A bench comprising Chief Justice DB Bhosale and Justice Suneet Kumar gave the direction to the agency after the counsel for the Uttar Pradesh government informed it that Sengar has been detained for interrogation and not arrested yet.
The court directed the CBI to carry out investigation strictly in accordance with law and to consider filing an application for cancellation of bail granted to other accused in the case.
It also directed the CBI to file status report by May 2.
Advocate General Raghvendra Singh had replied that he was not in a position to make any statement in this regard and police will proceed in accordance with law only after recording statement of the complainant and witnesses.
The CBI registered three separate cases in connection with the alleged rape and detained Sengar for questioning in the early hours today.
The cases pertain to the alleged rape, killing of the girl's father and a case of arms act which was slapped on her father in which he was arrested by local police.
He had subsequently died in judicial custody and the autopsy report showed serious injuries on his body.
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