Uttar Pradesh Inspector General of Police (Public Grievances) A Mutha Jain said all angles were being probed by several agencies, including Delhi Police.
On being asked about two bike-borne men visible in a CCTV footage, Jain said these "aspects" were being looked into.
"Monitoring of the case is being done at high-level, but we are not in a position to share any information. When we have something concrete we will share," he said.
Meanwhile, Uttar Pradesh Chief Minister Akhilesh Yadav expressed profound grief over the death of Ahmad and announced an ex gratia of Rs 20 lakh to his family.
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He assured Ahmad's family that adequate security would be provided to them.
Yadav has also directed the DGP to provide all necessary help to the agencies probing the crime so that strict action is taken against those behind this "gory murder".
In the wee hours yesterday, Ahmad was shot dead by two motorcycle-borne assailants in Bijnor.
Ahmad, an assistant commandant with BSF who was currently on deputation in NIA, was returning to Sahaspur from the wedding of his niece when two unidentified bike-borne assailants stopped his car and shot at him.