Rumor central: Was Spitzer after Madoff?

Here's a rumor appearing on a Wall Street traders' site 3 years ago that the SEC was planning to shut down Madoff and all his hedge funds. Just a rumor. The tipster who tipped me off to this says that it wasn't the SEC that was investigating Madoff, it was… you guessed it, Eliot Spitzer, who would have been Att'y General when this ran. I approached Spitzer recently to talk about financial stuff, on behalf of a magazine. Spitzer said He wasn't interested in talking about this stuff, happy holidays, and a day later signed up with Slate. Here's Spitzer's latest piece for Slate. Hasn't had anything to say about Madoff. Governor?