GAIN Capital's FOREX.com Releases Its January 2011 Trade Execution Scorecard; Adds New Execution Rate Metric

January 2011 scorecard reveals 99.7 percent of trades executed in less than 1 second; 72 percent of limit orders price improved; 99.7 percent execution rate

NEW YORK, LONDON and SYDNEY, February 24, 2011 - GAIN Capital (NYSE: GCAP), a global provider of online trading services,
has released the January 2011 trade execution scorecard for its retail
division, FOREX.com(R).

Newly added to the FOREX.com execution scorecard is an execution rate
statistic, showing that 99.7 percent of all valid trade requests were
successfully executed in the period. In addition, FOREX.com now publishes a
live spread feed on its website, displaying the current bid/offer spread for
all products available for trading at FOREX.com.

"Adding the new execution rate statistic to our scorecard and publishing
our live spreads further demonstrates our commitment to providing traders
with greater transparency into our business and the forex market in general.
Our goal is to provide traders with the information they need in order to
make more informed decisions - not only trading decisions but also about
their choice of forex provider," said Glenn Stevens, CEO, GAIN Capital. "The
trading community has recognized our efforts to bring greater transparency to
retail forex and we will continue to work in this direction."

The monthly execution scorecard is available on the FOREX.com website
(www.forex.com).

    FOREX.com Execution Scorecard - January 2011 (source: FOREX.com)

    Execution Speed
    % of trades executed in less than 1 second
    Represents all market and instant execution orders                  99.7%
    Average execution speed
    Elapsed time between market order receipt and execution       .08 seconds
    Execution Price
    % of limit orders price improved
    Limit orders executed at a price better than the requested price      72%
    Average price improvement per limit order
    Pip difference between requested and executed price of price
     improved limit orders (currencies only)                         .66 pips
    % of limit orders filled "at or better"
    Limit orders executed at the requested rate or better                100%
    Execution Rate
    % of trades successfully executed
    Includes all valid market, instant execution, limit and stop
     orders                                                             99.7%

FOREX.com's January 2011 execution scorecard represents orders executed
on FOREX.com's FOREXTrader platforms during market hours between 1700 ET on
December 31, 2010 and 1700 ET on January 31, 2011.

About GAIN Capital

GAIN Capital Holdings, Inc. (NYSE: GCAP) is a global provider of online
trading services. GAIN's innovative trading technology provides market access
and highly automated trade execution services across multiple asset classes,
including foreign exchange (forex or FX), contracts for difference (CFDs) and
exchange-based products, to a diverse client base of retail and institutional
investors.

A pioneer in online forex trading, GAIN Capital operates FOREX.com(R),
one of the largest and best-known brands in the retail forex industry. GAIN's
other businesses include GAIN GTX, a fully independent ECN for hedge funds
and institutions, and GAIN Securities, Inc. (member FINRA/SIPC) a licensed
U.S. broker-dealer.

With offices in New York City; Bedminster, New Jersey; London; Sydney;
Hong Kong; Tokyo; and Seoul, GAIN Capital and its affiliates are regulated by
the Commodity Futures Trading Commission (CFTC), the National Futures
Association (NFA) and the Securities and Exchange Commission (SEC) in the
United States; the Financial Services Authority (FSA) in the United Kingdom;
the Financial Services Agency (FSA) in Japan; the Securities and Futures
Commission (SFC) in Hong Kong; and the Australian Securities and Investments
Commission (ASIC) in Australia.

For company information, visit www.gaincapital.com or
www.forex.com.

FOREX.com is a registered trademark of GAIN Capital Holdings. All other
trade names are the property of their respective owners.

In North America, Christa Conte, +1-212-808-4902, or Savannah Tikotsky, +1-212-808-4903, both of Feintuch Communications, gain at feintuchpr.com; or In Europe, Sorrel Beynon, +44-(0)-20-3047-2368, or Laura Crooks, +44-(0)-20-3047-2366, both of Edelman, gain at edelman.com; or In Australia, Nic Jarvis, +61-2-9291-3382, or Jace Armstrong, +61-2-9291-3337, both of Edelman, gainedelmansydney at edelman.com