(Corrects third paragraph of Feb. 5 story to make clear the source familiar with the probe was talking about a U.S. investigation of the banks trading, not of Robert Day)
According to a report by the Wall Street Journal newspaper, the U.S. Securities and Exchange Commission is probing stock sales by Day and by two foundations associated with him.
"We doubt this is coming from either the SEC or DOJ since both have prohibitions against such leaks," said Day's spokesman, Josh Pekarsky. "In any case, we have not been notified by the SEC or the DOJ of any investigation into Mr. Day."
The bank publicly revealed on January 24 the losses it blamed on a single rogue trader, Jerome Kerviel.
The bank has also said it was contacted by the U.S. Attorney's Office for the Eastern District of New York on January 25 about the trading losses announced the day before.