What happened?
The Securities and Exchange Board of India (SEBI) has taken action against Jane Street Capital, a leading U.S.-based trading firm, for manipulating the Bank Nifty index on options expiry days. SEBI has:
Banned Jane Street and its three related entities:
- JSI2 Investments Private Limited
- Jane Street Singapore Pte Ltd
- Jane Street Asia Trading Limited
- Ordered them to deposit ₹4,843.5 crore (illegal gains) in the SEBI account.
Freezed Their Bank Account
How Jane Street exploited the market?
- Trading pattern on expiry days
- According to SEBI, on 14 expiry days, Jane Street followed a typical pattern
Morning plan of action
- Bought large volumes of Bank Nifty futures.
- Sold large volumes of Bank Nifty options.
Sold Bank Nifty futures aggressively.
- Targeting to influence the closing price of the Bank Nifty index.
Morning:
- Bought Bank Nifty futures worth ₹4,370 crores.
- Sold options worth ₹32,115 crores.
Afternoon plan of action
- Sold Bank Nifty futures worth ₹5,372 crores.
Result:
- Created a short position in options worth ₹46,620 crores.
- Made a profit of ₹735 crores in options.
- Loss of ₹61.6 crores in futures and cash.
- Net profit: ₹673.4 crores in a single day.
- Sold Bank Nifty futures worth ₹2,800 crores.
- Created option short position of ₹44,154 crore.
- Profit earned: ₹225 crore by underperforming index closing.
Allegations of Sebi
SEBI found that:
- Jane Street's trades were not normal market activity.
- They violated the Prohibition of Fraudulent and Unfair Trade Practices (PFUTP) Regulations.
- There was a clear intent to manipulate index closing prices.
After warning trading will not stop
- Even after media reports about a possible SEBI probe, Jane Street continued to place such trades.
- On May 15, 2025, and on two other expiry days in May.
- Bought Nifty futures and shares worth ₹4,911 crore.
- Allegedly tried to influence Nifty closing prices.
Conclusion
- Identified a pattern of expiry-day manipulation.
- Took serious steps to prevent the realisation of illicit profits and further market abuse.
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