Malik reached near the Lal Chowk city centre here and tried to march towards the office of United Nations Military Observer Group in India and Pakistan (UNMOGIP) at Sonwar, a police official said.
The march was foiled by the police who detained Malik and took him to Kothi Bagh police station, he said.
The separatists on Thursday had asked people to observe a shutdown and march towards the office ofUNMOGIP to protest the "gross human rights violations".
The JRL comprises of Syed Ali Shah Geelani, Mirwaiz Umar Farooq and Mohammad Yasin Malik.
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