Knight Capital Europe Ltd. Established As Retail Service Provider In the U.K.

JERSEY CITY, New Jersey and LONDON -

Knight Capital Group, Inc. (Nasdaq: NITE) announced today that wholly-owned subsidiary Knight Capital Europe Limited has commenced operations as a Retail Service Provider (RSP) in the U.K. Knight provides trading and market-making as well as price quotation services to clients predominantly in FTSE 350 Index companies listed on the London Stock Exchange.

Commenting on the further expansion of Knight’s offering in Europe, Jamil Nazarali, Managing Director and Global Head of the Electronic Trading Group said, “Knight is building liquidity across a broad range of European equities to serve broker-dealers. Our participation as a RSP represents an exciting extension of our electronic trading capabilities. Knight has extensive experience across securities trading, technology, operations, client service, compliance and market structure, developed as a leading provider of trade execution services to broker-dealers in the U.S.”

Knight’s RSP trade execution services are currently accessible through the Proquote and Fidessa RSP networks. Firms may also access Knight Link, an electronic access point into Knight’s deep, off-exchange liquidity, through RSP networks or direct connectivity. Knight Link is fully customisable and enables easy integration into smart order routers, dark liquidity-seeking algorithms or OMS systems as an additional source of liquidity. Clients benefit from rapid executions, reduced trading costs and lessened market impact.

Kee-Meng Tan, Managing Director, Head of the Electronic Trading Group at Knight Capital Europe Limited said, “We look forward to supporting broker-dealers in the U.K. As a leading provider of off-exchange liquidity in the U.S., we believe RSP users will benefit greatly from Knight’s entry into the competitive quote market. Knight is connected to exchanges and MTFs across Europe to give clients access to the best prices available at the time of execution. In addition, we are ready and able to work with RSP users to reduce their overall trading costs through settlement netting.”

For further information on Knight’s RSP services, please call +44-20-7997-7788 or email rsp@knight.com. To learn more about Knight Link, contact Kee-Meng Tan at +44-20-7997-7778 or ktan@knight.com.

Knight Capital Europe Limited is a U.K. registered broker-dealer that provides execution services for institutional and broker-dealer clients in U.S., European and international equities. Knight Capital Europe Limited is authorised and regulated by the U.K. Financial Services Authority and is a member of the London Stock Exchange, Deutsche Borse AG, Euronext N.V. (incorporating Euronext Amsterdam, Euronext Brussels, Euronext Lisbon and Euronext Paris), Borsa Italiana, OMX (incorporating the Copenhagen Stock Exchange, Helsinki Stock Exchange and Stockholm Stock Exchange), Oslo Bors, SIX Swiss Exchange, Weiner Borse, Chi-X Europe Limited, Turqouise, BATS Trading, NASDAQ OMX Europe, NYSE Arca Europe and Equiduct Trading.

About Knight

Knight Capital Group, Inc. (Nasdaq: NITE) is a leading financial services firm that provides electronic and voice access to the global capital markets across multiple asset classes for buy-side, sell-side and corporate clients. In Global Markets, we provide market access and trade execution services in nearly every U.S. equity security and a large number of global equities and fixed income, foreign exchange, futures and options. Our approach to trading combines deep liquidity with robust trading technology and capital facilitation, when necessary, to deliver high quality trade executions consistent with client defined measures. Our Corporate segment invests in strategic, financial services-oriented opportunities, allocates, deploys and monitors all capital and maintains all corporate overhead expenses. Our Asset Management segment is reported as a discontinued operation as of March 31, 2009. More information about Knight can be found at www.knight.com.

Certain statements contained herein may constitute “forward-looking statements” within the meaning of the Private Securities Litigation Reform Act of 1995. These forward-looking statements are not historical facts and are based on current expectations, estimates and projections about the Company’s industry, management’s beliefs and certain assumptions made by management, many of which, by their nature, are inherently uncertain and beyond our control. Accordingly, readers are cautioned that any such forward-looking statements are not guarantees of future performance and are subject to certain risks, uncertainties and assumptions that are difficult to predict including, without limitation, risks associated with (i) the costs, integration, performance and operation of businesses recently acquired, or that may be acquired in the future, by the Company, and (ii) the closing of the sale of substantially all of the assets of the Asset Management business and costs and expenses associated with the Company’s exit from the Asset Management business. Since such statements involve risks and uncertainties, the actual results and performance of the Company may turn out to be materially different from the results expressed or implied by such forward-looking statements. Given these uncertainties, readers are cautioned not to place undue reliance on such forward-looking statements. Unless otherwise required by law, the Company also disclaims any obligation to update its view of any such risks or uncertainties or to announce publicly the result of any revisions to the forward-looking statements made herein. Readers should carefully review the risks and uncertainties disclosed in the Company’s reports with the U.S. Securities and Exchange Commission (SEC), including, without limitation, those detailed under the headings “Certain Factors Affecting Results of Operations” and “Risk Factors” in the Company’s Annual Report on Form 10-K for the year-ended December 31, 2008, and in other reports or documents the Company files with, or furnishes to, the SEC from time to time. This information should also be read in conjunction with the Company’s Consolidated Financial Statements and the Notes thereto contained in the Company’s Annual Report on Form 10-K for the year-ended December 31, 2008, and in other reports or documents the Company files with, or furnishes to, the SEC from time to time.

Source: Knight Capital Group, Inc.

Margaret Wyrwas, Senior Managing Director of Communications, Marketing & Investor Relations, +1-201-557-6954, mwyrwas at knight.com, or Kara Fitzsimmons, Director, Media Relations, +1-201-356-1523, kfitzsimmons at knight.com, or Jonathan Mairs, Vice President, Corporate Communications, +1-201-356-1529, jmairs at knight.com, all of Knight Capital Group, Inc.