Saunders also confirmed that he has banned gambling on the team plane.
Saunders said he went before the grand jury on Thursday and that some of his players spoke to authorities on Friday before the team's game against Orlando.
As for gambling on the plane, the coach said he did away with that on Dec. 21 -- the date of the locker room confrontation between Arenas and Javaris Crittenton in which Arenas pulled out guns he was keeping in his locker. The teammates' dispute began during a card game on a trip home from the West Coast two days earlier.
In the wake of Agent Zero's gun totin', gun jokin' ways, no one's spot on the roster seems safe. And teammates seen laughing as Arenas made guns out of his hands prior to Tuesday night's game in Philadelphia could be punished, too.