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You haven't said what operating system or shell you're using (and the date utility on my operating system doesn't support the -d option), but with a recent Korn shell, you could use:
#!/bin/ksh...

Not trying to interpret your specification but just guessing what you want (for date: 21.10.16 09:57) :
{ date +%Y%m%d; for d in Mon Tue Wed Thu Fri; do date +%Y%m%d -d "last $d"; done; } | sort |...

This message was posted in the wrong forum. Please respond to this issue in the thread Get business days including today's date...

Tryawk -v var=$i '1; $0 ~ var {exit}' $filename
You need to finely differentiate between what is IN the awk command, and what is outside (i.e. shell).

To execute the block, you need to have a slash / on a line of its own, after the END; line.