The request was made public on Friday when the agency posted written responses from Citigroup to questions from SEC staff about the bank's financial disclosures.
The SEC request was made in an August 22 letter, six days before the two companies announced they were extending the deadline to set the price that Morgan Stanley would pay for an additional 14 per cent of the brokerage, of which Morgan Stanley already owned 51 per cent.
At the time, the companies asked an arbitrator to set the price because they could not agree on the brokerage's worth.
Citigroup's valuation proved to be more than one-and-half times too high when the deal terms were finally stuck on September 11, and the company announced a $4.7 billion charge to earnings to write down the value on its balance sheet of its 49 per cent stake.
After announcing the charge, Citigroup told the SEC it was submitting the requested valuation information in a separate letter, which was not released on Friday.
A Citigroup spokesman declined to comment on the correspondence with the SEC.
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