Special CBI Judge H S Mahajan directed CBI to file its reply by July 7 on Peter's application.
The central agency, in its supplementary charge-sheet filed in February, has submitted a statement of an unnamed witness in a sealed cover.
CBI had said that they are not revealing the identity or the statement of the witness as investigation was going on.
The special court on Friday gave copies of Shyamwar Rai's confession to co-accused Sanjeev Khanna and others on a Bombay High court directive.
Rai was the first accused to be arrested in the case in August 2015, taking the lid off the murder, after he was picked up in connection with an arms case.
The trial court recently allowed Rai to turn an approver in the case and become a prosecution witness.
Indrani Mukerjea, Khanna and Rai had allegedly strangled Sheena (24), Indrani's daughter from an earlier relationship, inside a car in April 2012.
The trio were arrested in August last year, while Peter was arrested in November. According to CBI, Peter was part of the murder conspiracy.
Sheena's body was found in a forest in Raigad. The crime, which came to light in August last year, is allegedly linked to certain financial dealings.
