An auto insurance company is not the one that requires an SR-22 (certificate showing financial responsibility) to be carried, it is required by the courts or a state agency usually after certain traffic violations. State laws differ so it will depend upon the state in which you were convicted of a DUI if they require an SR22 for the reinstatement of your driving privileges or for other reasons.

If you are required to hold an SR-22 then you should be notified. If you have recently moved or think you may have missed this notification, you may want to contact your local Department of Motor Vehicles to find out for certain if this financial responsibility certificate is required of you.

It appears that your DUI might have taken place in Florida, if that is the case here is more information on Florida's financial responsibility law. The Florida Driver's Handbook notes that this FR law requires drivers to carry bodily injury liability (BIL) insurance in addition to the mandatory PIP and PDL coverages if they have been convicted of certain traffic violations, including driving under the influence of alcohol or drugs.

If involved in this or other named violations and you do not have insurance to comply with the Financial Responsibility Law, your driver license and/or license plates will be suspended for up to three years. You will have to pay a $15 reinstatement fee and show the department certified proof of full liability insurance on Form SR-22 for three years from the original suspension date to get your driving privilege back.

With the "full coverage" you had on your vehicle, it may be enough so that an SR-22 is not required of you. If you are located in Florida, contact the Highway Safety and Motor Vehicles Department (HSMV) to find out for certain.