The agency had sought permission to interrogate Indrani Mukerjea, her husband and former media baron Peter Mukerjea, her former husband Sanjeev Khanna and her former driver Shyam Rai for ten days in the jail.
"The application to interrogate the accused in the jail is allowed subject to their medical fitness," said the special CBI court's judge H S Mahajan.
CBI, which has already filed a charge sheet in the case, today said it was looking for more evidence against the accused and probing possible connivance of some other persons.
It also said that it wanted to unlock Peter Mukerjea's mobile phone which is secured by thumb impression.
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The court extended the judicial custody of all the four accused till March 17 when Indrani's bail application is also slated to be heard.
Peter and Indrani were produced in the court together for the first time after his arrest today. The two, however, didn't look at each other during the hearing.
Rai today filed an application seeking a transfer to another jail from the Arthur Road prison here. He was under mental stress due to the "prevailing circumstances", he said.
The court asked Rai to approach the senior jail officials with his grievances.
Sheena (24), Indrani's daughter from an earlier relationship, was allegedly murdered in April 2012 and her body was disposed of in a forest in Raigad district. The murder came to light only in August 2015.