They say they are looking for a woman suspected of planning to sell the babies.
"The girls claimed they were fed once a day and were not allowed to leave the home," said spokeswoman Joy Elomoko.
It is not uncommon for such "baby factories" to be found in south-eastern Nigeria.
The rescued girls said they had all been made pregnant by a 23-year-old man, who has been arrested, reports the AFP news agency.
The European Union says Nigeria, along with China, is one of the biggest sources of people trafficked into Europe, where they are often forced into prostitution.
In 2011, the National Agency for the Prohibition of Trafficking in Persons (Naptip), said their investigations showed that babies are sold for up to $6,400 (£4,200) each.
Poor, unmarried women face tough choices if they get pregnant in Nigeria, often facing exclusion from society, correspondents say.
Naptip says desperate teenagers with unplanned pregnancies are sometimes lured to clinics and then forced to turn over their babies.
The babies can be sold for illegal adoption, used for child labor or prostitution or sometimes killed with their body parts used for ritual purposes.