"We will file the final report on Friday," CBI prosecutors Bharat Badami and Kavita Patil told special judge H S Mahajan.
On Saturday, the agency had told the Bombay High Court that it will be filing a charge sheet in the case this week.
Meanwhile, the special court suggested a timeline for the trial, with judge Mahajan saying that CBI, if possible, could start arguments on framing of charges when it submits the charge sheet.
Sheena (24) was strangled in a car here in April 2012 allegedly by her mother Indrani Mukerjea, Indrani's former husband Sanjeev Khanna and her former driver Shyamvar Rai. Sheena's body was then dumped in a forest in neighbouring Raigad district.
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In its charge sheet filed on November 19 last year, the CBI had named Indrani, Khanna and Rai as accused in the case. The trio were arrested in August last year after Rai spilled the beans while he was being interrogated in a case pertaining to illegal possession of arms.
According to investigators, Sheena's relationship with Rahul, son of Indrani's current husband and former media baron Peter Mukerjea, was the possible motive behind her murder apart from certain financial dealings.
CBI had filed a charge sheet against Peter on February 16 for his alleged role in the murder plot. He was arrested on November 19 last year.
The agency had stated Sheena was killed as her relationship with Rahul was disapproved by Peter and Indrani both of whom were part of the plot to murder her.