The suspended president issued the bungled declaration on December 3 that led to his impeachment and has left him facing arrest, imprisonment or, at worst, the death penalty.
Yoon, who has already been suspended from duty by lawmakers, would become the first sitting president in South Korean history to be arrested.
CIO investigators including senior prosecutor Lee Dae-hwan were let through heavy security barricades to enter the residence to attempt to execute their warrant to detain Yoon.
Dozens of police buses and hundreds of uniformed police lined the street outside the compound in central Seoul.
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