Article I Section 6
They shall in all Cases, except Treason, Felony and Breach of the Peace, be privileged from Arrest during their Attendance at the Session of their respective Houses, and in going to and returning from the same; and for any Speech or Debate in either House, they shall not be questioned in any other Place.
There is the treason, felony, and breach of the peace exclusion. It's time to call insider trading a felony.
-PJ
Safe while congress meets or congressmen commute; other times... no.