Knight Introduces Knight Link: A New Source of Liquidity for Europe

JERSEY CITY, New Jersey and LONDON, November 11 - Knight Capital Group, Inc. (Nasdaq: NITE) today announced the official
launch of Knight Link in Europe, an innovative trading model for European
equities which provides institutional and retail broker-dealers with access
to Knight's unique liquidity.

"We are very excited to be launching Knight Link in Europe," said
Kee-Meng Tan, Managing Director, Head of the Electronic Trading Group in
Europe. "Knight Link is designed to bring European clients quality executions
with high fulfilment rates and low cost on a low-latency platform."

Knight Link is authorised and regulated by the UK Financial Service
Authority as a Systematic Internaliser, in accordance with the Markets in
Financial Instruments Directive. Knight Link helps clients to achieve
MiFID-mandated best execution requirements through a combination of
high-quality stock execution and low transaction costs.

"Knight Link is customisable to each client's needs and preferences," Mr.
Tan added. "We accommodate a wide range of trading architectures and capacity
requirements based on our leading technology, extensive market-making
operation, and connectivity to the full range of trading venues in Europe."

Knight introduced Knight Link to a handful of institutions with European
operations in January 2009, and Knight Capital Europe Limited commenced
business as a Retail Service Provider in the U.K. in June 2009. Knight also
will begin offering its market-making services on the Equiduct regulated
market shortly, bringing best execution to the continental European retail
market. Knight Link offers rapid order execution in a broad and growing range
of pan-European large- and mid-cap equities, bringing together execution of
institutional and retail flow. Since early 2009, Knight Link has added both
institutional and retail broker-dealer clients, regularly trading more than
US$100 million (euro 67 million) daily.

Knight Link in Europe is based on the highly successful model Knight
developed for trading in the U.S. equity markets. In the U.S., Knight Link
provides access to one of the largest sources of off-exchange liquidity in
the marketplace with 129 million U.S. equity shares traded daily in October
2009.

Knight provides clients with voice and electronic access and trading in
Europe through our London-based trading operations. Knight is a direct member
of more than 20 European exchanges and multilateral trading facilities
(MTFs).

For more information on Knight Link in Europe, please contact Mr. Tan at
+44-(0)20-7997-7778 and fax +44-(0)20-7997-7726.

About Knight

Knight Capital Group, Inc. (Nasdaq: NITE) is a global capital markets
firm that provides market access and trade execution services across multiple
asset classes to buy- and sell-side firms. Knight's hybrid market model
features complementary electronic and voice trade execution services in
global equities and fixed income as well as foreign exchange, futures and
options. The firm is consistently ranked as the leading source of
off-exchange liquidity in U.S. equities. Knight also provides capital markets
services to corporate issuers. Knight is headquartered in Jersey City, NJ
with a growing global presence across North America, Europe and the
Asia-Pacific region. For more information, please go to 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 the costs,
integration, performance and operation of businesses recently acquired, or
that may be acquired in the future, by the Company and risks related to the
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.

Margaret Wyrwas, Senior Managing Director, Communications, Marketing & Investor Relations, Knight Capital Group, Inc., +1-201-557-6954, mwyrwas at knight.com, or Kara Fitzsimmons, Director, Media Relations, Knight Capital Group, Inc., +1-201-356-1523, kfitzsimmons at knight.com, or Jonathan Mairs, Vice President, Corporate Communications, Knight Capital Group, Inc., +1-201-356-1529, jmairs at knight.com, or Mary Gilbert, Vice President, Broker-Dealer Marketing, Knight Equity Markets, LP, +1-201-386-2825, mgilbert at knight.com