How Jane Street used cash market to make windfall in option trading?

January 22, 2026

Synopsis

In a landmark 105-page ex parte interim order dated 3 July 2025, the Securities and Exchange Board of India (SEBI) took stringent action against Jane Street Group and its affiliated entities for alleged manipulation of the NIFTY and BANK NIFTY indices during derivative expiry days by inflating prices in the morning and depressing them in the afternoon, thereby influencing both the intraday trend and the closing settlement value.

About Jane Street Group

Jane Street Group is a global proprietary trading firm (LLC) recognised for its elite talent pool, cutting-edge quantitative models, and sophisticated trading algorithms deployed across major financial markets worldwide

  • Elite Recruitment

    Recruits top graduates from premier institutions including the Indian Institutes of Technology (IITs), offering packages of approximately 3.5 crore annually.

  • QuantitativeExpertise

    Leverages advanced mathematical modelling and data-driven strategies for systematic trading across global derivatives markets

  • High-Frequency Trading (HFT)

    Enables massive high-frequency activity through proprietary algorithms and sophisticated technological infrastructure

Background and Investigation Timeline

  • April 2024

    Investigationtriggered by media reports and legal dispute between Jane Street and Millennium concerning intellectual property and trading algorithms

  • July 2024

    NSE was asked to review Jane Street's trading activity to ascertain if there was any market abuse involved.

  • October 1, 2024

    SEBIimplemented policies to curb expiry-day volatility as unusualtrading trends persisted across derivative markets

  • 4 February 2025

    SEBI noted that Jane Street appeared to be involved in large cash-equivalent positions and manipulative practices which were in violation of SEBI's PFUTP regulations, 2003

  • May15, 2025

    Despite warnings and cautions, manipulative trades continued in index options, prompting SEBI's enforcement action

  • 3 July 2025

    SEBI issued interim order to impound 4,843.57 crore and bar trading access pending further proceedings

How did the manipulation work?

Jane Street allegedly manipulated theBank Nifty index by strategically executing large buy and sell orders in the cash market, targeting banking stocks. This sophisticated scheme exploited the index's concentrated weighting, especially on expiry days.

SEBI's investigation uncovered two major manipulative strategies employed by Jane Street entities to distort index levels and generate unlawful profits:


 

 

SEBI's Findings and Regulatory Action

Violations Identified

SEBI concluded that Jane Street's actions violated critical regulatory provisions designed to maintain market integrity:


 
Enforcement Measures

4843.57 Cr

Unlawful Gains Impounded
  • Total amount directed into escrow account
  • The order imposed a temporary ban on trading in Indian securities markets until compliance. Following full deposit of the amount, SEBI lifted the trading ban, permitting Jane Street toresume operations pending final adjudication.

Legal Challenge and Current Status

Market Impact and Industry Implications

Conclusion

Author:
Shravan

Prepared On:
22/01/26



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