GAIN Capital's FOREX.com Releases Trade Execution Scorecard

99.7 percent of trades executed in less than 1 second; 73 percent of limit orders price improved in December, 2010

NEW YORK, LONDON and SYDNEY, January 31, 2011 - GAIN Capital (NYSE: GCAP), a global provider of online trading services,
has released its first trade execution scorecard for its retail division,
FOREX.com(R).

The performance statistics for December 2010 reveal that 99.7 percent of
trades on FOREX.com's proprietary trading platforms are executed in less than
one second, with an average execution speed of eight-hundredths of a second.
It also demonstrates FOREX.com's ability to deliver price improvement, with
73 percent of limit orders price improved in the period. The execution
scorecard is now available on the FOREX.com website (www.forex.com);
it will be updated on a monthly basis.

"The execution scorecard demonstrates the benefits of FOREX.com's
automated trade processing, which enables us to provide extremely fast trade
executions and the opportunity for price improvement," said Glenn Stevens,
CEO, GAIN Capital. "Publishing our performance statistics on a regular basis
will allow our customers to closely monitor execution quality and enable
prospective customers to make a more informed decision when selecting a forex
provider."

FOREX.com Execution Scorecard - December 2010 (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                                                            73%

    Average price improvement per limit order
    Pip difference between requested and executed price of price
     improved limit orders (currencies only)                     .71 pips

FOREX.com's execution statistics represent orders executed on FOREX.com's
FOREXTrader platforms during market hours between 1700 ET on November 30,
2010 and 1700 ET on December 31, 2010.

"The scorecard also illustrates our commitment to transparency," said Mr.
Stevens. "As our industry matures, this type of information will become the
norm. For now, we are proud to lead the way in providing the highest level of
disclosure about execution quality in the retail forex industry."

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 FX 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.

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; 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