The leader of the Islamic State has vowed revenge for what he said were wrongs committed against Muslims, calling on fighters to avenge them.

Abu Bakr al-Baghdadi was speaking for the first time since his group renamed itself the Islamic State and its leader the caliph of the Muslim world.

He called on Muslims to immigrate to the "Islamic State", saying it was a duty. 

He also urged jihad at the beginning of what is Islam's holiest month - Ramadan.

"There is no better effort in this blessed month or any other than jihad in God's path, so embrace this change and champion Allah's religion through jihad," he said.

Meanwhile, Iraq's Kurds will hold an independence referendum within months, their leader Massud Barzani said, as the region reels under the offensive by Sunni jihadists.

Mr Barzani said the time was right for a vote as Iraq was already effectively partitioned following the lightning gains by the Islamic State (IS), formerly known as the Islamic State of Iraq and Syria (ISIS).

"We will hold a referendum in Kurdistan and we will respect and be bound by the decision of our people and hope that others will do likewise," he told the BBC.

The region would need to establish an independent electoral authority before a vote could take place, Mr Barzani noted.

Meanwhile, Sunnis and Kurds walked out of the first session of Iraq's new parliament today after Shias failed to name a prime minister to replace Nouri al-Maliki.

The development weakened any prospect of an early national unity government to save Iraq from collapse.

Despite the urgency, the Iraqi parliament is not likely to meet again for at least a week, leaving Iraq in political limbo and Mr Maliki clinging to power as a caretaker, rejected by Sunnis and Kurds.

The United States, United Nations, Iran and Iraq's own Shia clergy have pushed hard for politicians to come up with an inclusive government to hold the fragmenting country together as Sunni insurgents bear down on Baghdad.

The US said it was a welcome sign that the Iraqi parliament had met as scheduled, but it said Baghdad should move more quickly to form the new government.

Iraqi troops have been battling for three weeks against IS fighters; fighting has raged in recent days near former dictator Saddam Hussein's home city, Tikrit, north of Baghdad.

IS also controls suburbs just west of the capital and clashes have erupted to the south, leaving the city of 7 million confronting threats from three sides.

The United Nations today said that more than 2,400 Iraqis had been killed in June alone, making the month by far the deadliest since the height of sectarian warfare during the US "surge" offensive in 2007.

In a reminder of that conflict, mortars fell near a Shia holy shrine in Samarra which was bombed in 2006, unleashing the sectarian bloodshed that killed tens of thousands over the next two years.

Samarra, north of Baghdad, is now held by Baghdad's troops with IS in the surrounding countryside.

Violence also struck the capital, where police found two bodies with their hands tied behind their back and bullet wounds in the head and chest in the mainly Shia neighbourhood of Shula, police and medical sources said.

A bomb went off in Baghdad's western Jihad district, killing two passersby and wounding six more, police and medics said.

The insurgents' advance has triggered pledges of support for Baghdad from both Washington and Tehran.

Iran's deputy foreign minister earlier said his country had not received any request for weapons from Baghdad but was ready to supply them if asked.

Iraq also flew Russian-made Sukhoi Su-25 jets delivered on Saturday for the first time, state television reported, although there was no independent confirmation.

Saudi Arabia pledged $500 million in humanitarian aid for Iraqis to be disbursed through UN agencies, a Saudi Press Agency statement said.