Jumping genes, or more technically, transposons (see figure 1), are sequences of DNA that can move around the genome and find themselves a new place. In eukaryotic DNA, these jumping genes can constitute a sizeable portion of the genome (up to 50% of the human genome is made up out of active transposons and the remains of former ones that became inactive).

Figure 1: General structure of a transposon.
(Source: Scitable, by Nature Education)
Beyond being a mystery in themselves, these bits of moving DNA (and their remnants) are remarkably prevalent in chromosome regions that are the last ones to replicate.