Lundy arrived at the court just before the start of today's hearing, and sat in the dock during the review.
He was wearing light suit pants, a white shirt and blue tie.
When he entered the court, he seemed happy and smiled at waiting media. After the hearing finished he was comfortable with reporters introducing themselves, but refused to answer any questions relating to his court case.
He left with his lawyer shortly after the end of the hearing.
In 2002, Lundy was convicted of murdering Christine and Amber and was sentenced to a jail term of at least 20 years.
He appealed to the Privy Council, which unanimously ruled to quash his convictions and a retrial was ordered.
Lundy was released on bail last October to a location that is suppressed.