She also sought extension of the judicial custody, saying that the investigation is in the crucial stage.
Peter, 59, husband of prime accused Indrani Mukerjea, was arrested on November 19 for his alleged role in the murder case and was in CBI custody for two weeks following which he was granted judicial remand.
He has been kept at the high-security Arthur Road Jail here, where other two accused in the case -- Indrani's former husband Sanjeev Khanna and her driver Shyamvar Rai -- are also lodged.
He was later taken to Delhi by CBI for conducting a polygraph test on him and brought back to Mumbai.
Sheena (24) was allegedly strangled in a car and then her body burnt and dumped in a forest in Raigad, about 84 kms from Mumbai.
Indrani (43), Sanjeev Khanna and Shyamvar Rai have been chargesheeted in the case. The victim was Indrani's daughter from an earlier relationship.
CBI, while maintaining that financial transaction was the motive behind the murder of Sheena, had earlier said that Peter, during his interrogation, disclosed investments of crores of rupees made by him and Indrani and is expecting information from Interpol on the details of an account opened by Indrani in a bank in Hong Kong.