The Securities and Exchange Commission on Friday released a treasure trove of exhibits related to its investigation into the agency’s bungled efforts to detect Bernard Madoff’s epic Ponzi scheme.

Included in the exhibits, posted on the SEC’s Web site, is an interview with Madoff conducted in jail on June 19, 10 days before he pleaded guilty to 11 felony charges.

In the interview, Madoff told H. David Kotz, the SEC’s inspector general, that he hoped to clear up some misunderstandings about his scheme. But, Madoff added, “I’m not saying I’m not guilty.”

Madoff then went on at length to describe how repeated efforts by the SEC to investigate him failed essentially because, in Madoff’s opinion, either the investigators didn’t know what they were doing, or else he felt he could easily answer their questions without giving away any secrets.

Elsewhere in the interview, he said he considered current SEC Chairman Mary Schapiro a “dear friend” but that she now “probably thinks I wish I never knew this guy.”

Other exhibits include e-mails written in 2005 by SEC officials who had met recently with Harry Markopolos, the independent securities analyst who repeatedly tried and failed to get the SEC to conduct a thorough investigation of Madoff.

• READ E-mail Exchange 1 | E-mail Exchange 2 | E-mail Exchange 3

In the e-mails, regulators in the SEC’s Boston office inform one another that they’ve passed Markopolos’ information off to the agency’s Northeast regional office (NERO) in New York.

“Because Madoff is in New York and NERO may already be interested in this as a result of its exam, I recommend that we refer this to NERO for investigation,” reads one message from John T. Dugan, former head of the SEC’s Boston office. The e-mail was written shortly after Boston SEC officials had met with Markopolos.

A few days later, on Nov. 4, 2005, Dugan wrote that Markopolos needs to know that the Northeast Regional office “is handling this and we can’t really be a go-between. He needs to talk to them directly if he wants his story to be heard by the folks who will actually be looking at this.”

The late 2005 meetings between Markopolos and the SEC were noted in a report released in September detailing the SEC’s investigation into its own failings with regard to Madoff. But the e-mails offer in stark relief the “pass the buck” mentality at the SEC that Markopolos complained of earlier this year in testimony before a Congressional committee.

The 477-page report written by the SEC’s inspector general painted a damning picture of an agency that was offered numerous opportunities to end Madoff’s epic investment fraud but botched each opportunity.