Yahya related to me from Malik that he had heard that az-Zubayr ibn al-Awwam said the like of that.

Malik said that if a man had sexual relations with a female slave that he owned, and then he wanted to also have relations with her sister, the sister was not halal for a man until intercourse with the slave-girl had been made haram for him by marriage, setting free, kitaba, or the like of that - for instance, if he had married her to his slave or someone other than his slave.

وَحَدَّثَنِي عَنْ مَالِكٍ، أَنَّهُ بَلَغَهُ عَنِ الزُّبَيْرِ بْنِ الْعَوَّامِ، مِثْلُ ذَلِكَ ‏.‏ قَالَ مَالِكٌ فِي الأَمَةِ تَكُونُ عِنْدَ الرَّجُلِ فَيُصِيبُهَا ثُمَّ يُرِيدُ أَنْ يُصِيبَ أُخْتَهَا إِنَّهَا لاَ تَحِلُّ لَهُ حَتَّى يُحَرِّمَ عَلَيْهِ فَرْجَ أُخْتِهَا بِنِكَاحٍ أَوْ عِتَاقَةٍ أَوْ كِتَابَةٍ أَوْ مَا أَشْبَهَ ذَلِكَ يُزَوِّجُهَا عَبْدَهُ أَوْ غَيْرَ عَبْدِهِ ‏.‏
USC-MSA web (English) reference : Book 28, Hadith 35
Arabic reference : Book 28, Hadith 1129