fall would be a setback for Russian President Vladimir Putin, who had made tying Ukraine into a Moscow-led Eurasian Union a cornerstone of his efforts to reunite as much as possible of the former Soviet Union.
Moscow had maintained that the protesters were terrorists and coup plotters, had denounced the West for supporting them and encouraged Yanukovich to crush them.
"This is not democracy, this is anarchy and chaos. And we'll see what comes out of it," Alexei Pushkov, head of Russia's State Duma foreign affairs committee and a member of Putin's United Russia party said after the deal was signed, though he said the pact would be positive if it ended violence.
Washington took a back seat in the final phase of negotiations, its absence noteworthy after a senior U.S. official was recorded using an expletive to disparage EU diplomacy on an unsecured telephone line last month.
U.S. President Barack Obama spoke to Putin by phone.
The outlook for Ukraine's economy is dire and Russia has not made clear whether it will still pay the promised $15 billion in aid. Ukraine cancelled a planned issue of 5-year Eurobonds worth $2 billion on Thursday. Kiev had hoped Russia would buy the bonds to help it stave off bankruptcy. (Additional reporting by Matt Robinson and Richard Balmforth; Writing by Peter Graff; Editing by Mark Heinrich)