That is a Gordian nematode. It can be propagated in grasshoppers and locusts. Not a lot has been published on this group of nematodes. A study on the biology and ecology of this species would probably provide new and useful information.

 see paper by: Poinar Jr., G (January 2008). "Global diversity of hairworms (Nematomorpha: Gordiaceae) in freshwater". Hydrobiologia. 595 (1): 79–83

and the attached paper.

It may also be a mermithid nematode; those I have seen are white in colour, whereas nematiomorphs tend to be dark in colour. These develop in insects, but adults are free-living.

I agree with David (again). If it is dark, it's likely to be a Nematomorpha. If it's yellow or whitish, likely to be a mermithid nematode. Very different groups, but similar biology.

See attached publication for an example of mermithid

Article Can parasites halt the invader? Mermithid nematodes parasiti...

Dear Lawrence,

Thanks for your valuable comments.

The paper link sent by you is also useful for me.

Thanx again

Dear Prof. David,

The nematode collected by my me is milky white. We have kept it in water under laboratory conditions and it is alive since last 4 days. That means, probably, it can live free in the fresh water, without any host.

I feel it might be mermithid.

Thanks for your valuable opinion.

Dear Prof. Jean-Lou Justine,

As per your opinion, I am observing the nematode in the field also and it appears to be in confirmation with Prof. David. Most probably, it is Mermithid. 

We are further studying its habitat.

Thanks for the link provided by you.

Kindly guide me for further investigations in the species.

yes it is Mermithid.

Dear Dr. Mohammad Asif,

Thanks for your answer. Kindly provide me additional information about it, if you have any.

Thanks again.