Transcriptional factors (activators and repressors) are proteins which regulate transcription. Being proteins, they themselves are also made from expression of certain DNA sequences/genes.
For example, the lac operon repressor is coded for by the lacI gene. Now, in the case of the lac operon, the gene for the transcriptional factor is next to the promoter sequence. It is, in fact, a part of the lac operon. Similarly, the trpR gene is a part of the trp operon.
Is this always the case? Is the gene coding for the transcriptional factor always present next to (or close to) the transcription unit?
The two mentioned operons are only in prokaryotes. Could it be that this fact is valid for prokaryotes only, and not eukaryotes' DNA?