Special Judge A L Pansare, on December 22, had issued a production warrant against the 54-year-old asking him to appear before it on January 7.
When asked to spell out his name, Rajan told the judge, "My name is Rajendra Sadashiv Nikalje."
Judge Pansare then explained the J Dey case to him and later took him into custody.
The entire conversation between Rajan and the judge went on in Marathi.
"The court told him that the next date of the case is January 19, when charges will be framed against him," Special Public Prosecutor Dileep Shah said.
Rajan also told the court that he doesn't have any lawyer in Mumbai and is looking for one.
Earlier in the day, CBI produced an order from a Delhi court which had directed the Tihar authorities to produce Rajan via video link in Mumbai.
"Rajan had moved an application in Delhi court saying that he may not be sent to Mumbai as there is threat to his life," said a CBI official.
The CBI also sought the permission of the court to carry out further investigation in the case, which was allowed.
However, Judge Pansare was quick to add and ask the CBI counsel that since Bombay high court has expedited the case, "is it not advisable to approach the HC and get an appropriate modified order."
The judge also reprimanded the Mumbai Police for not serving the copy of the chargesheet to Rajan.
"Why not yet? What are you waiting for... why are you waiting for an order for everything,” the judge said.
Later, he passed an order directing the police to serve the copy of chargesheet.
Rajan, a former key aide and lieutenant of underworld don Dawood Ibrahim, was arrested at Bali airport in Indonesia on October 25 after he arrived from Australia, and was later deported to India.
He is facing around 70 cases in Maharashtra, which includes the J Dey murder case. Maharashtra government has handed over all the cases against him to CBI.
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