The SP-led government in the state had earlier backed the demand of the victims' family members for a CBI probe into the matter.
DGP A L Bannerji, who came here on the directions of Chief Minister Akhilesh Yadav, said, he has taken the demand for the CBI inquiry in writing from them and the formal letter by the state government would be sent today itself.
The DGP said that armed guards would be deployed for the security of the victims' family and if needed arms licences would be issued to them.
The inquiry into the case is going on as per the lodged report. An uncle of the girls allegedly had seen them with the accused and also had a heated exchange with them earlier, Bannerji said, adding they had terrorised him with firearms after which he fled.
The DGP also clarifying that police was not involved in the gangrape, claimed that when family members had gone to the police station, they had talked to constable Sarvesh Yadav, who told them about the bodies hanging from the tree.
The two teenage girls, aged 14 and 15 years, were allegedly gangraped and murdered with their bodies found hanging from a mango tree in a village in Ushait area in Badaun.
The girls went missing on May 27 and their bodies were found the next day.
Badaun is 300 km from Uttar Pradesh capital Lucknow.
Five accused-- three brothers Pappu Yadav, Awadhesh Yadav and Urvesh Yadav and constables Chhatrapal Yadav and Sarvesh Yadav ---have been arrested in the case that has sparked nation-wide outrage.
The sketch of the two accused, still at large, would be prepared with the help of the uncle, Bannerji said.
For checking crime against women, a three-member committee is being set up at the DGP headquarters in Lucknow which would be headed by ADG-rank officer, Sutapa Sanyal and would have IG-rank officers Tilotma Verma and Tanuja Srivastava as its members, the DGP said, adding that this committee would look into such cases and take steps to check them.
The two accused policemen have been terminated from their service.
Akhilesh had announced full security to the families of the victims and Rs five lakh each as compensation which they have rejected.