Check out the Handbook for Federal Grand Jurors, and what it has to say about the jurisdiction a Federal Grand Jury:
"District: The geographical area over which the federal district court where the grand jury sits and the grand jury itself have jurisdiction. The territorial limitations of the district will be explained to the grand jury by the district judge."
http://www.ndd.uscourts.gov/jury/jury_handbook_grand_jurors.pdf
Seems clear that the Grand Jury can only have jurisdiction over the district in which it sits.
I believe that when a criminal conspiracy is alleged, the case may be indicted in any district where an overt act in furtherance of the conspiracy took place.