Police had recorded Rai's statement when he was arrested in the case in August 2015.
Judge J C Jagdale passed the order as the court staff could not find a copy of the statement.
Rai is being cross-examined by Indrani's lawyer Sudeep Passbola, who was today trying to bring out contradictions between Rai's statement recorded by the police and another recorded by a magistrate.
Passbola claimed that in his statement to the police, Rai did say so. The defence lawyer wanted to confront Rai with his statement to the police, but its copy was not found in the court record.
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Special public prosecutor Kavita Patil told the court that the police statement was not a part of the charge sheet because the prosecution is not relying on it.
Since the defence never demanded its production before the court, it was possible that the court did not have a copy, she said.
The April 2012 murder of Sheena Bora, Indrani's daughter, came to light in August 2015 after Rai, arrested in another case, spilled the beans, and the Mumbai Police arrested Indrani, her former husband Sanjeev Khanna and Rai. Later, Indrani's husband Peter Mukerjea, a former media baron, was also arrested.
The CBI claimed that financial dispute was the reason for Indrani to hatch the conspiracy to murder Sheena.