Mr Okoye in an Instagram post on Friday vowed to institute legal actions against banks which he refused to name as partakers in the corrupt practice.
The Asaba-born actor is also a movie producer.
The anti-graft agency had detained him on Monday when he honoured its invitation.
Mr Agu who was on a charitable mission at Upper Iweka in Onitsha, Anambra State was arrested after being manhandled, the video clip of the incident showed.
On Friday he was released to representatives of the AGN before being handed over the country's secret police self-styled Department of State Services.
After assaulting and arresting him, the Nigerian Army which picked him up accused him of inciting and soliciting support for the Indigenous People Of Biafra (IPOB).
The Nigerian Army, despite trending video clip to the contrary, denied manhandling Mr Agu whom they accused of supporting the Indigenous People Of Biafra (IPOB).
Trouble began on Thursday when he went on a charity mission at Upper Iweka in Onitsha, Anambra State, adorning an outfit traceable to colors of Biafran agitators.
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