SUMMARY
AbstrakThis article is published as research result on actual case of insider tradingin Jakarta Stock Exchange concerning state owned enterprise PTPerusahaan Gas Negara (persero). Under Law Number 8 year 1995regarding Pasar Modal (Stock Exchange) article of95 the due process mustbe conducted because the most factors fulfilled. In case any suspect oninsider trading or another criminal conducts the role of stock exchangeauthority is mostly important. It will be effective in illicit suspicion on stocktransaction any emiten and auto rejection can detect that by indicators:return or negative return, volatility, frequency transaction, volumetransaction, domination of market members. The critical point of the authoris directed to stock exchange authority that in step was not conducted realaction to prevent crime conduct. The exception rule under Article 98 is notlawfully to prohibit or not doing investigation and in the author thoughtinvestigation must be conducted to sustain through prosecution.