The government cited unavailability of top police officers in the city due to ongoing winter session of the Legislature at Nagpur as the reason for non-submission of the report which was sought by the local metropolitan magistrate court.
"The court said that if the report is not submitted by the next hearing then it will pass an order without the report", said defence advocate Tarun Sharma.
On September 27, the Supreme Court had ordered the transfer of the case to Maharashtra after CBI submitted that witnesses were being intimidated and that a free and fair trial was not possible in Gujarat.
The nine accused including suspended IPS officers D G Vanzara, Rajkumar Pandian and Dinesh M N, besides others namely H N Dabhi, Balkrishna Chaube, Abdul Rehman, M L Parmar, Himanshu Singh and Shyamsingh, are currently lodged in Taloja Jail in Navi Mumbai.
Earlier, the high-security Arthur Road jail had expressed its inability to keep the accused there citing presence of many gangsters at the prison.
The Taloja Jail authorities had assured the court that enough security measures were being undertaken.
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The case dates back to November 2005 in which Sheikh and his wife Kauser Bi were allegedly abducted by Gujarat's ATS from Hyderabad and killed in a fake encounter near Gandhinagar.
Tulsiram Prajapati, a key witness to the encounter, had also been allegedly killed by police at Chapri village in Banaskantha district of Gujarat in December 2006.
The CBI has maintained that both cases are closely connected and their trials should be held together.
The Gujarat High Court on October 16 had dispatched records pertaining to the case to Bombay High Court.